The summed start-up costs in a unit commitment problem

René Brandenberg (), Matthias Huber () and Matthias Silbernagl ()
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René Brandenberg: Technische Universität München
Matthias Huber: Technische Universität München
Matthias Silbernagl: Technische Universität München

EURO Journal on Computational Optimization, 2017, vol. 5, issue 1, No 8, 203-238

Abstract: 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 $${\mathcal{H}}$$ 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.

Keywords: Unit commitment; Mixed integer programming; Summed Start-up costs; Start-up cost epigraph; Valid inequalities; Integrality gap; 90C57; 90C11; 90B99; 52B12 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s13675-016-0062-2

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