We use cookies to ensure that we give you the best experience on our website. You can change your cookie settings at any time. Otherwise, we'll assume you're OK to continue.

Durham University

Durham Energy Institute

Past Events

Find out about some of the previous events held by Durham Energy Institute:

Seminar: Scenario Decomposition of Stochastic Unit Commitment Problems

21st April 2015, 13:00 to 14:00, E245, Engineering and Computer Sciences, Tim Schulze of Edinburgh University

The expansion of energy supplies from volatile renewable sources has triggered an increased interest in stochastic optimization models for hydro-thermal unit commitment. Several studies have modelled the problem as a two-stage or multi-stage stochastic mixed-integer optimization problem. Solving these problems directly is computationally intractable for large instances, and alternative approaches have been proposed.

In this talk Tim Schulze will describe a scenario decomposition method with dual stabilisation and novel primal and dual initialisation techniques. Numerical results on a central scheduling model of the GB power system are given to illustrate that convergence to within 0.1% of optimality can be achieved quickly with this method