Security-constrained unit commitment SCUC is an important tool for independent system\r\noperators in the day-ahead electric power market. A serious issue arises that the energy\r\nrealizability of the staircase generation schedules obtained in traditional SCUC cannot be\r\nguaranteed. This paper focuses on addressing this issue, and the basic idea is to formulate the\r\npower output of thermal units as piecewise-linear function. All individual unit constraints and\r\nsystemwide constraints are then reformulated. The new SCUC formulation is solved within the\r\nLagrangian relaxation LR framework, in which a double dynamic programming method is\r\ndeveloped to solve individual unit subproblems. Numerical testing is performed for a 6-bus\r\nsystem and an IEEE 118-bus system on Microsoft Visual C# .NET platform. It is shown that the\r\nenergy realizability of generation schedules obtained from the new formulation is guaranteed.\r\nComparative case study is conducted between LR and mixed integer linear programming MILP\r\nin solving the new formulation. Numerical results show that the near-optimal solution can be\r\nobtained efficiently by the proposed LR-based method.
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