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SUMMARY:A Scenario Decomposition Method for Stochastic Unit Commitment Pro
 blems - Schulze\, T (University of Edinburgh)
DTSTART:20130425T090000Z
DTEND:20130425T093000Z
UID:TALK44838@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:In recent years the expansion of energy supplies from volatile
  renewable sources has triggered an increased interest in stochastic optim
 ization models for generation unit commitment. Solving this problem direct
 ly is computationally intractable for large instances. In this talk we out
 line how a Dantzig-Wolfe reformulation can be used to decompose multistage
  stochastic unit commitment problems by scenarios. We develop a dually sta
 bilized column generation framework which can handle convex quadratic and 
 piecewise linear generation costs and is capable of solving stochastic uni
 t commitment problems to optimality. We use a dual initialization procedur
 e to hot start our method. Numerical results are given to illustrate that 
 convergence can be achieved within a few iterations of our method.\n
LOCATION:Seminar Room 1\, Newton Institute
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