混合整数规划公式技术及其在机组承诺问题中的应用

A. Viswanath, L. Goel, Peng Wang
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引用次数: 5

摘要

具有非线性函数和概率约束的机组投入问题是标准优化方法难以解决的问题。本文介绍了混合整数规划问题的表述技术及其在UC问题中的应用。利用二元变量将非线性函数和概率约束转换为混合整数线性规划(MILP)形式。这种转换有助于通过使用市售的MILP求解器解决UC问题。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Mixed integer programming formulation techniques and applications to Unit Commitment problem
Unit Commitment (UC) problem with non-linear functions and probabilistic constraints are difficult to solve by standard optimization methods. This paper provides an introduction to mixed integer programming problem formulation techniques and its applications to UC problem. Use of binary variables to convert nonlinear functions and probabilistic constraints to a Mixed Integer linear programming (MILP) form are presented. This conversion helps in solving the UC problem by using commercially available MILP solvers.
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