A Decomposition Approach to Problem of Unit Commitment Schedule for Hydrothermal Systems

A method for determining the unit commitment schedule for hydrothermal systems using extensions of the Benders decomposition approach has been developed. The optimisation problem is partitioned in this paper into a stochastic nonlinear and a pure-integer nonlinear programming problem. The first problem, which represents the simultaneous economic dispatch of thermal and hydraulic power generating units, is solved by a feasible decomposition approach. The model minimises the total expected costs of start-up and unit operating costs subject to stochastic demand, spinning-reserve, and hydroplant, thermal and unit commitment constraints. Numerical results obtained for a small network are presented.