Stochastic security-constrained unit commitment

doi:10.1109/TPWRS.2007.894843

2007-05-01

777

PRE

Lei Wu *

Mohammad Shahidehpour

Tao Li

DOI：10.1109/TPWRS.2007.894843

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摘要

En 中文

This paper presents a stochastic model for the longterm solution of security-constrained unit commitment (SCUC). The proposed approach could be used by vertically integrated utilities as well as the ISOs in electricity markets. In this model, random disturbances, such as outages of generation units and transmission lines as well as load forecasting inaccuracies, are modeled as scenario trees using the Monte Carlo simulation method. For dual optimization, coupling constraints among scenarios are relaxed and the optimization problem is decomposed into deterministic longterm SCUC subproblems. For each deterministic long-term SCUC, resource constraints represent fuel find emission constraints (in the case of vertically integrated utilities) and energy constraints (in the case of electricity markets). Lagrangian relaxation is used to decompose subproblems with long-term SCUC into tractable short-term MIP-based SCUC subproblems without resource constraints. Accordingly, penalty prices (Lagrangian multipliers) are signals to coordinate the master problem and small-scale subproblems. Computational requirements for solving scenario-based optimization models depend on the number of scenarios in which the objective is to minimize the weighted-average generation cost over the entire scenario tree. In large scale applications, the scenario reduction method is introduced for enhancing a tradeoff between calculation speed and accuracy of long-term SCUC solution. Numerical simulations indicate the effectiveness of the proposed approach for solving the stochastic security-constrained unit commitment.

Keyword:

Lagrangian relaxation

mixed integer program

Monte Carlo simulation

random power outages

scenario aggregation

security-constrained unit commitment

subgradient method

uncertainty