License: 
Creative Commons Attribution 3.0 Unported license (CC BY 3.0)
When quoting this document, please refer to the following
DOI: 10.4230/OASIcs.SCOR.2014.63
URN: urn:nbn:de:0030-drops-46704
URL: http://dagstuhl.sunsite.rwth-aachen.de/volltexte/2014/4670/
Ceselli, Alberto ;
Gelmini, Alberto ;
Righini, Giovanni ;
Taverna, Andrea
Mathematical Programming bounds for Large-Scale Unit Commitment Problems in Medium-Term Energy System Simulations
Abstract
We consider a large-scale unit commitment problem arising in medium-term simulation of energy networks, stemming from a joint project between the University of Milan and a major energy research centre in Italy. Optimal plans must be computed for a set of thermal and hydroelectric power plants, located in one or more countries, over a time horizon spanning from a few months to one year, with a hour-by-hour resolution. We propose a mixed-integer linear programming model for the problem. Since the complexity of this unit commitment problem and the size of real-world instances make it impractical to directly optimise this model using general purpose solvers, we devise ad-hoc heuristics and relaxations to obtain approximated solutions and quality estimations. We exploit an incremental approach: at first, a linear relaxation of an aggregated model is solved. Then, the model is disaggregated and the full linear relaxation is computed. Finally, a tighter linear relaxation of an extended formulation is obtained using column generation. At each stage, metaheuristics are run to obtain good integer solutions. Experimental tests on real-world data reveal that accurate results can be obtained by our framework in affordable time, making it suitable for efficient scenario simulations.
BibTeX - Entry
@InProceedings{ceselli_et_al:OASIcs:2014:4670,
author = {Alberto Ceselli and Alberto Gelmini and Giovanni Righini and Andrea Taverna},
title = {{Mathematical Programming bounds for Large-Scale Unit Commitment Problems in Medium-Term Energy System Simulations}},
booktitle = {4th Student Conference on Operational Research},
pages = {63--75},
series = {OpenAccess Series in Informatics (OASIcs)},
ISBN = {978-3-939897-67-5},
ISSN = {2190-6807},
year = {2014},
volume = {37},
editor = {Pedro Crespo Del Granado and Martim Joyce-Moniz and Stefan Ravizza},
publisher = {Schloss Dagstuhl--Leibniz-Zentrum fuer Informatik},
address = {Dagstuhl, Germany},
URL = {http://drops.dagstuhl.de/opus/volltexte/2014/4670},
URN = {urn:nbn:de:0030-drops-46704},
doi = {10.4230/OASIcs.SCOR.2014.63},
annote = {Keywords: mathematical programming, unit commitment, power systems}
}
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Keywords: |
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mathematical programming, unit commitment, power systems |
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Collection: |
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4th Student Conference on Operational Research |
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Issue Date: |
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2014 |
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Date of publication: |
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06.08.2014 |
