Continuous Time Multi-Stage Stochastic Unit Commitment With Storage

Hreinsson, Kari; Scaglione, Anna; Analui, Bita

doi:10.1109/tpwrs.2019.2923207

Cited by 23 publications

(11 citation statements)

References 33 publications

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“…The hourly spinning reserve requirement is determined in [32] and is guaranteed by Equations (22) and (23). The parameter sr d t,s represents the expected inter-hourly increase in power demand between t and t +1 and sr w t,s represents the most likely wind power loss calculated from historical data.…”

Section: Power System Characteristicsmentioning

confidence: 99%

Unit commitment in a hybrid diesel/wind/pumped‐storage isolated power system considering the net demand intra‐hourly variability

Fernández-Muñoz

Pérez‐Díaz

2021

IET Renewable Power Gen

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This paper presents a novel two-stage stochastic mixed-integer linear programming model for the generation scheduling of a hybrid diesel/wind/pumped-storage power system that considers the intra-hourly net demand variability during the first stage. The model aims to minimise the scheduling cost, calculates the power system storage opportunity cost and considers that the start-up cost of thermal units depends on the time passed since the previous shutdown in a detailed manner for the first stage (i.e. using integer variables) and in an approximate manner (relaxing the integrality constraints) for the second stage. To increase the model's computational efficiency, a solution approach based on the Benders decomposition technique is applied. The model is implemented in the real power system of El Hierro island, an isolated hybrid diesel/wind/pumped-storage power system with a closed-loop pumped-storage plant and high wind power installed capacity. The schedules provided by the proposed model are compared to the ones provided by a similar model that does not consider the intra-hourly net demand variability, resulting in generation schedules with a significantly lower wind energy curtailment. The results demonstrate the importance of considering the intra-hourly net demand variability in order to integrate more wind energy at a moderate extra cost.

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Section: Power System Characteristicsmentioning

confidence: 99%

Unit commitment in a hybrid diesel/wind/pumped‐storage isolated power system considering the net demand intra‐hourly variability

Fernández-Muñoz

Pérez‐Díaz

2021

IET Renewable Power Gen

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“…As shown for general energy storage devices in [4] and [9], the integral relation between Bernstein polynomials of degree three and four:…”

Section: Volume Constraintsmentioning

confidence: 99%

“…The smooth transition is necessary for the continuity constraints that will be applied to the thermal production variables in Section II-J. Constraint (35) captures the starts and stops of the generator, which are accounted for in the objective function (9). Thermal generators can be slow to change their power output, and so ramping constraints are implemented in a similar way as for the HVDC cables in (32):…”

Section: H Thermal Generation Constraintsmentioning

confidence: 99%

“…This work was later extended to include energy storage devices in [4], which has applications in optimal control of charging electric vehicles according to queue theory [5], [6] and the scheduling of batteries in balancing markets [7]. A stochastic continuous-time model was formulated for unit commitment and reserve scheduling problem in [8], with the inclusion of energy storage in [9] and a method for load estimation and scenario generation in [10]. Applications to other areas within the power system operations field are also emerging, such as the active distribution network model in [11].…”

Section: Introductionmentioning

confidence: 99%

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Hydrothermal Scheduling in the Continuous-Time Framework

Naversen,

Helseth,

et al. 2019

Preprint

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Continuous-time optimization models have successfully been used to capture the impact of ramping limitations in power systems. In this paper, the continuous-time framework is adapted to model flexible hydropower resources interacting with slow-ramping thermal generators to minimize the cost of system operation. To accurately represent the non-linear hydropower production function with forbidden production zones, additional binary variables must be used when linearizing the discharge variables. In addition, the continuity constraints on the individual plants must be relaxed to allow discontinuous jumps in power production. A case study of a hydropower area connected to a thermal area through a controllable high-voltage direct current (HVDC) cable is presented, which shows how the flexibility of the hydropower can reduce the need for ramping by thermal units triggered by intermittent renewable power generation. A reduction of 34% of the structural imbalances in the system is achieved by using the continuous-time model.

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“…Constrained ordinal optimization technique was used in solving S-NCUC [11]. The synergy between VRE and storage was studied in the context of a multi-stage stochastic model [12]. A multi-stage model using stochastic dual dynamic integer programming was proposed in [13].…”

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confidence: 99%