Two-stage robust unit commitment problem

Ruiwei Jiang; Muhong Zhang; Yongpei Guan

Two-stage robust unit commitment problem

Ruiwei Jiang, Muhong Zhang, Yongpei Guan

Research output: Contribution to conference › Paper › peer-review

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)
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
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

Cite this

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title = "Two-stage robust unit commitment problem",

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.",

keywords = "Mixed integer programming, Robust optimization, Separation, Unit commitment",

author = "Ruiwei Jiang and Muhong Zhang and Yongpei Guan",

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note = "62nd IIE Annual Conference and Expo 2012 ; Conference date: 19-05-2012 Through 23-05-2012",

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AU - Jiang, Ruiwei

AU - Zhang, Muhong

AU - Guan, Yongpei

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N2 - 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.

AB - 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.

KW - Mixed integer programming

KW - Robust optimization

KW - Separation

KW - Unit commitment

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M3 - Paper

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T2 - 62nd IIE Annual Conference and Expo 2012

Y2 - 19 May 2012 through 23 May 2012

ER -

Two-stage robust unit commitment problem

Abstract

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Keywords

ASJC Scopus subject areas

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