Transmission-Constrained Unit Commitment

The unit commitment with transmission constraints in the alternating-current (AC) model is a challenging mixed-integer non-linear optimisation problem. We present an approach based on decomposition of a Mixed-Integer Semidefinite Programming (MISDP) problem into a mixed-integer quadratic (MIQP) master problem and a semidefinite programming (SDP) sub-problem. Between the master problem and the sub-problem, we pass novel classes of cuts. We analyse finite convergence to the optimum of the MISDP and report promising computational results on a test case from the Canary Islands, Spain.

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

[2]  Miguel F. Anjos,et al.  Unit Commitment in Electric Energy Systems , 2017 .

[3]  M. Shahidehpour,et al.  Security-Constrained Unit Commitment With AC/DC Transmission Systems , 2010, IEEE Transactions on Power Systems.

[4]  Duan Li,et al.  Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation , 2011, Math. Program..

[5]  Samuel Burer,et al.  A finite branch-and-bound algorithm for nonconvex quadratic programming via semidefinite relaxations , 2008, Math. Program..

[6]  A. M. Geoffrion Generalized Benders decomposition , 1972 .

[7]  Ding‐Zhu Du,et al.  Wiley Series in Discrete Mathematics and Optimization , 2014 .

[8]  S. Low,et al.  Zero Duality Gap in Optimal Power Flow Problem , 2012, IEEE Transactions on Power Systems.

[9]  Andrea Lodi,et al.  On interval-subgradient and no-good cuts , 2010, Oper. Res. Lett..

[10]  M. Paredes,et al.  Using Semidefinite Relaxation to Solve the Day-Ahead Hydro Unit Commitment Problem , 2015, IEEE Transactions on Power Systems.

[11]  Javad Lavaei,et al.  Geometry of Power Flows and Optimization in Distribution Networks , 2012, IEEE Transactions on Power Systems.

[12]  Claudio Gentile,et al.  Perspective cuts for a class of convex 0–1 mixed integer programs , 2006, Math. Program..

[13]  Cesar A. Silva-Monroy,et al.  The Unit Commitment Problem With AC Optimal Power Flow Constraints , 2016, IEEE Transactions on Power Systems.

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

[15]  S. Soares,et al.  Nonlinear Medium-Term Hydro-Thermal Scheduling With Transmission Constraints , 2014, IEEE Transactions on Power Systems.

[16]  M. Shahidehpour,et al.  Fast SCUC for Large-Scale Power Systems , 2007, IEEE Transactions on Power Systems.

[17]  Motakuri V. Ramana,et al.  An exact duality theory for semidefinite programming and its complexity implications , 1997, Math. Program..

[18]  Yong Fu,et al.  Security-constrained unit commitment with AC constraints , 2005, IEEE Transactions on Power Systems.

[19]  J. Lavaei,et al.  Physics of power networks makes hard optimization problems easy to solve , 2012, 2012 IEEE Power and Energy Society General Meeting.

[20]  Jakub Marecek,et al.  Optimal Power Flow as a Polynomial Optimization Problem , 2014, IEEE Transactions on Power Systems.

[21]  Steven H. Low,et al.  Convex Relaxation of Optimal Power Flow—Part II: Exactness , 2014, IEEE Transactions on Control of Network Systems.

[22]  Jesse T. Holzer,et al.  Implementation of a Large-Scale Optimal Power Flow Solver Based on Semidefinite Programming , 2013, IEEE Transactions on Power Systems.

[23]  Antonio J. Conejo,et al.  Network-Constrained AC Unit Commitment Under Uncertainty: A Benders’ Decomposition Approach , 2016, IEEE Transactions on Power Systems.

[24]  E. Balas,et al.  Canonical Cuts on the Unit Hypercube , 1972 .

[25]  Konstantin Turitsyn,et al.  Convexity of Solvability Set of Power Distribution Networks , 2019, IEEE Control Systems Letters.

[26]  Javad Lavaei,et al.  A strong semidefinite programming relaxation of the unit commitment problem , 2016, 2016 IEEE 55th Conference on Decision and Control (CDC).

[27]  R. Jabr Tight polyhedral approximation for mixed-integer linear programming unit commitment formulations , 2012 .

[28]  Masakazu Kojima,et al.  Semidefinite Programming Relaxation for Nonconvex Quadratic Programs , 1997, J. Glob. Optim..

[29]  S. M. Shahidehpour,et al.  Unit commitment with transmission security and voltage constraints , 1999 .