A Lagrangian Relaxation Approach for Unit Commitment with Stochastic Disruption Management

作者：Che Ping^*; Tang Lixin

来源：2nd International Joint Conference on Computational Sciences and Optimization, China,Hainan,Sanya, 2009-04-24 to 2009-04-26.

DOI：10.1109/CSO.2009.15

We investigate the unit commitment problem of how to recover the schedule when a disruption with stochastic duration occurs. The optimization problem is formulated to be a large-scale mixed integer programming (W). The solution approach is based on Lagrangian relaxation and dynamic programming. The computational results show that our algorithm performs well and the solutions found in a reasonable time are within 0.1% of the optimums averagely.

• 出版日期2009
• 单位东北大学