Box-Based Temporal Decomposition of Multi-Period Economic Dispatch for Two-Stage Robust Unit Commitment

To ensure the feasibility of a unit commitment (UC) schedule under uncertainty, most existing two-stage robust UC methods formulate their second-stage problems as a multi-period economic dispatch (ED) problem with dynamic constraints, which does not properly model real-time ED where dynamic constrai...

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Bibliographic Details
Published in:IEEE transactions on power systems Vol. 34; no. 4; pp. 3109 - 3118
Main Authors: Cho, Youngchae, Ishizaki, Takayuki, Ramdani, Nacim, Imura, Jun-ichi
Format: Journal Article
Language:English
Published: New York IEEE 01.07.2019
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Institute of Electrical and Electronics Engineers
Subjects:
Computer simulation
Constraint modelling
Cut generation algorithm
Economic models
Feasibility
Load modeling
Mathematics
multi-period economic dispatch (ED)
non-anticipativity
Optimization and Control
Planning
Power dispatch
Power system dynamics
Real-time systems
robust unit commitment (UC)
Robustness
Schedules
Stochastic processes
Uncertainty
Unit commitment
ISSN:0885-8950, 1558-0679
Online Access:Get full text
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Summary:To ensure the feasibility of a unit commitment (UC) schedule under uncertainty, most existing two-stage robust UC methods formulate their second-stage problems as a multi-period economic dispatch (ED) problem with dynamic constraints, which does not properly model real-time ED where dynamic constraints relevant to the future operation are not certifiable. This paper proposes a two-stage robust UC method where a UC schedule and a box in a feasible operation set of each power source as its new feasible operation set are determined. As the multi-period ED problem with the refined feasible set at the second stage has no dynamic constraint, it is identical to a series of single-period ED problems. By modeling real-time ED as the single-period ED problems whose solutions depend only on uncertainties at the corresponding timeslots, the proposed method presents a practical framework of non-anticipative robust UC. Simulation results with a 118-bus system demonstrate the performance of the proposed method.
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ISSN:0885-8950
1558-0679
DOI:10.1109/TPWRS.2019.2896349