New Mixed-Integer Nonlinear Programming Formulations for the Unit Commitment Problems with Ramping Constraints

Abstract

Mixed-Integer Formulations for Power Production Problems The unit commitment problem is a complex mixed-integer nonlinear program that originates in the field of power production. Although it arises in a monopolistic system, there is still great attention to this problem even in a free-market regime, where it constitutes only a subproblem of larger ones. Historically, it was usually solved by Lagrangian relaxation methods. However, the advances achieved by commercial solvers of mixed-integer (linear and convex) programming problems have made such approaches an attractive option. T. Bacci, A. Frangioni, C. Gentile, and K. Tavlaridis-Gyparakis present the first mixed-integer nonlinear programming formulation with a polynomial number of both variables and constraints that describes the convex hull of the feasible solutions of the unit commitment problem with a single thermal generation unit, comprising all typical constraints and convex power generation costs. Proving that the formulation is exact requires a new result about the convex envelope of specially structured functions that can have independent interest. This new formulation for a single power generation unit is used to derive three new formulations for the general unit commitment problem whose effectiveness has been tested against the state-of-art formulation.

Metodologia para despacho econômico de sistemas de energia offshore híbridos e isolados.

“…Mixed-Integer Nonlinear Programming (MINLP) is a form of an optimization problem that combines both continuous and discrete choice variables, as well as nonlinear objective functions and constraints [36]. It is computationally difficult to solve this problem because of the objective function's and constraints' nonlinearities and nonconvexities, especially when the number of integer variables is high.…”