Optimization Online


Multistage Robust Unit Commitment with Dynamic Uncertainty Sets and Energy Storage

Alvaro Lorca (alvarolorca***at***gatech.edu)
Andy Sun (andy.sun***at***isye.gatech.edu)

Abstract: The deep penetration of wind and solar power is a critical component of the future power grid. However, the intermittency and stochasticity of these renewable resources bring significant challenges to the reliable and economic operation of power systems. Motivated by these challenges, we present a multistage adaptive robust optimization model for the unit commitment (UC) problem, which models the sequential nature of the dispatch process and utilizes a new type of dynamic uncertainty sets to capture the temporal and spatial correlations of wind and solar power. The model also considers the operation of energy storage devices. We propose a simplified and effective affine policy for dispatch decisions, and develop an efficient algorithmic framework using a combination of constraint generation and duality based reformulation with various improvements. Extensive computational experiments show that the proposed method can efficiently solve multistage robust UC problems on the Polish 2736-bus system under high dimensional uncertainty of 60 wind farms and 30 solar farms. The computational results also suggest that the proposed model leads to significant benefits in both costs and reliability over robust models with traditional uncertainty sets as well as deterministic models with reserve rules.

Keywords: unit commitment, robust optimization, renewable energy, solar power, wind power, energy storage

Category 1: Applications -- OR and Management Sciences

Category 2: Robust Optimization

Citation: . Lorca and A. Sun. Multistage Robust Unit Commitment with Dynamic Uncertainty Sets and Energy Storage. IEEE Transactions on Power Systems, 2016.

Download: [PDF]

Entry Submitted: 04/17/2016
Entry Accepted: 04/17/2016
Entry Last Modified: 08/11/2016

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society