The summed start-up costs in a unit commitment problem

DOI10.1007/S13675-016-0062-2MaRDI QIDQ2397765zbMATH OpenOpenAlexFDO

Authors René Brandenberg, Matthias Huber, Matthias Silbernagl

Publication date 23 May 2017

Published in EURO Journal on Computational Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/1503.01281

zbMATH Keywords

integrality gapmixed integer programmingvalid inequalitiesunit commitmentstart-up cost epigraphsummed start-up costs

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Special polytopes (linear programming, centrally symmetric, etc.) (52B12) Mixed integer programming (90C11) Operations research and management science (90B99)

Abstract: We consider the sum of the incurred start-up costs of a single unit in a Unit Commitment problem. Our major result is a correspondence between the facets of its epigraph and some binary trees for concave start-up cost functions CU, which is bijective if CU is strictly concave. We derive an exponential H-representation of this epigraph, and provide an exact linear separation algorithm. These results significantly reduce the integrality gap of the Mixed Integer formulation of a Unit Commitment Problem compared to current literature.

Recommendations

• A tight MIP formulation of the unit commitment problem with start-up and shut-down constraints
• Tight MIP formulations of the power-based unit commitment problem
• Start-up/shut-down MINLP formulations for the unit commitment with ramp constraints
• The min-up/min-down unit commitment polytope
• Optimal unit commitment by branch-and-bound exploiting dual optimization conditions

Cites work

• scientific article; zbMATH DE number 1748069 (Why is no real title available?)
• A unifying look at data structures
• Decomposition Principle for Linear Programs
• On the facial structure of set packing polyhedra
• Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty

Cited in

(5)

• Large-scale unit commitment under uncertainty: an updated literature survey
• On Mixed-Integer Programming Formulations for the Unit Commitment Problem
• The vector optimization method for solving integer linear programming problems: application for the unit commitment problem in electrical power production
• Modelling start-up costs of multiple technologies in electricity markets
• Parallel matheuristics for the discrete unit commitment problem with min‐stop ramping constraints

This page was built for publication: The summed start-up costs in a unit commitment problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2397765)