An MILP approach for short-term hydro scheduling and unit commitment with head-dependent reservoir

The paper deals with a unit commitment problem of a generation company whose aim is to find the optimal scheduling of a multiunit pump-storage hydro power station, for a short term period in which the electricity prices are forecasted. The problem has a mixed-integer nonlinear structure, which makes very hard to handle the corresponding mathematical models. However, modern mixed-integer linear programming (MILP) software tools have reached a high efficiency, both in terms of solution accuracy and computing time. Hence we introduce MILP models of increasing complexity, which allow to accurately represent most of the hydroelectric system characteristics, and turn out to be computationally solvable. In particular we present a model that takes into account the head effects on power production through an enhanced linearization technique, and turns out to be more general and efficient than those available in the literature. The practical behavior of the models is analyzed through computational experiments on real-world data.