An interior-point/cutting-plane method to solve unit commitment problems

Abstract

An interior-point/cutting-plane method for nondifferentiable optimization is used to solve the dual to a unit commitment problem. The interior-point/cutting plane method has two advantages over previous approaches, such as the sub-gradient and bundle methods: first, it has better convergence characteristics; and second, does not suffer from the parameter-tunning drawback. The results of performance testing using systems with up to 104 units confirm the superiority of the interior-point/cutting-plane method over previous approaches.