A Novel Multi-Stage Heuristic Approach to Solving Hydro-Thermal
Security-Constrained Unit Commitment
Abstract
This paper proposes a novel multi-stage heuristic method for solving the
Security-Constrained Unit Commitment (SCUC) problem in hydro-thermal
power systems. Due to the large-scale nature and non-convexity of SCUC,
it is computationally challenging to solve it directly as a Mixed
Integer Programming (MIP) model. We propose a novel heuristic approach
to expedite the solving process, significantly reducing computational
cost whilst preserving high solution quality. By strategically combining
Lagrangian relaxation and MIP techniques, our approach iteratively
relaxes complex constraints and uses solutions from relaxed problems to
guide variable fixing in subsequent stages. Numerical experiments
demonstrate that our proposed method achieves solutions nearly identical
to those of state-of-the-art MIP solvers, whilst significantly reducing
solving times by more than 50%. These results highlight the potential
of our heuristic approach in enhancing power system operational
efficiency and reliability.