论文标题

关于决策图的结构 - 代表性的混合整数程序及其应用于单位承诺

On the Structure of Decision Diagram-Representable Mixed Integer Programs with Application to Unit Commitment

论文作者

Salemi, Hosseinali, Davarnia, Danial

论文摘要

在过去的十年中,决策图(DDS)已用于建模和求解整数编程和组合优化问题。尽管DD在解决各种离散优化问题方面成功执行,但仍缺乏将其扩展到模型混合整数程序(MIP)(例如在能源应用中出现的)扩展。更广泛地说,哪些问题结构承认DD表示在DDS社区中仍然是开放的。在本文中,我们通过基于矩形形成的几何分解框架引入了这个问题,该框架提供了必要和足够的条件,以使总MIP可以由DDS表示。作为一种特殊情况,我们表明,任何有限的混合整数线性程序都通过专门的弯曲器分解技术允许DD表示。所得的DD编码整数和连续变量,因此可以通过改进程序增加可行性和最佳性削减。作为该框架的应用,我们为批发电力市场中的单位承诺问题(UCP)开发了一种新颖的解决方案方法。与现代求解器的结果相比,在UCP的随机变体上进行的计算实验表明,该方法的溶液时间有显着改善。

Over the past decade, decision diagrams (DDs) have been used to model and solve integer programming and combinatorial optimization problems. Despite successful performance of DDs in solving various discrete optimization problems, their extension to model mixed integer programs (MIPs) such as those appearing in energy applications has been lacking. More broadly, the question which problem structures admit a DD representation is still open in the DDs community. In this paper, we address this question by introducing a geometric decomposition framework based on rectangular formations that provides both necessary and sufficient conditions for a general MIP to be representable by DDs. As a special case, we show that any bounded mixed integer linear program admits a DD representation through a specialized Benders decomposition technique. The resulting DD encodes both integer and continuous variables, and therefore is amenable to the addition of feasibility and optimality cuts through refinement procedures. As an application for this framework, we develop a novel solution methodology for the unit commitment problem (UCP) in the wholesale electricity market. Computational experiments conducted on a stochastic variant of the UCP show a significant improvement of the solution time for the proposed method when compared to the outcome of modern solvers.

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