Short-term hydrothermal scheduling (SHS) is one of the most important issues in the economic operation of power system. The objective of SHS is to determine the optimal amount of water discharges of hydro plants and power generations of thermal plants over a scheduling horizon so as to minimize the total fuel cost of thermal plants while satisfying various hydraulic and electric system constraints. Among these constraints, equality constraints include system load balance, water dynamic balance, and initial and terminal reservoir storage volumes. Inequality constraints are hydrothermal generation limits, ramp rate limits of thermal units, reservoir storage volumes limits, water discharge rate limits and prohibited discharge zones of hydro units. Furthermore, the valve-point effects of thermal units intensify non-linearity and non-convexity of SHS problem [1] and [2]. Therefore, SHS is a large-scale, dynamic, non-linear, non-convex and complicated constrained optimization problem.