Solving large-scale unit-commitment problems using dual dynamic programming and open-source solvers

The astonishing dimensions and complexity of power systems render them impossible to be managed without the help of cutting-edge software. Due to a lack of scalable, reliable and well documented free and open-source solutions, system operators, regulators, and government agencies often rely on proprietary software to provide them information that ultimately will be used to … Read more

Parallel Dual Dynamic Integer Programming for Large-Scale Hydrothermal Unit-Commitment

Unit commitment has been at the center of power system operation for well over 50 years. Yet, this problem cannot be considered solved due to its size and complexity. Today, operators rely on off-the-shelf optimization solvers to tackle this challenging problem, and often resort to simplifications to make the problem more tractable and solvable in … Read more

Electric Power Infrastructure Planning: Mixed-Integer Programming Model and Nested Decomposition Algorithm

This paper addresses the long-term planning of electric power infrastructures considering high renewable penetration. To capture the intermittency of these sources, we propose a deterministic multi-scale Mixed-Integer Linear Programming (MILP) formulation that simultaneously considers annual generation investment decisions and hourly operational decisions. We adopt judicious approximations and aggregations to improve its tractability. Moreover, to overcome … Read more

Robust Dual Dynamic Programming

Multi-stage robust optimization problems, where the decision maker can dynamically react to consecutively observed realizations of the uncertain problem parameters, pose formidable theoretical and computational challenges. As a result, the existing solution approaches for this problem class typically determine subopti- mal solutions under restrictive assumptions. In this paper, we propose a robust dual dynamic programming … Read more