MIP-based Stochastic Unit Commitment (SUC) problems are computationally intensive. Research have been focused on improving computer power and solving algorithms, but not on the quality of the MIP formulation, which actually defines its computational complexity. Creating tight or compact computationally efficient MIP formulations is a non trivial task because the obvious formulations are very weak or very large. We propose an SUC that is simultaneously tight and compact. Consequently, the computational burden is dramatically reduced in comparison with common SUC formulations.
20th Conference of the International Federation of Operational Research Societies - IFORS 2014, Barcelona (España). 13 julio 2014
Fecha de publicación: julio 2014.
G. Morales-España, C. Gentile, A. Ramos, Accelerating the convergence of stochastic unit-commitment problems by using a tight and compact MIP formulation, 20th Conference of the International Federation of Operational Research Societies - IFORS 2014. Barcelona, España, 13-18 Julio 2014