Toward scalable, parallel progressive hedging for stochastic unit commitment

IEEE Power and Energy Society General Meeting

Volumn , Issue , 2013, Pages

  Ryan, Sarah M ^a   Wets, Roger J B ^b   Woodruff, David L ^b   Silva Monroy, Cesar ^c   Watson, Jean Paul ^c  

^a IOWA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c SANDIA NATIONAL LABORATORIES   (United States)

Author keywords

Computation time; Optimization methods; Parallel algorithms; Power generation scheduling; Wind energy

Indexed keywords

COMPUTATION TIME; OPTIMIZATION METHOD; POWER GENERATION SCHEDULING; PROGRESSIVE HEDGING ALGORITHM; RESEARCH COMMUNITIES; STOCHASTIC UNIT COMMITMENTS; UNIT COMMITMENT PROBLEM; VARIABLE GENERATIONS;

PARALLEL ALGORITHMS; PARALLEL ARCHITECTURES; WIND POWER;

STOCHASTIC SYSTEMS;

EID: 84893156958     PISSN: 19449925     EISSN: 19449933     Source Type: Conference Proceeding    
DOI: 10.1109/PESMG.2013.6673013     Document Type: Conference Paper

References (14)

1. Price, J. E. Reduced Network Modeling of WECC as a Market Design Prototype. Proceedings of the 2011 IEEE Power and Energy Society General Meeting.
2. W. E. Hart, J. P. Watson, and D. L. Woodruff. Pyomo: Modeling and Solving Mathematical Programs in Python. Mathematical Programming Computation 3 (3). 2011
3. J. P. Watson, D. L. Woodruff, and W. E. Hart. PySP: Modeling and Solving Stochastic Programs in Python. Mathematical Programming Computation 4 (2). 2012.
4. M. Carrion and J. M. Arroyo. A Computationally Efficient Mixed-Integer Linear Formulation for the Thermal Unit Commitment Problem. IEEE Transactions on Power Systems 21 (3). 2006.
5. J. Ostrowski, M. F. Anjos, A. Vanneli. Tight Mixed Integer Linear Programming Formulations for the Unit Commitment Problem. IEEE Transactions on Power Systems 27 (1). 2012.
6. R. T. Rockafellar and R. J. B. Wets. Scenarios and Policy Aggregation in Optimization Under Uncertainty. Mathematics of Operations Research 16 (1). 1999.
7. C. C. Caroe and R. Schultz. Dual Decomposition in Stochastic Integer Programming. Operations Research Letters 24 (1-2). 1999.
8. R. Van Slyke and R. J. B. Wets. L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming. SIAM Journal of Applied Mathematics 17. 1969.
9. J. P. Watson and D. L. Woodruff. Progressive Hedging Innovations for a Class of Stochastic Mixed-Integer Resouce Allocation Problems. Computational Management Science 8 (4). 2011.
10. S. Takriti, J. R. Birge, E. Long, "A stochastic model for the unit commitment problem", IEEE Transactions on Power Systems, vol. 11, no. 3, pp. 1497-1508, Aug. 1996.
11. A. J. King and S. W. Wallace. Modeling with Stochastic Programming. Springer. 2012.
12. A. Papavasiliou. Coupling Renewable Energy Supply with Deferrable Demand. PhD Thesis, University of California Berkeley. 2011.
13. P. A. Ruix, R. C. Philbrick, E. Zack, K. W. Cheung, and P. W. Sauer. Uncertainty Management in the Unit Commitment Problem. IEEE Transactions on Power Systems 24 (2). pp. 642-651. 2009.
14. Y. Feng, D. Gade, S. M. Ryan, R. J. B. Wets, D. L. Woodruff, and J. P. Watson. A New Approximation Method for Day-Ahead Load Modeling. Submitted to IEEE Power and Energy Society General Meeting, 2013.