This paper presents a mixed-integer linear programming (MILP) formulation of start-up (SU) and shut-down (SD) power trajectories of thermal units. Multiple SU power-trajectories and costs are modeled according to how long the unit has been offline. The proposed formulation significantly reduces the computational burden in comparison with others commonly found in the literature. This is because the formulation is 1) tighter, i.e., the relaxed solution is nearer to the optimal integer solution; and 2) more compact, i.e., it needs fewer constraints, variables and nonzero elements in the constraint matrix. For illustration, the self-unit commitment problem faced by a thermal unit is employed. We provide computational results comparing the proposed formulation with others found in the literature.