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

Authors: Alberto Ceselli, Alberto Gelmini, Giovanni Righini, and Andrea Taverna

Published in: OASIcs, Volume 37, 4th Student Conference on Operational Research (2014)


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.

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Alberto Ceselli, Alberto Gelmini, Giovanni Righini, and Andrea Taverna. Mathematical Programming bounds for Large-Scale Unit Commitment Problems in Medium-Term Energy System Simulations. In 4th Student Conference on Operational Research. Open Access Series in Informatics (OASIcs), Volume 37, pp. 63-75, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2014)


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@InProceedings{ceselli_et_al:OASIcs.SCOR.2014.63,
  author =	{Ceselli, Alberto and Gelmini, Alberto and Righini, Giovanni and Taverna, Andrea},
  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 =	{Open Access Series in Informatics (OASIcs)},
  ISBN =	{978-3-939897-67-5},
  ISSN =	{2190-6807},
  year =	{2014},
  volume =	{37},
  editor =	{Crespo Del Granado, Pedro and Joyce-Moniz, Martim and Ravizza, Stefan},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/OASIcs.SCOR.2014.63},
  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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