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Article
Toward scalable stochastic unit commitment. Part 2: Solver Configuration and Performance Assessment
Energy Systems
  • Kwok Cheung, Alstom Grid
  • Dinakar Gade, Sabre Holdings
  • Cesar Silva-Monroy, Sandia National Laboratories
  • Sarah M. Ryan, Iowa State University
  • Jean-Paul Watson, Sandia National Laboratories
  • Roger Wets, University of California - Davis
  • David L. Woodruff, University of California - Davis
Document Type
Article
Publication Version
Accepted Manuscript
Publication Date
4-1-2015
DOI
10.1007/s12667-015-0148-6
Abstract

In this second portion of a two-part analysis of a scalable computa- tional approach to stochastic unit commitment, we focus on solving stochastic mixed-integer programs in tractable run-times. Our solution technique is based on Rockafellar and Wets' progressive hedging algorithm, a scenario-based decomposi- tion strategy for solving stochastic programs. To achieve high-quality solutions in tractable run-times, we describe critical, novel customizations of the progressive hedging algorithm for stochastic unit commitment. Using a variant of the WECC- 240 test case with 85 thermal generation units, we demonstrate the ability of our approach to solve realistic, moderate-scale stochastic unit commitment problems with reasonable numbers of scenarios in no more than 15 minutes of wall clock time on commodity compute platforms. Further, we demonstrate that the result- ing solutions are high-quality, with costs typically within 1-2.5% of optimal. For larger test cases with 170 and 340 thermal generators, we are able to obtain solu- tions of identical quality in no more than 25 minutes of wall clock time. A major component of our contribution is the public release of the optimization model, as- sociated test cases, and algorithm results, in order to establish a rigorous baseline for both solution quality and run times of stochastic unit commitment solvers.

Comments

This is a manuscript of an article from Energy Systems (2015). The final publication is available at Springer via http://dx.doi.org/10.1007/s12667-015-0148-6. Posted with permission.

Copyright Owner
Springer-Verlag Berlin Heidelberg
Language
en
File Format
application/pdf
Citation Information
Kwok Cheung, Dinakar Gade, Cesar Silva-Monroy, Sarah M. Ryan, et al.. "Toward scalable stochastic unit commitment. Part 2: Solver Configuration and Performance Assessment" Energy Systems (2015)
Available at: http://works.bepress.com/sarah_m_ryan/12/