A continuous convex knapsack problem with one convex complicating constraint: The Economic dispatch problem
We consider a problem from power production planning; the Spinning Reserve Constrained Economic Dispatch Problem (EDC). It arises as a subproblem in the more general Unit Commitment problem where it typically has to be solved hundreds of times. The EDC-problem is usually modelled as a convex continuous knapsack problem with one extra constraint that ensures sufficient marginal to the upper capacity limit of the system. We present efficient algorithms based on solving ordinary continuous knapsack problems, e.g. by the algorithm of Bitran & Hax. We also extend the Bitran & Hax algorithm to work with both constraints simultaneously, enabling fast reoptimization. Computational results are given.
- OSTI ID:
- 35998
- Report Number(s):
- CONF-9408161--
- Country of Publication:
- United States
- Language:
- English
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