A Stabilised Scenario Decomposition Algorithm Applied to Stochastic Unit Commitment Problems

In recent years the expansion of energy supplies from volatile renewable sources has triggered an increased interest in stochastic optimization models for hydro-thermal unit commitment. Several studies have modelled this as a two-stage or multi-stage stochastic mixed-integer optimization problem. Solving such problems directly is computationally intractable for large instances, and alternative approaches are required. In … Read more