VNS based heuristic for solving the Unit Commitment problem

Unit commitment problem for thermal units consists of finding an optimal electricity production plan in a long time horizon. In this paper, we propose an hybrid approach which combines Variable Neighborhood Search metaheuristic and mathematical programming to solve this NP-Hard problem. For each period, the economic dispatch problem which can be formulated as a convex programming problem is solved by the Lambda iteration method. Extensive computational experiments are performed on well-known test instances from literature. The proposed method successfully solved both small and large scale problems and offers the best results for the problem compared to the well-known metaheuristics used for solving it.