A new trilevel optimization algorithm for the two-stage robust unit commitment problem
Date
Authors
Major Professor
Advisor
Committee Member
Journal Title
Journal ISSN
Volume Title
Publisher
Altmetrics
Authors
Research Projects
Organizational Units
Journal Issue
Is Version Of
Versions
Series
Department
Abstract
We present a new trilevel optimization algorithm to solve the robust two-stage unit commitment problem. In a robust unit commitment problem, rst stage commitment decisions are made to anticipate the worst case realization of demand uncertainty and minimize operation
cost under such scenarios. In our algorithm, we decomposed the trilevel problem into a master problem and a sub-problem. The master problem can be solved as a mixed-integer program
and the sub-problem is solved as a linear program with complementary constraints with the big-M method. We then designed numerical experiments to test the performance of our algo-
rithm against that of the Benders decomposition algorithm. The experiments shows that our
algorithm performs consistently better than the Benders approach.