Stochastic unit commitment problem

Takayuki Shiina, John R. Birge

Research output: Contribution to journalArticlepeer-review

69 Citations (Scopus)


The electric power industry is undergoing restructuring and deregulation. We need to incorporate the uncertainty of electric power demand or power generators into the unit commitment problem. The unit commitment problem is to determine the schedule of power generating units and the generating level of each unit. The objective is to minimize the operational cost which is given by the sum of the fuel cost and the start-up cost. In this paper we propose a new algorithm for the stochastic unit commitment problem which is based on column generation approach. The algorithm continues adding schedules from the dual solution of the restricted linear master program until the algorithm cannot generate new schedules. The schedule generation problem is solved by the calculation of dynamic programming on the scenario tree.

Original languageEnglish
Pages (from-to)19-32
Number of pages14
JournalInternational Transactions in Operational Research
Issue number1
Publication statusPublished - 2004 Jan
Externally publishedYes


  • Column generation
  • Electric power
  • Stochastic programming
  • Unit commitment

ASJC Scopus subject areas

  • Business and International Management
  • Computer Science Applications
  • Strategy and Management
  • Management Science and Operations Research
  • Management of Technology and Innovation


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