Abstract A novel global optimization algorithm, named center-point (CP) algorithm, is proposed to solve the unit commitment problem with carbon emission trading (UC-CET) in this paper. By solving a sequence of linear continuous-relaxed subproblems and performing line search procedures, the CP algorithm constructs a sequence of perspective-cuts to generate a tight linear approximation of UC-CET. Then the algorithm iteratively finds integer ellipsoid center of the current linear approximation as the trial solutions, and makes the trial solutions close to the optimal solution by searching the neighborhood of these solutions and adding new linear constraints. We build two types of UC-CET models, one of which considers power balance constraints and the other considers DC power flow constraints. Then, based on these models, we compared the CP algorithm with state-of-the-art solver CPLEX. The simulation results show that the proposed algorithm can find high-quality solutions significantly faster than CPLEX and it is suitable to solve large-scale UC-CET problem.

中文翻译：

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具有碳排放权交易的单位承诺快速中心点算法

摘要 本文针对碳排放交易中的单位承诺问题(UC-CET)，提出了一种新的全局优化算法——中心点(CP)算法。通过求解一系列线性连续松弛子问题并执行线搜索过程，CP 算法构造了一系列透视切割以生成 UC-CET 的紧密线性近似。然后算法迭代地找到当前线性近似的整数椭球中心作为试解，并通过搜索这些解的邻域并添加新的线性约束使试解接近最优解。我们构建了两种类型的 UC-CET 模型，一种考虑了功率平衡约束，另一种考虑了直流潮流约束。然后，基于这些模型，我们将 CP 算法与最先进的求解器 CPLEX 进行了比较。仿真结果表明，所提出的算法可以明显比CPLEX更快地找到高质量的解，适用于解决大规模UC-CET问题。