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An optimal control approach to the Unit Commitment problem

Abstract : The Unit Commitment (UC) problem is a wellknown combinatorial optimization problem arising in operations planning of power systems. It is typically formulated as nonlinear mixed-integer programming problem and has been solved in the literature by a huge variety of optimization methods, ranging from exact methods (such as dynamic programming, branch-and-bound) to heuristic methods (genetic algorithms, simulated annealing, particle swarm). Here, we start by formulating the UC problem as a mixed-integer optimal control problem, with both binary-valued control variables and real-valued control variables. Then, we use a variable time transformation method to convert the problem into an optimal control problem with only real-valued controls. Finally, this problem is transcribed into a finite-dimensional nonlinear programming problem to be solved using an optimization solver.
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https://hal.inria.fr/hal-00800533
Contributor : Estelle Bouzat <>
Submitted on : Wednesday, March 13, 2013 - 7:46:55 PM
Last modification on : Sunday, November 15, 2020 - 7:40:06 PM

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Fernando Fontes, D. B. M. M. Fontes, L. A. Roque. An optimal control approach to the Unit Commitment problem. IEEE 51st Annual Conference on Decision and Control (CDC), 2012, 2012, Maui, Hawaii, United States. pp.7069 - 7074, ⟨10.1109/CDC.2012.6426059⟩. ⟨hal-00800533⟩

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