A proof-of-concept approach to Unit Commitment using the theory of complementarity

A need exists to optimally dispatch power generation to meet hourly demands on the power grid. This is a well-documented and well-established problem commonly known as Unit Commitment (UC). It is typically formulated as a Mixed Integer Program (MIP), which utilizes modern advancements in solver intelligence to produce a solution with speed and accuracy. However, the MIP formulation suffers from a discreted soution space, in which UC problems cannot be differentiated and solved by regular tools.