A hierarchical alternating direction method of multipliers for fully distributed unit commitment.

Highlights • A hierarchical and fully distributed method based on ADMM is proposed. • Coupling constraints are decoupled by solving dual problem. • The proposed method can be implemented in master-slave distributed and parallel schema. Abstract The mechanism of energy supply has been greatly changed due to the liberalization of electricity, which creates major challenges in power system operations. As such, in this paper, a hierarchical alternating direction method of multipliers (ADMM) approach for the unit commitment (UC) problem is presented, which is proposed to solve the UC problem of each individual unit in parallel. This approach consists of two-layers ADMM. In outer layer, the x -update and v -update steps can be decoupled for each unit and executed in parallel after rearranging and grouping the variables and constraints of the UC mixed integer quadratic programming (MIQP) model according to each unit. The difficulty in this approach is the z-update steps, which couple all units because of system constraints. We used an inner consensus ADMM to solve their Lagrangian dual problems, which are decoupled for each individual unit. Then, the UC problem with a different number of units without transmission constraints is used to test the effectiveness of the algorithm. The simulation results show that the proposed hierarchical ADMM can obtain high-quality solutions in reasonable times and keep the units' information secret. It can also help to obtain a good speedup and is suitable for solving large-scale distributed unit commitment (D-UC) problems. [ABSTRACT FROM AUTHOR]