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

Abstract ARTICLE IN PRESS A distance function to support optimized selection decisions

Decision-makers often want to see a diverse collection of good solutions in addition to a solution that is in some mathematical sense an optimal solution to a problem. The purpose of the objective function is to quantify the notion ‘‘good’’, while the purpose of this paper is to exhibit a suitable function for quantifying the notion ‘‘diverse’’. We focus on the case where important aspects of the solutions are best represented as matrices or sets of vectors, such as when the solution involves selections. We establish a distance function and its connections with related distance functions used in optimization and psychology. A real-world application illustrates its use for decision support. D 2004 Elsevier B.V. All rights reserved

Two approaches for solving the buffer allocation problem in unreliable production lines

This paper presents an integrated approach to solve the buffer allocation problem in unreliable production lines so as to maximize the throughput rate of the line with minimum total buffer size. The proposed integrated approach has two control loops; the inner loop and the outer loop. While the inner loop control includes an adaptive tabu search algorithm proposed by Demir et al. [8], binary search and tabu search are proposed for the outer loop. These nested loops aim at minimizing the total buffer size to achieve the desired throughput level. To improve the efficiency of the proposed tabu search, alternative neighborhood generation mechanisms are developed. The performances of the proposed algorithms are evaluated by extensive computational experimentation, and the results are reported. © 2013 Elsevier Ltd

Creating lasso-solutions for the traveling salesman problem with pickup and delivery by Tabu search

Traveling Salesman Problem, Pickup and Delivery, Tabu Search, Lasso Solutions,

Power management in a hydro-thermal system under uncertainty by Lagrangian relaxation

We present a dynamic multistage stochastic programming model for the cost-optimal generation of electric power in a hydro-thermal system under uncertainty in load, inflow to reservoirs and prices for fuel and delivery contracts. The stochastic load process is approximated by a scenario tree obtained by adapting a SARIMA model to historical data, using empirical means and variances of simulated scenarios to construct an initial tree, and reducing it by a scenario deletion procedure based on a suitable probability distance. Our model involves many mixed-integer variables and individual power unit constraints, but relatively few coupling constraints. Hence we employstochastic Lagrangian relaxation that assigns stochastic multipliers to the coupling constraints. Solving the Lagrangian dual by a proximal bundle method leads to successive decomposition into single thermal and hydro unit subproblems that are solved by dynamic programming and a specialized descent algorithm, respectively. The optimal stochastic multipliers are used in Lagrangian heuristics to construct approximately optimal first stage decisions. Numerical results are presented for realistic data from a German power utility, with a time horizon of one week and scenario numbers ranging from 5 to 100. The corresponding optimization problems have up to 200,000 binary and 350,000 continuous variables, and more than 500,000 constraints