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The unit commitment problem involves finding the hourly commitment schedule for the thermal units of an electrical system, and their associated generation, over a period of up to a week. For some utilities, contractual or other factors limit the amount of fuel available to certain of the units or plants. This paper describes a new method which solves the unit commitment problem in the presence of fuel constraints. The method uses a Lagrangian decomposition and successive approximation technique for solving the unit commitment problem where the generation, reserve and fuel constraints are adjoined onto the cost function using Lagrange multipliers. All important operating constraints have been incorporated including minimum up and down times, standby operation, ramping limits, time-dependent start-up cost, spinning and supplemental reserve. The method is being applied to a production-grade program suitable for Energy Management Systems applications.
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Cohen et al. (1987) studied this question.
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