This paper proposes a Lagrangian dual-based polynomial-time approximation algorithm for solving the single-period unit commitment problem,which can be formulated as a mixed-integer quadratic programming problem and pr...This paper proposes a Lagrangian dual-based polynomial-time approximation algorithm for solving the single-period unit commitment problem,which can be formulated as a mixed-integer quadratic programming problem and proven to be NP-hard.Tight theoretical bounds for the absolute errors and relative errors of the approximate solutions generated by the proposed algorithm are provided.Computational results support the effectiveness and efficiency of the proposed algorithm for solving large-scale problems.展开更多
基金This work was supported by the National Natural Science Foundation of China(Nos.11771243,12171151,and 11701177)US Army Research Office(No.W911NF-15-1-0223).
文摘This paper proposes a Lagrangian dual-based polynomial-time approximation algorithm for solving the single-period unit commitment problem,which can be formulated as a mixed-integer quadratic programming problem and proven to be NP-hard.Tight theoretical bounds for the absolute errors and relative errors of the approximate solutions generated by the proposed algorithm are provided.Computational results support the effectiveness and efficiency of the proposed algorithm for solving large-scale problems.