Date of Award
Master of Science
Industrial and Manufacturing Systems Engineering
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.
Chen, Bokan, "A new trilevel optimization algorithm for the two-stage robust unit commitment problem" (2013). Graduate Theses and Dissertations. 13065.