Combined heat and power economic dispatch by mesh adaptive direct search algorithm

► In this study, an optimization method, namely mesh adaptive direct search (MADS) is introduced to solve combined heat and power (CHP) economic dispatch problem. ► MADS is a recently developed algorithm that is supported by a thorough convergence analysis. The MADS method is illustrated using three test cases taken from the literature. ► Latin hypercube sampling (LHS), particle swarm optimization (PSO) and design and analysis of computer experiments (DACE) algorithms are employed as effective search strategies in MADS to solve the CHPED problems. The results clearly demonstrate that the MADS-based methods are practical and valid for CHPED applications. ► The MADS-DACE algorithm performs superior than or as well as the other recent methods in terms of solution quality, handling constraints and computation time.