Accelerated dual dynamic integer programming applied to short-term power generation scheduling
•Use of Dual Dynamic Integer Programming framework.•Inclusion of multiperiod stages and overlapping strategies to accelerate the method.•Solving the Short-Term Power Generation Scheduling problem.•Validation of the proposed scheme on the IEEE 118-bus system. The short-term generation scheduling (STG...
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| Veröffentlicht in: | International journal of electrical power & energy systems Jg. 145; S. 108689 |
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01.02.2023
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| ISSN: | 0142-0615 |
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| Abstract | •Use of Dual Dynamic Integer Programming framework.•Inclusion of multiperiod stages and overlapping strategies to accelerate the method.•Solving the Short-Term Power Generation Scheduling problem.•Validation of the proposed scheme on the IEEE 118-bus system.
The short-term generation scheduling (STGS) problem defines which units must operate and how much power they must deliver to satisfy the system demand over a planning horizon of up to two weeks. The problem is typically formulated as a large-scale mixed-integer linear programming problem, where off-the-shelf commercial solvers generally struggle to efficiently solve realistic instances of the STGS, mainly due to the large-scale of these models. Thus, decomposition approaches that break the model into smaller instances that are more easily handled are attractive alternatives to directly employing these solvers. This paper proposes a dual dynamic integer programming (DDiP) framework for solving the STGS problem efficiently. As in the standard DDiP approach, we use a nested Benders decomposition over the time horizon but introduce multiperiod stages and overlap strategies to accelerate the method. Simulations performed on the IEEE-118 system show that the proposed approach is significantly faster than standard DDiP and can deliver near-optimal solutions. |
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| AbstractList | •Use of Dual Dynamic Integer Programming framework.•Inclusion of multiperiod stages and overlapping strategies to accelerate the method.•Solving the Short-Term Power Generation Scheduling problem.•Validation of the proposed scheme on the IEEE 118-bus system.
The short-term generation scheduling (STGS) problem defines which units must operate and how much power they must deliver to satisfy the system demand over a planning horizon of up to two weeks. The problem is typically formulated as a large-scale mixed-integer linear programming problem, where off-the-shelf commercial solvers generally struggle to efficiently solve realistic instances of the STGS, mainly due to the large-scale of these models. Thus, decomposition approaches that break the model into smaller instances that are more easily handled are attractive alternatives to directly employing these solvers. This paper proposes a dual dynamic integer programming (DDiP) framework for solving the STGS problem efficiently. As in the standard DDiP approach, we use a nested Benders decomposition over the time horizon but introduce multiperiod stages and overlap strategies to accelerate the method. Simulations performed on the IEEE-118 system show that the proposed approach is significantly faster than standard DDiP and can deliver near-optimal solutions. |
| ArticleNumber | 108689 |
| Author | Finardi, Erlon Cristian Santos, Kenny Vinente dos Colonetti, Bruno Zavala, Victor M. |
| Author_xml | – sequence: 1 givenname: Kenny Vinente dos surname: Santos fullname: Santos, Kenny Vinente dos email: kennyvinente@ufam.edu.br organization: Department of Oil and Gas, Federal University of Amazonas, 6200 Gen. Rodrigo, Octavio Av., Coroado I, Manaus 69080-900, Amazonas, Brazil – sequence: 2 givenname: Bruno surname: Colonetti fullname: Colonetti, Bruno organization: Department of Electrical and Electronic Engineering, Federal University of Santa Catarina, Trindade, Florianopolis 88040-900, Santa Catarina, Brazil – sequence: 3 givenname: Erlon Cristian surname: Finardi fullname: Finardi, Erlon Cristian organization: Department of Electrical and Electronic Engineering, Federal University of Santa Catarina, Trindade, Florianopolis 88040-900, Santa Catarina, Brazil – sequence: 4 givenname: Victor M. surname: Zavala fullname: Zavala, Victor M. organization: Department of Chemical and Biological Engineering, University of Wisconsin-Madison, 1415 Engineering Dr, Madison, WI 53706, USA |
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| Cites_doi | 10.1109/TPWRS.2009.2023265 10.1109/TPWRS.2002.807114 10.1109/TPWRS.2018.2880996 10.1109/TPWRS.2020.3032830 10.1007/BF00934810 10.1007/s40313-021-00871-1 10.1007/s11081-019-09471-0 10.1016/j.ijepes.2014.10.044 10.1007/BF01582895 10.1049/iet-gtd.2014.0145 10.1016/j.enconman.2012.07.022 10.1137/15M1020575 10.1109/TPWRS.2005.854375 10.1287/opre.33.5.989 10.1016/j.compchemeng.2021.107265 10.1029/WR021i006p00779 10.1016/j.ejor.2016.12.005 10.1007/s10878-018-0320-8 10.1007/s10107-018-1249-5 10.1007/s00202-020-01206-0 10.1016/j.ejor.2018.05.039 10.1007/s12667-010-0015-4 10.1016/j.ijepes.2021.107464 10.1109/TPWRS.2008.922253 10.1109/TPWRS.2006.873121 |
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| Keywords | Short-term generation scheduling Dual dynamic integer programming Mixed-integer linear programming |
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decomposition publication-title: Energy Convers Manage doi: 10.1016/j.enconman.2012.07.022 – volume: 59 start-page: 295 issue: 2 year: 2017 ident: 10.1016/j.ijepes.2022.108689_b0135 article-title: Jump: A modeling language for mathematical optimization publication-title: SIAM Rev doi: 10.1137/15M1020575 – volume: 20 start-page: 1538 issue: 3 year: 2005 ident: 10.1016/j.ijepes.2022.108689_b0020 article-title: Security-constrained unit commitment with ac constraints* publication-title: IEEE Trans Power Syst doi: 10.1109/TPWRS.2005.854375 – volume: 33 start-page: 989 issue: 5 year: 1985 ident: 10.1016/j.ijepes.2022.108689_b0105 article-title: Decomposition and partitioning methods for multistage stochastic linear programs publication-title: Oper Res doi: 10.1287/opre.33.5.989 – ident: 10.1016/j.ijepes.2022.108689_b0080 doi: 10.1016/j.compchemeng.2021.107265 – volume: 21 start-page: 779 issue: 6 year: 1985 ident: 10.1016/j.ijepes.2022.108689_b0060 article-title: Stochastic optimization of a multireservoir hydroelectric system: A decomposition approach publication-title: Water Resour Res doi: 10.1029/WR021i006p00779 – volume: 259 start-page: 801 issue: 3 year: 2016 ident: 10.1016/j.ijepes.2022.108689_b0125 article-title: The benders decomposition algorithm: A literature review publication-title: Eur J Oper Res doi: 10.1016/j.ejor.2016.12.005 – volume: 37 start-page: 806 issue: 3 year: 2019 ident: 10.1016/j.ijepes.2022.108689_b0040 article-title: Accelerating benders decomposition: Multiple cuts via multiple solutions publication-title: J Comb Optim doi: 10.1007/s10878-018-0320-8 – volume: 175 start-page: 461 issue: 1–2 year: 2019 ident: 10.1016/j.ijepes.2022.108689_b0115 article-title: Stochastic dual dynamic integer programming publication-title: Math Program doi: 10.1007/s10107-018-1249-5 – volume: 103 start-page: 2197 issue: 4 year: 2021 ident: 10.1016/j.ijepes.2022.108689_b0055 article-title: Stochastic hydrothermal unit commitment models via stabilized benders decomposition publication-title: Electr Eng doi: 10.1007/s00202-020-01206-0 – volume: 271 start-page: 1037 issue: 3 year: 2018 ident: 10.1016/j.ijepes.2022.108689_b0120 article-title: Deterministic electric power infrastructure planning: Mixed-integer programming model and nested decomposition algorithm publication-title: Eur J Oper Res doi: 10.1016/j.ejor.2018.05.039 – volume: 1 start-page: 339 issue: 3 year: 2010 ident: 10.1016/j.ijepes.2022.108689_b0035 article-title: Accelerating the benders decomposition for network-constrained unit commitment problems publication-title: Energy Syst doi: 10.1007/s12667-010-0015-4 – volume: 135 start-page: 107464 year: 2022 ident: 10.1016/j.ijepes.2022.108689_b0095 article-title: Piecewise linear approximations fo hydropower production function applied on the hydrothermal unit commitment problem publication-title: Int J Electr Power Energy Syst doi: 10.1016/j.ijepes.2021.107464 – ident: 10.1016/j.ijepes.2022.108689_b0140 – ident: 10.1016/j.ijepes.2022.108689_b0085 – volume: 23 start-page: 1298 issue: 3 year: 2008 ident: 10.1016/j.ijepes.2022.108689_b0100 article-title: A four-dimensional model of hydro generation for the short-term hydrothermal dispatch problem considering head and spillage effects publication-title: IEEE Trans on Power Systems doi: 10.1109/TPWRS.2008.922253 – ident: 10.1016/j.ijepes.2022.108689_b0045 – volume: 21 start-page: 835 issue: 2 year: 2006 ident: 10.1016/j.ijepes.2022.108689_b0005 article-title: Solving the hydro unit commitment problem via dual decomposition and sequential quadratic programming publication-title: IEEE Trans Power Syst doi: 10.1109/TPWRS.2006.873121 |
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| Title | Accelerated dual dynamic integer programming applied to short-term power generation scheduling |
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