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MIP Formulation Improvement for Large Scale Security Constrained Unit Commitment with Configuration based Combined Cycle Modeling

Yonghong Chen (ychen***at***misoenergy.org)
Fengyu Wang (fwang***at***misoenergy.org)

Abstract: As a part of the day-ahead market clearing process, Midcontinent Independent System Operator (MISO) solves one of the largest and most challenging Security Constrained Unit Commitment (SCUC) models. Better computational performance of SCUC models not only improves the market efficiency but also facilitates future market developments. This paper introduces recent developments in SCUC formulation with configuration based combined cycle modeling, which include the improvement on constraints associated with binary variables, the improvement of formulation on piecewise linear incremental energy curve (PWL) and reduction of non-zeros by aggregating variables (AGG). Furthermore, mathematical proof shows that the proposed enhanced locally ideal PWL model is the convex envelope of the PWL cost function. To illustrate the effectiveness of the proposed formulation in this paper, numerical results and analysis based on MISO system are presented.

Keywords: Combined cycle units, convex envelope, day-ahead electricity market, locally ideal formulation, mixed integer programming, security constrained unit commitment

Category 1: Applications -- OR and Management Sciences


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Entry Submitted: 05/06/2016
Entry Accepted: 05/06/2016
Entry Last Modified: 02/02/2017

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