Solving nonlinear single-unit commitment problems with ramping constraints
成果类型：
Article
署名作者：
Frangioni, Antonio; Gentile, Claudio
署名单位：
University of Pisa; Consiglio Nazionale delle Ricerche (CNR); Istituto di Analisi dei Sistemi ed Informatica Antonio Ruberti (IASI-CNR)
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.1060.0309
发表日期：
2006
页码：
767-775
关键词：
摘要：
We present a dynamic programming algorithm for solving the single-unit commitment (IUC) problem with ramping constraints and arbitrary convex cost functions. The algorithm is based on a new approach for efficiently solving the single-unit economic dispatch (ED) problem with ramping constraints and arbitrary convex cost functions, improving on previously known ones that were limited to piecewise-linear functions. For simple convex functions, such as the quadratic ones typically used in applications, the solution cost of all the involved (ED) problems, consisting of finding an optimal primal and dual solution, is O(n(3)). Coupled with a special visit of the state-space graph in the dynamic programming algorithm, this approach enables one to solve (IUC) with simple convex functions in O(n(3)) overall.