École Nationale Supérieure de
Techniques Avancées

Abstract

This work intends to provide an answer to the question how to solve the problem of managing daily production for an electricity producer such as EDF using a particular method of linear programming. The main goal is to be able to obtain a better lower bound of the solution or even a better solution than with the current method. We consider the deterministic problem of managing daily production, which is designed to satisfy the demand while producing electricity for a cost as low as possible. Instead of trying to solve the problem directly using existing solvers, we propose here a method which consits in dividing the general problem into smaller ones easier to solve, this is the idea of Dantzig-Wolfe decomposition. It is introduced in the second part and tested on a simpler model in order to make some improvements. Finally, we compare the efficency of this decomposition with the current method used at EDF which is a lagrangian decomposition.