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Main Authors: Xiong, Jinxin, Yang, Linxin, Wang, Yingxiao, Huang, Yanting, Wu, Jianghua, Lei, Shunbo, Wang, Akang
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2507.20465
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author Xiong, Jinxin
Yang, Linxin
Wang, Yingxiao
Huang, Yanting
Wu, Jianghua
Lei, Shunbo
Wang, Akang
author_facet Xiong, Jinxin
Yang, Linxin
Wang, Yingxiao
Huang, Yanting
Wu, Jianghua
Lei, Shunbo
Wang, Akang
contents The Security-Constrained Unit Commitment (SCUC) problem presents formidable computational challenges due to its combinatorial complexity, large-scale network dimensions, and numerous security constraints. While conventional temporal decomposition methods achieve computational tractability through fixed short-term time windows, this limited look-ahead capability often results in suboptimal, myopic solutions. We propose an innovative relax-and-cut framework that alleviates these limitations through two key innovations. First, our enhanced temporal decomposition strategy maintains integer variables for immediate unit commitment decisions while relaxing integrality constraints for future time periods, thereby extending the optimization horizon without compromising tractability. Second, we develop a dynamic cutting-plane mechanism that selectively incorporates N-1 contingency constraints during the branch-and-cut process, avoiding the computational burden of complete upfront enumeration. The framework optionally employs a Relaxation-Induced Neighborhood Search procedure for additional solution refinement when computational resources permit. Comprehensive numerical experiments demonstrate the effectiveness of our approach on large-scale systems up to 13,000 buses. The proposed method can achieve optimality gaps below 1% while requiring only 20% of the computation time of monolithic Gurobi solutions. Compared to existing decomposition approaches, our framework provides superior performance, simultaneously reducing primal gaps by 60% and doubling solution speed. These significant improvements make our method particularly well-suited for practical SCUC implementations where both solution quality and computational efficiency are crucial.
format Preprint
id arxiv_https___arxiv_org_abs_2507_20465
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Relax-and-Cut for Temporal SCUC Decomposition
Xiong, Jinxin
Yang, Linxin
Wang, Yingxiao
Huang, Yanting
Wu, Jianghua
Lei, Shunbo
Wang, Akang
Optimization and Control
The Security-Constrained Unit Commitment (SCUC) problem presents formidable computational challenges due to its combinatorial complexity, large-scale network dimensions, and numerous security constraints. While conventional temporal decomposition methods achieve computational tractability through fixed short-term time windows, this limited look-ahead capability often results in suboptimal, myopic solutions. We propose an innovative relax-and-cut framework that alleviates these limitations through two key innovations. First, our enhanced temporal decomposition strategy maintains integer variables for immediate unit commitment decisions while relaxing integrality constraints for future time periods, thereby extending the optimization horizon without compromising tractability. Second, we develop a dynamic cutting-plane mechanism that selectively incorporates N-1 contingency constraints during the branch-and-cut process, avoiding the computational burden of complete upfront enumeration. The framework optionally employs a Relaxation-Induced Neighborhood Search procedure for additional solution refinement when computational resources permit. Comprehensive numerical experiments demonstrate the effectiveness of our approach on large-scale systems up to 13,000 buses. The proposed method can achieve optimality gaps below 1% while requiring only 20% of the computation time of monolithic Gurobi solutions. Compared to existing decomposition approaches, our framework provides superior performance, simultaneously reducing primal gaps by 60% and doubling solution speed. These significant improvements make our method particularly well-suited for practical SCUC implementations where both solution quality and computational efficiency are crucial.
title Relax-and-Cut for Temporal SCUC Decomposition
topic Optimization and Control
url https://arxiv.org/abs/2507.20465