Enhancing Matheuristics for a Thermal Unit Commitment Problem through Kernel Search and Local Branching

Abstract: The unit commitment problem is an important problem arising in the planning and optimization of power system operations. The problem is characterized by the need to determine the optimal scheduling of electrical generators to meet fluctuating demand while minimizing production costs. In this study, we address a thermal unit commitment problem under a staircase cost structure. Despite the encouraging outcomes from the reformulation strategies to the mathematical model, this problem still presents significant challenges. Despite the encouraging outcomes from the re- formulation strategies to the mathematical model, the unit commitment problem still presents significant challenges. We propose a novel two-phase matheuristic framework that first employs a constructive heuristic to generate high-quality initial solutions, followed by an enhancement phase that takes advantage of mechanisms such as local branching and kernel search methods. Experimental results on real- world instances demonstrate the effectiveness and value of each of the matheuristic components and that the proposed approach consistently outperforms standard solvers and existing heuristics, particularly for large-scale instances.