Big-M based MILP method for SCUC considering allowable wind power output interval and its adjustable conservativeness

Abstract

In contrast to most existing works on robust unit commitment (UC), this study proposes a novel big-M-based mixed-integer linear programming (MILP) method to solve security-constrained UC problems considering the allowable wind power output interval and its adjustable conservativeness. The wind power accommodation capability is usually limited by spinning reserve requirements and transmission line capacity in power systems with large-scale wind power integration. Therefore, by employing the big-M method and adding auxiliary 0-1 binary variables to describe the allowable wind power output interval, a bilinear programming problem meeting the security constraints of system operation is presented. Furthermore, an adjustable confidence level was introduced into the proposed robust optimization model to decrease the level of conservatism of the robust solutions. This can establish a trade-off between economy and security. To develop an MILP problem that can be solved by commercial solvers such as CPLEX, the big-M method is utilized again to represent the bilinear formulation as a series of linear inequality constraints and approximately address the nonlinear formulation caused by the adjustable conservativeness. Simulation studies on a modified IEEE 26-generator reliability test system connected to wind farms were performed to confirm the effectiveness and advantages of the proposed method.