Large-scale Unit Commitment under uncertainty

The Unit Commitment problem in energy management aims at finding the optimal productions schedule of a set of generation units while meeting various system-wide constraints. It has always been a large-scale, non-convex difficult problem, especially in view of the fact that operational requirements i...

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Vydáno v:4OR Ročník 13; číslo 2; s. 115 - 171
Hlavní autoři: Tahanan, Milad, van Ackooij, Wim, Frangioni, Antonio, Lacalandra, Fabrizio
Médium: Journal Article
Jazyk:angličtina
Vydáno: Berlin/Heidelberg Springer Berlin Heidelberg 01.06.2015
Springer Nature B.V
Springer Verlag
Témata:
Artificial Intelligence
Business and Management
Computer Aided Engineering
Computer Science
Constraints
Dynamic programming
Energy management
Industrial and Production Engineering
Integer programming
Invited Survey
Linear programming
Literature reviews
Mathematical programming
Operations Research
Operations Research/Decision Theory
Optimization
Robustness (mathematics)
Schedules
Uncertainty
Unit commitment
90-02
Uncertainty
Survey
90B30
90C06
Unit Commitment
90C90
Large-scale optimization
ISSN:1619-4500, 1614-2411
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Abstract The Unit Commitment problem in energy management aims at finding the optimal productions schedule of a set of generation units while meeting various system-wide constraints. It has always been a large-scale, non-convex difficult problem, especially in view of the fact that operational requirements imply that it has to be solved in an unreasonably small time for its size. Recently, the ever increasing capacity for renewable generation has strongly increased the level of uncertainty in the system, making the (ideal) Unit Commitment model a large-scale, non-convex, uncertain (stochastic, robust, chance-constrained) program. We provide a survey of the literature on methods for the Uncertain Unit Commitment problem, in all its variants. We start with a review of the main contributions on solution methods for the deterministic versions of the problem, focusing on those based on mathematical programming techniques that are more relevant for the uncertain versions of the problem. We then present and categorize the approaches to the latter, also providing entry points to the relevant literature on optimization under uncertainty.
AbstractList The Unit Commitment problem in energy management aims at finding the optimal productions schedule of a set of generation units while meeting various system-wide constraints. It has always been a large-scale, non-convex difficult problem, especially in view of the fact that operational requirements imply that it has to be solved in an unreasonably small time for its size. Recently, the ever increasing capacity for renewable generation has strongly increased the level of uncertainty in the system, making the (ideal) Unit Commitment model a large-scale, non-convex, uncertain (stochastic, robust, chance-constrained) program. We provide a survey of the literature on methods for the Uncertain Unit Commitment problem, in all its variants. We start with a review of the main contributions on solution methods for the deterministic versions of the problem, focusing on those based on mathematical programming techniques that are more relevant for the uncertain versions of the problem. We then present and categorize the approaches to the latter, also providing entry points to the relevant literature on optimization under uncertainty.
The Unit Commitment problem in energy management aims at finding the optimal productions schedule of a set of generation units while meeting various system-wide constraints. It has always been a large-scale, non-convex difficult problem, especially in view of the fact that operational requirements imply that it has to be solved in an unreasonably small time for its size. Recently, the ever increasing capacity for renewable generation has strongly increased the level of uncertainty in the system, making the (ideal) Unit Commitment model a large-scale, non-convex, uncertain (stochastic, robust, chance-constrained) program. We provide a survey of the literature on methods for the Uncertain Unit Commitment problem, in all its variants. We start with a review of the main contributions on solution methods for the deterministic versions of the problem, focusing on those based on mathematical programming techniques that are more relevant for the uncertain versions of the problem. We then present and categorize the approaches to the latter, also providing entry points to the relevant literature on optimization under uncertainty.
Author Tahanan, Milad
Frangioni, Antonio
van Ackooij, Wim
Lacalandra, Fabrizio
Author_xml – sequence: 1
  givenname: Milad
  surname: Tahanan
  fullname: Tahanan, Milad
  organization: Ecole Centrale Paris
– sequence: 2
  givenname: Wim
  surname: van Ackooij
  fullname: van Ackooij, Wim
  organization: OSIRIS, EDF R&D
– sequence: 3
  givenname: Antonio
  surname: Frangioni
  fullname: Frangioni, Antonio
  email: frangio@di.unipi.it
  organization: Dipartimento di Informatica, Università di Pisa
– sequence: 4
  givenname: Fabrizio
  surname: Lacalandra
  fullname: Lacalandra, Fabrizio
  organization: QuanTek S.r.L
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Uncertainty
Survey
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90C06
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Large-scale optimization
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SubjectTerms Artificial Intelligence
Business and Management
Computer Aided Engineering
Computer Science
Constraints
Dynamic programming
Energy management
Industrial and Production Engineering
Integer programming
Invited Survey
Linear programming
Literature reviews
Mathematical programming
Operations Research
Operations Research/Decision Theory
Optimization
Robustness (mathematics)
Schedules
Uncertainty
Unit commitment
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