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Robust Unit Commitment with Dispatchable Wind: An LP Reformulation of the Second Stage

German Morales-Espa├▒a (gmorales***at***kth.se)

Abstract: Abstract--- 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 ---ástochastic and robust optimization --- have drawbacks that prevent or restrict their application to real-world systems. This paper demonstrates that an adaptive robust UC in which, by considering wind dispatch flexibility, the second-stage problem, usually being non-convex, can be represented with an equivalent linear program (LP). Consequently, the full two-stage robust UC formulation, which is typically a bi-level problem, can be translated into an equivalent single-level mixed-integer program. Experiments on the IEEE 118-bus test system show that the computation time, and the number of scenarios and violations can be significantly reduced in the unified stochastic and robust approach compared to a pure stochastic approach. In this paper, the formulation is evaluated considering dispatchable wind (i.e., allowing wind curtailment), but it can be applied to any uncertain source with the possibility of being curtailed.

Keywords: Stochastic optimization, robust optimization, dispatchable wind, unit commitment.

Category 1: Applications -- Science and Engineering

Category 2: Robust Optimization

Citation: Research Report unpublished

Download: [Postscript][PDF]

Entry Submitted: 09/16/2014
Entry Accepted: 09/16/2014
Entry Last Modified: 07/30/2015

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