On the duality gap for thermal unit commitment problems

The duality gap for the problem of optimal thermal unit commitment has been regarded as an important measure of the quality of the solution since the first applications of Lagrangian duality-based methods to this problem. The author examines the subject of establishing bounds on the duality gap for the problem of thermal unit commitment. The duality gap decreases, in relative terms, as the system load and the number of units increase. Under the assumption of no minimum commitment times, a bound on the duality gap is derived