Robust Unit Commitment With Wind Power and Pumped Storage Hydro

Abstract

As renewable energy increasingly penetrates into power grid systems, new challenges arise for system operators to keep the systems reliable under uncertain circumstances, while ensuring high utilization of renewable energy. With the naturally intermittent renewable energy, such as wind energy, playing more important roles, system robustness becomes a must. In this paper, we propose a robust optimization approach to accommodate wind output uncertainty, with the objective of providing a robust unit commitment schedule for the thermal generators in the day-ahead market that minimizes the total cost under the worst wind power output scenario. Robust optimization models the randomness using an uncertainty set which includes the worst-case scenario, and protects this scenario under the minimal increment of costs. In our approach, the power system will be more reliable because the worst-case scenario has been considered. In addition, we introduce a variable to control the conservatism of our model, by which we can avoid over-protection. By considering pumped-storage units, the total cost is reduced significantly.

Two‐Stage Robust Security‐Constrained Unit Commitment with Optimizable Interval of Uncertain Wind Power Output

“…Because the bounded uncertainty set considered in robust optimization method with a high solving efficiency is easy to be obtained in reality and the robust optimization strategies can consider the worst case to guarantee the security of power systems operation under all possible scenarios within a given uncertainty set, the robust optimization method applied to UC with uncertain wind power output has become the current research hotspots [9][10][11][12][13][14]. A contingency-constrained UC with an -security criterion based on robust optimization is proposed in [9], 2 Mathematical Problems in Engineering where a single-level equivalent robust counterpart of the original problem is formulated.…”

“…A contingency-constrained UC with an -security criterion based on robust optimization is proposed in [9], 2 Mathematical Problems in Engineering where a single-level equivalent robust counterpart of the original problem is formulated. Bertsimas et al [10] and Jiang et al [11], respectively, propose a two-stage adaptive robust UC model with adjustable uncertainty budget to reduce the conservativeness of conventional robust optimization. Hu et al [12] proposes an effective method to acquire robust solutions to the security-constrained UC (SCUC) problem, which takes wind and load uncertainties into account via interval numbers.…”

“…Hu et al [12] proposes an effective method to acquire robust solutions to the security-constrained UC (SCUC) problem, which takes wind and load uncertainties into account via interval numbers. Based on [11], the uncertainty in demand response is involved in [13] and it assumes that the priceelastic demand curve is also varying within a given range to develop a multistage robust UC model. In [14], a new concept recourse cost defining the upper bound of redispatch cost when uncertainties are revealed is proposed to reduce the conservativeness of robust optimization.…”

“…In [14], a new concept recourse cost defining the upper bound of redispatch cost when uncertainties are revealed is proposed to reduce the conservativeness of robust optimization. All these works [9][10][11][12][13][14] indicate that robust optimization can ensure system security under the worst-case scenario, and, therefore, it is an effective approach for solving optimization problems with uncertainties.…”

“…However, in the existing works [9][10][11][12][13][14], the robust optimization approaches applied to solve UC problem mainly focus on the adjustment of conservativeness of uncertain parameters including wind power output and load as well as demand response. Wind power spillage which is also called "wind power curtailment" is rarely considered in these robust UC models which have a premise that wind power generation can be completely accommodated no matter how much wind power output and its uncertainty are.…”