Optimal Job Scheduling with Day-ahead Price and Random Local Distributed Generation: A Two-stage Robust Approach

In this paper, we consider a job scheduling problem with random local generation, in which some jobs must be scheduled day-ahead while the others can be scheduled in a real time fashion. To capture the randomness of the local distributed generation, we develop a two-stage robust optimization model by assuming an uncertainty set without probability information. Given that the problem is challenging, a nested primal cut algorithm is implemented to exactly solve it. A preliminary computational study, along with management insights, is presented to show the effectiveness of the proposed model.

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Submitted, Unversity of South Florida, FL, 07/2011

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