A Two-Stage Stochastic Program for Unit Commitment Under Uncertainty in a Hydro-Thermal Power System

@inproceedings{Care1998ATS,
  title={A Two-Stage Stochastic Program for Unit Commitment Under Uncertainty in a Hydro-Thermal Power System},
  author={Claus C. Car\oe and R{\"u}diger Schultz},
  year={1998}
}
We develop a two-stage stochastic programming model with integer first-stage and mixed-integer recourse for solving the unit commitment problem in power generation in the presence of uncertainty of load profiles. The solution methodology rests on a novel scenario decomposition method for stochastic integer programming. This method combines Lagrangian relaxation of non-anticipativity constraints with branch-and-bound. It can be seen as a decomposition algorithm for large-scale mixed-integer… CONTINUE READING
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