Robust Security-constrained Unit Commitment Research Articles

Robust Security-Constrained Unit Commitment and Dispatch With Recourse Cost Requirement

With increasing renewable energy resources, price- sensitive loads, and electric-vehicle charging stations in the power grid, uncertainties on both power generation and consumption sides become critical factors in the Security-Constrained Unit Commitment (SCUC) problem. Recently, worst scenario based robust optimization approaches are employed to consider uncertainties. This paper proposes a non-conservative robust SCUC model and an effective solution approach. The contributions of this paper are three-fold. First, the commitment and dispatch solution obtained in this paper can be directly used in day-ahead market as it overcomes two issues, conservativeness and absence of robust dispatch, which are the two largest obstacles to applying robust SCUC in real markets. Secondly, a new concept recourse cost requirement, similar to reserve requirement, is proposed to define the upper bound of re-dispatch cost when uncertainties are revealed. Thirdly, a novel decomposition approach is proposed to effectively address the well-known computational challenge in robust approaches. Simulation results on the IEEE 118-bus system validate the effectiveness of the proposed novel model and solution approach.

Necessary Conditions of Line Congestions in Uncertainty Accommodation

In this letter, a set of general necessary conditions for line congestions are established during ramping delivery, i.e., the redispatch process for uncertainty accommodation. Mathematically, the consideration of all line flow constraints may cause the intractability of the max-min problem in robust security-constrained unit commitment and dispatch. Without solving time-consuming linear programming (LP) problems, the lines that will not be congested can be quickly identified based on the necessary conditions and corresponding line flow constraints can be removed from the max-min subproblem in robust approaches. A promising application of the conditions is presented via the preprocessed max-min problem with high computational performance.

Robust SCUC Considering Continuous/Discrete Uncertainties and Quick-Start Units: A Two-Stage Robust Optimization With Mixed-Integer Recourse

This paper presents a comprehensive two-stage robust security-constrained unit commitment (SCUC) approach, which minimizes the operation cost of the base case while guaranteeing that the robust solution can be adaptively and securely adjusted in response to continuous load and wind uncertainty intervals as well as discrete $N-K$ generation and transmission contingency security criteria. In addition, corrective capabilities of both non-quick-start and quick-start units are rigorously formulated. Specifically, unit commitment of quick-start units is adaptively adjusted in the recourse stage for satisfying security constraints under various uncertainties, which introduces mixed-integer recourse to the proposed two-stage robust SCUC model. The proposed model is solved by the combination of modified Benders decomposition (BD) method and column-and-constraint generation (C&CG) algorithm, which decompose the original problem into a master UC problem for the base case and security checking subproblems for uncertainties. Numerical case studies on the modified IEEE 118-bus system illustrate the effectiveness of the proposed robust SCUC approach. Although the modified BD does not provide the tightest lower bound and may not guarantee the global optimality, robustness performance tests indicate that a reasonable threshold on the violation of security checking subproblems would guarantee good enough solutions from engineering point of view.

Comparison of variant robust SCUC models for operational security and economics of power systems under uncertainty

In electricity market, security-constrained unit commitment (SCUC) utilizes the detailed market information submitted by market participants to provide a financially viable and physically feasible unit commitment solution for Independent system operators (ISOs)/regional transmission owners (RTOs). With the dramatic increase of renewable energy resources in recent years, the robust optimization approach has been recently explored for solving the SCUC problem with various uncertainties. This paper focuses on the following questions: How variant robust SCUC models in terms of different worst-case definitions could impact operational security and economics of power systems under uncertainties? In addition, what is the proper robust SCUC model that can meet specific market operation needs of ISOs/RTOs for effectively operating the system? Four different robust SCUC models are investigated, including: (1) Minimax load shedding robust model, (2) Minimax economic dispatch (ED) cost robust model, (3) Minimax variance robust model, and (4) Minimax regret robust model. Outer approximation (OA) and Benders’ decomposition (BD) are used to solve the four robust models. Numerical case studies compare the performance of the four models and analyze their distinct characteristics for the market economic operation (such as locational marginal prices (LMP), regret costs, and base case costs) and system secure operation (such as load shedding (LS) quantities and Do-Not-Exceed (DNE) limits of power systems under uncertainties.

On the Robust Solution to SCUC With Load and Wind Uncertainty Correlations

With the increasing penetration of variable renewable generations, independent system operators (ISOs)/regional transmission organizations (RTOs) are faced with new challenges for the secure and economic operation of power systems. This paper proposes an effective approach for deriving robust solutions to the security-constrained unit commitment (SCUC) problem, which considers load and wind uncertainties via interval numbers. Different from most robust optimization-based SCUC approaches in literature which explore robust unit commitment (UC) solutions for immunizing against the worst economic scenario in terms of the highest minimum dispatch cost, the proposed robust SCUC model minimizes operation cost for the base case while guaranteeing that the robust UC and dispatch solutions could be adaptively and securely adjusted in response to uncertain intervals. Thus, the proposed model achieves smaller unit commitment costs while maintaining the solution robustness as compared with literature. In addition, the proposed model describes base case dispatches and corrective actions in uncertain intervals, which is more consistent with the current day-ahead and real-time markets. Furthermore, besides budget constraints used in literature, this paper also considers load and wind variability correlations in constructing uncertain intervals, which would eliminate unlike-to-happen scenarios and further limit the level of conservatism of the robust solution. The proposed robust SCUC model is solved by Benders decomposition, which decomposes the original problem into a master UC problem for the base case and subproblems for the base case network evaluation and the security checking for uncertain intervals. Feasibility cuts are generated and fed back to the master problem for further iterations when violations are identified in subproblems. Numerical case studies on the modified IEEE 118-bus system illustrate the effectiveness of the proposed robust SCUC model for the secure and economic operation of power systems under various uncertainties.