Implement randomization method from XavQiuAhm2021

ANL-CEEESA / UnitCommitment.jl

Optimization package for the Security-Constrained Unit Commitment Problem

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Closed iSoron closed 3 years ago

iSoron commented 3 years ago

This PR implements the instance randomization method described in:

Xavier, Álinson S., Feng Qiu, and Shabbir Ahmed. "Learning to solve large-scale security-constrained unit commitment problems." INFORMS Journal on Computing 33.2 (2021): 739-756. DOI: 10.1287/ijoc.2020.0976

@akazachk If you have time to review this, I'd appreciate any comments.