A comparison of alternative models for solving a non-linear single plant Hydro Unit Commitment problem

A wide range of real world optimization problems involves continuous decisions and non-linearities. Each non-linear component of such problems can be modeled either linearly or non-linearly, considering or not additional integer variables. This results into different modeling choices that can drasti...

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Bibliographic Details
Published in:Computers & operations research Vol. 165; p. 106591
Main Authors: Heintzmann, Alexandre, Artigues, Christian, Bendotti, Pascale, Ngueveu, Sandra Ulrich, Rottner, Cécile
Format: Journal Article
Language:English
Published: Elsevier Ltd 01.05.2024
Elsevier
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ISSN:0305-0548, 1873-765X
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Summary:A wide range of real world optimization problems involves continuous decisions and non-linearities. Each non-linear component of such problems can be modeled either linearly or non-linearly, considering or not additional integer variables. This results into different modeling choices that can drastically impact the solution time and quality. In this paper, we evaluate representative modeling alternatives, including common models from the literature as well as new models featuring less common functions. The single plant Hydro Unit Commitment problem (1-HUC) is the considered non-linear use case. Among the non-linearities of the 1-HUC, we focus on those involved in the power production, more precisely the head effect and the turbines efficiency. The power is defined as a two-dimensional non-convex and non-concave function of the water flow and head decision variables, the latter being itself a one-dimensional concave function of the turbined volume. We consider both the general problem and a common special case, assuming that the water head is fixed. Several available solvers are used for each non-linear model and the best virtual solver is retained to focus on the model capabilities rather than on the solver performance. Based on the numerical experiments, three models stand out as the most efficient in terms of computational time, solution quality and feasibility, sometimes in a counter-intuitive manner. For each of these models, a solver is highlighted as the most adequate. •We compare modeling alternatives for the single plant Hydro Unit Commitment problem.•We analyze the trade-offs between the computing times and the approximations errors.•We identify the best model/solver pairs for the problem.•We also study a common industrial simplification of the problem.
ISSN:0305-0548
1873-765X
DOI:10.1016/j.cor.2024.106591