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Global Solution Strategies for the Network-Constrained Unit Commitment (NCUC) Problem with Nonlinear AC Transmission Models

Jianfeng Liu(liu1172***at***purdue.edu)
Anya Castillo(arcasti***at***sandia.gov)
Jean-Paul Watson(jwatson***at***sandia.gov)
Carl Laird(cdlaird***at***sandia.gov)

Abstract: This paper addresses the globally optimal solution of the network-constrained unit commitment (NCUC) problem incorporating a nonlinear alternating current (AC) model of the transmission network. We formulate the NCUC as a mixed-integer quadratically constrained quadratic programming (MIQCQP) problem. A global optimization algorithm is developed based on a multi-tree approach that iterates between a mixed-integer master problem (relaxation for obtaining lower bounds) and a nonlinear programming subproblem (for obtaining upper bounds). Inspired by the second-order cone (SOC) relaxation originally designed for optimal power flow (OPF) problems, three convex relaxations of the original NCUC problem are presented, which are formulated as either mixed-integer second-order cone programming (MISOCP) or mixed-integer linear programming (MILP) problems. Numerical results on four benchmark problems indicate both good solution quality and computational efficiency of this tailored global solution framework.

Keywords: Unit commitment, AC transmission models, multi-tree optimization

Category 1: Global Optimization

Category 2: Integer Programming

Category 3: Nonlinear Optimization

Citation: Jianfeng Liu, Anya Castillo, Jean-Paul Watson, and Carl D. Laird. Global Solution Strategies for the Network-Constrained Unit Commitment (NCUC) Problem with Nonlinear AC Transmission Models. p. 1-32. Submitted to Mathematical Programming Computation on 11/11/16.

Download: [PDF]

Entry Submitted: 11/11/2016
Entry Accepted: 12/01/2016
Entry Last Modified: 11/11/2016

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