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DOI: 10.4230/OASIcs.SCOR.2014.63
URN: urn:nbn:de:0030-drops-46704
URL: http://drops.dagstuhl.de/opus/volltexte/2014/4670/
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Ceselli, Alberto ; Gelmini, Alberto ; Righini, Giovanni ; Taverna, Andrea

Mathematical Programming bounds for Large-Scale Unit Commitment Problems in Medium-Term Energy System Simulations

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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}
}

Keywords: mathematical programming, unit commitment, power systems
Seminar: 4th Student Conference on Operational Research
Issue Date: 2014
Date of publication: 31.07.2014


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