Two-Stage Heuristic Approach for Solving the Long-Term Unit Commitment Problem with Hydro-Thermal Coordination

Abstract

In the last decade the share of renewable feed-in increased sharply. More than 25% of the gross electricity consumption in Germany is typically covered by renewable sources. Despite the positive effects, e.g., low marginal costs and a sustainable electricity supply with less emissions, a generation portfolio should also contain thermal power plants as well as energy storages, mainly hydro storages, to guarantee a long-term security of electricity supply. The problem of flexible coordination and dispatch of thermal power plants and hydro storages in order to meet the highly volatile residual demand (energy demand minus the volatile feed-in of renewables) becomes even more challenging for generating companies. Therefore, we present a new two-stage heuristic approach for solving the resulting long-term unit commitment problem with hydro-thermal coordination (UCP-HT), where system operating costs have to be minimized. Within a comprehensive performance analysis, the results of the approach are compared to near-optimal solutions obtained by CPLEX on the basis of a tight mixed-integer linear formulation for the UCP-HT. In particular, well-known instances from the literature with real-world energy demands, a planning horizon of one year, and hourly time steps are solved within minutes ensuring a solution gap of less than 1%.