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This paper addresses the transmission network expansion planning problem under uncertain demand and generation capacity. A two-stage adaptive robust optimization framework is adopted whereby the worst-case operating cost is accounted for…

Computational Engineering, Finance, and Science · Computer Science 2019-04-04 Cristina Roldán , Roberto Mínguez , Raquel García-Bertrand , José Manuel Arroyo

As net-load becomes less predictable there is a lot of pressure in changing decision models for power markets such that they account explicitly for future scenarios in making commitment decisions. This paper proposes to make commitment…

Optimization and Control · Mathematics 2016-12-21 Bita Analui , Anna Scaglione

In this paper we introduce a continuous time multi stage stochastic optimization for scheduling generating units, their commitment, reserve capacities and their continuous time generation profiles in the day-ahead wholesale electricity…

Optimization and Control · Mathematics 2018-03-21 Kári Hreinsson , Bita Analui , Anna Scaglione

The two-stage stochastic unit commitment problem has become an important tool to support decision-making under uncertainty in power systems. Representing the uncertainty by a large number of scenarios guarantees accurate results but…

Optimization and Control · Mathematics 2025-12-23 Yannick Werner , Juan Miguel Morales , Salvador Pineda , Line Roald , Sonja Wogrin

In this work, we study a single-machine scheduling problem that aims at minimizing the total cost of a schedule subject to start-time dependent costs. This framework naturally captures scenarios where costs fluctuate throughout the day,…

Optimization and Control · Mathematics 2026-04-17 Sofía Rodríguez-Ballesteros , Javier Alcaraz , Laura Anton-Sanchez , Marc Goerigk , Dorothee Henke

We propose a novel computational method for unit commitment UC, which does not require linearized approximation and provides several orders of magnitude performance improvement over current state-of-the-art. The performance improvement is…

Optimization and Control · Mathematics 2026-03-26 Shaked Regev , Eve Tsybina , Slaven Peles

Significant outages from weather and climate extremes have highlighted the critical need for resilience-centered risk management of the grid. This paper proposes a multi-stage stochastic robust optimization (SRO) model that advances the…

Multiagent Systems · Computer Science 2022-05-24 Nariman L. Dehghani , Abdollah Shafieezadeh

In power systems, unpredictable events like extreme weather, equipment failures, and cyberattacks present significant challenges to ensuring safety and reliability. Ensuring resilience in the face of these uncertainties is crucial for…

Systems and Control · Electrical Eng. & Systems 2024-11-14 Saman Mazaheri Khamaneh , Tong Wu

This paper proposes a neural stochastic optimization method for efficiently solving the two-stage stochastic unit commitment (2S-SUC) problem under high-dimensional uncertainty scenarios. The proposed method approximates the second-stage…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Zhentong Shao , Jingtao Qin , Nanpeng Yu

Maintaining energy balance and economical operation is significant for multi-energy systems such as the energy hub. However, it is usually challenged by the frequently changing and unpredictable uncertainties at different timescales. Under…

Computational Engineering, Finance, and Science · Computer Science 2022-03-03 Jiaxin Cao , Bo Yang , Shanying Zhu , Chi Yung Chung , Xinping Guan

This work considers a multiobjective version of the unit commitment problem that deals with finding the optimal generation schedule of a firm, over a period of time and a given electrical network. With growing importance of environmental…

Optimization and Control · Mathematics 2025-01-14 Ece Tevruez , Aswin Kannan

Decisions for a variable renewable resource generators commitment in the energy market are typically made in advance when little information is obtainable about wind availability and market prices. Much research has been published…

Optimization and Control · Mathematics 2021-03-09 Razan A. H. Al-Lawati , Jose L. Crespo-Vazquez , Tasnim Ibn Faiz , Xin Fang , Md. Noor-E-Alam

This work considers energy management in a grid-connected microgrid which consists of multiple conventional generators (CGs), renewable generators (RGs) and energy storage systems (ESSs). A two-stage optimization approach is presented to…

Optimization and Control · Mathematics 2016-03-21 Wuhua Hu , Ping Wang , Hoay Beng Gooi

We study the multi-stage stochastic unit commitment problem in which commitment and generation decisions can be made and adjusted in each time period. We formulate this problem as a Markov decision process, which is "weakly-coupled" in the…

Optimization and Control · Mathematics 2018-06-25 Jagdish Ramakrishnan , James Luedtke

In chemical and manufacturing processes, unit failures due to equipment degradation can lead to process downtime and significant costs. In this context, finding an optimal maintenance strategy to ensure good unit health while avoiding…

Optimization and Control · Mathematics 2019-01-25 Johannes Wiebe , Inês Cecílio , Ruth Misener

As renewable wind energy penetration rates continue to increase, one of the major challenges facing grid operators is the question of how to control transmission grids in a reliable and a cost-efficient manner. The stochastic nature of wind…

Systems and Control · Computer Science 2016-11-29 Kaarthik Sundar , Harsha Nagarajan , Miles Lubin , Line Roald , Sidhant Misra , Russell Bent , Daniel Bienstock

Unit commitment (UC) optimizes the start-up and shutdown schedules of generating units to meet load demand while minimizing costs. However, the increasing integration of renewable energy introduces uncertainties for real-time scheduling.…

Systems and Control · Electrical Eng. & Systems 2025-03-25 Xiang Wei , Ziqing Zhu , Linghua Zhu , Ze Hu , Xian Zhang , Guibin Wang , Siqi Bu , Ka Wing Chan

The unit commitment (UC) problem, which determines operating schedules of generation units to meet demand, is a fundamental task in power systems operation. Existing UC methods using mixed-integer programming are not well-suited to highly…

Systems and Control · Electrical Eng. & Systems 2022-12-13 Patrick de Mars

This work proposes a framework for multistage adjustable robust optimization that unifies the treatment of three different types of endogenous uncertainty, where decisions, respectively, (i) alter the uncertainty set, (ii) affect the…

Optimization and Control · Mathematics 2020-08-31 Qi Zhang , Wei Feng

This paper suggests leveraging reactive power potential (RPP) embedded in wind farms to improve power system operational safety and optimality. First, three typical RPP provision approaches are analyzed and a two-stage robust linear…

Systems and Control · Electrical Eng. & Systems 2020-10-12 Yu Zhou , Zhengshuo Li