Horizontal decomposition-based stochastic day-ahead reliability unit commitment

This paper presents a progressive hedging (PH) based decomposition algorithm to improve the computational efficiency of stochastic day-ahead reliability unit commitment (RUC). Stochastic programming is introduced into RUC to facilitate a better decision making for market operation efficiency and energy supply reliability. However, the computational burden of stochastic RUC using today´s computing power is still significant. We propose to apply progressive hedging (PH) algorithm to decompose the stochastic RUC problem. It is shown that a PH-based algorithm allows parallel computation of stochastic RUC, which can be much faster than conventional stochastic programming methods. A practical power system is used to verify the effectiveness of the proposed computation framework.