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A counterexample to an exact extended formulation for the single-unit commitment problem

Tiziano Bacci (tiziano.bacci***at***iasi.cnr.it)
Antonio Frangioni (frangio***at***di.unipi.it)
Claudio Gentile (gentile***at***iasi.cnr.it)

Abstract: Recently, Guan, Pan, and Zohu presented a MIP model for the thermal single- unit commitment claiming that provides an integer feasible solution for any convex cost function. In this note we provide a counterexample to this statement and we produce evidence that the perspective function is needed for this aim.

Keywords: Unit Commitment, Mixed Integer Nonlinear Programming, Perspective Function, Exact formulation

Category 1: Integer Programming ((Mixed) Integer Nonlinear Programming )

Category 2: Applications -- OR and Management Sciences

Citation: Research Report 19-03, Istituto di Analisi dei Sistemi ed Informatica "A. Ruberti", Consiglio Nazionale delle Ricerche, 2019.

Download: [PDF]

Entry Submitted: 10/11/2019
Entry Accepted: 10/11/2019
Entry Last Modified: 10/14/2019

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