Cutting planes for the multistage stochastic unit commitment problem

DOI10.1007/S10107-015-0971-5zbMATH Open1346.90641OpenAlexW2340357659MaRDI QIDQ291049FDOQ291049

Authors: Ruiwei Jiang, Yongpei Guan, Jean-Paul Watson 

Publication date: 6 June 2016

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://www.osti.gov/biblio/1062274

Recommendations

• The min-up/min-down unit commitment polytope
• A deterministic method for the unit commitment problem in power systems
• Tight MIP formulations of the power-based unit commitment problem
• A tight MIP formulation of the unit commitment problem with start-up and shut-down constraints
• The Ramping Polytope and Cut Generation for the Unit Commitment Problem

zbMATH Keywords

cutting planesstochastic programmingsecurity-constrained unit commitmentsequence independent lifting

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Applications of mathematical programming (90C90) Stochastic programming (90C15) Integer programming (90C10)

Cites Work

• Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
• Title not available (Why is that?)
• Dual decomposition in stochastic integer programming
• The complexity of cover inequality separation
• Sequence independent lifting in mixed integer programming
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• The value of multistage stochastic programming in capacity planning under uncertainty
• Disjunctive decomposition for two-stage stochastic mixed-binary programs with random recourse
• A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems
• Valid Inequalities and Superadditivity for 0–1 Integer Programs
• Stochastic Power Generation Unit Commitment in Electricity Markets: A Novel Formulation and a Comparison of Solution Methods
• Cutting planes for multistage stochastic integer programs
• Lifting, superadditivity, mixed integer rounding and single node flow sets revisited
• The integer \(L\)-shaped method for stochastic integer programs with complete recourse
• Lifting inequalities: a framework for generating strong cuts for nonlinear programs

Cited In (13)

• Strong formulations for multistage stochastic self-scheduling unit commitment
• Large-scale unit commitment under uncertainty: an updated literature survey
• The min-up/min-down unit commitment polytope
• A Multistage Stochastic Programming Approach to the Optimal Surveillance and Control of the Emerald Ash Borer in Cities
• A polyhedral study of production ramping
• A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables
• Multistage stochastic power generation scheduling co-optimizing energy and ancillary services
• Tight MIP formulations of the power-based unit commitment problem
• The Ramping Polytope and Cut Generation for the Unit Commitment Problem
• Extreme Ray Feasibility Cuts for Unit Commitment with Uncertainty
• A tight MIP formulation of the unit commitment problem with start-up and shut-down constraints
• Contingency-constrained unit commitment with post-contingency corrective recourse
• Frameworks and results in distributionally robust optimization

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