A Lagrangian Relazation Approach for Unit Commitment with Stochastic Disruption Management

摘要：

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 (MIP). 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.

作者: Ping Che Lixin Tang

作者单位: The Logistics Institute, Northeastern University, 110004 Shenyang, China Department of Mathematics, The Logistics Institute, Northeastern University, 110004 Shenyang, China

会议类型: 国际会议

会议名称: The Second International Joint Conference on Computational Science and Optimization(CSO 2009)(2009 国际计算科学与优化会议)

会议地点: 三亚

会议语种:英文

页码: 2048-2051

在线出版日期: 2009-04-24（万方平台首次上网日期，不代表论文的发表时间）