Title :
A Lagrangian Relaxation Approach for Unit Commitment with Stochastic Disruption Management
Author :
Che, Ping ; Tang, Lixin
Author_Institution :
Logistics Inst., Northeastern Univ., Shenyang, China
Abstract :
We investigate the unit commitment problem of how to recover the schedule when a disruption with stochastic duration occurs. The optimization problem is formulated to be a large-scale mixed integer programming (MIP). The solution approach is based on Lagrangian relaxation and dynamic programming. The computational results show that our algorithm performs well and the solutions found in a reasonable time are within 0.1% of the optimums averagely.
Keywords :
integer programming; power generation scheduling; stochastic processes; Lagrangian relaxation approach; dynamic programming; large-scale mixed integer programming; power generators scheduling; stochastic disruption management; stochastic duration; unit commitment; Capacity planning; Conference management; Cost function; Lagrangian functions; Logistics; Mathematics; Meeting planning; Power generation; Scheduling; Stochastic processes; Disruption management; Lagrangian relaxation; Stochastic; Unit commitment;
Conference_Titel :
Computational Sciences and Optimization, 2009. CSO 2009. International Joint Conference on
Conference_Location :
Sanya, Hainan
Print_ISBN :
978-0-7695-3605-7
DOI :
10.1109/CSO.2009.15
