Approximate Chance-Constrained Unit Commitment Under Wind Energy Penetration

Abstract

We study a multi-period unit commitment problem under wind energy penetration, in which the load balance is enforced with a predefined confidence level across the whole system and over the planning horizon. Since, except for special cases, chance-constrained problems are non-convex, we analyze two relaxations of the load balance based upon robust optimization ideas and estimated quantiles of the marginal distributions of the net load processes. The approximation proposals are benchmarked against the well-known scenario approximation. Under the scenario approach, we also analyze a simple decomposition strategy to find a lower bound of the approximate problem, when the latter becomes intractable due the size of the set of scenarios. The reliability of the obtained solutions as well as their runtimes are examined on three widespread test systems.

Quantitative Analysis on Time-series Nodal Voltages in Linear-time Intervals

“…Historically, these inaccuracies have been managed by spinning reserves and automatic generation control (AGC) [16,17]. However, due to the rapid integration of variable renewable energies (VREs) (e.g., wind farms, solar sites) which brings into uncertainty with more fluctuate and unpredictable loading conditions, there is no guarantee that solutions obtained at specific time points will satisfy constraints at non-specified time points, especially for binding constraints [18,19]. Thus an efficient and accurate OPF algorithm that can guarantee all the involving operational constraints, including the load balance, thermal, and voltage limits, on all the nodes, over all the snapshots under a time horizon, are critical to maintain power system reliability and security.…”