An improved algorithm for single-unit commitment with ramping limits

The single-unit commitment problem (1UC) is the of finding a cost optimal schedule for single generator given time series electricity prices subject to generation limits, minimum up- and downtime ramping limits. In this paper we present two efficient dynamic programming algorithms. For each step keep track set functions that represent schedules until step. We show can combine subset these by only considering their minimum. construct either implicitly or explicitly. Experiments both methods scale linear in amount steps result significant speedup compared state-of-the-art piece-wise as well quadratic cost. Therefore using could lead improvements solving large unit problems with Lagrangian relaxation related use 1UC subproblem.