Proximal Bundle Methods in Unit Commitment Optimization

The augmented use of renewable energy sources will increase the volatility of the residual load in the next few years. Under these circumstances, the existing numerical methods for solving the unit commitment problem reach the performance limits in terms of their rate of convergence. Therefore new methods with a higher convergence are necessary in the unit commitment optimization. This paper intends to exemplify the use of Proximal Bundle Methods in large scale unit commitment.