A novel matching formulation for startup costs in unit commitment

Knueven, Bernard; Ostrowski, James; Watson, Jean-Paul

doi:10.1007/s12532-020-00176-5

Title: A novel matching formulation for startup costs in unit commitment

Journal Article · 24 February 2020 · Mathematical Programming Computation

DOI: https://doi.org/10.1007/s12532-020-00176-5 · OSTI ID:1607497

Knueven, Bernard ^[1]; Ostrowski, James ^[2]; Watson, Jean-Paul ^[3]

Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
Univ. of Tennessee, Knoxville, TN (United States)
Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)

Here we present a novel formulation for startup cost computation in the unit commitment problem (UC). Both our proposed formulation and existing formulations in the literature are placed in a formal, theoretical dominance hierarchy based on their respective linear programming relaxations. Our proposed formulation is tested empirically against existing formulations on large-scale UC instances drawn from real-world data. While requiring more variables than the current state-of-the-art formulation, our proposed formulation requires fewer constraints, and is empirically demonstrated to be as tight as a perfect formulation for startup costs. This tightening can reduce the computational burden in comparison to existing formulations, especially for UC instances with large reserve margins and high penetration levels of renewables.

View Accepted Manuscript (DOE)

Cite

Export

Save

Research Organization:: Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Sandia National Lab. (SNL-CA), Livermore, CA (United States); Univ. of Tennessee, Knoxville, TN (United States)

Sponsoring Organization:: USDOE National Nuclear Security Administration (NNSA); USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR); National Science Foundation (NSF)

Grant/Contract Number:: AC04-94AL85000; KJ0401000; NA0003525; 1332662; SC0018175

OSTI ID:: 1607497

Alternate ID(s):: OSTI ID: 2339868

Report Number(s):: SAND-2020-0327J; 681741

Journal Information:: Mathematical Programming Computation, Vol. 12, Issue 2; ISSN 1867-2949

Publisher:: SpringerCopyright Statement

Country of Publication:: United States

Language:: English

References (19)

A Computationally Efficient Mixed-Integer Linear Formulation for the Thermal Unit Commitment Problem Carrion, M.; Arroyo, J. M. IEEE Transactions on Power Systems, Vol. 21, Issue 3 https://doi.org/10.1109/TPWRS.2006.876672	journal	August 2006
Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs Gade, Dinakar; Hackebeil, Gabriel; Ryan, Sarah M. Mathematical Programming, Vol. 157, Issue 1 https://doi.org/10.1007/s10107-016-1000-z	journal	April 2016
Large-scale decentralized unit commitment Feizollahi, Mohammad Javad; Costley, Mitch; Ahmed, Shabbir International Journal of Electrical Power & Energy Systems, Vol. 73 https://doi.org/10.1016/j.ijepes.2015.04.009	journal	December 2015
An Application of Mixed-Integer Programming Duality to Scheduling Thermal Generating Systems Muckstadt, John; Wilson, Richard IEEE Transactions on Power Apparatus and Systems, Vol. PAS-87, Issue 12 https://doi.org/10.1109/TPAS.1968.292156	journal	December 1968
Individual Comparisons by Ranking Methods Wilcoxon, Frank Biometrics Bulletin, Vol. 1, Issue 6 https://doi.org/10.2307/3001968	journal	December 1945
Tight and Compact MILP Formulation for the Thermal Unit Commitment Problem IEEE Transactions on Power Systems, Vol. 28, Issue 4 https://doi.org/10.1109/TPWRS.2013.2251373	journal	November 2013
Toward scalable stochastic unit commitment: Part 2: solver configuration and performance assessment Cheung, Kwok; Gade, Dinakar; Silva-Monroy, César Energy Systems, Vol. 6, Issue 3 https://doi.org/10.1007/s12667-015-0148-6	journal	April 2015
The Ramping Polytope and Cut Generation for the Unit Commitment Problem Knueven, Ben; Ostrowski, Jim; Wang, Jianhui INFORMS Journal on Computing, Vol. 30, Issue 4 https://doi.org/10.1287/ijoc.2017.0802	journal	November 2018
Min-up/min-down polytopes Lee, Jon; Leung, Janny; Margot, François Discrete Optimization, Vol. 1, Issue 1 https://doi.org/10.1016/j.disopt.2003.12.001	journal	June 2004
Optimal Self-Scheduling of a Thermal Producer in Short-Term Electricity Markets by MILP Simoglou, Christos K.; Biskas, Pandelis N.; Bakirtzis, Anastasios G. IEEE Transactions on Power Systems, Vol. 25, Issue 4 https://doi.org/10.1109/TPWRS.2010.2050011	journal	November 2010
A genetic algorithm solution to the unit commitment problem Kazarlis, S. A.; Bakirtzis, A. G.; Petridis, V. IEEE Transactions on Power Systems, Vol. 11, Issue 1 https://doi.org/10.1109/59.485989	journal	January 1996
Tight Mixed Integer Linear Programming Formulations for the Unit Commitment Problem Ostrowski, James; Anjos, Miguel F.; Vannelli, Anthony IEEE Transactions on Power Systems, Vol. 27, Issue 1 https://doi.org/10.1109/TPWRS.2011.2162008	journal	February 2012
Modified orbital branching for structured symmetry with an application to unit commitment Ostrowski, James; Anjos, Miguel F.; Vannelli, Anthony Mathematical Programming, Vol. 150, Issue 1 https://doi.org/10.1007/s10107-014-0812-y	journal	September 2014
Improving Accuracy and Efficiency of Start-Up Cost Formulations in MIP Unit Commitment by Modeling Power Plant Temperatures Silbernagl, Matthias; Huber, Matthias; Brandenberg, Rene IEEE Transactions on Power Systems, Vol. 31, Issue 4 https://doi.org/10.1109/TPWRS.2015.2450776	journal	July 2016
Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty Nowak, Matthias P.; Römisch, Werner Annals of Operations Research, Vol. 100, Issue 1/4, p. 251-272 https://doi.org/10.1023/A:1019248506301	journal	January 2000
A stochastic model for the unit commitment problem Takriti, S.; Birge, J. R.; Long, E. IEEE Transactions on Power Systems, Vol. 11, Issue 3 https://doi.org/10.1109/59.535691	journal	January 1996
Tight and Compact MILP Formulation of Start-Up and Shut-Down Ramping in Unit Commitment Morales-Espana, German; Latorre, Jesus M.; Ramos, Andres IEEE Transactions on Power Systems, Vol. 28, Issue 2 https://doi.org/10.1109/TPWRS.2012.2222938	journal	May 2013
A polyhedral study of production ramping Damcı-Kurt, Pelin; Küçükyavuz, Simge; Rajan, Deepak Mathematical Programming, Vol. 158, Issue 1-2 https://doi.org/10.1007/s10107-015-0919-9	journal	June 2015
Asynchronous Decentralized Framework for Unit Commitment in Power Systems Ramanan, Paritosh; Yildirim, Murat; Chow, Edmond Procedia Computer Science, Vol. 108 https://doi.org/10.1016/j.procs.2017.05.038	journal	January 2017

Similar Records

A Novel Matching Formulation for Startup Costs in Unit Commitment

Journal Article · 2018 · Optimization Online Repository · OSTI ID:1492383

Knueven, Bernard; Ostrowski, James; Watson, Jean-Paul

On Mixed Integer Programming Formulations for the Unit Commitment Problem

Journal Article · 2018 · Optimization Online Repository · OSTI ID:1492385

Knueven, Bernard; Ostrowski, James; Watson, Jean-Paul

On Mixed-Integer Programming Formulations for the Unit Commitment Problem

Journal Article · 2020 · INFORMS Journal on Computing · OSTI ID:1670724

Knueven, Bernard; Ostrowski, James; Watson, Jean-Paul

Related Subjects

97 MATHEMATICS AND COMPUTING
Mixed-integer linear programming (MILP)
Unit commitment (UC)
Optimization

Title: A novel matching formulation for startup costs in unit commitment

Citation Formats

References (19)

Similar Records

Related Subjects