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A Simple

Unit Commitment
Problem
Valentn Petrov, James Nicolaisen
18 / Oct / 1999
NSF meeting
Economic Dispatch (Covered last time)
G
G G
G
G
G
G G
G

With a given set of units running, how of the load much should be
generated at each to cover the load and losses? This is the question of
Economic dispatch.
The solution is for the current state of the network and does not
typically consider future time periods.
Deciding which units to commit
G
G G
G
G
G
G G
G

When should the generating units (G) controlled by the GENCO be


run for most economic operation?
Concern must be given to environmental effects
How does one define economic operation? Profit maximizing? Cost
minimizing? Depends on the market youre in.
Problem Setup
Last meeting we discussed the economic
dispatch problem
Now we will see how the unit commitment
fits into the general picture
Unit commitment is bound to the economic
dispatch
Use similar optimization methods
What is Unit Commitment (1)
We have a few generators (units)
Also we have some forecasted load
Besides the cost of running the units we
have additional costs and constraints
start-up cost
shut-down cost
spinning reserve
ramp-up time... and more
What is Unit Commitment (2)
It turns out that we cannot just flip the switch
of certain units on and use them!
We need to think ahead, and based on the
forecasted load and unit constraints, determine
which units to turn on (commit) and which
ones to keep down
Minimize cost, cheap units play first
Expensive ones run only when demand is high
How Do We Solve the Problem
If a unit is on, we designate this with 1 and
respectively, the off unit is 0
So, somehow we decide that for the next hour
we will have "0 1 1 0 1" if we have five units
Based on that, we solve the economic dispatch
problem for unit 2, 3 and 5
We start turning on U2, U3, U5
When the next hour comes, we have them up
and running
To Come Up With Unit Commitment
The question is, _how_ do we come up with
this unit commitment "0 1 1 0 1" ?
One very simplistic way: if we have very few
units, go over all combinations from hour to
hour
For each combination at a given hour, solve
the economic dispatch
For each hour, pick the combination giving the
lowest cost!
Lagrange Relaxation (1)
Min f = (0.25 x21+15)U1 + (0.255 x22+15)U2
subject to:
W = 5 x1U1 - x2U2
0 < x1 < 10
0 < x2 < 10

U may be only 0 or 1
Lagrange Relaxation (2)
L = (0.25 x21+15)U1 + (0.255 x22+15)U2 +
l(5 x1U1 - x2U2)

Pick a value for l and keep it fixed


Minimize for U1 and U2 separately
0 = d/dx1(0.25x21 + 15 - x1l1)
0 = d/dx2(0.255x22 + 15 - x2l1)
Lagrange Relaxation (3)
0 = d/dx1(0.25x21 + 15 - x1l1)
if the value of x1 satisfying the above falls outside
the 0 < x1 < 10, we force x1 to the limit.
If the term in the brackets is > 0, set U1 to 0,
otherwise keep it 1
0 = d/dx2(0.255x22 + 15 - x2l1)
same as above
Lagrange Relaxation (4)
Now assume the variables x1, x2, U1, U2 fixed
Try to maximize L by moving l1 around
dL/dl = (5 x1U1 - x2U2)
l2 = l1 + dL/dl (a)
if dL/dl > 0, a = 0.2
if dL/dl < 0, a = 0.005
After we found l2, repeat the whole process
starting at step 1

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