Unit Commitment by Column Generation

The unit commitment problem is to determine the schedule of power generating units and the generating level of each unit. The decisions involve which units to commit at each time period and at what level to generate power to meet the electricity demand. We consider the heuristic column generation algorithm to solve this problem. Previous methods used the approach in which each column corresponds to the start–stop schedule and output level. Since power output is a continuous quantity, it takes time to generate the required columns efficiently. In our proposed approach, the problem to be solved is not a simple set partitioning problem, because the columns generated contain only a schedule specified by 0–1 value. It is shown that the proposed heuristic approach is effective to solve the problem.