A Center-Point Algorithm for Unit Commitment with Carbon Emission Trading

This paper proposes a global optimization method for it ensures finding good solutions while solving the unit commitment (UC) problem with carbon emission trading (CET). This method con-sists of two parts. In the first part, a sequence of linear inte-ger-relaxed subproblems are first solved to rapidly generate a tight linear relaxation of the original mixed integer nonlinear pro-gramming problem (MINLP) model. In the second part, the algo-rithm introduces the idea of center-cut so that it can quickly find good solutions. The approach tested on 10 test instances with units ranging from 35 to 1560 over a scheduling period of 24h, and compared with state-of-the-art solver CPLEX. The results show that the proposed algorithm can find better solutions than CPLEX in a short time. And it is more suitable to solve large scale UC problem than CPLEX.

[1]  F. N. Lee,et al.  Multi-area unit commitment , 1992 .

[2]  Md. Sayeed Salam,et al.  Hydrothermal scheduling based Lagrangian relaxation approach to hydrothermal coordination , 1998 .

[3]  Anastasios G. Bakirtzis,et al.  A genetic algorithm solution to the unit commitment problem , 1996 .

[4]  Shuping Dang,et al.  Unit Commitment Model in Smart Grid Environment Considering Carbon Emissions Trading , 2016, IEEE Transactions on Smart Grid.

[5]  T. Westerlund,et al.  An extended cutting plane method for solving convex MINLP problems , 1995 .

[6]  Boris Pavez-Lazo,et al.  A deterministic annular crossover genetic algorithm optimisation for the unit commitment problem , 2011, Expert Syst. Appl..

[7]  M. Anjos,et al.  Tight Mixed Integer Linear Programming Formulations for the Unit Commitment Problem , 2012, IEEE Transactions on Power Systems.

[8]  J. Lavaei,et al.  Conic relaxations of the unit commitment problem , 2017 .

[9]  Chern-Lin Chen,et al.  Branch-and-bound scheduling for thermal generating units , 1993 .

[10]  Jong-Bae Park,et al.  A New Quantum-Inspired Binary PSO: Application to Unit Commitment Problems for Power Systems , 2010, IEEE Transactions on Power Systems.

[11]  Kit Po Wong,et al.  An Advanced Quantum-Inspired Evolutionary Algorithm for Unit Commitment , 2011, IEEE Transactions on Power Systems.

[12]  M. Guignard Lagrangean relaxation , 2003 .

[13]  Jorge J. Moré,et al.  Digital Object Identifier (DOI) 10.1007/s101070100263 , 2001 .

[14]  T. Lau,et al.  Quantum-Inspired Evolutionary Algorithm Approach for Unit Commitment , 2009, IEEE Transactions on Power Systems.

[15]  Zhao Yang Dong,et al.  Multiple Perspective-Cuts Outer Approximation Method for Risk-Averse Operational Planning of Regional Energy Service Providers , 2017, IEEE Transactions on Industrial Informatics.

[16]  Linfeng Yang,et al.  Multi-Cuts Outer Approximation Method for Unit Commitment , 2017, IEEE Transactions on Power Systems.

[17]  Ignacio E. Grossmann,et al.  An outer-approximation algorithm for a class of mixed-integer nonlinear programs , 1987, Math. Program..

[18]  Stephen P. Boyd,et al.  Convex Optimization , 2004, Algorithms and Theory of Computation Handbook.

[19]  Jesús María Latorre Canteli,et al.  Tight and compact MILP formulation for the thermal unit commitment problem , 2013 .

[20]  Tapio Westerlund,et al.  A center-cut algorithm for quickly obtaining feasible solutions and solving convex MINLP problems , 2019, Comput. Chem. Eng..

[21]  Tapio Westerlund,et al.  The extended supporting hyperplane algorithm for convex mixed-integer nonlinear programming , 2016, J. Glob. Optim..

[22]  Ahmed Yousuf Saber,et al.  Plug-in Vehicles and Renewable Energy Sources for Cost and Emission Reductions , 2011, IEEE Transactions on Industrial Electronics.

[23]  Yan Xu,et al.  A novel projected two-binary-variable formulation for unit commitmentin power systems , 2017 .

[24]  Peter B. Luh,et al.  A Dynamic Regrouping Based Dynamic Programming Approach for Unit Commitment of the Transmission-Constrained Multi-Site Combined Heat and Power System , 2018, IEEE Transactions on Power Systems.

[25]  T. Niknam,et al.  A new decomposition approach for the thermal unit commitment problem , 2009 .

[26]  C. Gentile,et al.  Tighter Approximated MILP Formulations for Unit Commitment Problems , 2009, IEEE Transactions on Power Systems.

[27]  Andres Ramos,et al.  Tight and Compact MILP Formulation of Start-Up and Shut-Down Ramping in Unit Commitment , 2013, IEEE Transactions on Power Systems.

[28]  Behnam Mohammadi-Ivatloo,et al.  A semi-analytical non-iterative primary approach based on priority list to solve unit commitment problem , 2015 .

[29]  Stuart E. Dreyfus,et al.  Applied Dynamic Programming , 1965 .

[30]  Marcos J. Rider,et al.  Optimal Operation of Radial Distribution Systems Using Extended Dynamic Programming , 2018, IEEE Transactions on Power Systems.

[31]  K. M. Dale,et al.  A Study of the Economic Shutdown of Generating Units in Daily Dispatch , 1959, Transactions of the American Institute of Electrical Engineers. Part III: Power Apparatus and Systems.

[32]  A.J. Conejo,et al.  Modeling of start-up and shut-down power trajectories of thermal units , 2004, IEEE Transactions on Power Systems.

[33]  C.D. Vournas,et al.  Unit Commitment by an Enhanced Simulated Annealing Algorithm , 2006, 2006 IEEE PES Power Systems Conference and Exposition.

[34]  J. E. Kelley,et al.  The Cutting-Plane Method for Solving Convex Programs , 1960 .