A stochastic model for the unit commitment problem

IEEE Transactions on Power Systems

Volumn 11, Issue 3, 1996, Pages 1497-1508

  Takriti, Samer ^a   Birge, John R ^a   Long, Erik ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Dynamic programming; Lagrangian relaxation; Stochastic programming; Unit commitment problem

Indexed keywords

DYNAMIC PROGRAMMING; ELECTRIC LOAD MANAGEMENT; ELECTRIC POWER SYSTEMS; LAGRANGE MULTIPLIERS; MATHEMATICAL MODELS; PROBLEM SOLVING; RANDOM PROCESSES;

LAGRANGIAN RELAXATION; STOCHASTIC PROGRAMMING; UNIT COMMITMENT PROBLEM;

ELECTRIC POWER GENERATION;

EID: 0030215880     PISSN: 08858950     EISSN: None     Source Type: Journal    
DOI: 10.1109/59.535691     Document Type: Article

References (12)

1. K. Aoki, M. Itoh, T. Satoh, K. Nara, and M. Kanezashi. Optimal long-term unit commitment in large scale systems including fuel constrained thermal and pumped-storage hydro. IEEE Transactions on Power Systems, 4(3):1065-1073, August 1989.
2. D. P. Bertsekas, Constrained Optimization and Lagrange Multiplier Methods, chapter 5.6, page 368. Academic Press, 1982.
3. D. P. Bertsekas, G. S. Lauer, N. R. Sandell, and T. A. Posbergh. Optimal short-term scheduling of large-scale power systems. IEEE Transactions on Automatic Control, 28(1):1-11, January 1983.
4. East Central Area Reliability Group. Reliability criterion. 1981. Document #1.
5. K. D. Le, R. R. Jackups, J. Feinstein, and J. S. Griffith Operational Aspects of Generating Cycling. IEEE Transactions on Power Systems, 5(4):213~217, November 1991
6. A. Merlin and P. Sandrin, A new method for unit commitment at Blectricité de France. IEEE Transactions on Power Apparatus and Systems, PAS-102(5):1218-1225, May 1983.
7. J. A. Muckstadt and S. A. Koenig, An application of Lagrangian relaxation to scheduling in power-generation systems. Operations Research, 25(3):387-403, May-June 1977.
8. B. T. Poljak, A general method for solving extremal problems. Soviet Mathematics Doklady, 8:593-597, 1967.
9. R. T. Rockafellar and R. J.-B. Wets, Scenarios and policy aggregation in optimization under uncertainty. Mathematics of Operations Research, 16(1):119-147, 1991.
10. S. Ruzic and N. Rajakovic, A new approach for solving extended unit commitment problem. IEEE Transactions on Power Systems, 6(l):269-277, February 1991.
11. J. F. Shapiro, Mathematical Prog-ramming: Structures and Algorithms. John Wiley & Sons, Inc., 1979.
12. F. Zhuang and F. D. Galiana, Towards a more rigorous and practical unit commitment by Lagrangian relaxation. IEEK Transactions on Power Systems, 3(2):763-773, May 1.988.