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arxiv: 1806.09408 · v1 · pith:W6PRIPY7new · submitted 2018-06-25 · 🧮 math.OC · cs.SY

Transmission-Constrained Unit Commitment

classification 🧮 math.OC cs.SY
keywords problemmixed-integercommitmentmastermisdpprogrammingsemidefinitesub-problem
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The unit commitment with transmission constraints in the alternating-current (AC) model is a challenging mixed-integer non-linear optimisation problem. We present an approach based on decomposition of a Mixed-Integer Semidefinite Programming (MISDP) problem into a mixed-integer quadratic (MIQP) master problem and a semidefinite programming (SDP) sub-problem. Between the master problem and the sub-problem, we pass novel classes of cuts. We analyse finite convergence to the optimum of the MISDP and report promising computational results on a test case from the Canary Islands, Spain.

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