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Strengthened MILP Formulation for Combined-Cycle Units

Lei Fan (eefanlei***at***gmail.com)
Kai Pan (kpan***at***ufl.edu)
Yongpei Guan (guan***at***ise.ufl.edu)
Yonghong Chen (ychen***at***misoenergy.org)
Xing Wang (xingwang0625***at***gmail.com)

Abstract: Due to the increased utilization of gas-fired combined-cycle units for power generation in the U.S., accurate and computationally efficient models are more and more needed. The recently proposed edge-based formulation for combined-cycle units helps accurately describe the operations of combined-cycle units including capturing the transition processes and physical constraints for each turbine. In this paper, we derive tighter constraints and several families of strong valid inequalities to strengthen the edge-based model, by exploring the physical characteristics of combined-cycle units and utilizing the edge-based modeling framework. Meanwhile, we provide the validity and facet-defining proofs for certain inequalities. Finally, the computational experiment results indicate that our derived formulation significantly reduces the computational time, as the improved linear programming relaxation of our proposed formulation reduces the root-node gap significantly, which verifies the effectiveness of proposed constraints and strong valid inequalities.

Keywords: Combined-Cycle Units, Unit Commitment, Strong Valid Inequalities, Strong MILP Formulation.

Category 1: Applications -- OR and Management Sciences


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Entry Submitted: 08/02/2016
Entry Accepted: 08/03/2016
Entry Last Modified: 08/03/2016

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