An improved dynamic programming algorithm for security-constrained unit commitment under spatial-temporal decomposition framework

Abstract

The security-constrained unit commitment with AC power flow constraints (AC-SCUC) is a typical NP-hard problem, which is difficult to be solved by traditional methods in a reasonable time. In this paper, it is decomposed into a number of tractable subproblems in both spatial and temporal dimensions, and then solved by an improved dynamic programming (IDP) algorithm. Different from traditional dynamic programming (DP) algorithms, which need to enumerate each unit status at each period, we just need to determine the start and end periods of each consecutive status. Such that the state space can be reduced greatly. Moreover, compared with traditional DP algorithms, which acquire the optimal cost of each decision by iteration, IDP directly obtains them through a closed-form solution technique without iteration, and thus has higher computational efficiency. Case studies on various test systems demonstrate the effectiveness of the proposed algorithm.