stochastic unit-commitment

Multistage Stochastic Unit Commitment Using Stochastic Dual Dynamic Integer Programming

  • Shabbir Ahmed
  • Xu Andy Sun
  • Jikai Zou
    • Categories Applications - Science and Engineering, Stochastic Programming Tags , ,

    Unit commitment (UC) is a key operational problem in power systems used to determine an optimal daily or weekly generation commitment schedule. Incorporating uncertainty in this already difficult mixed integer optimization problem introduces significant computational challenges. Most existing stochastic UC models consider either a two-stage decision structure, where the commitment schedule for the entire planning … Read more

    A Stabilised Scenario Decomposition Algorithm Applied to Stochastic Unit Commitment Problems

  • Andreas Grothey
  • Kenneth McKinnon
  • Tim Schulze
    • Categories (Mixed) Integer Linear Programming, Stochastic Programming Tags , , , , ,

    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

    Decomposition algorithm for large-scale two-stage unit-commitment

  • Jérôme Malick
  • Wim van Ackooij
    • Categories Applications - OR and Management Sciences, Nonsmooth Optimization, Stochastic Programming Tags , , , , ,

    Everyday, electricity generation companies submit a generation schedule to the grid operator for the coming day; computing an optimal schedule is called the unit-commitment problem. Generation companies can also occasionally submit changes to the schedule, that can be seen as intra-daily incomplete recourse actions. In this paper, we propose a two-stage formulation of unit-commitment, wherein … Read more