A Dynamic Programming-based Heuristic Approach for Unit Commitment Problems

Unit Commitment (UC) problems are an essential set of problems in the power industry with applications in energy grid or heating systems management and control. The engineering goal is to balance the demand with the production of a network of production units, called generators, by providing a schedule and operating points for each generator cost-effectively while considering constraints. The constraints are caused by the dynamics of the system, the limits on the reserves, and possible robustness requirements. Due to the appearance of the on/off states from the generators, the resulting problems are NP-hard to solve. Thus, existing techniques to achieve a cost-efficient solution are computationally expensive. This paper proposes a dynamic programming-based heuristic to solve a UC problem. The heuristic focuses on finding a feasible and cost-effective solution for systems with a limited number of generators where a long time horizon is important. This method is compared to a Mixed Integer Linear Program (MILP) implementation for a micro-grid where it achieves a computation time that is an order of magnitude smaller than MILP programs for problems with a limited number of generators but a long time horizon.