Cutting planes for the multistage stochastic unit commitment problem

• 成果类型: Article
• 署名作者: Jiang, Ruiwei; Guan, Yongpei; Watson, Jean-Paul
• 署名单位: University of Michigan System; University of Michigan; State University System of Florida; University of Florida; United States Department of Energy (DOE); Sandia National Laboratories
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-015-0971-5
• 发表日期: 2016
• 页码: 121-151
• 关键词: integer programs; power-generation; algorithm; DECOMPOSITION; transmission; Recourse; cuts

摘要

As renewable energy penetration rates continue to increase in power systems worldwide, new challenges arise for system operators in both regulated and deregulated electricity markets to solve the security-constrained coal-fired unit commitment problem with intermittent generation (due to renewables) and uncertain load, in order to ensure system reliability and maintain cost effectiveness. In this paper, we study a security-constrained coal-fired stochastic unit commitment model, which we use to enhance the reliability unit commitment process for day-ahead power system operations. In our approach, we first develop a deterministic equivalent formulation for the problem, which leads to a large-scale mixed-integer linear program. Then, we verify that the turn on/off inequalities provide a convex hull representation of the minimum-up/down time polytope under the stochastic setting. Next, we develop several families of strong valid inequalities mainly through lifting schemes. In particular, by exploring sequence independent lifting and subadditive approximation lifting properties for the lifting schemes, we obtain strong valid inequalities for the ramping and general load balance polytopes. Finally, branch-and-cut algorithms are developed to employ these valid inequalities as cutting planes to solve the problem. Our computational results verify the effectiveness of the proposed approach.