[en] This manuscript deals with large-scale optimization problems, and more specifically with solving the electricity unit commitment problem arising at EDF. First, we focused on the augmented Lagrangian algorithm. The behavior of that algorithm on an infeasible convex quadratic optimization problem is analyzed. It is shown that the algorithm finds a point that satisfies the shifted constraints with the smallest possible shift in the sense of the Euclidean norm and that it minimizes the objective on the corresponding shifted constrained set. The convergence to such a point is realized at a global linear rate, which depends explicitly on the augmentation parameter. This suggests us a rule for determining the augmentation parameter to control the speed of convergence of the shifted constraint norm to zero. This rule has the advantage of generating bounded augmentation parameters even when the problem is infeasible. As a by-product, the algorithm computes the smallest translation in the Euclidean norm that makes the constraints feasible. Furthermore, this work provides solution methods for stochastic optimization industrial problems decomposed on a scenario tree, based on the progressive hedging algorithm introduced by [Rockafellar et Wets, 1991]. We also focus on the convergence of that algorithm. On the one hand, we offer a counter-example showing that the algorithm could diverge if its augmentation parameter is iteratively updated. On the other hand, we show how to recover the multipliers associated with the non-dualized constraints defined on the scenario tree from those associated with the corresponding constraints of the scenario subproblems. Their convergence is also analyzed for convex problems. The practical interest of theses solutions techniques is corroborated by numerical experiments performed on the electric production management problem. We apply the progressive hedging algorithm to a realistic industrial problem. More precisely, we solve the French medium-term electricity planning problem that consists in minimizing the expected electricity production cost, considering physical constraints like the boundaries of 155 production units and the dynamic evolution of nuclear stocks, and imposing the equilibrium between production and demand. We also illustrate the multiplier convergence result on the problem that consists in determining the marginal cost of the supply-demand equilibrium in the medium-term electricity planning at electricite de France. (author)