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

研究成果: Conference contribution

抄録

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.

本文言語English
ホスト出版物のタイトルProceedings - 2022 12th International Congress on Advanced Applied Informatics, IIAI-AAI 2022
編集者Tokuro Matsuo, Kunihiko Takamatsu, Yuichi Ono
出版社Institute of Electrical and Electronics Engineers Inc.
ページ641-646
ページ数6
ISBN(電子版)9781665497558
DOI
出版ステータスPublished - 2022
イベント12th International Congress on Advanced Applied Informatics, IIAI-AAI 2022 - Kanazawa, Japan
継続期間: 2022 7月 22022 7月 7

出版物シリーズ

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

Conference

Conference12th International Congress on Advanced Applied Informatics, IIAI-AAI 2022
国/地域Japan
CityKanazawa
Period22/7/222/7/7

ASJC Scopus subject areas

  • コンピュータ サイエンスの応用
  • 情報システム
  • 情報システムおよび情報管理
  • 決定科学(その他)

フィンガープリント

「A cutting-plane solution for chance-constrained unit commitment problems」の研究トピックを掘り下げます。これらがまとまってユニークなフィンガープリントを構成します。

引用スタイル