12 citations · 18 across the 3 of their papers we have counts for
5 papers
An Extended Integral Unit Commitment Formulation and an Iterative Algorithm for Convex Hull Pricing
Yanan Yu, Yongpei Guan, Yonghong Chen
To increase market transparency, independent system operators (ISOs) have been working on minimizing uplift payments based on convex hull pricing theorems. However, the large-scale…
An Integral Formulation and Convex Hull Pricing for Unit Commitment
Yanan Yu, Yongpei Guan, Yonghong Chen
Reducing uplift payments has been a challenging problem for most wholesale markets in US. The main difficulty comes from the unit commitment discrete decision makings. Recently con…
A Study of Distributionally Robust Multistage Stochastic Optimization
Jianqiu Huang, Kezhuo Zhou, Yongpei Guan
In this paper, we focus on a data-driven risk-averse multistage stochastic programming (RMSP) model considering distributional robustness. We optimize the RMSP over the worst-case…
Convex Hulls for the Unit Commitment Polytope
Kai Pan, Yongpei Guan
In this paper, we consider the polyhedral structure of the unit commitment polytope. In particular, we provide the convex hull results for the problem under the following different…
A Polyhedral Study of the Integrated Minimum-Up/-Down Time and Ramping Polytope
Kai Pan, Yongpei Guan
In this paper, we study the polyhedral structure of an integrated minimum-up/-down time and ramping polytope, which has broad applications in variant industries. The polytope we st…