Publication
PESGM 2014
Conference paper

An efficient approach for solving large stochastic unit commitment problems arising in a California ISO planning model

View publication

Abstract

We describe our experience in obtaining significant computational improvements in the solution of large stochastic unit commitment problems. The model we use is a stochastic version of a planning model used by the California Independent System Operator, covering the entire WECC western regional grid. We solve daily hour-timestep stochastic unit commitment problems using a new progressive hedging approach that features linear subproblems and guided solves for finding feasible solutions. For stochastic problems with 5 scenarios, the algorithm produces near-optimal solutions with a 6 times improvement in serial solution time, and over 20 times improvement when run in parallel; for previously unsolvable stochastic problems, we obtain near-optimal solutions within a couple of hours. We note that although this algorithm is demonstrated for stochastic unit commitment problems, the algorithm itself is suitable for application to generic stochastic optimization problems.

Date

Publication

PESGM 2014

Authors

Share