Decentralized Unit Commitment in Integrated Heat and Electricity Systems Using SDM-GS-ALM

The decentralized unit commitment problem (DUCP) solved by autonomous distributed agents has been studied by many researchers. Several methods based on traditional distributed optimization approaches have been proposed for solving the DUCP. However, these existing methods do not determine the unit commitment (UC) decisions in a distributed manner or cannot theoretically guarantee convergence and optimality. This paper proposes a method for formulating and solving the DUCP using a recently published parallelizable augmented Lagrangian method, referred to as SDM-GS-ALM. SDM-GS-ALM is a parallelizable method for solving large-scale non-convex problems, and under mild conditions, its optimality and convergence have been proven. The DUCP can be modelled as a mixed-integer linear programming problem, and in this case, its global optimal solution can be obtained via SDM-GS-ALM. This paper focuses on the DUCP in integrated heat and electricity systems. The proposed model and solution method are both general and can be applied directly to solve the DUCP in power systems. The optimality and convergence of the proposed method are demonstrated in case studies. In three test systems, the gaps between the optimal objective values of the centralized UC problem and the DUCP are less than 0.001%.