Robust unit commitment with dispatchable wind power

Robust unit commitment with dispatchable wind power

Morales-Espana, G. (TU Delft Algorithmics)
Lorca, Álvaro (Pontificia Universidad Católica de Chile)
de Weerdt, M.M. (TU Delft Algorithmics)

2018-02

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.

Dispatchable wind
Robust optimization
Stochastic optimization
Unit commitment
Wind curtailment

http://resolver.tudelft.nl/uuid:988182ea-2e31-4dc3-90c1-fbfe634eeb99

https://doi.org/10.1016/j.epsr.2017.10.002

0378-7796

Electric Power Systems Research, 155, 58-66

Institutional Repository

journal article

© 2018 G. Morales-Espana, Álvaro Lorca, M.M. de Weerdt