A cutting-plane solution for chance-constrained unit commitment problems

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

In this study, we addressed a unit commitment problem with uncertain demands during certain hours of the day. A chance-constrained stochastic mixed-integer program (SMIP) is used in the formulation to express the uncertain conditions that generally present difficulties during the computation. We introduce a cutting-plane method to carry out the calculations, and include valid inequalities to restrict the feasible region for the ease of finding suitable solutions. In addition, we utilize a linear approximation for the quadratic objective function that significantly improves the computational efficiency by reducing the complexity of the problem. The results indicate that the SMIP proposed in this study can be calculated within a short time where the chance constraints are satisfied in all the solutions.

Original languageEnglish
Title of host publicationProceedings - 2022 12th International Congress on Advanced Applied Informatics, IIAI-AAI 2022
EditorsTokuro Matsuo, Kunihiko Takamatsu, Yuichi Ono
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages641-646
Number of pages6
ISBN (Electronic)9781665497558
DOIs
Publication statusPublished - 2022
Event12th International Congress on Advanced Applied Informatics, IIAI-AAI 2022 - Kanazawa, Japan
Duration: 2022 Jul 22022 Jul 7

Publication series

NameProceedings - 2022 12th International Congress on Advanced Applied Informatics, IIAI-AAI 2022

Conference

Conference12th International Congress on Advanced Applied Informatics, IIAI-AAI 2022
Country/TerritoryJapan
CityKanazawa
Period22/7/222/7/7

Keywords

  • Chance-constrained optimization, cutting-plane method, unit commitment

ASJC Scopus subject areas

  • Computer Science Applications
  • Information Systems
  • Information Systems and Management
  • Decision Sciences (miscellaneous)

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