Solving Nonlinear Single-Unit Commitment Problems with Ramping Constraints

Antonio Frangioni () and Claudio Gentile ()
Additional contact information
Antonio Frangioni: Dipartimento di Informatica, Università di Pisa, Largo B. Pontecorvo 3, 56127 Pisa, Italy
Claudio Gentile: Istituto di Analisi dei Sistemi ed Informatica “Antonio Ruberti,” C.N.R., Viale Manzoni 30, 00185 Rome, Italy

Operations Research, 2006, vol. 54, issue 4, 767-775

Abstract: We present a dynamic programming algorithm for solving the single-unit commitment (1UC) problem with ramping constraints and arbitrary convex cost functions. The algorithm is based on a new approach for efficiently solving the single-unit economic dispatch (ED) problem with ramping constraints and arbitrary convex cost functions, improving on previously known ones that were limited to piecewise-linear functions. For simple convex functions, such as the quadratic ones typically used in applications, the solution cost of all the involved (ED) problems, consisting of finding an optimal primal and dual solution, is O ( n 3 ). Coupled with a special visit of the state-space graph in the dynamic programming algorithm, this approach enables one to solve (1UC) with simple convex functions in O ( n 3 ) overall.

Keywords: dynamic programming; unit commitment problem; ramping constraints (search for similar items in EconPapers)
Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (16)

Downloads: (external link)
http://dx.doi.org/10.1287/opre.1060.0309 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:54:y:2006:i:4:p:767-775

Access Statistics for this article

More articles in Operations Research from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().