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Robust Security-Constrained Unit Commitment and Dispatch With Recourse Cost Requirement
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DOI：10.1109/TPWRS.2015.2493162.png)
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Abstract
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With increasing renewable energy resources, price-sensitive loads, and electric-vehicle charging stations in the power grid, uncertainties on both power generation and consumption sides become critical factors in the Security-Constrained Unit Commitment (SCUC) problem. Recently, worst scenario based robust optimization approaches are employed to consider uncertainties. This paper proposes a non-conservative robust SCUC model and an effective solution approach. The contributions of this paper are three-fold. First, the commitment and dispatch solution obtained in this paper can be directly used in day-ahead market as it overcomes two issues, conservativeness and absence of robust dispatch, which are the two largest obstacles to applying robust SCUC in real markets. Secondly, a new concept recourse cost requirement, similar to reserve requirement, is proposed to define the upper bound of re-dispatch cost when uncertainties are revealed. Thirdly, a novel decomposition approach is proposed to effectively address the well-known computational challenge in robust approaches. Simulation results on the IEEE 118-bus system validate the effectiveness of the proposed novel model and solution approach.
Keywords:
Recourse cost
redispatch
renewable energy
robust optimization
robust security-constrained unit commitment
uncertainty
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