Stochasic Unit Committment Problem
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چکیده
The unit commitment problem is to find the production scheduling of a set of electric power generating units, and the generation levels for each unit, over a short term, typically from 24 hours to one week. The objective is to find the optimal schedule which meets the energy demand forecast at a minimum cost, and satisfy technological constraints such as the minimum up and down times for the units. First, we assume the demands are known and made a bench mark for the mixed-integer programming formulations for this model. Second, we consider the case with uncertain demands and review stochastic versions of the problem, which allow the schedule to adjust to the observed demands. Then, we tested two different Lagrangian relaxations techniques for solving the stochastic programming problem. Finally, we tested a heuristic method we developed, based on the linear relaxation for some binary variables, which exploits the structure of the stochastic problem. 1 Definition of the Unit Commitment Problem The Unit commitment problem can be stated as finding the optimal scheduling of production of electric power generating units over a short term, typically from 24 hours to one week, in order to minimize the operations costs. This optimal solution must satisfy the operating constraints and must satisfy the demand forecast. Then, following the definition, and the models proposed in [1, 4], the base deterministic mathematical model can be stated as,
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تاریخ انتشار 2008