Benders decomposition applied to security constrained unit commitment: Initialization of the algorithm

Abstract

Benders decomposition has been broadly used for security constrained unit commitment problems, despite the fact that it may present convergence difficulties due to instabilities and to the mixed integer nature of the unit commitment problem. The initialization of Benders decomposition has been recognized as a prominent feature for the algorithm enhancement. In this work, a new Benders decomposition initialization methodology is proposed. The objective of the initialization is to include inexpensive network signals that can be added during the initial unit commitment master problem. Numerical simulations using the IEEE-118 and RTS-96 systems are performed to illustrate the benefits of the proposed initialization methodology. Results suggest that the initialization of Benders decomposition applied to security constrained unit commitment problems improves the overall convergence of the algorithm.