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

Abstract

Because wind power spillage is barely considered, the existing robust unit commitment cannot accurately analyze the impacts of wind power accommodation on on/off schedules and spinning reserve requirements of conventional generators and cannot consider the network security limits. In this regard, a novel double-level robust security-constrained unit commitment formulation with optimizable interval of uncertain wind power output is firstly proposed in this paper to obtain allowable interval solutions for wind power generation and provide the optimal schedules for conventional generators to cope with the uncertainty in wind power generation. The proposed double-level model is difficult to be solved because of the invalid dual transform in solution process caused by the coupling relation between the discrete and continuous variables. Therefore, a two-stage iterative solution method based on Benders Decomposition is also presented. The proposed double-level model is transformed into a single-level and twostage robust interval unit commitment model by eliminating the coupling relation, and then this two-stage model can be solved by Benders Decomposition iteratively. Simulation studies on a modified IEEE 26-generator reliability test system connected to a wind farm are conducted to verify the effectiveness and advantages of the proposed model and solution method.

Method for Determining Battery Health

“…There are a number of research work on operation optimization ordinary power plants regarding optimization of unit commitment as can be found in (Zheng, Wang and Liu, 2015;Khazaei et al, 2016). Also, researches considering unit commitment optimization of a power system including renewable sources are present in the literature as in (Lorca and Sun, 2017;Sun et al, 2017). In the case of off-grid operation of the microgrid including genset and different renewable sources, there are researches can be found in (Cristóbal-Monreal and Dufo-López, 2016; Askarzadeh, 2017; Dufo-López et al, 2017a).…”

Robust Day-Ahead Dispatch for Integrated Power-Heat-Gas Microgrid considering Wind Power Uncertainty

“…e second one is that the computational time is unstable. Consequently, the mathematical optimization approaches have been widely researched [21][22][23][24][25][26][27][28][29][30][31][32] due to its advantages of computational efficiency and global optimal solution guarantee.…”

“…However, Li et al and Bertsimas et al [22,23] pointed out that SO requires explicit and accurate distributions of the uncertainty which is an extreme difficulty in wind prediction. As a result, robust optimization (RO) that needs no accurate distributions of the uncertainty has been incrementally adopted in power system research studies to carry out the optimization tasks [16,[29][30][31][32]. Peng et al [29] employed a single-stage robust optimization model to deal with the uncertainties of wind power and load demand.…”

“…However, the research reported that the single-stage robust optimization tends to be overconservative. erefore, the two-stage robust optimization model with "min-max-min" structure has been studied in [16,[30][31][32] to deal with the uncertainty issues. For example, Sun et al [30] employed a two-stage RO to investigate the unit commitment problem for a system with uncertain wind power.…”

“…erefore, the two-stage robust optimization model with "min-max-min" structure has been studied in [16,[30][31][32] to deal with the uncertainty issues. For example, Sun et al [30] employed a two-stage RO to investigate the unit commitment problem for a system with uncertain wind power. Liu et al [31] introduced a twostage RO to achieve cooptimization of energy and reserve dispatch for an integrated power and gas system.…”