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Maaike B. Elgersma

Publications and source records attributed to Maaike B. Elgersma.

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Tight Formulations for Unit Commitment with Different Levels of Details -- Part I: Models and Theoretical Insights

The unit commitment (UC) problem is paramount for optimal operation of power systems, but it faces computational limitations in large-scale settings, especially in investment or stochastic models, because of the binary variables that it contains. A lot of research has attempted to improve the computational performance of UC models, either by reducing model size, resulting in lower fidelity and accuracy, or by improving the tightness of the formulation. Tightness and model size are the best a priori indicators of the computational performance of UC models, but there is no clear overview of what the best formulation is for different generators. In this research, we define models with different levels of detail, and present a formulation for each level that is based on the convex hull. We show new proofs on the tightness of well-known formulations for ramping, for start-up and shut-down costs and capabilities, and for UC with investment. These models, with a different level of detail, can be incorporated into large-scale problems to reduce the computational burden, as demonstrated in Part II.

math.OC

Tight MIP Formulations for Optimal Operation and Investment of Storage Including Reserves

Fast and accurate large-scale energy system models are needed to investigate the potential of storage to complement the fluctuating energy production of renewable energy systems. However, standard Mixed-Integer Programming (MIP) models that describe optimal investment and operation of these storage units, including the optional capacity to provide up/down reserves, do not scale well. To improve scalability, the integrality constraints are often relaxed, resulting in Linear Programming (LP) relaxations that allow simultaneous charging and discharging, while this is not feasible in practice. To address this, we derive the convex hull of the solutions for the optimal operation of storage for one time period, as well as for problems including investments and reserves, guaranteeing that no tighter MIP formulation or better LP approximation exists for one time period. When incorporating this convex hull into a multi-period formulation and including it in large-scale energy system models, the improved LP relaxations can better prevent simultaneous charging and discharging, and the tighter MIP could positively affect the solving time. We demonstrate this with illustrative case studies of a unit commitment problem and a transmission expansion planning problem.

math.OC