Skip to main content
U.S. Department of Energy
Office of Scientific and Technical Information

On Mixed-Integer Programming Formulations for the Unit Commitment Problem

Journal Article · · INFORMS Journal on Computing
 [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
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.
Research Organization:
Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States); Sandia National Laboratories, Livermore, CA; University of Tennessee, Knoxville, TN (United States)
Sponsoring Organization:
USDOE National Nuclear Security Administration (NNSA); USDOE Office of Electricity (OE); USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR)
Grant/Contract Number:
AC04-94AL85000; NA0003525; SC0018175
OSTI ID:
1670724
Alternate ID(s):
OSTI ID: 2339864
OSTI ID: 1761396
Report Number(s):
SAND--2019-13440J; 681098
Journal Information:
INFORMS Journal on Computing, Journal Name: INFORMS Journal on Computing Journal Issue: 4 Vol. 32; ISSN 1091-9856
Publisher:
INFORMSCopyright Statement
Country of Publication:
United States
Language:
English

References (32)

Pyomo — Optimization Modeling in Python book January 2017
Perspective cuts for a class of convex 0–1 mixed integer programs journal July 2005
Modified orbital branching for structured symmetry with an application to unit commitment journal September 2014
A polyhedral study of production ramping journal June 2015
Tight MIP formulations for bounded up/down times and interval-dependent start-ups journal October 2016
Pyomo: modeling and solving mathematical programs in Python journal August 2011
The summed start-up costs in a unit commitment problem journal March 2016
A tight MIP formulation of the unit commitment problem with start-up and shut-down constraints journal April 2016
A novel projected two-binary-variable formulation for unit commitment in power systems journal February 2017
MIP formulation improvement for large scale security constrained unit commitment with configuration based combined cycle modeling journal July 2017
Locally ideal formulations for piecewise linear functions with indicator variables journal November 2013
Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty journal January 2000
Polynomial time algorithms and extended formulations for unit commitment problems journal January 2018
Optimal response of a thermal unit to an electricity spot market journal January 2000
Analyzing valid inequalities of the generation unit commitment problem conference March 2009
An Application of Mixed-Integer Programming Duality to Scheduling Thermal Generating Systems journal December 1968
Integer Programming Approach to the Problem of Optimal Unit Commitment with Probabilistic Reserve Determination journal November 1978
Tighter Approximated MILP Formulations for Unit Commitment Problems journal February 2009
Optimal Self-Scheduling of a Thermal Producer in Short-Term Electricity Markets by MILP journal November 2010
Tight Mixed Integer Linear Programming Formulations for the Unit Commitment Problem journal February 2012
Tight and Compact MILP Formulation of Start-Up and Shut-Down Ramping in Unit Commitment journal May 2013
Tight and Compact MILP Formulation for the Thermal Unit Commitment Problem journal November 2013
Improving Accuracy and Efficiency of Start-Up Cost Formulations in MIP Unit Commitment by Modeling Power Plant Temperatures journal July 2016
Accelerating NCUC Via Binary Variable-Based Locally Ideal Formulation and Dynamic Global Cuts journal September 2016
The Unit Commitment Problem With AC Optimal Power Flow Constraints journal November 2016
Improving Large Scale Day-Ahead Security Constrained Unit Commitment Performance journal November 2016
A Convex Primal Formulation for Convex Hull Pricing journal September 2017
A State Transition MIP Formulation for the Unit Commitment Problem journal January 2018
Exploiting Identical Generators in Unit Commitment journal July 2018
The IEEE Reliability Test System: A Proposed 2019 Update journal January 2020
The Ramping Polytope and Cut Generation for the Unit Commitment Problem journal November 2018
Incorporating Fuel Constraints and Electricity Spot Prices into the Stochastic Unit Commitment Problem journal April 2000

Cited By (2)

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

Similar Records

On Mixed Integer Programming Formulations for the Unit Commitment Problem
Journal Article · Sat Nov 17 23:00:00 EST 2018 · Optimization Online Repository · OSTI ID:1492385

A Novel Matching Formulation for Startup Costs in Unit Commitment
Journal Article · Tue Sep 18 00:00:00 EDT 2018 · Optimization Online Repository · OSTI ID:1492383

Related Subjects