Column generation method for unit commitment

Takayuki Shiina*, Jun Imaizumi

*この研究の対応する著者

研究成果: Conference contribution

抄録

We propose a new algorithm for the stochastic unit commitment problem which is based on the Lagrangian relaxation and the column generation approach. This problem is formulated as a multi-stage nonlinear integer programming problem because the fuel cost function is assumed to be a convex quadratic function. The algorithm consists of two phases. After solving the problem by Lagrangian relaxation, the algorithm continues adding schedules from the dual solution of the restricted linear master program until the algorithm cannot generate new schedules. The schedule generation problem is solved by the calculation of dynamic programming on the scenario tree. We applied the Lagrangian relaxation-column generation approach to a test problem based on the system of a certain Japanese electric power company. Numerical results indicate a significant improvement in the quality of the solution.

本文言語English
ホスト出版物のタイトルProceedings of the 2008 International Conference on Scientific Computing, CSC 2008
ページ64-70
ページ数7
出版ステータスPublished - 2008 12 1
外部発表はい
イベント2008 International Conference on Scientific Computing, CSC 2008 - Las Vegas, NV, United States
継続期間: 2008 7 142008 7 17

出版物シリーズ

名前Proceedings of the 2008 International Conference on Scientific Computing, CSC 2008

Other

Other2008 International Conference on Scientific Computing, CSC 2008
国/地域United States
CityLas Vegas, NV
Period08/7/1408/7/17

ASJC Scopus subject areas

  • 計算理論と計算数学
  • コンピュータ サイエンスの応用
  • ソフトウェア

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