A computationally efficient mixed-integer linear formulation for the thermal unit commitment problem

IEEE Transactions on Power Systems

Volumn 21, Issue 3, 2006, Pages 1371-1378

  Carrión, Miguel ^a   Arroyo, José Manuel ^a  

^a UNIVERSITY OF CASTILLA LA MANCHA   (Spain)

Author keywords

Mixed integer linear programming (MILP); Thermal generating units; Unit commitment

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; INTEGER PROGRAMMING; MATHEMATICAL MODELS; PROBLEM SOLVING;

MIXED-INTEGER LINEAR PROGRAMMING (MILP); THERMAL GENERATING UNITS; UNIT COMMITMENT;

LINEAR PROGRAMMING;

EID: 33747623533     PISSN: 08858950     EISSN: None     Source Type: Journal    
DOI: 10.1109/TPWRS.2006.876672     Document Type: Article

References (37)

1. A. J. Wood and B. F. Wollenberg, Power Generation, Operation, and Cootrol, 2nd ed. New York: Wiley, 1996.
2. M. Shahidehpour, H. Yamin, and Z. Li, Market Operations in Electric Power Systems: Forecasting, Scheduling, and Risk Management. Piscataway, NJ: IEEE-Wiley-Interscience, 2002.
3. Remedying Undue Discrimination Through Open Access Transmission Service and Standard Electricity Market Design, Notice of Proposed Rulemaking, Docket No. RM01-12-000, Federal Energy Regulatory Commission, Jul. 2002. [Online]. Available: http://www.ferc.gov/.
4. F. N. Lee, "Short-term thermal unit commitment - A new method," IEEE Trans. Power Syst., vol.3, no. 2, pp. 421-428, May 1988.
5. C. Li, R. B. Johnson, and A. J. Svoboda, "A new unit commitment method," IEEE Trans. Power Syst., vol. 12, no. 1, pp. 113-119, Feb. 1997.
6. T. Senjyu, K. Shimabukuro, K. Uezato, and T. Funabashi, "A fast technique for unit commitment problem by extended priority list," IEEE Trans. Power Syst., vol. 18, no. 2, pp. 882-888, May 2003.
7. W. L. Snyder, H. D. Powell, and J. C. Rayburn, "Dynamic-programming approach to unit commitment," IEEE Trans. Power Syst., vol. 2, no. 2, pp. 339-350, May 1987.
8. W. J. Hobbs, G. Hermon, S. Warner, and G. B. Sheblé, "An enhanced dynamic programming approach for unit commitment," IEEE Trans. Power Syst., vol. 3, no. 3, pp. 1201-1205, Aug. 1988.
9. Z. Ouyang and S. M. Shahidehpour, "An intelligent dynamic-programming for unit commitment application," IEEE Trans. Power Sys., vol. 6, no. 3, pp. 1203-1209, Aug. 1991.
10. T. S. Dillon, K. W. Edwin, H. D. Kochs, and R. J. Tand, "Integer programming approach to the problem of optimal unit commitment with probabilistic reserve determination," IEEE Trans. Power App. Syst., vol. PAS-97, no. 6, pp. 2154-2166, Nov./Dec. 1978.
11. J. Medina, V. H. Quintana, and A. J. Conejo, "A clipping-off interior point technique for medium-term hydro-thermal coordination," IEEE Trans. Power Syst., vol. 14, no. 1, pp. 266-273, Feb. 1999.
12. A. Merlin and P. Sandrin, "A new method for unit commitment at Electricité de France," IEEE Trans. Power App. Syst., vol. PAS-102, no. 5, pp. 1218-1225, May 1983.
13. F. Zhuang and F. D. Galiana, "Towards a more rigorous and practical unit commitment by Lagrange relaxation," IEEE Trans. Power Syst., vol. 3, no. 2, pp. 763-773, May 1988.
14. C. Wang and S. M. Shahidehpour, "Ramp-rate limits in unit commitment and economic dispatch incorporating rotor fatigue effect," IEEE Trans. Power Syst., vol. 9, no. 3, pp. 1539-1545, Aug. 1994.
15. C. Wang and S. M. Shahidehpour, "Optimal generation scheduling with ramping costs," IEEE Trans. Power Syst., vol. 10, no. 1, pp. 60-67, Feb. 1995.
16. A. J. Svoboda, C.-L. Tseng, C-A. Li, and R. B. Johnson, "Short-term resource scheduling with ramp constraints," IEEE Trans. Power Syst., vol. 12, no. 1, pp. 77-83, Feb. 1997.
17. S.-Y. Lai and R. Baldick, "Unit commitment with ramp multipliers," IEEE Trans. Power Syst., vol. 14, no. 1, pp. 58-64, Feb. 1999.
18. W. Ongsakul and N. Petcharaks, "Unit commitment by enhanced adaptive Lagrangian relaxation," IEEE Trans. Power Syst., vol. 19, no. 1, pp. 620-628, Feb. 2004.
19. F. Zhuang and F. D. Galiana, "Unit commitment by simulated annealing," IEEE Trans. Power Syst., vol. 5, no. 1, pp. 311-318, Feb. 1990.
20. A. H. Mantawy, Y. L. Abdel-Magid, and S. Z. Selim, "A simulated annealing algorithm for unit commitment," IEEE Trans. Power Syst., vol. 13, no. 1, pp. 197-204, Feb. 1998.
21. G. K. Purushothama and L. Jenkins, "Simulated annealing with local search - A hybrid algorithm for unit commitment," IEEE Trans. Power Syst., vol. 18, no. 1, pp. 273-278, Feb. 2003.
22. S. A. Kazarlis, A. G. Bakirtzis, and V. Petridis, "A genetic algorithm solution to the unit commitment problem," IEEE Trans. Power Syst., vol. 11, no. 1, pp. 83-92, Feb. 1996.
23. K. A. Juste, H. Kita, E. Tanaka, and J. Hasegawa, "An evolutionary programming solution to the unit commitment problem," IEEE Trans. Power Syst., vol. 14, no. 4, pp. 1452-1459, Nov. 1999.
24. J. M. Arroyo and A. J. Conejo, "A parallel repair genetic algorithm to solve the unit commitment problem," IEEE Trans. Power Syst., vol. 17, no. 4, pp. 1216-1224, Nov. 2002.
25. C. C. A. Rajan and M. R. Mohan, "An evolutionary programming-based tabu search method for solving the unit commitment problem," IEEE Trans. Power Syst., vol. 19, no. 1, pp. 577-585, Feb. 2004.
26. I. G. Damousis, A. G. Bakirtzis, and P. S. Dokopoulos, "A solution to the unit commitment problem using integer-coded genetic algorithm," IEEE Trans. Power Syst., vol. 19, no. 2, pp. 1165-1172, May 2004.
27. N. P. Padhy, "Unit commitment - A bibliographical survey," IEEE Trans. Power Syst., vol. 19, no. 2, pp. 1196-1205, May 2004.
28. G. L. Nemhauser and L. A. Wolsey, Integer and Combinatorial Optimization. New York: Wiley-Interscience, 1999.
29. R. E. Bixby, M. Fenelon, Z. Gu, E. Rothberg, and R. Wunderling, "MIP: Theory and practice closing the gap," in System Modeling and Optimization: Methods, Theory and Applications, M. J. D. Powell and S. Scholtes, Eds. Norwell, MA: Kluwer, 2000, pp. 19-50.
30. The ILOG CPLEX Website, 2006. [Online]. Available: http://www.ilog.com/ products/cplex/.
31. The Dash XPRESS Website, 2006. [Online]. Available: http:// www.dashoptimization.com/home/products/products_optimizer.html.
32. J. M. Arroyo and A. J. Conejo, "Optimal response of a thermal unit to an electricity spot market," IEEE Trans. Power Syst., vol. 15, no. 3, pp. 1098-1104, Aug. 2000.
33. M. P. Nowak and W. Römisch, "Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty," Ann. Oper. Res., vol. 100, pp. 251-272, 2000.
34. S. P. Bradley, A. C. Hax, and T. L. Magnanti, Applied Mathematical Programming. Reading, MA: Addison Wesley, 1977.
35. B. A. Murtagh, M. A. Saunders, W. Murray, P. E. Gill, R. Raman, and E. Kalvelagen, "MINOS: A solver for large-scale nonlinear optimization problems," in GAMS: The Solver ManuHls, 2006 [Online]. Available: http://www.gams.com/dd/docs/solvers/minos.pdf., GAMS Development Corporation Website.
36. The GAMS Development Corporation Website, 2006. [Online]. Available: http://www.gams.com/.
37. C.-P. Cheng, C.-W. Liu, and C-C. Liu, "Unit commitment by Lagrangian relaxation and genetic algorithms," IEEE Trans. Power Syst., vol. 15, no. 2, pp. 707-714, May 2000.