From micro to macro structure: a journey in company of the Unit Commitment problem
Presenter
February 28, 2023
Abstract
The fact that "challenging problems motivate methodological advances", as obvious as it may seem, is nonetheless very true. I was drawn long ago to Unit Commitment problems because of a specific methodology, but studying it led us to interesting results for entirely different ones. This talk will summarise on (the current status of) a long journey of discovery that ebbed and flowed between different notions of structure, starting from the "macro" one of spatial decomposition and its algorithmic implications, descending to the "micro" one of the Perspective Reformulation of tiny fragments of the problem, putting both back together to full-problem size with the definition of strong but large formulations (and the nontrivial trade-offs they entail), and finally skyrocketing to large- and huge-scale problems (stochastic UC, stochastic reservoirs optimization, long-term energy system design) where UC (and its sub-structures) is but one of the multiple nested forms of structure. The talk will necessarily have to focus on a few of the results that hopefully have broader usefulness than just UC, among which a recent one on the Convex Hull of Star-Shaped MINLPs, but it will also try to give a broad-brush of the larger picture, with some time devoted to discussing the nontrivial implications of actually implementing solution methods for huge-scale problems with multiple nested form of heterogeneous structure and the (surely partial and tentative) attempts at tackling these issues within the SMS++ modelling system.