**Update:** May 19, 2017

The short-term Unit Commitment (UC) problem in hydro-thermal power
generation systems requires to optimally operate a set of hydro (possibly
cascade connected) and thermal generating units, over a given time horizon
(typically one day or one week), in order to satisfy a forecasted energy
demand at minimum total cost. The generating units are subject to some
technical restrictions, depending on their type and characteristics; for
hydro units typical constraints concern the discharge rate, spillage limits,
reservoir storage and effect on downstream units. As for the thermal units,
they must usually satisfy minimum up- and down-time constraints and upper
and lower bounds over the produced power when the unit is operational,
ramp rate constraints limiting the increase or decrease of generated power
from one period to the next, and others. Both thermal and hydro units have
*nonlinear* behavior. For instance, in thermal units the fuel cost is
usually taken as quadratic in the generated energy abd the start-up
cost is a nonlinear (reverse exponential, but with options for "banking")
function of the time between the shutdown and the subsequent startup. For
hydro units, the generated energy is a complex nonlinear nonseparable
function of the turbined water and the *water head*. Hence, UC is in
general a (potentially, nonconvex) Mixed-Integer Nonlinear Problem. Since
decisions have to be taken well in advance of actual operations, it is
also in general *uncertain* [TWFL15] because some parameters influencing
the decisions (energy demand, production from renewables, natural inflows in
the water basins, ...) are can only be estimated with potentially large
errors. For a more detailed description of the problem you can check the
WikipediA page.

We have developed a generator of *determinisitc* UC problems that
strives to produce "realistic" instances. The generator produces a generating
set with "small", "medium" and "large" thermal units in realistic proportions;
the characteristics of each unit are then randomly generated within a set of
realistic parameters, depending on the type of the unit. The generator has
been used for testing several approaches to the solution of UC-related
problems, see the bibliography section.

The original C++ generator is available at the OR-Library. A more advanced version, allowing XML output and with a manual, can be found here (184Kb, .tgz); please read the accluded Manual for information about compilation, usage and format of the produced instances.

A more advanced generator, taking into account ramping constraints, is currently under development. For the time being, we distribute a set of ramp-constrained thermal and hydro-thermal instances that we have used to test the approaches; they are available both here (508Kb, .zip) and at the OR-Library. The format of the instances is described in the file Format.pdf, distributed together with the instances. The new generator will also be distributed, when ready.

This is a distribution of five *stochastic* hydro-thermal UC instances
generated by *Murilo Reolon Scuzziato* to realistically represent a
typical Brazilian case, where hydro production is predominant. Due to the
significant size of the corresponding mathematical formulations, decomposition
techniques are typically necessary in order to get solutions [ScFF17]. The
structure of the instances is quite complex, and described in
this document. The instances
themselves can be downloaded here.

[Betal01] A. Borghetti, A. Frangioni, F. Lacalandra, A. Lodi, S. Martello,
C.A. Nucci, A. Trebbi
"Lagrangian
Relaxation and Tabu Search Approaches for the Unit Commitment Problem"
*Proceedings IEEE 2001 Powerteck Porto Conference*, J.T. Saraiva and
M.A. Matos editors, Vol. **3**, Paper n. **PSO5-397**, 2001

[BFLN03] A. Borghetti, A. Frangioni, F. Lacalandra and C.A. Nucci
"Lagrangian
Heuristics Based on Disaggregated Bundle Methods for Hydrothermal Unit
Commitment" *IEEE Transactions on Power Systems*, **18**(1),
p. 313 - 323, 2003

[BFLNP03] A. Borghetti, A. Frangioni, F. Lacalandra, C.A. Nucci, P. Pelacchi
"Using of a
cost-based Unit Commitment algorithm to assist bidding strategy decisions"
*Proceedings IEEE 2003 Powerteck Bologna Conference*, A. Borghetti,
C.A. Nucci and M. Paolone editors, Paper n. **547**, 2003

[FrGe06a] A. Frangioni, C. Gentile
"Perspective
Cuts for a class of convex 0-1 Mixed Integer Programs" *Mathematical
Programming* **106**(2), p. 225 - 236, 2006

[FrGe06b] A. Frangioni, C. Gentile
"Solving
nonlinear single-unit commitment problems with ramping constraints"
*Operations Research* **54**(4), p. 767 - 775, 2006

[FrGL08] A. Frangioni, C. Gentile, F. Lacalandra
"Solving Unit
Commitment Problems with General Ramp Contraints" *International Journal
of Electrical Power and Energy Systems* **30**, 316–326, 2008

[FrGL09] A. Frangioni, C. Gentile, F. Lacalandra
"Tighter
Approximated MILP Formulations for Unit Commitment Problems" *IEEE
Transactions on Power Systems* **24**(1), 105–113, 2009

[FrGL11] A. Frangioni, C. Gentile, F. Lacalandra
"Sequential
Lagrangian-MILP Approaches for Unit Commitment Problems" *International
Journal of Electrical Power and Energy Systems* **33**, 585–593,
2011

[ScFF17] M.R. Scuzziato, E.C. Finardi, A. Frangioni
"Different
Decomposition Strategies to Solve Stochastic Hydrothermal Unit Commitment
Problems" *Technical Report*, Dipartimento di Informatica,
Università di Pisa 2017

[TWFL15] M. Tahanan, W. van Ackooij, A. Frangioni, F. Lacalandra
"Large-scale
Unit Commitment under uncertainty" *4OR* **13**(2), 115—171,
2015