Modeling approaches for computational cost reduction in stochastic unit commitment formulations

Pablo A. Ruiz; C. Russ Philbrick; Peter W. Sauer

doi:10.1109/TPWRS.2009.2036462

Modeling approaches for computational cost reduction in stochastic unit commitment formulations

Pablo A. Ruiz, C. Russ Philbrick, Peter W. Sauer

Research output: Contribution to journal › Article › peer-review

Abstract

Although stochastic commitment policies provide robust and efficient solutions, they have high computational costs. This letter considers two modeling approaches for the reduction of their computational effort: the relaxation of the integrality constraint of fast-start units, and the modeling of generation outages as load increments. These approaches are shown to reduce the computational cost while maintaining the good properties of stochastic policies.

Original language	English (US)
Article number	5350437
Pages (from-to)	588-589
Number of pages	2
Journal	IEEE Transactions on Power Systems
Volume	25
Issue number	1
DOIs	https://doi.org/10.1109/TPWRS.2009.2036462
State	Published - Feb 2010
Externally published	Yes

Keywords

Stochastic programming
Unit commitment

ASJC Scopus subject areas

Energy Engineering and Power Technology
Electrical and Electronic Engineering

Online availability

10.1109/TPWRS.2009.2036462

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abstract = "Although stochastic commitment policies provide robust and efficient solutions, they have high computational costs. This letter considers two modeling approaches for the reduction of their computational effort: the relaxation of the integrality constraint of fast-start units, and the modeling of generation outages as load increments. These approaches are shown to reduce the computational cost while maintaining the good properties of stochastic policies.",

keywords = "Stochastic programming, Unit commitment",

author = "Ruiz, {Pablo A.} and Philbrick, {C. Russ} and Sauer, {Peter W.}",

note = "Funding Information: Manuscript received April 07, 2009; revised May 23, 2009. First published December 08, 2009; current version published January 20, 2010. This work was supported in part by AREVA T&D, in part by the Grainger Endowments to the University of Illinois, and in part by a Roberto Rocca Fellowship. Paper no. PESL-00148-2008.",

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AU - Sauer, Peter W.

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PY - 2010/2

Y1 - 2010/2

N2 - Although stochastic commitment policies provide robust and efficient solutions, they have high computational costs. This letter considers two modeling approaches for the reduction of their computational effort: the relaxation of the integrality constraint of fast-start units, and the modeling of generation outages as load increments. These approaches are shown to reduce the computational cost while maintaining the good properties of stochastic policies.

AB - Although stochastic commitment policies provide robust and efficient solutions, they have high computational costs. This letter considers two modeling approaches for the reduction of their computational effort: the relaxation of the integrality constraint of fast-start units, and the modeling of generation outages as load increments. These approaches are shown to reduce the computational cost while maintaining the good properties of stochastic policies.

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Modeling approaches for computational cost reduction in stochastic unit commitment formulations

Abstract

Keywords

ASJC Scopus subject areas

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