Combining Dantzig-Wolfe and Benders decompositions to solve a large-scale nuclear outage planning problem

Rodolphe Griset (1, 2) , Pascale Bendotti (1) , Boris Detienne (2, 3, 4) , Marc Porcheron (1) , Halil Şen (2) , François Vanderbeck (2, 3)

1 EDF R&D OSIRIS - Optimisation, Simulation, Risque et Statistiques pour les Marchés de l’Energie
2 Realopt - Reformulations based algorithms for Combinatorial Optimization
3 IMB - Institut de Mathématiques de Bordeaux
4 EDGE - Formulations étendues et méthodes de décomposition pour des problèmes génériques d'optimisation

Optimizing nuclear unit outages is of significant economic importance for the French electricity company EDF, as these outages induce a substitute production by other more expensive means to fulfill electricity demand. This problem is quite challenging given the specific operating constraints of nuclear units, the stochasticity of both the demand and non-nuclear units availability, and the scale of the instances. To tackle these difficulties we use a combined decomposition approach. The operating constraints of the nuclear units are built into a Dantzig-Wolfe pricing subproblem whose solutions define the columns of a demand covering formulation. The scenarios of demand and non-nuclear units availability are handled in a Benders decomposition. Our approach is shown to scale up to the real-life instances of the French nuclear fleet.

Mots clés: OR in energy; Nuclear outage scheduling; Integer programming; Dantzig-Wolfe decomposition; Benders decomposition

Domaines: Optimisation et contrôle [math.OC]

Rodolphe Griset, Pascale Bendotti, Boris Detienne, Marc Porcheron, Halil Şen, et al.. Combining Dantzig-Wolfe and Benders decompositions to solve a large-scale nuclear outage planning problem. European Journal of Operational Research, In press, 298 (3), pp.1067-1083. ⟨10.1016/j.ejor.2021.07.018⟩. ⟨hal-03521369⟩