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On Mixed-Integer Programming Formulations for the Unit Commitment Problem

Author

Listed:
  • Bernard Knueven

    (Discrete Math & Optimization, Sandia National Laboratories, Albuquerque, New Mexico 87185;)

  • James Ostrowski

    (Industrial and Systems Engineering, University of Tennessee, Knoxville, Tennessee 37996;)

  • Jean-Paul Watson

    (Data Science & Cyber Analytics, Sandia National Laboratories, Livermore, California 94551)

Abstract

We provide a comprehensive overview of mixed-integer programming formulations for the unit commitment (UC) problem. UC formulations have been an especially active area of research over the past 12 years due to their practical importance in power grid operations, and this paper serves as a capstone for this line of work. We additionally provide publicly available reference implementations of all formulations examined. We computationally test existing and novel UC formulations on a suite of instances drawn from both academic and real-world data sources. Driven by our computational experience from this and previous work, we contribute some additional formulations for both generator production upper bounds and piecewise linear production costs. By composing new UC formulations using existing components found in the literature and new components introduced in this paper, we demonstrate that performance can be significantly improved—and in the process, we identify a new state-of-the-art UC formulation.

Suggested Citation

  • Bernard Knueven & James Ostrowski & Jean-Paul Watson, 2020. "On Mixed-Integer Programming Formulations for the Unit Commitment Problem," INFORMS Journal on Computing, INFORMS, vol. 32(4), pages 857-876, October.
    • Handle: RePEc:inm:orijoc:v:32:y:4:i:2020:p:857-876
    DOI: 10.1287/ijoc.2019.0944
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    References listed on IDEAS

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    Cited by:

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    5. Luis Montero & Antonio Bello & Javier Reneses, 2022. "A Review on the Unit Commitment Problem: Approaches, Techniques, and Resolution Methods," Energies, MDPI, vol. 15(4), pages 1-40, February.
    6. Skolfield, J. Kyle & Escobedo, Adolfo R., 2022. "Operations research in optimal power flow: A guide to recent and emerging methodologies and applications," European Journal of Operational Research, Elsevier, vol. 300(2), pages 387-404.
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    12. Panagiotis Andrianesis & Dimitris Bertsimas & Michael C. Caramanis & William W. Hogan, 2020. "Computation of Convex Hull Prices in Electricity Markets with Non-Convexities using Dantzig-Wolfe Decomposition," Papers 2012.13331, arXiv.org, revised Oct 2021.
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    15. Stevens, Nicolas & Papavasiliou, Anthony, 2022. "Application of the Level Method for Computing Locational Convex Hull Prices," LIDAM Discussion Papers CORE 2022002, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

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