Comparing Modeling Alternatives for Solving a Non-Linear Single Hydro Unit Commitment Problem

A wide range of real world optimization problems involves continuous decisions and non-linearities. Each non-linear component of such problems can be modeled either linearly or non-linearly, considering or not additional integer variables. This results into different modeling choices that can drastically impact the solution time and quality. In this paper, we evaluate representative modeling alternatives, including common models from the literature as well as new models featuring less common functions. The single Hydro Unit Commitment problem (1-HUC) is a non-linear use case considered. The non-linearities involved come from the power produced. The power is defined as a two-dimensional non-convex and non-concave function of the water flow and head decision variables, the latter being itself a one-dimensional concave function of the turbined volume. We consider both the general problem and a common special case, assuming that the water head is fixed. Several available solvers are used for each non-linear model and the best virtual solver is retained to focus on the model capabilities rather than on the solver performance. Based on the numerical experiments, three models stand out as the most efficient in terms of computational time, solution quality and feasibility, sometimes in a counter-intuitive manner. For each of these models, a solver is highlighted as the most adequate