Robust planning upon unit commitment

Abstract

Introducing operational flexibility in power system planning has motivated the development of planning models to be built upon and validated by unit commitment. While handling uncertainty, these models form a holistic robust optimization that makes three groups of decisions in a single model, namely investment, commitment, and dispatch. A dilemma arises when aligning commitment with other decisions, either on the same layer with investment or with dispatch—the former makes the model easy to solve but violates the decision-making process in reality, while the latter creates a triple-layer optimization with a mixed-integer inner layer that is harder to solve. A tractable routine is proposed for the latter with a nested decomposition algorithm to contribute a technique that splits the investment and commitment decisions for power system planning under uncertainty, which is well suited to the real-world infrastructure investment decision process.