A Systematic Formulation Tightening Approach for Unit Commitment Problems

Unit Commitment is usually formulated as a Mixed Binary Linear Programming (MBLP) problem. When considering a large number of units, state-of-the-art methods such as branch-and-cut may experience difficulties. To address this, an important but much overlooked direction is formulation transformation...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	IEEE transactions on power systems Jg. 35; H. 1; S. 782 - 794
Hauptverfasser:	Yan, Bing, Luh, Peter B., Zheng, Tongxin, Schiro, Dane A., Bragin, Mikhail A., Zhao, Feng, Zhao, Jinye, Lelic, Izudin
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	New York IEEE 01.01.2020 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Schlagworte:	Apexes branch-and-cut Combinatorial analysis Computational efficiency Computational geometry Convexity formulation tightening Hulls ISO Linear programming mixed binary linear programming Power systems Systematics Table lookup Tightening Time factors Unit commitment
ISSN:	0885-8950, 1558-0679
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Abstract	Unit Commitment is usually formulated as a Mixed Binary Linear Programming (MBLP) problem. When considering a large number of units, state-of-the-art methods such as branch-and-cut may experience difficulties. To address this, an important but much overlooked direction is formulation transformation since if the problem constraints can be transformed to directly delineate the convex hull in the data pre-processing stage, then a solution can be obtained by using linear programming methods without combinatorial difficulties. In the literature, a few tightened formulations for single units with constant ramp rates were reported without presenting how they were derived. In this paper, a systematic approach is developed to tighten formulations in the data pre-processing stage. The idea is to derive vertices of the convex hull without binary requirements. From them, vertices of the original convex hull can be innovatively obtained. These vertices are converted to tightened constraints, which are then parameterized based on unit parameters for general use, tremendously reducing online computational requirements. By analyzing short-time horizons, e.g., two or three hours, tightened formulations for single units with constant and generation-dependent ramp rates are obtained, beyond what is in the literature. Results based on the IEEE 118-bus and Polish 2383-bus systems demonstrate computational efficiency and solution quality benefits of formulation tightening. The approach is general and has great potential for tightening complicated MBLP problems in power systems and beyond.
AbstractList	Unit Commitment is usually formulated as a Mixed Binary Linear Programming (MBLP) problem. When considering a large number of units, state-of-the-art methods such as branch-and-cut may experience difficulties. To address this, an important but much overlooked direction is formulation transformation since if the problem constraints can be transformed to directly delineate the convex hull in the data pre-processing stage, then a solution can be obtained by using linear programming methods without combinatorial difficulties. In the literature, a few tightened formulations for single units with constant ramp rates were reported without presenting how they were derived. In this paper, a systematic approach is developed to tighten formulations in the data pre-processing stage. The idea is to derive vertices of the convex hull without binary requirements. From them, vertices of the original convex hull can be innovatively obtained. These vertices are converted to tightened constraints, which are then parameterized based on unit parameters for general use, tremendously reducing online computational requirements. By analyzing short-time horizons, e.g., two or three hours, tightened formulations for single units with constant and generation-dependent ramp rates are obtained, beyond what is in the literature. Results based on the IEEE 118-bus and Polish 2383-bus systems demonstrate computational efficiency and solution quality benefits of formulation tightening. The approach is general and has great potential for tightening complicated MBLP problems in power systems and beyond.
Author	Zheng, Tongxin Schiro, Dane A. Zhao, Jinye Luh, Peter B. Zhao, Feng Yan, Bing Lelic, Izudin Bragin, Mikhail A.
Author_xml	– sequence: 1 givenname: Bing orcidid: 0000-0002-0126-5524 surname: Yan fullname: Yan, Bing email: bxyeee@rit.edu organization: Department of Electrical and Computer Engineering, University of Connecticut, Storrs, CT, USA – sequence: 2 givenname: Peter B. orcidid: 0000-0002-5158-7388 surname: Luh fullname: Luh, Peter B. email: peter.luh@uconn.edu organization: Department of Electrical and Computer Engineering, University of Connecticut, Storrs, CT, USA – sequence: 3 givenname: Tongxin orcidid: 0000-0002-3508-2929 surname: Zheng fullname: Zheng, Tongxin email: tzheng@iso-ne.com organization: Business Architecture and Technology, ISO New England, Holyoke, MA, USA – sequence: 4 givenname: Dane A. orcidid: 0000-0002-1979-4539 surname: Schiro fullname: Schiro, Dane A. email: dschiro@iso-ne.com organization: Business Architecture and Technology, ISO New England, Holyoke, MA, USA – sequence: 5 givenname: Mikhail A. orcidid: 0000-0002-7783-9053 surname: Bragin fullname: Bragin, Mikhail A. email: mikhail.bragin@uconn.edu organization: Department of Electrical and Computer Engineering, University of Connecticut, Storrs, CT, USA – sequence: 6 givenname: Feng orcidid: 0000-0003-0377-2375 surname: Zhao fullname: Zhao, Feng email: fzhao@iso-ne.com organization: Business Architecture and Technology, ISO New England, Holyoke, MA, USA – sequence: 7 givenname: Jinye orcidid: 0000-0002-1829-572X surname: Zhao fullname: Zhao, Jinye email: jzhao@iso-ne.com organization: Business Architecture and Technology, ISO New England, Holyoke, MA, USA – sequence: 8 givenname: Izudin surname: Lelic fullname: Lelic, Izudin email: ilelic@iso-ne.com organization: Business Architecture and Technology, ISO New England, Holyoke, MA, USA
BookMark	eNp9kEtvAiEYRUljk6rtH2g3k3Q9lscwwtKY2pqY1FRNl4SZAcU4YAEX_vviI1100W_Dl3APl5we6FhnFQCPCA4QgvxlOf_6XAwwRHyAOaEQkhvQRZSyHJZD3gFdyBjNGafwDvRC2EIIy3TRBdNRtjiGqFoZTZ1NnG8Pu7Q6my3NehOVNXadjfZ772S9ybTz2cqamI1d25rYKhuzuXfVTrXhHtxquQvq4Xr2wWryuhy_57OPt-l4NMtrzGnMMaG6KHAjCWONrqRWlYYYVUg1JYdaoWrIlcYpJBtZa65LhAotIU94CRUhffB8eTf96fugQhRbd_A2VQpMCCdFiThOKXxJ1d6F4JUWe29a6Y8CQXFSJs7KxEmZuCpLEPsD1SaebUQvze5_9OmCGqXUbxcbcpqG_ABIy30H
CODEN	ITPSEG
CitedBy_id	crossref_primary_10_1109_TASE_2021_3088047 crossref_primary_10_1109_TPWRS_2022_3204563 crossref_primary_10_1016_j_cherd_2022_10_011 crossref_primary_10_1109_ACCESS_2023_3313998 crossref_primary_10_1109_TPWRS_2022_3146772 crossref_primary_10_1109_TPWRS_2021_3101220 crossref_primary_10_1016_j_energy_2024_132139 crossref_primary_10_1109_TPWRS_2022_3215463 crossref_primary_10_1049_rpg2_12947 crossref_primary_10_1109_TPWRS_2025_3529700 crossref_primary_10_1016_j_segan_2025_101935 crossref_primary_10_3390_app15063366 crossref_primary_10_1016_j_energy_2023_126887 crossref_primary_10_1109_TPWRS_2021_3137842 crossref_primary_10_1109_TPWRS_2022_3213001 crossref_primary_10_1016_j_apenergy_2024_124923 crossref_primary_10_1016_j_ijepes_2024_110322 crossref_primary_10_1109_ACCESS_2025_3553410 crossref_primary_10_3390_en17194851 crossref_primary_10_1109_TPWRS_2023_3287199 crossref_primary_10_1109_TASE_2023_3241491 crossref_primary_10_1109_ACCESS_2023_3323594 crossref_primary_10_1049_rpg2_12730 crossref_primary_10_1109_ACCESS_2020_3015585 crossref_primary_10_1109_TPWRS_2020_2996821 crossref_primary_10_1109_TSG_2020_2985087 crossref_primary_10_1016_j_ijepes_2022_108023 crossref_primary_10_1109_LRA_2020_3005125 crossref_primary_10_1109_TPWRS_2023_3329986
Cites_doi	10.1109/TPWRS.2008.2004744 10.1109/TPWRS.2013.2251373 10.1016/0097-3165(73)90004-6 10.1109/PESGM.2014.6939879 10.1109/TASE.2018.2835298 10.1016/j.disopt.2003.12.001 10.1109/TPWRS.2013.2251916 10.1109/TPWRS.2017.2666718 10.1109/TPWRS.2004.831654 10.1109/TPWRS.2010.2050011 10.1109/TPWRS.2011.2162008 10.1007/978-0-387-87363-3_17 10.1109/PESGM.2017.8273836 10.1137/0123007 10.1080/24725854.2017.1397303 10.1002/9781118627372 10.1109/TPWRS.2006.876672 10.1109/PESGM.2018.8585784 10.1287/moor.2014.0673 10.1007/s10107-015-0919-9 10.1287/ijoc.2017.0802
ContentType	Journal Article
Copyright	Copyright The Institute of Electrical and Electronics Engineers, Inc. (IEEE) 2020
Copyright_xml	– notice: Copyright The Institute of Electrical and Electronics Engineers, Inc. (IEEE) 2020
DBID	97E RIA RIE AAYXX CITATION 7SP 7TB 8FD FR3 KR7 L7M
DOI	10.1109/TPWRS.2019.2935003
DatabaseName	IEEE All-Society Periodicals Package (ASPP) 2005–Present IEEE All-Society Periodicals Package (ASPP) 1998–Present IEEE Electronic Library (IEL) CrossRef Electronics & Communications Abstracts Mechanical & Transportation Engineering Abstracts Technology Research Database Engineering Research Database Civil Engineering Abstracts Advanced Technologies Database with Aerospace
DatabaseTitle	CrossRef Civil Engineering Abstracts Engineering Research Database Technology Research Database Mechanical & Transportation Engineering Abstracts Advanced Technologies Database with Aerospace Electronics & Communications Abstracts
DatabaseTitleList	Civil Engineering Abstracts
Database_xml	– sequence: 1 dbid: RIE name: IEEE Electronic Library (IEL) url: https://ieeexplore.ieee.org/ sourceTypes: Publisher
DeliveryMethod	fulltext_linktorsrc
Discipline	Engineering
EISSN	1558-0679
EndPage	794
ExternalDocumentID	10_1109_TPWRS_2019_2935003 8795555
Genre	orig-research
GrantInformation_xml	– fundername: U.S. Department of Energy; Department of Energy funderid: 10.13039/100000015 – fundername: ISO New England – fundername: Advanced Grid Modeling program – fundername: National Science Foundation grantid: ECCS-1509666; 1810108; 1831811 funderid: 10.13039/100000001
GroupedDBID	-~X .DC 0R~ 29I 3EH 4.4 5GY 5VS 6IK 85S 97E AAJGR AARMG AASAJ AAWTH ABAZT ABFSI ABQJQ ABVLG ACGFO ACGFS ACIWK ACKIV AENEX AETIX AGQYO AGSQL AHBIQ AI. AIBXA AKJIK AKQYR ALLEH ALMA_UNASSIGNED_HOLDINGS ASUFR ATWAV BEFXN BFFAM BGNUA BKEBE BPEOZ CS3 DU5 E.L EBS EJD HZ~ H~9 ICLAB IFIPE IFJZH IPLJI JAVBF LAI M43 MS~ O9- OCL P2P RIA RIE RNS TAE TN5 VH1 VJK AAYXX CITATION 7SP 7TB 8FD FR3 KR7 L7M
ID	FETCH-LOGICAL-c295t-235f442da388dfbafebf021b1ed690fe1b79ef25f4adacf9f6114fa09c2960e33
IEDL.DBID	RIE
ISICitedReferencesCount	38
ISICitedReferencesURI	http://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=Summon&SrcAuth=ProQuest&DestLinkType=CitingArticles&DestApp=WOS_CPL&KeyUT=000509344600070&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
ISSN	0885-8950
IngestDate	Sun Nov 09 08:48:34 EST 2025 Tue Nov 18 22:17:44 EST 2025 Sat Nov 29 02:52:18 EST 2025 Wed Aug 27 02:40:57 EDT 2025
IsDoiOpenAccess	false
IsOpenAccess	true
IsPeerReviewed	true
IsScholarly	true
Issue	1
Language	English
License	https://ieeexplore.ieee.org/Xplorehelp/downloads/license-information/IEEE.html https://doi.org/10.15223/policy-029 https://doi.org/10.15223/policy-037
LinkModel	DirectLink
MergedId	FETCHMERGED-LOGICAL-c295t-235f442da388dfbafebf021b1ed690fe1b79ef25f4adacf9f6114fa09c2960e33
Notes	ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 14
ORCID	0000-0002-5158-7388 0000-0002-0126-5524 0000-0002-1979-4539 0000-0002-7783-9053 0000-0002-1829-572X 0000-0002-3508-2929 0000-0003-0377-2375
PQID	2339346192
PQPubID	85441
PageCount	13
ParticipantIDs	crossref_primary_10_1109_TPWRS_2019_2935003 ieee_primary_8795555 proquest_journals_2339346192 crossref_citationtrail_10_1109_TPWRS_2019_2935003
PublicationCentury	2000
PublicationDate	2020-Jan. 2020-1-00 20200101
PublicationDateYYYYMMDD	2020-01-01
PublicationDate_xml	– month: 01 year: 2020 text: 2020-Jan.
PublicationDecade	2020
PublicationPlace	New York
PublicationPlace_xml	– name: New York
PublicationTitle	IEEE transactions on power systems
PublicationTitleAbbrev	TPWRS
PublicationYear	2020
Publisher	IEEE The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher_xml	– name: IEEE – name: The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
References	ref13 ref12 ref15 ref33 ref11 ref10 yan (ref34) 2019 rajan (ref8) 2005 pan (ref14) 2016 ref17 ref16 ref19 ref18 (ref31) 0 schrijver (ref28) 2003 luenberger (ref22) 2015 (ref21) 2015 bertsekas (ref2) 2016 (ref26) 0 wood (ref1) 2012 ref24 ref25 ref20 ref27 (ref32) 0 ref29 (ref30) 0 ref7 ref9 rothberg (ref23) 2003 ref4 ref3 ref6 ref5
References_xml	– ident: ref6 doi: 10.1109/TPWRS.2008.2004744 – ident: ref3 doi: 10.1109/TPWRS.2013.2251373 – ident: ref25 doi: 10.1016/0097-3165(73)90004-6 – ident: ref16 doi: 10.1109/PESGM.2014.6939879 – year: 2016 ident: ref14 article-title: A polyhedral study of the integrated minimum-up/-down time and ramping polytope publication-title: arXiv 1604 02184 – ident: ref33 doi: 10.1109/TASE.2018.2835298 – year: 2003 ident: ref28 publication-title: Combinatorial Optimization Polyhedra and Efficiency – year: 2019 ident: ref34 article-title: Effects of tightening unit-level and system-level constraints in unit commitment publication-title: Proc IEEE PES General Meeting – year: 2005 ident: ref8 article-title: Minimum up/down polytopes of the unit commitment problem with startup costs – year: 2016 ident: ref2 publication-title: Nonlinear Programming – ident: ref9 doi: 10.1016/j.disopt.2003.12.001 – start-page: 1 year: 2003 ident: ref23 article-title: The CPLEX library: Presolve and cutting planes publication-title: 4th Max-Planck Adv Course Foundations Comput Sci – year: 0 ident: ref32 – year: 2015 ident: ref22 publication-title: Linear and Nonlinear Programming – year: 0 ident: ref31 – ident: ref7 doi: 10.1109/TPWRS.2013.2251916 – year: 0 ident: ref30 article-title: IBM ILOG CPLEX optimization studio information center – ident: ref4 doi: 10.1109/TPWRS.2017.2666718 – ident: ref10 doi: 10.1109/TPWRS.2004.831654 – ident: ref11 doi: 10.1109/TPWRS.2010.2050011 – ident: ref13 doi: 10.1109/TPWRS.2011.2162008 – ident: ref27 doi: 10.1007/978-0-387-87363-3_17 – year: 2015 ident: ref21 article-title: ISO New England operating procedure no. 8 operating reserve and regulation – ident: ref17 doi: 10.1109/PESGM.2017.8273836 – ident: ref29 doi: 10.1137/0123007 – ident: ref15 doi: 10.1080/24725854.2017.1397303 – year: 0 ident: ref26 – ident: ref24 doi: 10.1002/9781118627372 – year: 2012 ident: ref1 publication-title: Power Generation Operation and Control – ident: ref20 doi: 10.1109/TPWRS.2006.876672 – ident: ref18 doi: 10.1109/PESGM.2018.8585784 – ident: ref5 doi: 10.1287/moor.2014.0673 – ident: ref12 doi: 10.1007/s10107-015-0919-9 – ident: ref19 doi: 10.1287/ijoc.2017.0802
SSID	ssj0006679
Score	2.5269203
Snippet	Unit Commitment is usually formulated as a Mixed Binary Linear Programming (MBLP) problem. When considering a large number of units, state-of-the-art methods...
SourceID	proquest crossref ieee
SourceType	Aggregation Database Enrichment Source Index Database Publisher
StartPage	782
SubjectTerms	Apexes branch-and-cut Combinatorial analysis Computational efficiency Computational geometry Convexity formulation tightening Hulls ISO Linear programming mixed binary linear programming Power systems Systematics Table lookup Tightening Time factors Unit commitment
Title	A Systematic Formulation Tightening Approach for Unit Commitment Problems
URI	https://ieeexplore.ieee.org/document/8795555 https://www.proquest.com/docview/2339346192
Volume	35
WOSCitedRecordID	wos000509344600070&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
hasFullText	1
inHoldings	1
isFullTextHit
isPrint
journalDatabaseRights	– providerCode: PRVIEE databaseName: IEEE Electronic Library (IEL) customDbUrl: eissn: 1558-0679 dateEnd: 99991231 omitProxy: false ssIdentifier: ssj0006679 issn: 0885-8950 databaseCode: RIE dateStart: 19860101 isFulltext: true titleUrlDefault: https://ieeexplore.ieee.org/ providerName: IEEE
link	http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwlV1LSwMxEB7a4kEPvqpYrZKDN902TXazm2MRi15KsRV7W7J5QEFa6cPfb5LNLoIiuKc9JLDMJJn5ZjPfB3DLVZwxYzegiZUFKIaxiBvNIyJttBQaY1kILzaRjsfZfM4nDbive2G01v7yme65V_8vX63kzpXK-k4Y2z5NaKYpK3u16lOXsZJXL8uSKOMJrhpkMO_PJm8vU3eLi_dscEtwJZAVgpBXVflxFPv4Mjr635cdw2HII9GwdPwJNPTyFA6-sQu24XmIpjVPMxrZ5DRIdaGZQ-TaVUTQMHCKI5u8IpeAItcysvB3z9GkVJvZnMHr6HH28BQF5YRIEp5sI0ITE8dECZplyhTC6MLYYF4MtLJo2OhBkXJtiB0klJCGG2ZhkRGY2-kMa0rPobVcLfUFoCwWMbNOk5paLKaUSKWkjlRMkUQVhezAoDJlLgOtuFO3eM89vMA89-bPnfnzYP4O3NVzPkpSjT9Ht53B65HB1h3oVh7Lw77b5IRSTmMHCi9_n3UF-8QhZl9E6UJru97pa9iTn9vFZn3jl9QX22HKow
linkProvider	IEEE
linkToHtml	http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwlV1bS8MwFD7MKagP3qY4nZoH37Rb17Rd8jjEseEcw1XcW0lzgYFssou_3yRNi6AI9qkPCZRzkpzzneZ8H8AtFSGJld6AKhQaoKg49qiS1Au4jpZM-j7PmBWb6IxGZDql4wrcl70wUkp7-Uw2zav9ly8WfGNKZS0jjK2fLdg2ylmuW6s8d-M4Z9YjJPIIjfyiRcanrWT89jIx97hoU4e3yC8kslwYsroqPw5jG2F6h__7tiM4cJkk6uauP4aKnJ_A_jd-wRoMumhSMjWjnk5PnVgXSgwml6YmgrqOVRzp9BWZFBSZppGZvX2OxrnezOoUXnuPyUPfc9oJHg9otPYCHKkwDATDhAiVMSUzpcN51pZC42El21mHShXoQUwwrqiKNTBSzKd6euxLjM-gOl_M5TkgErIw1m7jEms0JgTrcI4NrZgIIpFlvA7twpQpd8TiRt_iPbUAw6epNX9qzJ8689fhrpzzkdNq_Dm6ZgxejnS2rkOj8Fjqdt4qDTCmODSw8OL3WTew20-eh-lwMHq6hL3A4GdbUmlAdb3cyCvY4Z_r2Wp5bZfXF5PEzew
openUrl	ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=A+Systematic+Formulation+Tightening+Approach+for+Unit+Commitment+Problems&rft.jtitle=IEEE+transactions+on+power+systems&rft.au=Yan%2C+Bing&rft.au=Luh%2C+Peter+B&rft.au=Zheng%2C+Tongxin&rft.au=Schiro%2C+Dane+A&rft.date=2020-01-01&rft.pub=The+Institute+of+Electrical+and+Electronics+Engineers%2C+Inc.+%28IEEE%29&rft.issn=0885-8950&rft.eissn=1558-0679&rft.volume=35&rft.issue=1&rft.spage=782&rft_id=info:doi/10.1109%2FTPWRS.2019.2935003&rft.externalDBID=NO_FULL_TEXT
thumbnail_l	http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/lc.gif&issn=0885-8950&client=summon
thumbnail_m	http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/mc.gif&issn=0885-8950&client=summon
thumbnail_s	http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/sc.gif&issn=0885-8950&client=summon