Matheuristics for Speeding Up the Solution of the Unit Commitment Problem

In this paper we discuss and compare two methods combining mathematical optimization and heuristics to reduce the search space when solving the Unit Commitment (UC) MIP problem. Solving the UC problem is already today often slow and can be expected to become even more complex with the increasing number of small and scattered renewable generation units with associated energy storages. We show that by analyzing the problem before solving the full MIP we can remove (fix) a set of binary variables, leading to a speed-up between 2 and 5 times, empirically without significantly compromising optimality.