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Robust Integer Programming and Flexible Scheduling of Electricity Loads


R. Vujanic

Computational Management Science, London UK

After the liberalization of the electricity sector, new markets have emerged including markets for network ancillary services. Large electricity consumers’ interest in participating in these markets is growing as they see an opportunity to make profits by selling flexibility of consumption. Indeed, time margins for shifting part of their scheduled consumption often exist, and they can be used to provide said flexibility. On the other hand, such large consumers operate on schedules which are typically settled one week in advance. Therefore, if flexibility is to be offered, the schedules themselves have to be flexible, i.e. they have to be able to support consumption shifts without incurring into infeasibility problems (e.g. related to safety constraints). We tackle the problem of generating such flexible schedules and propose an approach based on robust integer optimization. We formulate the above problem as a scheduling problem subject to uncertainty, and show that the solution of the corresponding robust counterpart is the flexible schedule. For this, we construct an uncertainty with a particular structure and develop a new explicit robust counterpart. We verify that the proposed method works with an example involving the scheduling of two cement milling machines.


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