Two-stage robust unit commitment problem

Ruiwei Jiang, Muhong Zhang, Yongpei Guan

Research output: Contribution to conferencePaper

Abstract

In this paper, we study the unit-commitment problem in which the demand at each time unit is uncertain, due to weather conditions and economic situation. Instead, the demand is within an uncertainty set. We develop a two-stage robust integer programming formulation for the problem, and provide a tractable solution approach that includes an efficient separation algorithm to solve the problem. The computational experiments show the effectiveness of our approach.

Original languageEnglish (US)
Pages982-990
Number of pages9
StatePublished - Jan 1 2012
Event62nd IIE Annual Conference and Expo 2012 - Orlando, FL, United States
Duration: May 19 2012May 23 2012

Other

Other62nd IIE Annual Conference and Expo 2012
CountryUnited States
CityOrlando, FL
Period5/19/125/23/12

Keywords

  • Mixed integer programming
  • Robust optimization
  • Separation
  • Unit commitment

ASJC Scopus subject areas

  • Industrial and Manufacturing Engineering

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  • Cite this

    Jiang, R., Zhang, M., & Guan, Y. (2012). Two-stage robust unit commitment problem. 982-990. Paper presented at 62nd IIE Annual Conference and Expo 2012, Orlando, FL, United States.