Application of machine learning methods to accelerate the solution of the unit commitment problem
Keywords:
unit commitment
machine learning
integer linear programming
classification
solution acceleration
Abstract
The unit commitment problem is central to short-term power system planning and is usually formulated as a large-scale mixed-integer linear programming problem. The paper investigates an approach to accelerating its solution using machine learning methods. Trained classifiers predict the state of each generator in every planning period, after which confidently classified generators are fixed, and the remaining lower-dimensional problem is solved by an exact method. The existing approach based on logistic regression is extended: six classification algorithms (logistic regression, random forest, gradient boosting, multilayer perceptron, support vector machine, and k-nearest neighbors) are compared and applied to the full model including minimum up-time and minimum down-time constraints. Experiments are carried out on three datasets from the pglib-uc library using leave-one-out cross-validation. Tree-based methods accelerate the exact solution by a factor of 2.2–3.4 with a median objective deviation below 0.05% on the largest FERC dataset (up to 1028 generators), whereas logistic regression, support vector machine, and multilayer perceptron lose reliability at this scale.
Section
Methods and algorithms of computational mathematics and their applications
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