2020
DOI: 10.1002/2050-7038.12514
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Combining Lagrangian relaxation, benders decomposition, and the level bundle method in the stochastic hydrothermal unit‐commitment problem

Abstract: Summary In recent years, stochastic programming has gained increasing attention as a tool to support the scheduling of generating units in the face of uncertain information. One approach that has a long‐standing history in stochastic programming is the Benders decomposition (BD). However, BD is known to suffer from a series of shortcomings, for example, oscillation and tailing‐off effect. To reduce these drawbacks, regularization techniques are appealing options. However, even if regularized, BD may still stru… Show more

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Cited by 10 publications
(8 citation statements)
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References 29 publications
(40 reference statements)
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“…The model is first projected onto the subspace defined by the set of complicating variables. The resulting formulation is then dualized, and the associated extreme rays and points respectively define the feasibility requirements (feasibility cuts) and the projected costs (optimality cuts) of the complicating variables [34,35].…”
Section: Benders Decompositionmentioning
confidence: 99%
“…The model is first projected onto the subspace defined by the set of complicating variables. The resulting formulation is then dualized, and the associated extreme rays and points respectively define the feasibility requirements (feasibility cuts) and the projected costs (optimality cuts) of the complicating variables [34,35].…”
Section: Benders Decompositionmentioning
confidence: 99%
“…The generated Benders cut is defined as follows: right leftthickmathspace.5emWybr+gEGζybgrnormalPCCSgtruemaxSCCnormalSygnormalSCCS^ygTEnormalMyb Generated Benders cuts in this subproblem are the coupling constraints between the pollutant generation units and the CCS retrofitting in the planning problem. They are relaxed into the CCS planning of the individual generators by applying the Lagrangian relaxation [32–34]. The inequality (25) is recast as (27) by transferring the constant values (parameters and given variables) in (25) to the right‐hand side of the inequality to simplify the formulation.…”
Section: Problem Formulationmentioning
confidence: 99%
“…Moreover, the generation scheduling problems are commonly solved by two separate procedures which are the unit commitment (UC) solution followed by the economic dispatch (ELD) solution. Previous works based on the Lagrange relaxation and Benders decomposition method employed a MILP technique in solving the optimal UC-ELD problem [7][8][9]. However, the iterative Benders cut-based method does not necessarily obtain the global optimal solution for nonconvex objective functions.…”
Section: Introductionmentioning
confidence: 99%