Large-scale unit commitment under uncertainty: an updated literature survey

The Unit Commitment problem in energy management aims at finding the optimal production schedule of a set of generation units, while meeting various system-wide constraints. It has always been a large-scale, non-convex, difficult problem, especially in view of the fact that, due to operational requirements, it has to be solved in an unreasonably small time for its size. Recently, growing renewable energy shares have strongly increased the level of uncertainty in the system, making the (ideal) Unit Commitment model a large-scale, non-convex and uncertain (stochastic, robust, chance-constrained) program. We provide a survey of the literature on methods for the Uncertain Unit Commitment problem, in all its variants. We start with a review of the main contributions on solution methods for the deterministic versions of the problem, focussing on those based on mathematical programming techniques that are more relevant for the uncertain versions of the problem. We then present and categorize the approaches to the latter, while providing entry points to the relevant literature on optimization under uncertainty. This is an updated version of the paper "Large-scale Unit Commitment under uncertainty: a literature survey" that appeared in 4OR 13(2), 115--171 (2015); this version has over 170 more citations, most of which appeared in the last three years, proving how fast the literature on uncertain Unit Commitment evolves, and therefore the interest in this subject

A Metaheuristic Framework for Bi-level Programming Problems with Multi-disciplinary Applications

Bi-level programming problems arise in situations when the decision maker has to take into account the responses of the users to his decisions. Several problems arising in engineering and economics can be cast within the bi-level programming framework. The bi-level programming model is also known as a Stackleberg or leader-follower game in which the leader chooses his variables so as to optimise his objective function, taking into account the response of the follower(s) who separately optimise their own objectives, treating the leader’s decisions as exogenous. In this chapter, we present a unified framework fully consistent with the Stackleberg paradigm of bi-level programming that allows for the integration of meta-heuristic algorithms with traditional gradient based optimisation algorithms for the solution of bi-level programming problems. In particular we employ Differential Evolution as the main meta-heuristic in our proposal.We subsequently apply the proposed method (DEBLP) to a range of problems from many fields such as transportation systems management, parameter estimation and game theory. It is demonstrated that DEBLP is a robust and powerful search heuristic for this class of problems characterised by non smoothness and non convexity

On the determination of vortex ring vorticity using Lagrangian particles

International audienceParticles are a widespread tool for obtaining information from fluid flows. When Eulerian data are unavailable, they may be employed to estimate flow fields or to identify coherent flow structures. Here we numerically examine the possibility of using particles to capture the dynamics of isolated vortex rings propagating in a quiescent fluid. The analysis is performed starting from numerical simulations of the Navier–Stokes and the Hall–Vinen–Bekarevich–Khalatnikov equations, respectively describing the dynamics of a Newtonian fluid and a finite-temperature superfluid. The flow-induced positions and velocities of particles suspended in the fluid are specifically used to compute the Lagrangian pseudovorticity field, a proxy for the Eulerian vorticity field recently employed in the context of superfluid $^{4}\textrm {He}$ experiments. We show that, when calculated from ideal Lagrangian tracers or from particles with low inertia, the pseudovorticity field can be accurately used to estimate the propagation velocity and the growth of isolated vortex rings, although the quantitative reconstruction of the corresponding vorticity fields remains challenging. On the other hand, particles with high inertia tend to preferentially sample specific flow regions, resulting in biased pseudovorticity fields that pollute the estimation of the vortex ring properties. Overall, this work neatly demonstrates that the Lagrangian pseudovorticity is a valuable tool for estimating the strength of macroscopic vortical structures in the absence of Eulerian data, which is, for example, the case for superfluid $^{4}\textrm {He}$ experiments

Approximation and numerical realization of 2D contact problems with Coulomb friction and a solution-dependent coefficient of friction

The paper analyzes discrete contact problems with the Coulomb law of friction which involves a solution-dependent coefficient of friction F. Solutions to these problems are defined as fixed points of an auxiliary mapping. It is shown that there exists at least one solution provided that F is bounded and continuous in R-+(1). Further, conditions guaranteeing uniqueness of the solution are studied. The paper is completed by numerical results of several model examples