Column generation method for unit commitment

Takayuki Shiina, Jun Imaizumi

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.

元の言語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
出版物ステータスPublished - 2008
外部発表Yes
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

Other

Other2008 International Conference on Scientific Computing, CSC 2008
United States
Las Vegas, NV
期間08/7/1408/7/17

Fingerprint

Integer programming
Dynamic programming
Cost functions
Industry

ASJC Scopus subject areas

  • Computational Theory and Mathematics
  • Computer Science Applications
  • Software

これを引用

Shiina, T., & Imaizumi, J. (2008). Column generation method for unit commitment. : Proceedings of the 2008 International Conference on Scientific Computing, CSC 2008 (pp. 64-70)

Column generation method for unit commitment. / Shiina, Takayuki; Imaizumi, Jun.

Proceedings of the 2008 International Conference on Scientific Computing, CSC 2008. 2008. p. 64-70.

研究成果: Conference contribution

Shiina, T & Imaizumi, J 2008, Column generation method for unit commitment. : Proceedings of the 2008 International Conference on Scientific Computing, CSC 2008. pp. 64-70, 2008 International Conference on Scientific Computing, CSC 2008, Las Vegas, NV, United States, 08/7/14.
Shiina T, Imaizumi J. Column generation method for unit commitment. : Proceedings of the 2008 International Conference on Scientific Computing, CSC 2008. 2008. p. 64-70
Shiina, Takayuki ; Imaizumi, Jun. / Column generation method for unit commitment. Proceedings of the 2008 International Conference on Scientific Computing, CSC 2008. 2008. pp. 64-70
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