A Solution to the Chance-Constrained Two-Stage Stochastic Program for Unit Commitment With Wind Energy Integration

Abstract

This paper presents a unit commitment problem with uncertain loads and wind power. A chance-constrained two-stage stochastic program programming formulation is proposed for the stochastic day-ahead scheduling. The loss of load probability (LOLP) and the probability of wind power utilization less than certain level, referred to as loss of wind probability (LOWP), and transmission line overloading probability (TLOP) are modeled as chance constraints, to provide high reliability of power supply and to ensure the high utilization of wind generation. The chance-constrained stochastic programming formulation is converted into an equivalent deterministic formulation by a sequence of approximations and verification. Correlations between loads at different buses and correlations between wind power at different buses are also considered by the proposed approach. Numerical tests are performed on a six-bus system and a modified IEEE 118-bus system. Results validate the viability of the proposed algorithm formulation for the day-ahead stochastic scheduling. The impact of different levels of LOLP and LOWP on the required up/down spinning reserves are also presented in this paper.