Casolino, Giovanni Mercurio and Liuzzi, Giampaolo and Losi, Arturo (2008) Unit Commitment by Nonlinear Mixed Variable Programming. IDEA STAMPA, Cassino, Italy.
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Abstract
In this paper we consider the unit commitment problem and its solution via a nonlinear mixed variable programming algorithm. Indeed, the natural formulation of the problem involves both integer and continuous variables thus yielding an optimization problem solvable by a mixed variable algorithm. Our formulation of the problem besides taking into account ramp rate and minimum up and down time constraints, handles the size of the operator and the uncertainty related to the selling prices by defining dierent residual demand curves and using a scenario formulation. The objective function is indeed given by the expected value of the revenue over the dierent scenarios minus a term which takes into account the risk related to the decision. We report results for an operator managing a single unit and three units at the same time
| Item Type: | Other |
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| Uncontrolled Keywords: | Unit commitment, mixed variable programming, risk aversion |
| Subjects: | 600 Tecnologia - Scienze applicate > 620 Ingegneria e attivita' affini > 621 Fisica applicata; Ingegneria meccanica > 621.3 Ingegneria elettrotecnica; Illuminazione; Superconduttivita'; Ingegneria magnetica; Ottica applicata; Tecnologia parafotica; Elettronica; Ingegneria delle comunicazioni; Elaboratori |
| Depositing User: | Dr. Giovanni Mercurio Casolino |
| Date Deposited: | 26 Mar 2008 |
| Last Modified: | 20 May 2010 12:01 |
| URI: | http://eprints.bice.rm.cnr.it/id/eprint/516 |
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