128 IEEE Transactions on Power Systems, Vol. 9, No.

1, February 1994
UNIT COMMITMENT LITERATURE SYNOPSIS
Gerald B. Sheble’, Senior Member George N. Fahd, Member
Dept of Electrical Engineering Decision Focus Incorporated
Iowa State University L o s Altos, CA 94022
Ames, Iowa 50011
ABSTRACT
FCl(Pl)= FI * H I ( P l )
Several optimization techniques have been where
applied to the solution of the thermal unit Pl is the power level ( M W )
commitment problem. They range from
heuristics such as complete enumeration to the FCl(Pl)is the fuel cost ($/h)
more sophisticated ones such as Augmented Fl I s the fuel cost ($/MBTu)
LaGrangian. The heuristics have even
reappeared as expert systems. The problem to Hl(Pl)is the heat rate curve (MBTu/h)
solve is the optimal scheduling of generating 2. The maintenance cost is described by:
units over a short-term horizon, typically 168
hours. This paper is an overview of the MCl(PI)= BMI + IMIPI
literature in the unit commitment field over
the past twenty five years. where
MCl( P1) is the maintenance cost
Kevwords : Unit commitment, enumeration, BMl is the base maintenance cost
branch-and-bound, dynamic programming, linear
programming, integer programming, separable IMl is the incremental maintenance cost
programming, Lagrangian relaxation, augmented 3 . The startup cost is described by:
Lagrangian, simulated annealing, expert
systems, and artificial neural networks. + MS~
sTI = T S ~ F+~ (1 - e(-Di/ASi))~~l~l
where
INTRODUCTION TSl is the turbine startup energy (MBTu)
Unit Commitment (UC) is the problem of Dl is the number of hours down
determining the schedule of generating units ASl is the boiler cool-down coefficient
within a power system subject to device and
operating constraints. The decision process BSI I s the boiler startup energy (MBTu)
selects units to be on or off, the type of MSl is the startup maintenance cost
fuel, the power generation for each unit, the
fuel mixture when applicable, and the reserve The most nonlinear constraints are the minimum
margins. up-time and down-time restrictions. If a unit
must be on for a certain number of hours
The generic UC problem can be formulated as: before it can shut off, then a minimum up-time
is set. By contrast, minimum down-time is the
Minimize Operational Cost number of hours a unit must be off-line before
it can be brought on-line again. Violation of
Subject to: a down time constraint may be alleviated by
banking or idling the unit. The precise
Minimum up-time and down-time constraints definition of such intermediate terms has not
Crew constraints been generally reported.
amp rate limits
Unit capability limits Crew constraints pertain to the number of
Deration of units units that can start at the same time in a
Unit status particular plant. The ramp rate limits
Generation constraints restrict the movement of a generating unit
Reserve constraints between adjacent hours. The upper and lower
limits on the generating units force them to
The objective function is operational costs operate within their boundaries. The deration
grouped into the following categories: of units can change the upper unit limit. The
status of each generating unit is one of the
1. Fuel costs: They are represented by an following:
Input/Output (1/0)curve that is modeled
with a polynomial curve (normally a 1. Unit can cycle on or off (Available).
quadratic or reduced cubic), a piecewise 2. Unit can be outaged due to maintenance or
constant curve, or a piecewise linear other unforeseen problems (Outaged).
curve. The fuel cost equation for unit I 3. unit can be forced to run (Must-Run).
is described by: 4. Unit can have a fixed output (Fixed).
5. Unit that may be brought on-line quickly
with no regard to minimum up- or down-time
93 WM 155-2 PWRS A paper recommended and approved constraints (Peakers/Gas Turbines).
by the IEEE Power System Engineering Committee of
the IEEE Power Engineering Society for presentation In addition to the above constraints, the
at the IEEE/PES 1993 Winter Meeting, Columbus, OH, generators must satisfy the system load and
January 31 - February 5, 1993. Manuscript submitted losses and provide the ready and spinning
January 28, 1992; made available for printing reserves.
I

November 4 , 1992.
Publications In the unit commitment field have
abounded over the last twenty five years.
This paper intends to summarize the different
methods used in the solution of the UC problem
0885-8950/94/$04,000 1993 IEEE

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,._ _.,...., ~. . .. . . . .. . . .. .
, , .

during this period. For each method, the
available papers will be reviewed.
The reference journals from which the
publications are extracted are:
IEEE transactions on Power Apparatus and
Systems
IEEE transactions on Power Systems
IEEE transactions on Automatic Control
IEEE Proceedings
AIEE Transactions
IEE Proceedings, Part C
Electric Power Systems Research Journal
Operations Research
Interfaces
American Power Conference Proceedings
IFAC Symposium on large scale systems
PICA Proceedings
GENERAL
The background information pertaining to the
optimization techniques are discussed in
several references. Some of the references
Cohen, A.I. and Sherkat, V.R.,
"Optimization-Based Methods for Operation
Scheduling," Proceedings of the IEEE,
Vol. 75, pp. 1574-1591, December 1987.
Wood, A.J. and Wollenberg, B.F., Power
Generation. Operation and Control, John
Wiley and Sons, New York, N.Y., 1984.
Hillier, F.S., and Lieberman, G.J.,
Introduction ODerations Research,
Holden-Day, Inc., Oakland, CA, 1990.
Bazaraa, M.S., Jarvis, J.J., and Sherali,
H.D., Linear Proarammin and Network
Flows, John Wiley- and Sgons, New York,
N.Y., 1990.
Nemhauser, G. L., and Wolsey, L. A.,
Inteaer Combinatorial ODtimization,
John Wiley and Sons, New York, N.Y.,
1988.
Nemhauser, G.L., Introduction &Q Dvnamic
Proaramming, John Wiley and Sons, New
York, N.Y., 1966.
Lasdon, L.S., m zat for Larue
Scale Svstems, M%%k?f%v York, N.Y.,
1970.
Luenberger, D.G., Introduction to Linear
and Nonlinear Pro ramming,
Addison-Wesley, Reading, MA, 1973.
Cooper, L. and Steinberg, D., Methods and
ADDlications of Linear Proaramming, W.B.
Saunders, Philadelphia, PA, 1974.
Gill, P. E. and Murray, W., Practical
ODtimization, Academic Press, New York,
N.Y., 1981.
Jensen, P. A. and Barnes, J. W. , Network
Flow Proaramminq, John Wiley and Sons,
New York, N.Y., 1980.
Reference 1 is a general summary of the
techniques used for this problem. Reference 2
is the now classic text. References 3 through
11 are various Operations Research texts, in
order, which the authors have found useful.
129
EXHAUSTIVE ENUMERATION
The UC problem may be solved by enumerating
all possible combinations of the generating
units. Once this process is complete, the
combination that yields the least cost of
operation is chosen as the optimal solution.
This method finds the optimal solution once
all the system constraints and conditions are
considered. The first two papers are original
attempts to reduce the problem to mathematical
terms.
Kerr, R.H., Scheidt, J.L.. Fontana, A.J.,
.
Jr , and Wiley , J .K. , "Unit Commitment,
IEEE Transactions on PAS-85, No. 5, pp.
417-421, May 1966.
Hara, K., Kimura, M., and Honda, N., "A
Method for Planning Economic Unit
Commitment and Maintenance of Thermal
Power Systems, 'IIEEE Transactions on
PAS-85, No. 5, pp. 427-436, May 1966.
Happ, H.H., Johnson, R.C., and Wright,
W.J., "Large Scale Hydro-Thermal Unit
Commtiment Method and Results, IEEE
Transactions on PAS-90, No. 3, pp.
1373-1384, May/June 1971.
PRIORITY LIST
This method arranges the generating units in a
start-up heuristic ordering by operating cost
combined with transition costs. The
pre-determined order is then used to commit
the units such that the system load is
satisfied. Variations on this technique
dynamically rank the units sequentially. The
ranking process is based on specific
guidelines. The Commitment Utilization Factor
(CUF) and the classical economic index Average
Full-Load Cost (AFLC) can also be combined to
determine the priority commitment order. The
CUF method can be applied to either a
single-area UC or a multi-area uC.
Shoults, R.R., Chang, S.K., Helmick, S.,
and Grady, W.M., "A Practical Approach to
Unit Commitment, Economic Dispatch, and
Savings Allocation for Multiple-Area Pool
Operation with Import/Export
Constraints,It IEEE Transactions on
PAS-99, No. 2 , pp. 625-633, March/April
1980.
Lee, F.N., "Short-Term Unit Commitment -
A New Method," IEEE Transactions on
PWRS-3, NO. 2, pp. 421-428, May 1988.
Lee, F.N., "The Application of Commitment
Utilization Factor (CUF) to Thermal Unit
Commitment," IEEE Transactions on PWRS-6,
NO. 2, pp. 691-698, May 1991.
Lee, F.N. and Feng, Q., "Multi-Area Unit
Commitment," IEEE Transactions on PWRS,
Paper 91 WM 180-0, New York, 1991.
heuristic of ordering can be translated
rules and executed as an expert svstem as
noted below. Thus any of these Sechnihes can
be treated as expert system approaches simply
by using an expertsystem tool.
DYNAMIC PROGRAMMING
Dynamic Programming (DP) searches the solution
space that consists.of the units status for an
130
optimal solution. The search can proceed in a
forward or backward direction. The time
periods of the study horizon are known as the
stages of the DP problem. Typically each
stage represents one hour of operation. The
combinations of units within a time period are
known as the states of the DP problem.
Forward DP finds the most economical schedule
by starting at the initial stage accumulating
total costs, then backtracking from the
combination of least accumulated cost starting
at the last stage and ending at the initial
stage.
DP builds and evaluates the complete decision
tree to optimize the problem at hand. Thus,
DP suffers from the "curse of dimensionality"
because the problem grows rapidly with the
number of generating units to be committed.
To reduce the search space and hence the
dimension of the DP problem, several
approaches have been adopted. Most approaches
are based on the above Priority List
techniques.
One such method uses the priority list
ordering where the least costly units to
operate are committed first and the most
costly units are committed last. In this
case, the problem is reduced by considering
combinations of units sequentially turned on
(off) in priority list order. Note that
unavailable, must-run, fixed, and peaking
units are excluded from the present priority
list. Another approach is to adopt a variable
priority ordering scheme by organizing the
generating units into classes within which the
units are prioritized. A threshold and a
window are defined in each class to determine
which units are automatically committed
(threshold), which units are evaluated for
commitment (window), and which units are not
considered at all.
[19] Lowery, P.G., "Generating Unit Commitment
by Dynamic Programming, IEEE
Transactions on PAS-85, No. 5, pp.
422-426, May 1966.
[20] Guy, J.D., "Security Constrained Unit
Commitment," IEEE Transactions on PAS-90,
No. 3, pp. 1385-1389, May/June 1971.
[21] Le, K.D., Day, J.T., Cooper, B.L., and
Gibbons, E.W., "A Global Optimization
Method for Scheduling Thermal Generation,
Hydro Generation, and Economy Purchases,"
IEEE Transactions on PAS-102, No. 7, pp.
1986-1993, July 1983.
[22] Kusic, G.L. and Putnam, H.A., "Dispatch
and Unit Commitment Including Commonly
Owned Units, 'IIEEE Transactions on
PAS-104, No. 9, pp. 2408-2412, September
1985.
[23] Snyder, W.L., Powell, H.D., Jr., and
.
Rayburn, J C. , "Dynamic Programming
Approach to Unit Commitment, I'IEEE
Transactions on PWRS-2, No. 2, pp.
339-350, May 1987.
[24] Hobbs, W.J., Hermon, G., Warner, S., and
SheblB, G.B. , "An Enhanced Dynamic
Programming Approach for Unit
Commitment," IEEE Transactions on PWRS-3,
NO. 3 , pp. 1201-1205, August 1988.
[25] Tong, S.K. and Shahidehpour, S.M.,
"Hydrothermal Unit Commitment with
Probabilistic Constraints Using
Segmentation Method," IEEE Transactions
on PWRS-5, No. 1. pp. 276-282, February
1990.
[26] Hsu, Y.Y., Su, C.C., Liang, C.C., Lin,
C.J., and Huang, C.T., "Dynamic Security
Constrained Multi-Area Unit Commitment,"
IEEE Transactions on PWRS-6, No. 3 , pp.
1049-1055, August 1991.
Truncated DP is another attempt at reducing
the size of the DP problem. In this case, a
small portion of the solution space is
considered within priority list ordering. The
potential uneconomical commitment schedules
are then truncated.
[27] Pang, C.K. and Chen, H.C., "Optimal
Short-Term Thermal Unit Commitment," IEEE
Transactions on PAS-95, No. 4, pp.
1336-1346, July/December 1976.
[28] Pang, C.K., SheblB, G.B., and Albuyeh,
F., "Evaluation of Dynamic Programming
Based Methods and Multiple Area
Representation for Thermal Unit
Commitments,I' IEEE Transactions on
PAS-100, No. 3, pp. 1212-1218, March
1981.
Reference 24 presented a basic observation
which has not been addressed by other DP
approaches. Simply stated, the authors
reported that the principal of optimality was
found to be violated by the system under
study. Specifically, it was more optimal to
save sub-optimal solutions during the forward
process. Such an observation clearly
questions the use of DP for this problem.
The UC problem may also be decomposed into
smaller subproblems that are easily managed.
Each subproblem is solved with DP. The
subproblem coordination is achieved either
sequentially with Successive Approximation
(SA) or in parallel with a Hierarchical
Approach (HA). In SA, the solution of each
subproblem is subdivided into a smaller grid
for the next subproblem and the iterative
procedure continues until no improvement in
the solution is detected. In HA, the
subproblems are solved independently of each
other. The interaction between the
subproblems is manipulated by a coordinator to
converge the solution of the subproblems to
the overall problem solution.
~n alternative to the decomposition is to only
apply SA to restrict the solution space of the
DP approach. One of the variants of this
approach uses Lagrangian reduction of the
search range by using the dual of the UC
problem. Another variant uses a dual function
of the relaxed original UC problem.
[29] Van den Bosch, P.P.J. and Honderd, G., "A
Solution of the Unit Commitment Problem
via Decomposition and Dynamic
Programming,If IEEE Transactions on
PAS-104, NO. 7, pp. 1684-1690, July 1985.
[30] Nieva, R., Inda, A., and Guillen, I.,
"Lagrangian Reduction of Search-Range for
Large Scale Unit Commitment, IEEE
Transactions on PWRS-2, No. 2, pp.
465-473, May 1987.

Recently, expert systems have been applied to
the UC problem. UC is initially solved using
available optimization techniques such as DP
or variable window truncated DP and then the
solution is refined by satisfying heuristic
rules derived from knowledge of the system
operation and conditions.
Ouyang, 2 . and Shahidehpour, S.M.,
"Heuristic Multi-Area Unit Commitment
with Economic Dispatch," IEE Proceedings,
Part C, Vol. 138, No. 3, pp. 242-252, May
1991.
Ouyang, 2 . and Shahidehpour, S.M., i i
Intelligent Dynamic Programming for Unit
Commitment Application, IEEE
Transactions on PWRS-6, No. 3, pp.
1203-1209, August 1991.
Finally, fuzzy DP has been used to solve the
UC problem when the forecasted hourly loads
are not exactly known. For an optimal
solution, the DP model must express the
hourly loads, the cost, and the system
security in terms of fuzzy set notations.
[33] Su, C.C. and Hsu, Y.Y., 8tFuzzy Dynamic
Programming: An Application to Unit
Commitment," IEEE Transactions on PWRS-6,
No. 3, pp. 1231-1237, August 1991.
All of the above techniques are use the same
vision to solve the problem. They see the
problem as a sequential decision process of
when to start the next unit and which unit to
start based on predicted (estimated) unit
operation. This theme is expanded to include
risk as shown below.
INTEGERWMIXED--PROGRAMMING
The solution of the UC problem based on the
Benders approach partitions the problem into a
nonlinear economic dispatch problem and a
pure-integer nonlinear UC problem. The
Mixed-Integer Programming (MIP) approach
solves the UC problem by reducing the solution
search space systematically through discarding
the infeasible subsets. Dual programming is
also suggested for the solution of the thermal
UC problem. The general solution concept is
based on solving a linear program and checking
for an integer solution. If the solution is
not integer, linear problems or subproblems
are continuously solved. The problems are not
similar because the number and type of integer
variables are changed while holding the
variables at a fixed integer value. Branching
is the strategy adopted to determine which
variables to hold constant.
Garver, L. L. , "Power Generation
Scheduling by Integer Programming -
Development of Theory, AIEE
Transactions No. 2, pp. 730-735, February
1963.
Muckstadt, J.A. and Wilson, R.C., "An
Application of Mixed-Integer Programming
Duality to Scheduling Thermal Generating
Systems," IEEE Transactions on PAS-87,
Vol. 12, pp. 1968-1977, December 1968.
Dillon, T.S. and Egan, G.T., "The
Application of Combinatorial Methods to
the Problems of Maintenance Scheduling
and Unit Commitment in Large Power
131
Systems, IFAC Symposium on Large Scale
Systems, udine, Italy, June 1976.
Dillon, T.S., Edwin, K.W., Kochs, H.-D.,
and Taud, R. J. , "Integer Programming
Approach to the Problem of Optimal Unit
Commitment with Probabilistic Reserve
Determination," IEEE Transactions on
PAS-97, No. 6, pp. 2154-2166, Nov/Dec
1978.
Turgeon, A., "Optimal Scheduling of
Thermal Generating Units, 'I IEEE
Transactions on AC-23, No. 6, pp.
~ 1000-1005, December 1978.
Pereira, M.V.F. and Pinto, L.M.V.G.,
ltApplication of Decomposition Techniques
to the Mid-Short-Term Scheduling of
Hydrothermal Systems, I' Proceedings of
the PICA, pp. 193-200, June 1983.
Shaw, J.J. and Bertsekas, D.P., lvOptimal
Scheduling of Large Hydrothermal Power
Systems," IEEE Transactions on PAS-104,
No. 2, pp. 286-294, February 1985.
Habibollahzadeh, H. and Bubenko, J.A.,
"Application of Decomposition Techniques
to Short-Term Operation Planning of
Hydrothermal Power System, IEEE
Transactions on PWRS-1, No. 1, pp. 41-47,
February 1986.
of these techniques may be viewed as a
means of discarding the paths (branches) which
are not expected to yield a better solution.
BRANCH-AND -BOUND
The Branch and Bound (B&B) approach
essentially determines a lower bound to the
optimal solution and then finds a near-optimal
feasible commitment schedule. The
branch-and-bound tree is searched for the
"best" solution. The lower bound can be
determined from a dual optimization problem
that uses Lagrangian relaxation. Information
obtained from the dual problem is instrumental
in producing dynamic priority lists even
though priority lists may not be necessary.
These lists are useful in the determination of
feasible solutions and help in the computation
of an.upper bound on the solution. Only few
nodes of the branch-and-bound tree are
examined to obtain near-optimal solutions if
an upper bound is found.
Lauer, G.S. Sandell, N.R., Jr.,
Bertsekas, D.P., and Posbergh, T.A.,
"Solution of Large-scale Optimal unit
Commitment Problems,f' IEEE Transactions
on PAS-101, No. 1, pp. 79-86, January
1982.
Cohen, A.I. and Yoshimura, M., "A Branch
and Bound Algorithm for Unit Commitment,"
IEEE Transactions on PAS-102, No. 2, pp.
444-451, February 1983.
The concept of a tree is most appropriate if a
risk based approach'is to be used as discussed
below.
LINEAR PROGRAMMING
Several Linear Programming (LP) approaches
have been adopted to solve the large UC
132
problem. First, the problem is decomposed
into smaller subproblems via the Dantzig-Wolfe
decomposition principle. Each subproblem is
solved using Linear Programming. Second, the
problem is solved with the revised simplex
technique. A dual formulation with a reduced
basis is adopted along with relaxation
techniques. A merit-order loading easily
provides a starting point for each schedule.
Last, the discrete decision linear programming
approach is applied to the UC problem with
heuristics such as priority ordering. This
technique is an LP problem with discrete
bounded variables allowed to be either the
lower or upper bound of the interval.
[44] Stott, B., Marinho, J.L., and Alsac, O.,
"Review of Linear Programming Applied to
Power System Rescheduling," Proceedings
of the PICA, pp. 142-155, May 1979.
[45] Waight, J.G., Bose, A . , and Sheble, G.B.,
"Generation Dispatch with Reserve Margin
Constraints Using Linear Programming,n
IEEE Transactions on PAS-100, No. 1, pp.
252-258, January 1981.
[46] Piekutowski, M. and Rose, I.A., "A Linear
Programming Method for Unit Commitment
Incorporating Generation Configuration,
Reserve, and Flow Constraints,*I IEEE
Transactions on PAS7104, NO. 12, pp.
3510-3516, December 1985.
[47] Khodaverdian, E., Brameller, A., and
Unit
..
Dunnett, R M , "Semi-Rigorous Thermal
Commitment for Large Scale
Electrical Power Systems,I' IEEE
Proceedings, Vol. 133, Part C, No. 4, pp.
157-164, may 1986.
The extension of such techniques to bidding
procedures is straight forward [3,5,7]. The
essence of a bidding procedure is analogous to
an open market where each plant bids for the
next contract to provide power and energy.
DYNAMIC AND LINEAR PROGRAMMING
The UC problem is solved using regular DP or
DP with successive approximation of the
solution space. LP solves the economic
dispatch within UC for the calculation of the
production cost or the optimal allocation of
fuel . Dantzig-Wolfe decomposition, when
used, partitions the linear program into
smaller, more manageable LP subproblems. LP
with upper bounding is also an alternative
solution technique to the economic dispatch
problem.
Waight, J.G., Albuyeh, F., and Bose, A . ,
"Scheduling of Generation and Reserve
Margin using Dynamic and Linear
Programming,I' IEEE Transactions on
PAS-100, No. 5 , pp. 2226-2230, May 1981.
Van Meeteren, H.P , . "Scheduling of
Generation and Allocation of Fuel Using
Dynamic and Linear Programming,If IEEE
Transactions on PAS-103, No. 7, pp.
1562-1568, July 1984.
Sheble, G.B. and Grigsby, L.L., "Decision
Analysis Solution of the Unit Commitment
Problem, Electric Power . Systems
Research, Vol. 10, No. 11, pp. 85-93,
November 1986.
The essence of these techniques is to provide
the DP with additional information to guide
the selection of the tree paths. Note that
reference 5 0 viewed the decision process as
how to allocate the financial resources for
unit operation.
SEPARABLEPROGRAMMING
Separable Programming (SP) assumes that the
objective function is concave and the
constraints are convex with only one non-zero
variable. This special structure can be
exploited by LP. The A-separable programming
technique is used with generalized upper
bounding LP to solve the UC problem.
[51] Rahman, S., "Power System Operation
Scheduling using Separable Programming,"
Electric Power Systems Research, Vol. 2,
No. 4 , pp. 292-303, December 1979.
This can also be viewed as a type of
LaGrangian Relaxation approach.
NETWORK ELQH PROGRAMMING
Network Flow (NF) Programming is the basis for
scheduling most hydro systems. Thus it would
be another analogy to apply to the unit
commitment problem. The result is a nonlinear
objective function and a linear set of
constraints. This problem can be solved with
a reduced gradient algorithm. It can also be
solved with a Frank-Wolfe technique. In this
case, network flow replaces LP to solve a part
of the problem if the non-network constraints
are not binding.
[52] Brannlund, H., Sjelvgren, D., and
Bubenko, J.A., "Short-Term Generation
Scheduling with Security Constraints,"
IEEE Transactions on PWRS-3, No. 1, pp.
310-316, February 1988.
[53] Habibollahzadeh, H., Frances, D., and
Sui, U., "A New Generation Scheduling
Program at Ontario Hydro, IEEE
Transactions on PWRS-5, No. 1, pp. 65-73,
February 1990.
The analogy of Network Flows also applies to
tree based techniques as shown in reference
11.
LAGRANGIAN-
The Lagrangian Relaxation (LR) optimization
technique decomposes the UC problem into a
master problem and more manageable subproblems
that are solved iteratively until a
near-optimal solution is obtained. The
subproblems are solved independently. Each
subproblem determines the commitment of a
single unit. The problems are linked by
LaGrange multipliers that are added to the
master problem to yield a dual problem. The
dual problem has lower dimensions than the
primal problem and is easier to solve. For
the UC problem, the primal function is always
greater than or equal to the function which is
defined as weak dual'ity. The difference
between the two functions yields the duality
gap for which the primal function is an upper
bound. The duality gap provides a measure of
the near-optimality of the solution.
The LaGrange multipliers are computed at the
master problem level. Once computed, the

Lagrange multipliers are passed to the
subproblems. The solution of the subproblems
by forward DP is fed back to the master
problem and updated multipliers are obtained
and used by the subproblems again. This
process is repeated until the solution
converges. For the short-term UC problem, the
multipliers are updated through a subgradient
method with a scaling factor and tuning
constants that are determined heuristically.
For the long-term UC problem, the multipliers
are updated with the variable metric method to
prevent the solution near the dual maximum
from oscillating.
[54] Fisher, M.L., "Optimal Solution of
Scheduling Problems using Lagrange
Multipliers: Part I,It Operations
Research, Vol. 21, pp. 1114-1127, 1973.
[55] Muckstadt, J.A. and Koenig, S.A., I I A n
Application of Lagrangian Relaxation to
Scheduling in Power Generating Systems,
Operations Research, Vol. 25, pp.
387-403, May/June 1977.
[56] Bertsekas, D.P., Lauer, G.S., Sandell,
N.R., Jr., and Posbergh, T.A., "Optimal
Short-Term Scheduling of Large Scale
Power Systems,I' IEEE Transactions on
AC-28, No. 1, pp. 1-11, January 1983.
[57] Merlin, A. and Sandrin, P., "A New Method
for Unit Commitment at Electricit6 de
France,II IEEE Transactions on PAS-102,
NO. 5, pp. 1218-1225, May 1983.
[58] Fisher, M.L., " A n Application Oriented
Guide to Lagrangian Relaxation, 'I
Interfaces, vol. 15, No. 2, pp. 10-21,
March/April 1985.
[59] Cohen, A.I. and Wan, S.H., "A Method for
Solving the Fuel Constrained Unit
Commitment Problem," IEEE Transactions on
PWRS-2, No. 3, pp. 608-614, August 1987.
[60] Aoki, K., Satoh, T., Itoh, M., Ichimori,
T., and Masegi, K., "Unit Commitment in
a Large-scale Power System Including Fuel
Constrained Thermal and Pumped-Storage
Hydro," IEEE Transactions on PWRS-2, N o .
4, pp. 1077-1084, November 1987.
[61] Zhuang, F. and Galiana, F.D., "Towards a
more Rigorous and Practical Unit
Commitment by Lagrangian Relaxation,"
IEEE Transactions on PWRS-3, No. 2 , pp.
763-773, May 1988.
[62] Bard, J.F., "Short-Term Scheduling of
Thermal Electric Generators Using
Lagrangian Relaxation," Operations
Research, Vol. 36, No. 5 , pp. 756-766,
September/October 1988.
[63] Tong, S.K. and Shahidehpour, S.M.,
"Combination of Lagrangian-Relaxation and
Linear Programming Approaches for Fuel
Constrained Unit Commitment Problems,"
IEE Proceedings, Vol. 136, Part C, No. 3,
pp. 162-174, May 1989.
[64] Aoki, K., Itoh, M., Satoh, T., Nara, K.,
and Kanezashi, M., "Optimal Long-Term
unit Commitment in Large Scale Systems
Including Fuel Constrained Thermal and
133
Pumped-Storage Hydro," IEEE Transactions
On PWRS-4, NO. 3, pp. 1065-1073, August
1989.
[65] Virmani, S., Imhof, K., and Mukhenjee,
S., 'Implementation of a Lagrangian
Relaxation Based Unit Commitment
Problem, IEEE Transactions on PWRS-4,
No. 4, pp. 1373-1379, November 1989.
[66] Tong, S.K. and Shahidehpour, S.M., "An
Innovative Approach to Generation
Scheduling in Large-scale Hydro Thermal
Power Systems with Fuel Constrained
Units," IEEE Transactions on PWRS-5, No.
2, pp. 665-673, May 1990.
[67] Ruzic, S. and Rajakovic, N., ''A New
Approach for Solving Extended Unit
commitment Problem," IEEE Transactions on
PWRS-6, N o . 1, pp. 269-275, February
1991.
EXPERT SYSTEMS/AR= NEURAL NETWORKS
Expert systems combine the identification of
existing problems with the UC algorithms and
the knowledge of experienced power system
operators and UC programming experts to create
an expert system rule base (procedural data
base). The expert system improves the
solution by adjusting the program's parameters
through interaction with the system's
operator. Expert Systems are more recently
referred to as Knowledge Base Systems (KBS).
Estimates of Artificial Neural Networks (ANN)
parameters are based on a database holding
typical load curves and corresponding UC
schedules. The pattern of the current load
curve is compared to the information in the
database to select the most economical uc
schedule. In the event that the A" solution
is not feasible for the entire UC period, it
will be used as an initial starting point for
a near-optimal solution. A"s respond to
changes in operating conditions when presented
with sufficient facts, even though they are
trained off-line.
[68] Mokhtari, S., Singh, J., and Wollenberg,
B., "A Unit Commitment Expert System,"
Proceedings of the PICA, pp. 400-405, May
1987,
[69] Sheblb, G.B., "Solution of the Unit
Commitment Problem by the Method of Unit
Periods, ' I IEEE Transactions on PWRS-5,
No. 1, pp. 257-260, February 1990.
[70] Wang, C., Ouyang, Z., and Shahidehpour,
S.M., and Deeb, N . , "unit Commitment by
Neural Networks," Proceedings of American
Power Conference, vol. 52, pp. 245-250,
April 1990.
[71] Ouyang, 2 . and Shahidehpour, S.M., "Short
Term Unit commitment Expert System,"
Electric Power Systems Research, Vol. 18,
No. 1, pp. 1-13, December 1990.
721 Tong, S.K., Shahidehpour, S . M . , and
Ouyang, "A Heuristic Short-Term Unit
Commitment," IEEE Transactions on
PWRS-6, NO. 3, pp. 1210-1216, August
1991.
731 Ouyang, Z. and Shahidehpour, S.M., " A
Multi-Stage Intelligent System for unit
 Commitment," IEEE Transactions on PWRS,
Paper SM 322-8, San Diego, 1991.
Sasaki, H., Watanabe, M., kubokawa, J.,
Yorino, N., and Yokoyarna, R., "A Solution
Method of Unit Commitment by Artificial
Neural Networks, '' IEEE Transactions on
PWRS, Paper 91 SM 437-4, San Diego, 1991.
Ouyang, Z. and Shahidehpour, S . M . , "A
Hybrid Artificial Neural Network-Dynamic
Programming Approach to Unit Commitment,"
IEEE Transactions on PWRS, Paper 91 SM
438-2, San Diego, 1991.
It is notable that considerable research is
underway to relate the trees of A"s to those
of KBSs. It should be noted that strict
conversion, from one type of KBS to ANN, is
not possible. However, the addition of simple
decoupling neurons (nodes) makes the
transition trivial for several practical
cases.
RISKANALYSIS
Scheduling and rescheduling of generating
units are based on certain observable events
such as load changes and unit forced outages.
A risk analysis is warranted to determine the
necessary additional generating capacity to
meet the system load and reserve requirements.
One such probabilistic analysis proposes that
the UC must satisfy two risk levels: one at
the isolated system level and another at the
interconnected level. Another approach adopts
a stochastic model that reflects the sequence
of events associated with scenario-based
sequential rescheduling decisions. The random
sequence model is expressed in terms of
available capacity to reduce the dimensions of
the problem.
[76] Chowdhury, N. and Billinton, R., "Unit
Commitment in Interconnected Generating
Systems Using a Probabilistic Technique,"
IEEE Transactions on PWRS-5, No. 4, pp.
1231-1237, November 1990.
[77] Lee, F.N. and Chen, Q., "Unit Commitment
Risk with Sequential Rescheduling," IEEE
Transactions on PWRS-6, NO. 3, pp.
1017-1023, August 1991.
Risk Analysis is most recently extended to
include operational and planning events beyond
unit Commitment as discussed below.
a M U L A T m ANNEAL1NG
The UC problem has been compared to the
annealing of a metal. When the metal is
cooled slowly (annealed), its energy tends to
assume a globally minimal value. The states
of a metal correspond to the various feasible
solutions of the problem to minimize and the
energy of a state is analogous to the cost of
a feasible solution. Simulated Annealing
(sm) generates near-optimal and fast
solutions. Feasible solutions are generated
randomly and are accepted as the next
generation to continue the solution process if
the cost of the current solution is less than
the previous one. Otherwise, the current
solution is accepted with a certain
probability.
[78] Zhuang, F. and Galiana, F.D., "Unit
Commitment by Simulated Annealing," IEEE
Transactions on PWRS-5, NO. 1, pp.
311-318, February 1990.
AUGMENTED M G R A N G IAN
This is an optimization technique that handles
static and dynamic constraints. The two types
of constraints are decomposed into subproblems
of reasonable size, homogeneous nature, and
well-known structure. The objective function
to optimize is unconstrained and continuously
differentiable. Ill-conditioning is avoided.
Artificial constraints and variables are added
to the original problem to decompose it.
Next, the artificial constraints are handled
via a dual approach and an augmented
Lagrangian (AL) relaxation technique which
adds a quadratic penalty function to the
constraints. Finally, The Auxiliary Problem
Principle is applied to decompose the problem
by linearizing the nonseparable terms of the
cost function and by adding separable
quadratic terms (if properly chosen) to the
cost function.
[ 791 Batut, J. and Renaud, A., "Daily
Generation Scheduling Optimization with
Transmission Constraints: A New Class of
Algorithms," IEEE Transactions on PWRS,
Paper 91 SM 429-1, San Diego, 1991.
DECISIONANALYSIS
Decision Analysis is the art of analyzing the
choice of decision options by subjectively
assessing the outcomes of each decision and
the probability of each outcome. The
reference which the authors have used IS:
[80] Raiffa, H. A., DecisiQn An alvsis
- :
mtroductorv Lectures Choices under
y n c e r t a w , Addison-Wesley Publishing
Company, Reading, Massachusetts, 1968.
Such an approach builds a decision tree to
show the outcomes possible from each decision.
Such a tree resembles the paths generated by a
full DP approach. If the outcomes are assumed
to be certain,then all of the above may be
viewed as tree based techniques. Many of the
above optimization techniques may be viewed as
different approaches to pruning the tree.
Some approaches prune by excluding paths above
a pre-determined cost value (truncated DP,
priority list modification, KBS). Other
methods prune by excluding branches (paths) by
estimating the minimum cost and/or feasibility
(MIP, B&B, LP, SP, LR, AL). Finally, the
latest approach is to select the best path by
evaluating the energy (quality of solution)
and randomly searching for alternative
decisions to reduce the energy ( S A n ) . The
authors have started efforts on solving the uc
problem with Genetic Algorithms and will
present such work when definitive results are
available.
Since the tree approach is being used for bulk
power assessment, the key to future efforts
will be to explicityly link the above
techniques with decision trees. It has been
realized for some time, that the reason for
solving the unit commitment problem is not
just to determine a unit schedule. The
 135
primary reason for solving the unit commitment Gerald B. Sheble' (U 71, SM 85) is an
problem is to provide a cost basis for Associate Professor of Electrical Engineering,
transaction pricing. As such, research for Iowa State University. Dr. Shebl6 received
the future should concentrate on relating the his B . S . and M.S. degrees in Electrical
unit schedule to the available transactions Engineering from Purdue University and his
with the intent of selecting the least cost, Ph.D. in Electrical Engineering from Virginia
yet reliable, option. Tech. His industrial experience extends over
fifteen years. His academic experience
SUMMARY includes research in the application of power
systems techniques for spacecraft. His
This paper gives a list of the references present research centers in the optimal
available for the solution of the thermal UC operation and scheduling of power systems.
problem. A variety of techniques have been
applied to this complex, nonlinear, George Fahd (S 85) received his B.S.E.E. in
mixed-integer programming problem. A clear December of 1985 and his M.S.E.E. in August of
consensus is presently tending toward the 1987 from the University of Alabama at
Lagrangian Relaxation approach over other Birmingham. He received the Ph.D. majoring in
methodologies. The Augmented Lagrangian is a Power Systems from Auburn University in June,
relatively newcomer that is not thoroughly 1991. He held a post doctorate position at
tested yet. Another area of research involves Iowa State University before joining Decision
the application of genetic algorithms to the Focus Incorporated In December of 1991. His
solution of the UC problem. This i s a random interests include unit commitment modeling,
search method which is based on nature's economic dispatch, optimal power flow,
survival of the fittest theory. Clearly, the optimization techniques, power system
methods to be used for this problem will operation and control, and economy
continue to evolve. transactions.