Tim Schulze (University of Edinburgh)

Stochastic programming for hydro-thermal unit commitment
Wednesday 30 September 2015 at 14.00, JCMB 6206


In recent years the expansion of renewable energy supplies has triggered an increased interest in stochastic optimization models for generation unit commitment. Solving this problem via Branch & Cut is computationally intractable for large instances. In this talk I will describe a stabilised Dantzig-Wolfe scenario decomposition algorithm for this problem class. Test results on a central scheduling model of the British power system confirm that optimality gaps as low as 0.1% can be achieved quickly with this method. Additionally, I will report results of a two-year evaluation of stochastic and deterministic rolling horizon scheduling and discuss the added value of stochastic planning.

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