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Title: On Mixed-Integer Programming Formulations for the Unit Commitment Problem

Abstract

We provide a comprehensive overview of mixed-integer programming formulations for the unit commitment (UC) problem. UC formulations have been an especially active area of research over the past 12 years due to their practical importance in power grid operations, and this paper serves as a capstone for this line of work. We additionally provide publicly available reference implementations of all formulations examined. We computationally test existing and novel UC formulations on a suite of instances drawn from both academic and real-world data sources. Driven by our computational experience from this and previous work, we contribute some additional formulations for both generator production upper bounds and piecewise linear production costs. By composing new UC formulations using existing components found in the literature and new components introduced in this paper, we demonstrate that performance can be significantly improved—and in the process, we identify a new state-of-the-art UC formulation.

Authors:
ORCiD logo [1];  [2];  [3]
  1. Sandia National Lab. (SNL-NM), Albuquerque, NM (United States). Discrete Math & Optimization
  2. Univ. of Tennessee, Knoxville, TN (United States). Industrial and Systems Engineering
  3. Sandia National Lab. (SNL-CA), Livermore, CA (United States). Data Science & Cyber Analytics
Publication Date:
Research Org.:
Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Sandia National Lab. (SNL-CA), Livermore, CA (United States)
Sponsoring Org.:
USDOE Office of Electricity (OE); USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR); USDOE National Nuclear Security Administration (NNSA)
OSTI Identifier:
1670724
Report Number(s):
SAND-2019-13440J
Journal ID: ISSN 1091-9856; 681098
Grant/Contract Number:  
AC04-94AL85000; SC0018175; NA0003525
Resource Type:
Journal Article: Accepted Manuscript
Journal Name:
INFORMS Journal on Computing
Additional Journal Information:
Journal Volume: 32; Journal Issue: 4; Journal ID: ISSN 1091-9856
Publisher:
INFORMS
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICS AND COMPUTING

Citation Formats

Knueven, Bernard, Ostrowski, James, and Watson, Jean-Paul. On Mixed-Integer Programming Formulations for the Unit Commitment Problem. United States: N. p., 2020. Web. doi:10.1287/ijoc.2019.0944.
Knueven, Bernard, Ostrowski, James, & Watson, Jean-Paul. On Mixed-Integer Programming Formulations for the Unit Commitment Problem. United States. https://doi.org/10.1287/ijoc.2019.0944
Knueven, Bernard, Ostrowski, James, and Watson, Jean-Paul. 2020. "On Mixed-Integer Programming Formulations for the Unit Commitment Problem". United States. https://doi.org/10.1287/ijoc.2019.0944. https://www.osti.gov/servlets/purl/1670724.
@article{osti_1670724,
title = {On Mixed-Integer Programming Formulations for the Unit Commitment Problem},
author = {Knueven, Bernard and Ostrowski, James and Watson, Jean-Paul},
abstractNote = {We provide a comprehensive overview of mixed-integer programming formulations for the unit commitment (UC) problem. UC formulations have been an especially active area of research over the past 12 years due to their practical importance in power grid operations, and this paper serves as a capstone for this line of work. We additionally provide publicly available reference implementations of all formulations examined. We computationally test existing and novel UC formulations on a suite of instances drawn from both academic and real-world data sources. Driven by our computational experience from this and previous work, we contribute some additional formulations for both generator production upper bounds and piecewise linear production costs. By composing new UC formulations using existing components found in the literature and new components introduced in this paper, we demonstrate that performance can be significantly improved—and in the process, we identify a new state-of-the-art UC formulation.},
doi = {10.1287/ijoc.2019.0944},
url = {https://www.osti.gov/biblio/1670724}, journal = {INFORMS Journal on Computing},
issn = {1091-9856},
number = 4,
volume = 32,
place = {United States},
year = {2020},
month = {6}
}

Works referenced in this record:

A State Transition MIP Formulation for the Unit Commitment Problem
journal, January 2018


Analyzing valid inequalities of the generation unit commitment problem
conference, March 2009


Tighter Approximated MILP Formulations for Unit Commitment Problems
journal, February 2009


A tight MIP formulation of the unit commitment problem with start-up and shut-down constraints
journal, April 2016


The summed start-up costs in a unit commitment problem
journal, March 2016


Tight and Compact MILP Formulation for the Thermal Unit Commitment Problem
journal, November 2013


Perspective cuts for a class of convex 0–1 mixed integer programs
journal, July 2005


The IEEE Reliability Test System: A Proposed 2019 Update
journal, January 2020


Improving Large Scale Day-Ahead Security Constrained Unit Commitment Performance
journal, November 2016


Incorporating Fuel Constraints and Electricity Spot Prices into the Stochastic Unit Commitment Problem
journal, April 2000


Modified orbital branching for structured symmetry with an application to unit commitment
journal, September 2014


Improving Accuracy and Efficiency of Start-Up Cost Formulations in MIP Unit Commitment by Modeling Power Plant Temperatures
journal, July 2016


A Convex Primal Formulation for Convex Hull Pricing
journal, September 2017


Locally ideal formulations for piecewise linear functions with indicator variables
journal, November 2013


The Unit Commitment Problem With AC Optimal Power Flow Constraints
journal, November 2016


A novel projected two-binary-variable formulation for unit commitment in power systems
journal, February 2017


Exploiting Identical Generators in Unit Commitment
journal, July 2018


An Application of Mixed-Integer Programming Duality to Scheduling Thermal Generating Systems
journal, December 1968


The Ramping Polytope and Cut Generation for the Unit Commitment Problem
journal, November 2018


Optimal Self-Scheduling of a Thermal Producer in Short-Term Electricity Markets by MILP
journal, November 2010


Optimal response of a thermal unit to an electricity spot market
journal, January 2000


Tight Mixed Integer Linear Programming Formulations for the Unit Commitment Problem
journal, February 2012


Polynomial time algorithms and extended formulations for unit commitment problems
journal, January 2018


Pyomo: modeling and solving mathematical programs in Python
journal, August 2011


Tight and Compact MILP Formulation of Start-Up and Shut-Down Ramping in Unit Commitment
journal, May 2013


Tight MIP formulations for bounded up/down times and interval-dependent start-ups
journal, October 2016


A polyhedral study of production ramping
journal, June 2015


Integer Programming Approach to the Problem of Optimal Unit Commitment with Probabilistic Reserve Determination
journal, November 1978


Works referencing / citing this record:

The impacts of convex piecewise linear cost formulations on AC optimal power flow
journal, October 2021


A New Affinely Adjustable Robust Model for Security Constrained Unit Commitment under Uncertainty
journal, April 2021