Fast solution method for TCUC with long time horizon based on horizon splitting

摘要

Long-term transmission constrained unit commitment (LT-TCUC) is an important tool in generation expansion planning and has got much attention in recent years. When traditional Lagrangian relaxation (LR) and mixed integer programming (MIP) based methods are used to solve LT-TCUC problems, serious challenges related with the solution efficiency are encountered. This paper proposes a fast method for solving TCUC with long time horizon based on horizon splitting. The basic idea is to partition the whole horizon into several short time intervals, and then relax the coupling constraints between consecutive intervals (ramp rate constraints and minimum up/down time constraints). Sub-TCUC problem in each time interval is then solved independently (in parallel) with CPLEX and the solutions are further adjusted based on MIP to satisfy the relaxed coupling constraints. In this way, the feasibility of the solution is guaranteed and the solutions to the sub-TCUC problems are connected. Salient features of the method include that the solution efficiency is guaranteed and the solution quality can be estimated based on the optimality gap. The proposed method is tested on the modified IEEE 24-bus system, 118-bus systems, and a regional grid in China with one-month or one-year time horizon. Numerical results show that the solution method is efficient.