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Two-stage network constrained robust unit commitment problem


  • Jiang, Ruiwei
  • Zhang, Muhong
  • Li, Guang
  • Guan, Yongpei


For a current deregulated power system, a large amount of operating reserve is often required to maintain the reliability of the power system using traditional approaches. In this paper, we propose a two-stage robust optimization model to address the network constrained unit commitment problem under uncertainty. In our approach, uncertain problem parameters are assumed to be within a given uncertainty set. We study cases with and without transmission capacity and ramp-rate limits (The latter case was described in Zhang and Guan (2009), for which the analysis part is included in Section 3 in this paper). We also analyze solution schemes to solve each problem that include an exact solution approach and an efficient heuristic approach that provides tight lower and upper bounds for the general network constrained robust unit commitment problem. The final computational experiments on an IEEE 118-bus system verify the effectiveness of our approaches, as compared to the nominal model without considering the uncertainty.

Suggested Citation

  • Jiang, Ruiwei & Zhang, Muhong & Li, Guang & Guan, Yongpei, 2014. "Two-stage network constrained robust unit commitment problem," European Journal of Operational Research, Elsevier, vol. 234(3), pages 751-762.
  • Handle: RePEc:eee:ejores:v:234:y:2014:i:3:p:751-762
    DOI: 10.1016/j.ejor.2013.09.028

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    References listed on IDEAS

    1. Rong, Aiying & Lahdelma, Risto, 2007. "Efficient algorithms for combined heat and power production planning under the deregulated electricity market," European Journal of Operational Research, Elsevier, vol. 176(2), pages 1219-1245, January.
    2. Tao Yao & Supreet Mandala & Byung Chung, 2009. "Evacuation Transportation Planning Under Uncertainty: A Robust Optimization Approach," Networks and Spatial Economics, Springer, vol. 9(2), pages 171-189, June.
    3. Oliveira, P. & McKee, S. & Coles, C., 1993. "Optimal scheduling of a hydro thermal power generation system," European Journal of Operational Research, Elsevier, vol. 71(3), pages 334-340, December.
    4. Philpott, A. B. & Craddock, M. & Waterer, H., 2000. "Hydro-electric unit commitment subject to uncertain demand," European Journal of Operational Research, Elsevier, vol. 125(2), pages 410-424, September.
    5. Dang, Chuangyin & Li, Minqiang, 2007. "A floating-point genetic algorithm for solving the unit commitment problem," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1370-1395, September.
    6. Rong, Aiying & Hakonen, Henri & Lahdelma, Risto, 2008. "A variant of the dynamic programming algorithm for unit commitment of combined heat and power systems," European Journal of Operational Research, Elsevier, vol. 190(3), pages 741-755, November.
    7. Guigues, Vincent & Sagastizábal, Claudia, 2012. "The value of rolling-horizon policies for risk-averse hydro-thermal planning," European Journal of Operational Research, Elsevier, vol. 217(1), pages 129-140.
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    Cited by:

    1. Frank, Stephen M. & Rebennack, Steffen, 2015. "Optimal design of mixed AC–DC distribution systems for commercial buildings: A Nonconvex Generalized Benders Decomposition approach," European Journal of Operational Research, Elsevier, vol. 242(3), pages 710-729.
    2. Baringo, Luis & Boffino, Luigi & Oggioni, Giorgia, 2020. "Robust expansion planning of a distribution system with electric vehicles, storage and renewable units," Applied Energy, Elsevier, vol. 265(C).
    3. Shaoyun Hong & Haozhong Cheng & Pingliang Zeng, 2017. "An N - k Analytic Method of Composite Generation and Transmission with Interval Load," Energies, MDPI, Open Access Journal, vol. 10(2), pages 1-17, January.
    4. Angelos Georghiou & Angelos Tsoukalas & Wolfram Wiesemann, 2020. "A Primal–Dual Lifting Scheme for Two-Stage Robust Optimization," Operations Research, INFORMS, vol. 68(2), pages 572-590, March.
    5. Fan, Lei & Pan, Kai & Guan, Yongpei, 2019. "A strengthened mixed-integer linear programming formulation for combined-cycle units," European Journal of Operational Research, Elsevier, vol. 275(3), pages 865-881.
    6. Yanıkoğlu, İhsan & Gorissen, Bram L. & den Hertog, Dick, 2019. "A survey of adjustable robust optimization," European Journal of Operational Research, Elsevier, vol. 277(3), pages 799-813.
    7. Wenjuan Hou & Tao Fang & Zhi Pei & Qiao-Chu He, 2020. "Integrated Design of Unmanned Aerial Mobility Network: A Data-Driven Risk-Averse Approach," Papers 2004.13000,
    8. Ruiz, C. & Conejo, A.J., 2015. "Robust transmission expansion planning," European Journal of Operational Research, Elsevier, vol. 242(2), pages 390-401.


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