A Scenario Decomposition Method for Stochastic Unit Commitment Problems

Add to your list(s) Download to your calendar using vCal

• Schulze, T (University of Edinburgh)
• Thursday 25 April 2013, 10:00-10:30
• Seminar Room 1, Newton Institute.

If you have a question about this talk, please contact Mustapha Amrani.

Stochastic Processes in Communication Sciences

In recent years the expansion of energy supplies from volatile renewable sources has triggered an increased interest in stochastic optimization models for generation unit commitment. Solving this problem directly is computationally intractable for large instances. In this talk we outline how a Dantzig-Wolfe reformulation can be used to decompose multistage stochastic unit commitment problems by scenarios. We develop a dually stabilized column generation framework which can handle convex quadratic and piecewise linear generation costs and is capable of solving stochastic unit commitment problems to optimality. We use a dual initialization procedure to hot start our method. Numerical results are given to illustrate that convergence can be achieved within a few iterations of our method.

This talk is part of the Isaac Newton Institute Seminar Series series.

This talk is included in these lists:

• All CMS events
• Featured lists
• INI info aggregator
• Isaac Newton Institute Seminar Series
• School of Physical Sciences
• Seminar Room 1, Newton Institute
• bld31

Note that ex-directory lists are not shown.