Mathematical model for the unit commitment problem in the Russian competitive electricity market

A mathematical model for the calculation of price indicators in the unit commitment problem used in the optimization of the Unified Energy System of Russia is developed. The objective function is the cost of power generation subject to the required power reserves, network constraints, and the power flow distribution in the energy system. The concept of the marginal unit in the unit commitment problem is introduced, and its properties are studied. The results of model calculations are presented.