Abstract
In this paper, we study the unit-commitment problem in which the demand at each time unit is uncertain, due to weather conditions and economic situation. Instead, the demand is within an uncertainty set. We develop a two-stage robust integer programming formulation for the problem, and provide a tractable solution approach that includes an efficient separation algorithm to solve the problem. The computational experiments show the effectiveness of our approach.
Original language | English (US) |
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Pages | 982-990 |
Number of pages | 9 |
State | Published - 2012 |
Externally published | Yes |
Event | 62nd IIE Annual Conference and Expo 2012 - Orlando, FL, United States Duration: May 19 2012 → May 23 2012 |
Other
Other | 62nd IIE Annual Conference and Expo 2012 |
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Country/Territory | United States |
City | Orlando, FL |
Period | 5/19/12 → 5/23/12 |
Keywords
- Mixed integer programming
- Robust optimization
- Separation
- Unit commitment
ASJC Scopus subject areas
- Industrial and Manufacturing Engineering