Parallel Dual Dynamic Integer Programming for Large-Scale Hydrothermal Unit-Commitment
Bruno Colonetti, Erlon Cristian Finardi, Samuel Silva de Brito, Víctor M. Zavala
Abstract
Unit commitment has been at the center of power system operations for over 50 years. Yet, this problem cannot be considered solved due to its size and complexity. Today, operators rely on off-the-shelf optimization solvers to tackle it, and often resort to simplifications to make the problem tractable and solvable in reasonable times. Nonetheless, despite the simplifications and advancements in commercial optimization solvers, solving the unit commitment in a timely manner is still a challenge. In this work, we propose a parallel dual dynamic integer programming approach for solving this problem. Different from what can be currently found in the literature, our parallel approach is applied to a deterministic problem and thus requires induced parallelization. Our strategy is assessed on 20 cases of a hydrothermal system with over 7,000 buses and it is able to solve all instances to a 0.1% gap in less than two hours with speed-ups up to 9.2 compared to a sequential strategy. We also apply our strategy to a purely thermal, large-scale academic system with 9,241 buses, 16,049 transmission lines and 1,445 generating units, for which our strategy returns a 0.1% solution in less than 30 min.