Ph.D Thesis

Ph.D StudentMelamed Michal
SubjectOptimization under Uncertainty in Energy Systems
DepartmentDepartment of Industrial Engineering and Management
Supervisors PROFESSOR EMERITUS Aharon Ben-Tal
PROF. Boaz Golany
Full Thesis textFull thesis text - English Version


In recent years, there is a growing use of renewable energy in the electricity markets due to governmental subsidy aiming to comply with reduced greenhouse gas emission targets. Jointly with its highly volatile generation it greatly affect the operation planning of power plants, particularly, when addressing the unit commitment problem (UCP).

The UCP is imperative in electric power system operations. It seeks an operating policy for a system of generating units over a multi-period finite horizon to meet the demand, subject to equipment and physical constraints. We consider a profit based UCP (PUCP) of an energy producer operating in a deregulated market aiming to maximize its profit facing uncertainty in market price, wind generation, and mandatory heating demand expressed as steam. Here, we employ the robust optimization (RO) methodology which provides a feasible solution for any realization of the uncertain parameters within a bounded set, resulting in a guaranteed value of the objective function. This leads to a model, which is a bilinear mixed integer problem.

Although this problem is generally intractable, the method we develop in this study results in a problem, which is notably as difficult to solve without uncertainty. Furthermore, its resulting policy is more successful in meeting the demand for electricity than that of currently used methods. Further, these latter methods do not necessarily yield a feasible solution to this compound model.