Abstract
The increasing penetration of uncertain generation such as wind and solar in power systems imposes new challenges to the unit commitment (UC) problem, one of the most critical tasks in power systems operations. The two most common approaches to address these challenges — stochastic and robust optimization — have drawbacks that restrict their application to real-world systems. This paper demonstrates that, by considering dispatchable wind and a box uncertainty set for wind availability, a fully adaptive two-stage robust UC formulation, which is typically a bi-level problem with outer mixed-integer program (MIP) and inner bilinear program, can be translated into an equivalent single-level MIP. Experiments on the IEEE 118-bus test system show that computation time, wind curtailment, and operational costs can be significantly reduced in the proposed unified stochastic–robust approach compared to both pure stochastic approach and pure robust approach, including budget of uncertainty.
Highlights
In recent years, higher penetration of variable and uncertain generation has challenged independent system operators (ISOs) to maintain a reliable and still economical operation of power systems
This paper rises up to various current challenges in the unit commitment (UC) problem by providing the following contributions: 1. Under the case in which wind power availability is modeled through a box uncertainty set, and assuming that wind power can be curtailed, we prove that the usually non-linear and NPhard [6] second stage of a fully adaptive robust UC problem has an equivalent linear program (LP) representation, which solves in polynomial time
This paper presents a single-level mixed-integer linear programming formulation (MIP) for fully adaptive robust unit commitment (UC) with dispatchable wind
Summary
Higher penetration of variable and uncertain generation (e.g., wind and solar power) has challenged independent system operators (ISOs) to maintain a reliable and still economical operation of power systems To achieve this and to be prepared for future demand, ISOs decide about startup and shutdown schedules of generating units some time (typically a day) up front by solving the so-called unit commitment (UC) problem, whose main objective is to minimize operational costs while meeting power system constraints. Under the case in which wind power availability is modeled through a box uncertainty set, and assuming that wind power can be curtailed, we prove that the usually non-linear and NPhard [6] second stage of a fully adaptive robust UC problem has an equivalent linear program (LP) representation, which solves in polynomial time.
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