The summed start-up costs in a unit commitment problem

DOI10.1007/S13675-016-0062-2zbMATH Open1368.90186arXiv1503.01281OpenAlexW2143780154MaRDI QIDQ2397765FDOQ2397765

René Brandenberg, Matthias Huber, Matthias Silbernagl

Publication date: 23 May 2017

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

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.

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

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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)

Cites Work

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Cited In (4)

• Large-scale unit commitment under uncertainty: an updated literature survey
• The Vector Optimization Method for Solving Integer Linear Programming Problems: Application for the Unit Commitment Problem in Electrical Power Production
• On Mixed-Integer Programming Formulations for the Unit Commitment Problem
• Parallel matheuristics for the discrete unit commitment problem with min‐stop ramping constraints

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