Abstract
We present a parallel and asynchronous decomposition algorithm for solving security constrained unit commitment (SCUC) problem under contingency events in system components in combination with uncertain wind power generation. The problem is formulated as a two-stage stochastic mixed-integer program, where the first stage schedules slow generators and the second stage adjusts the schedules for fast generators and dispatches power for a given contingency event. Our algorithm uses an asynchronous variant of the Lagrangian dual decomposition that can better handle high imbalance in computational times for scenario subproblems (which are themselves mixed-integer programs). We also present a special case of the SCUC problem that considers a deterministic wind power generation and develop a Benders decomposition for solving this special case. In our computational study, we solve the SCUC model for the WECC 225-bus system that incorporates the single contingency events on transmission lines. We show that the asynchronous algorithm can significantly reduce solution times (by up to a factor of eight) of an off-the-shelf synchronous dual decomposition algorithm.
Published Version
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