The Ramping Polytope and Cut Generation for the Unit Commitment Problem

Ben Knueven (), Jim Ostrowski () and Jianhui Wang ()
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Ben Knueven: Department of Industrial and Systems Engineering, University of Tennessee, Knoxville, Tennessee 37996
Jim Ostrowski: Department of Electrical Engineering at Southern Methodist University, Dallas, Texas 75205
Jianhui Wang: Energy Systems Division, Argonne National Laboratory, Lemont, Illinois 60439

INFORMS Journal on Computing, 2018, vol. 30, issue 4, 739-749

Abstract: We present a perfect formulation for a single generator in the unit commitment problem, inspired by the dynamic programming approach taken by Frangioni and Gentile. This generator can have characteristics such as ramp-up/ramp-down constraints, time-dependent start-up costs, and start-up/shut-down limits. To develop this perfect formulation, we extend the result of Balas on unions of polyhedra to present a framework allowing for flexible combinations of polyhedra using indicator variables. We use this perfect formulation to create a cut-generating linear program, similar in spirit to lift-and-project cuts, and demonstrate computational efficacy of these cuts in a utility-scale unit commitment problem. The online supplement is available at https://doi.org/10.1287/ijoc.2017.0802 .

Keywords: unit commitment; cut generation; extended formulations (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (4)

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