Abstract

We introduce a novel chance-constrained stochastic unit commitment model to address uncertainty in renewables’ production in operations of power systems. For most thermal generators, underlying technical constraints that are universally treated as “hard” by deterministic unit commitment models are in fact based on engineering judgments, such that system operators can periodically request operation outside these limits in non-nominal situations, e.g., to ensure reliability. We incorporate this practical consideration into a chance-constrained stochastic unit commitment model, specifically by infrequently allowing minor deviations from the minimum and maximum thermal generator power output levels. We demonstrate that an extensive form of our model is computationally tractable for medium-sized power systems given modest numbers of scenarios for renewables’ production. We show that the model is able to potentially save significant annual production costs by allowing infrequent and controlled violation of the traditionally hard bounds imposed on thermal generator production limits. Finally, we conduct a sensitivity analysis of optimal solutions to our model under two restricted regimes and observe similar qualitative results.

Highlights

  • The standard unit commitment (UC) problem for power systems operations involves determining which thermal generators should be scheduled to meet projected demand for power over a given time horizon, while ensuring physical and operational constraints are satisfied

  • mixed-integer linear program (MILP) solvers are regularly employed by Independent System Operators (ISOs) and Vertically Integrated Utilities to solve UC instances for real time operations; see, e.g. O’Neill (2017) and Ott (2010)

  • – We present a mathematical formulation for a chance-constrained stochastic UC model where thermal generators are allowed to produce modestly beyond their technical minimum and maximum ratings with a small probability, in order to address discrepancies between forecasted and actual net-load

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Summary

Introduction

The standard unit commitment (UC) problem for power systems operations involves determining which thermal generators should be scheduled to meet projected demand for power over a given time horizon, while ensuring physical and operational constraints are satisfied. A less stringent approach is to assume that some constraints can be violated with a small probability, resulting in chance constrained stochastic programming models. Unlike traditional chance-constrained stochastic programming models where violations are generally unbounded, thermal generators are still restricted by their absolute minimum and maximum ratings. As these absolute maximum ratings are typically proprietary information and unknown to system operators, we take the absolute ratings to be a few percent greater than the prescribed ratings. – We present a mathematical formulation for a chance-constrained stochastic UC model where thermal generators are allowed to produce modestly beyond their technical minimum and maximum ratings with a small probability, in order to address discrepancies between forecasted and actual net-load.

Notation
Mathematical programming model
Choice of the chance constraint
Case study
Computational setup
Comparison of the two test systems
Sensitivity analysis of optimal solution
10 July 2020
Conclusion
Full Text
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