Title :
A mixed integer programming solution for market clearing and reliability analysis
Author :
Streiffert, Dan ; Philbrick, Russ ; Ott, Andrew
Author_Institution :
AREVA T&D Corp., Bellevue, WA, USA
Abstract :
This paper presents a description of a mixed integer programming (MIP) solution for solving the PJM unit commitment problem. Included is a description of the day-ahead market clearing problem and the reliability analysis problem. This is followed by an overview of the MIP development process and some selected comparisons with our previously existing Lagrangian relaxation (LR) algorithm. The paper describes many of the inherent problems associated with MIP solutions and illustrates how these issues were dealt with to provide a fast, accurate, and robust MIP solution.
Keywords :
integer programming; power generation dispatch; power markets; power system reliability; Lagrangian relaxation algorithm; PJM unit commitment problem; day-ahead market clearing problem; market clearing analysis; market reliability analysis problem; mixed integer programming solution; Lagrangian functions; Linear programming; Power generation; Power generation dispatch; Production; Refining; Robustness; Scheduling; Security; Testing;
Conference_Titel :
Power Engineering Society General Meeting, 2005. IEEE
Print_ISBN :
0-7803-9157-8
DOI :
10.1109/PES.2005.1489108
