Robust hydrothermal scheduling under load uncertainty using information gap decision theory

Abstract

Summary This paper investigates the application of a robust method to solve the problem of Daily Hydrothermal Generation Scheduling (DHGS). The Unit Commitment is implemented in restructured power systems by Independent System Operators to obtain an economic hourly generation schedule intended for the daily-ahead market. The application of Mixed-Integer Non-Linear Programming to deal with the DHGS problem has been discussed in this paper using Information Gap Decision Theory (IGDT) to assess a robust strategy for Independent System Operator. It is noted that the problem's uncertainty is due to load demand characterized using an IGDT method. The IGDT's concept is to model the uncertainty as an unbounded gap in the available information. Besides, this paper presents a model for risk-constrained DHGS to minimize the cost under uncertain load. This approach optimizes the robustness of decision-making strategy. Copyright © 2015 John Wiley & Sons, Ltd.