Security-constrained unit commitment (SCUC) is one of the most important optimisation problems for operation planning of power systems. Indeed, with the fast expansion of power grids and the increasing growth of heterogeneous market participants in electricity markets, the day-ahead SCUC continuously encounters significant performance challenges. To improve the computational performance of SCUC and achieve solutions of good quality, an integrated framework which combines a data-driven approach and a variable-aggregation method is presented in this study. The variable-aggregation method effectively approximates the original network security constraints with a reduced number of variables. Moreover, as aggregated constraints could reduce the feasible region of the original SCUC and potentially degrade solution quality for certain SCUC instances, it is preferable to only apply such an aggregation approach towards difficult SCUC instances. Therefore, a data-driven classification method, by adopting relevant SCUC input data as features, is integrated to first predict whether a SCUC instance is ‘easy’ or ‘hard’. To this end, the integrated framework could improve the overall performance of SCUC instances, by and large, in terms of computational efficiency and solution quality. Numerical results illustrate the effectiveness of the proposed integrated framework.
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