http://www.cnr.it/ontology/cnr/individuo/prodotto/ID7451
Tighter approximated MILP formulations for Unit Commitment Problems (Articolo in rivista)
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- Label
- Tighter approximated MILP formulations for Unit Commitment Problems (Articolo in rivista) (literal)
- Anno
- 2009-01-01T00:00:00+01:00 (literal)
- Alternative label
Frangioni, A.; Gentile, C.; Lacalandra, F. (2009)
Tighter approximated MILP formulations for Unit Commitment Problems
in IEEE transactions on power systems
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- Frangioni, A.; Gentile, C.; Lacalandra, F. (literal)
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- Frangioni Antonio, Università di Pisa, Dipartimento di Informatica, associato alla ricerca presso IASI
Lacalandra Fabrizio, OptiME, c/o MBI, via Scornigiana 7, 56121 Loc. Ospedaletto - Pisa (literal)
- Titolo
- Tighter approximated MILP formulations for Unit Commitment Problems (literal)
- Abstract
- The short-term Unit Commitment (UC) problem in hydro-thermal power
generation is a large-scale, Mixed-Integer NonLinear Program (MINLP),
which is difficult to solve efficiently, especially for large-scale
instances. It is possible to approximate the nonlinear objective
function of the problem by means of piecewise-linear functions, so
that UC can be approximated by a Mixed-Integer Linear Program (MILP);
applying the available efficient general-purpose MILP solvers to the
resulting formulations, good quality solutions can be obtained in a
relatively short amount of time. We build on this approach, presenting
a novel way to approximating the nonlinear objective function based on
a recently developed class of \emph{valid inequalities} for the
problem, called ``Perspective Cuts''. At least for many realistic
instances of a general basic formulation of UC, a MILP-based
heuristic obtains comparable or slightly better solutions in less time
when employing the new approach rather than the standard piecewise
linearizations, while being not more difficult to implement and use.
Furthermore, ``dynamic'' formulations, whereby the approximation is
iteratively improved, provide even better results if the approximation
is appropriately controlled. (literal)
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