Cutting planes for the multistage stochastic unit commitment problem
نویسندگان
چکیده
منابع مشابه
Cutting planes for the multistage stochastic unit commitment problem
As renewable energy penetration rates continue to increase in power systems worldwide, newchallenges arise for system operators in both regulated and deregulated electricity markets tosolve the security constrained unit commitment problem with intermittent generation (due torenewables) and uncertain load, in order to ensure system reliability and maintain cost effec-tiveness. In...
متن کاملCutting Planes for Multistage Stochastic Integer Programs
This paper addresses the problem of finding cutting planes for multi-stage stochastic integer programs.We give a general method for generating cutting planes for multi-stage stochastic integer programs basedon combining inequalities that are valid for the individual scenarios. We apply the method to generatecuts for a stochastic version of a dynamic knapsack problem and to stochasti...
متن کاملMultistage Adaptive Robust Optimization for the Unit Commitment Problem
The growing uncertainty associated with the increasing penetration of wind and solar power generation has presented new challenges to the operation of large-scale electric power systems. Motivated by these challenges, we present a multistage adaptive robust optimization model for the most critical daily operational problem of power systems, namely the unit commitment (UC) problem, in the situat...
متن کاملMultistage Stochastic Unit Commitment Using Stochastic Dual Dynamic Integer Programming
Unit commitment (UC) is a key operational problem in power systems used to determine an optimal daily or weekly generation commitment schedule. Incorporating uncertainty in this already difficult mixed-integer optimization problem introduces significant computational challenges. Most existing stochastic UC models consider either a two-stage decision structure, where the commitment schedule for ...
متن کاملSequential Cut Refinement Method in Multistage Stochastic Integer Programming: Application to a Unit Commitment Problem
2 Benders' method usually divides the collection of decision variables of a two-stage mathematical problem into two sets: a first set that comprises the collection of variables that represent first-stage decisions and a second set that includes the collection of variables that represent recourse actions or second-stage decisions. Usually, integer variables appear in the first set whereas the se...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2016
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-015-0971-5