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Joint Chance-Constrained Unit Commitment: Statistically Feasible Robust Optimization With Learning-to-Optimize Acceleration

delete2024-09-01
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PRE
AI
J
Jinhao Liang
W
Wenqian Jiang
C
Chenbei Lu
C
Chenye Wu *
DOI:10.1109/TPWRS.2024.3351435delete
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Abstract

Abstract

En 中文
Renewable energy penetration increases the power grid's operational uncertainty, threatening the economic effectiveness and reliability of the grid. In this article, we examine how uncertainty affects unit commitment (UC), a classical electricity market procedure. Stochastic programming has helped handle uncertainty for UC and performed well with distribution knowledge, but the lack of such information in practice deteriorates the effectiveness. Such a dilemma becomes more pronounced when dealing with joint chance constraints solely based on samples. To address this issue, we introduce statistical feasibility into UC and develop robust sample-based algorithms employing appropriate uncertainty sets to hedge uncertainty without distribution dependence. We also propose a learn-to-optimize acceleration method to convexify UC. Furthermore, we construct an optimization kernel to boost computational efficiency.
Keywords:
Uncertainty
Optimization
Renewable energy sources
Generators
Stochastic processes
Kernel
Computational efficiency
Chance-constrained programming
robust optimization
statistical feasibility
unit commitment

Journal

IEEE Transactions on Power Systems cover
IEEE Transactions on Power Systems
IF:
7.2
Papers:
1.1W
Citations:
5.0W

Organization

T
tsinghua university
Scholars:
11.7W
Papers: 10.0W
Citations: 137
T
The Chinese University of Hong Kong, Shenzhen
Scholars:
4.3K
Papers: 4.0K
Citations: 7