A mixed integer programming solution for market clearing and reliability analysis

This paper presents a description of a mixed integer programming (MIP) solution for solving the PJM unit commitment problem. Included is a description of the day-ahead market clearing problem and the reliability analysis problem. This is followed by an overview of the MIP development process and some selected comparisons with our previously existing Lagrangian relaxation (LR) algorithm. The paper describes many of the inherent problems associated with MIP solutions and illustrates how these issues were dealt with to provide a fast, accurate, and robust MIP solution.