The summed start-up costs in a unit commitment problem

被引：8

作者：

Brandenberg R. ^{[1
]}

Huber M. ^{[2
]}

Silbernagl M. ^{[1
]}

机构：

[1] Department of Mathematics, Technische Universität München, Boltzmannstr. 3, Garching

[2] Department of Electrical and Computer Engineering, Technische Universität München, Theresienstr. 90, Munich

来源：

EURO Journal on Computational Optimization | 2017年 / 5卷 / 1-2期

关键词：

Integrality gap; Mixed integer programming; Start-up cost epigraph; Summed Start-up costs; Unit commitment; Valid inequalities;

D O I：

10.1007/s13675-016-0062-2

中图分类号：

学科分类号：

摘要：

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. © 2016, EURO - The Association of European Operational Research Societies.

引用

页码：203 / 238

页数：35

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