Using integer programming to refine Lagrangian-based unit commitment solutions

IEEE Transactions on Power Systems

Volumn 15, Issue 1, 2000, Pages 151-156

  Takriti, Samer ^a   Birge, John R ^b  

^a IBM T J WATSON RESEARCH CENTER   (United States)

^b UNIVERSITY OF MICHIGAN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CONSTRAINT THEORY; DYNAMIC PROGRAMMING; ELECTRIC LOAD MANAGEMENT; INTEGER PROGRAMMING; LAGRANGE MULTIPLIERS; MATHEMATICAL MODELS; NONLINEAR SYSTEMS; NUMERICAL METHODS;

BRANCH AND BOUND; LAGRANGIAN RELAXATION; MIXED INTEGER PROGRAMMING; UNIT COMMITMENT;

ELECTRIC POWER SYSTEMS;

EID: 0034138665     PISSN: 08858950     EISSN: None     Source Type: Journal    
DOI: 10.1109/59.852114     Document Type: Article

References (21)

1. R. Baidick, "The generalized unit commitment problem," IEEE Transactions on Power Systems, vol. 10, no. 1, pp. 465-4175, Feb. 1995.
2. J. Batut and A. Renaud, "Daily generatiun scheduling optimization with transmission constraints : A new class of algorithms," IEEE Transactions
3. D. P. Bertsekas, Constrained Optimization and Lagrangc Multiplier Methods, MA: Athena Scientific, 1996.
4. D. P. Bertsekas, G. S. Lauer, N. R. Sandcll, and T. A. Posbergh, "Optimal short-term scheduling of large-scale power systems," I EKE Transactions on Automatic Control, vol. 28, no. I, pp. 1-11, Jan. 1983.
5. A. Carpentier, G. Cohen, J.-C. Crilioli, and A. Renaud, "Stochastic optimization 'if unit commitment: A new decomposition framework," IEEE Transactions on Power Systems, vol. II, no. 2. pp. 1067-1073, May 1996.
6. G. Cohen, "Optimization by decomposition and coordination: A unified approach," IKKK Transactions on Automatic Control, vol. AC-32, no. 2, Apr. 1978.
7. _, "Auxiliary problem principle and decomposition of optimization problems, " Journal of Optimization Theory and Application, vol. 32, no, 3, Nov. 1980.
8. S.-J. Huiing and C.-L. Huang, "Application of genetic-based neural networks to thermal unit commitment," IEEE Transactions on Power Systems, vol. 12, no. 2, pp. 654-659, 1997.
9. D. Goldfarb and M. J. Todd, "Linear programming," in Optimization: Handbooks in Operations Research and Management Science, G. L. Ncmhausor, A. H. G. Rinnooy Kan, and M, J, Todd, Eds. Amsterdam: Elsevier Science, 1994.
10. IBM, "Optimization Subroutine Library: Guide and Reference,", SC23-0519-04, 5th ed., Feb. 1995.
11. S. A. Kazarlis, A. G. Bakirtzis, and V. Petridis, "A genetic algorithm solution to the unit commitment problem," IEEE Transactions un Power Systems, vol. 11, no. 1, pp. 83-92, Feb. 1996.
12. A. Merlin and P. Sandrin, "A new method for unit commitment at Electricité de France," IEEE Transactions on Power Apparatus and Systems, vol. PAS-102, no. 5, pp. 1218-1225, May 1983.
13. J. A. Muckstadt and S. A. Koenig, "An application of Lagrangian relaxation to scheduling in power-generation systems," Operations Research, vol. 25, no. 3, pp. 387-403, May/June 1977.
14. G. L, Nemhauser and L. A. Wolsey, Integer and Combinatorial Optimization. New York: John Wiley, 1988.
15. S. Ruzic and N. Rajakovic, "A new approach tor solving extended unit commiEmcnt problem," lEEETrannuctionson Power Sysle ms, vol. 6, no. I, pp. 269-277, Feb. 1991.
16. G. B. Shchle and G. N. Fahd, "Unit commitment literature synopsis," IEEE Transactions on Power Systems, vol. 9, no. 1, pp. 128-135, Feb. 1994.
17. S. Tiikriti, J. R, Birge, and E. Long, "A stochastic model for the unit commitment problem," IEEE Transactions on Power Systems, vol. 11, no. 3, pp. 1497-150, Aug. 1996.
18. S. Tdkriti, B. Krasenbrink, and L, S.-Y, Wu, "Incorporating fuel constraints and electricity spot prices into the stochastic unit commitment problem," Operations Research, to be published,
19. F. Zhuang and F. D. Galiana, "Toward a more rigorous and practical unit commitment by Lugrangian relaxation," IEEE Transactions on Power Systems, vol. 3, no. 2, pp. 763-773, May 1988.
20. _, "Unit commitment by simulated annealing," IEEE Transactions on Power Systems, vol. 5, no. 1, pp. 311-318, Feb. 1990.
21. S. Tahiti, B. Krasenbrink, and L. S.-Y. Wu, , Tech. Rep. RC 21066, http://dominrj.watson.ibm.com/library/cyberdig.nsf/Home, T. J. Watson Research Center, IBM Research Division, 1997.