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Multi-Stage Robust Dynamic Unit Commitment Based on Pre-Extended -Fast Robust Dual Dynamic Programming
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DOI：10.1109/TPWRS.2022.3179817.png)
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摘要
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To naturally characterize the long-time sequence coupled equipment such as energy storage systems (ESS) and to enforce the non-anticipativity of dispatch decisions under uncertain renewable energy, a multi-stage robust dynamic unit commitment (MRDUC) model is proposed in this paper. MRDUC transforms the multi-stage robust unit commitment into a dynamic programming form, which is the first attempt to combine day-ahead optimization with intra-day multi-stage robust dynamic dispatch. The unit commitment problem is solved in the pre-stage, and a simulation of intra-day multi-stage economic dispatch is done thereafter, which further refines the UC decision in an iterative way. A pre-extended -fast robust dual dynamic programming (PE-FRDDP) method is proposed to efficiently solve the MRDUC problem, which simultaneously optimizes the day-ahead UC and the intra-day decision policies. Case studies on the modified IEEE 6-Bus and 4 large-scale systems from 300 to 1888 buses demonstrate the effectiveness of the proposed model and the solution methodology.
Keyword:
Optimization
Dynamic programming
Power system dynamics
Generators
Costs
Power systems
Stochastic processes
energy storage systems
multi-stage robust optimization
pre-extended -fast robust dual dynamic programming
unit commitment
期刊
IF:
7.2
论文数:
1.1W
被引数:
5.0W
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