A Novel Decomposition and Coordination Approach for Large Day-Ahead Unit Commitment With Combined Cycle Units

Day-Ahead Unit Commitment (UC) is an important problem faced by Independent System Operators (ISOs). Midcontinent ISO as the largest ISO in US, solves a complicated UC problem involving over 45,000 buses and 1,400 generation resources. With the increasing number of combined cycle units (CCs) represented by configuration-based modeling, solving the problem becomes more challenging. The state-of-the-practice branch-and-cut method suffers from poor performance when there are a large number of CCs. The goal of this paper is to solve such large UC problems with near-optimal solutions within time limits. In this paper, our recently developed Surrogate Lagrangian Relaxation, which overcomes major difficulties of Lagrangian Relaxation by not requiring dual optimal costs, is significantly enhanced through adding quadratic penalties on constraint violations to accelerate convergence. Quadratic penalty terms are linearized through a novel use of absolute value functions. Therefore, resource-level subproblems can be formulated and solved by branch-and-cut. Complicated constraints within a CC unit are thus handled within a subproblem. Subproblem solutions are then effectively coordinated. Computational improvements on key aspects are also incorporated to fine tune the algorithm. As demonstrated by MISO cases, the method provides near-optimal solutions within a time limit, and significantly outperforms branch-and-cut.