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On Mixed Integer Programming Formulations for the Unit Commitment Problem

Bernard Knueven ( bknueve***at***sandia.gov)
Jim Ostrowski (jostrows***at***utk.edu)
Jean Paul Watson ( jwatson***at***sandia.gov)

Abstract: We provide a comprehensive overview of mixed integer programming formulations for the unit commitment problem (UC). UC formulations have been an especially active area of research over the past twelve years, due to their practical importance in power grid operations, and this paper serves as a capstone for this line of work. We additionally provide publicly available reference implementations of all formulations examined. We computationally test existing and novel UC formulations on a suite of instances drawn from both academic and real-world data sources. Driven by our computational experience from this and previous work, we contribute some additional formulations for both production upper bound and piecewise linear produc- tion costs. By composing new UC formulations using existing components found in the literature and new components introduced in this paper, we demonstrate that performance can be significantly improved and in the process, we identify a new state-of-the-art UC formulation.

Keywords: Unit commitment, mixed integer programming, mathematical programming formulations

Category 1: Applications -- OR and Management Sciences

Citation: Department of Industrial and Systems Engineering University of Tennessee, Knoxville, TN 37996 November 2018

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Entry Submitted: 11/18/2018
Entry Accepted: 11/18/2018
Entry Last Modified: 11/01/2019

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