A Novel Decomposition Method for MILP and Its Application to Optimal Operation of a Thermal Storage System.

Abstract

A novel decomposition method for solving large scale mixed-integer linear programming (MILP) problems with the block angular structure is proposed to efficiently conduct the operational planning of energy supply systems with thermal storage units. The method is composed of solving two types of problems repeatedly: One is a large-scale MILP master problem with the values of part of integer variables fixed from the results of the other; The latter is a small-scale MILP subproblem with the values of simplex multipliers obtained from the results of the former. The method is applied to the operational planning of a heat supply system with cold and hot water tanks. The validity and effectiveness of the method is evaluated in terms of solution optimality and computation time. As a result, it turns out that the method is superior to conventional branch and bound methods with the depth-first and best-bound searches.