Large-Scale Stochastic Mixed-Integer Programming Algorithms for Power Generation Scheduling

Abstract

This chapter presents a stochastic unit commitment model for power systems and revisits parallel decomposition algorithms for these types of models. The model is a two-stage stochastic programming problem with first-stage binary variables and second-stage mixed-binary variables. The here-and-now decision is to find day-ahead schedules for slow thermal power… (More)

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