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The Ramping Polytope and Cut Generation for the Unit Commitment Problem

Journal Article · · INFORMS Journal on Computing
 [1];  [2];  [3]
  1. University of Tennessee, Knoxville, TN (United States); University of Tennessee
  2. University of Tennessee, Knoxville, TN (United States)
  3. Argonne National Laboratory (ANL), Argonne, IL (United States)

We present a perfect formulation for a single generator in the unit commitment problem, inspired by the dynamic programming approach taken by Frangioni and Gentile. This generator can have characteristics such as ramp-up/ramp-down constraints, time-dependent start-up costs, and start-up/shut-down limits. To develop this perfect formulation, we extend the result of Balas on unions of polyhedra to present a framework allowing for flexible combinations of polyhedra using indicator variables. Here, we use this perfect formulation to create a cut-generating linear program, similar in spirit to lift-and-project cuts, and demonstrate computational efficacy of these cuts in a utility-scale unit commitment problem.

Research Organization:
University of Tennessee, Knoxville, TN (United States)
Sponsoring Organization:
USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR); USDOE Office of Science (SC), Office of Workforce Development for Teachers & Scientists (WDTS)
Grant/Contract Number:
SC0018175; AC05-06OR23100
OSTI ID:
2339862
Journal Information:
INFORMS Journal on Computing, Journal Name: INFORMS Journal on Computing Journal Issue: 4 Vol. 30; ISSN 1091-9856
Publisher:
Institute for Operations Research and the Management Sciences (INFORMS)Copyright Statement
Country of Publication:
United States
Language:
English

References (14)

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Modified orbital branching for structured symmetry with an application to unit commitment journal September 2014
A polyhedral study of production ramping journal June 2015
A tight MIP formulation of the unit commitment problem with start-up and shut-down constraints journal April 2016
Disjunctive programming: Properties of the convex hull of feasible points journal December 1998
Min-up/min-down polytopes journal June 2004
Power Generation Scheduling by Integer Programming-Development of Theory journal April 1962
A Computationally Efficient Mixed-Integer Linear Formulation for the Thermal Unit Commitment Problem journal August 2006
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
The Matching Polytope has Exponential Extension Complexity journal September 2017
MISO Unlocks Billions in Savings Through the Application of Operations Research for Energy and Ancillary Services Markets journal February 2012
Solving Nonlinear Single-Unit Commitment Problems with Ramping Constraints journal August 2006

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