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arxiv: 1503.01281 · v1 · pith:IEHLUSKVnew · submitted 2015-03-04 · 🧮 math.OC

The Summed Start-up Costs in a Unit Commitment Problem

classification 🧮 math.OC
keywords unitcommitmentproblemstart-upconcavecostsepigraphalgorithm
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We consider the sum of the incurred start-up costs of a single unit in a Unit Commitment problem. Our major result is a correspondence between the facets of its epigraph and some binary trees for concave start-up cost functions CU, which is bijective if CU is strictly concave. We derive an exponential H-representation of this epigraph, and provide an exact linear separation algorithm. These results significantly reduce the integrality gap of the Mixed Integer formulation of a Unit Commitment Problem compared to current literature.

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