A decomposition approach for the fuel-constrained economic power-dispatch problem

We consider a special class of non-convex programs that are encountered in dispatching the generating units of an electric company. The general form of these problems is {min cTx≤Ajxj≤u j,xj≥0,∑j=1mx i,tj=fi(yi,t),By=d,y≥0}, where c≥0, all entries in A are non-negative, and fi(yi,t)≥0. We show that one can achieve global optimality in the case of lj=0. For the special case in which Aj is a vector of ones, we suggest an alternative formulation in which the non-linearity is moved to the objective function. Numerical results indicate significant improvement in the number of iterations and computer time needed to solve the problem.