Stochasic Unit Committment

The unit commitment problem is to nd the production scheduling of a set of electric power generating units, and the generation levels for each unit, over a short term, typically from 24 hours to one week. The objective is to find the optimal schedule which meets the energy demand forecast at a minimum cost, and satisfy technological constraints such as the minimum up and down times for the units. First, we assume the demands are known and made a bench mark for the mixed-integer programming formulations for this model. Second, we consider the case with uncertain demands and review stochastic versions of the problem, which allow the schedule to adjust to the observed demands. Then, we tested two different Lagrangian relaxations techniques for solving the stochastic programming problem. Finally, we tested a heuristic method we developed, based on the linear relaxation for some binary variables, which exploits the structure of the stochastic problem.

By: Julio Goez; James Luedtke; Deepak Rajan; Jayant Kalagnanam

Published in: RC24713 in 2008


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