Abstract
The unit commitment problem is an important problem for electric power utilities. The unit commitment problem is to determine the schedule of power generating units and the generating level of each unit. The decisions are which units to commit at each time period and at what level to generate power meeting the electricity demand. In this paper we propose a new stochastic programming programming model in which on/off scheduling of generators is made before the value of random demand is known. The solution approach is based on the Lagrangian relaxation method and dynamic programming.
