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Expected Value and Chance Constrained Stochastic Unit Commitment Ensuring Wind Power Utilization

delete2014-11-01
delete92
PRE
AI
C
Chaoyue Zhao *
Q
Qianfan Wang
Jianhui Wang 封面图
Jianhui Wang (Jianhui Wang)
Y
Yongpei Guan
DOI:10.1109/TPWRS.2014.2319260delete
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摘要

摘要

En 中文
This paper proposes an expected value and chance constrained stochastic optimization approach for the unit commitment problem with uncertain wind power output. In the model, the utilization of wind power can be adjusted by changing the utilization rate in the proposed expected value constraint. Meanwhile, the chance constraint is used to restrict the probability of load imbalance. Then a Sample Average Approximation (SAA) method is used to transform the objective function, the expected value constraint, and the chance constraint into sample average reformulations. Furthermore, a combined SAA framework that considers both the expected value and the chance constraints is proposed to construct statistical upper and lower bounds for the optimization problem. Finally, the performance of the proposed algorithm with different utilization rates and different risk levels is tested for a six-bus system. A revised IEEE 118-bus system is also studied to show the scalability of the proposed model and algorithm.
Keyword:
Chance constraint
expected value constraint
sample average approximation
stochastic optimization
unit commitment
wind power
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期刊

IEEE Transactions on Power Systems 封面图
IEEE Transactions on Power Systems
IF:
7.2
论文数:
1.1W
被引数:
5.0W

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alstom
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oklahoma state university - stillwater
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united states department of energy (doe)
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oklahoma state university system
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