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The Ramping Polytope and Cut Generation for the Unit Commitment Problem

Ben Knueven (bknueven***at***vols.utk.edu)
Jim Ostrowski (jostrows***at***utk.edu)
Jianhui Wang (jianhui.wang***at***anl.gov)

Abstract: We present a perfect formulation for a single generator in the unit commitment problem, inspired by the dynamic programming approach taken by Frangioni and Gentile. This generator can have characteristics such as ramping constraints, time-dependent start-up costs, and start-up/shut-down ramping. To develop this perfect formulation we extend the result of Balas on unions of polyhedra to present a framework allowing for flexible combinations of polyhedra using indicator variables. We use this perfect formulation to create a cut-generating linear program, similar in spirit to lift-and-project cuts, and demonstrate computational efficacy of these cuts in a utility-scale unit commitment problem.

Keywords: extended formulations, unit commitment, cut generation

Category 1: Applications -- OR and Management Sciences

Citation: University of Tennessee Knoxville, TN 37996 July 2017

Download: [PDF]

Entry Submitted: 09/11/2015
Entry Accepted: 09/11/2015
Entry Last Modified: 07/14/2017

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