Two-stage network constrained robust unit commitment problem

Jiang, Ruiwei; Zhang, Muhong; Li, Guang; Guan, Yongpei

doi:10.1016/j.ejor.2013.09.028

Cited by 123 publications

(106 citation statements)

References 32 publications

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“…When the contingency elements and load demand are known, the operation problem is minimum load shedding, which is widely applied to the security judgement of expansion planning [8,9,20]. Thus these models for identifying the worst-or best-case scenarios under N-k contingency and interval loads can be comprehended as a two-stage robust optimization problem [15]. Figure 1 is a diagram of the model.…”

Section: Model Assumptionsmentioning

confidence: 99%

“…The MILP can be mathematically solved by mature optimization software. The mathematical method of linear bi-level optimization has already been matured [15,17]; hence, the paper mainly uses strong duality and linearization method for the bi-level model solution. (3) Detailed analyses of N-k contingencies with IEEE-RTS-24 and IEEE-118 bus systems were performed.…”

Section: Motivationmentioning

confidence: 99%

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An N-k Analytic Method of Composite Generation and Transmission with Interval Load

2017

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N-k contingency estimation plays a very important role in the operation and expansion planning of power systems, the method of which is traditionally based on heuristic screening. This paper stringently analyzes the best and worst states of power systems given the uncertainties of N-k contingency and interval load. For the sake of simplification and tractable computation, an approximate direct current (DC) power flow model was used. Rigorous optimization models were established for identifying the worst and best scenarios considering the contingencies of generators and transmission lines together with their uncertain loads. It is very useful to identify the worst N-k contingencies with interval loads. If the worst existing scenario meets security standards, all scenarios must satisfy it. The mathematical model established for finding the worst N-k contingency with interval load is a bi-level optimization model. In this paper, strong duality theory and mathematical linearization were applied to the solution of bi-level optimization. The computational results of standard cases validate the effectiveness of the proposed method and illustrate that generator contingency has more impact on minimum load shedding than transmission line contingency.Keywords: mixed integer linear programming; interval load; the worst contingency of power system; minimum load shedding; transmission expansion planning

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Section: Model Assumptionsmentioning

confidence: 99%

Section: Motivationmentioning

confidence: 99%

An N-k Analytic Method of Composite Generation and Transmission with Interval Load

2017

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“…Uncertainty sets can be conveniently constructed based on the CIs of the corresponding random variables, which can further be statistically inferred from the historical data of water inflow. For example, following [38] and [22], we can define a budget-constrained uncertainty set for as follows:…”

Section: Uncertainty Sets and A Var Modelmentioning

confidence: 99%

“…In a weekly generation scheduling problem as considered in this paper, this approximation results in a large-scale formulation whose computational burden can be significantly higher than that of the robust optimization (RO) approach. In the literature, RO approaches have recently been applied in various problems, including UC (see, e.g., [21], [22], and [23]), system security (see, e.g., [24]), plug-in hybrid electric vehicles (see, e.g., [25]), and offering strategies (see, e.g., [26] and [27]). A key feature separating our approach from the classical RO ones is that we employ a vector autoregressive (VAR) model to analyze the seasonality of the water inflow, and accordingly generate the forecasted value and CI.…”

Section: Introductionmentioning

confidence: 99%

Weekly Two-Stage Robust Generation Scheduling for Hydrothermal Power Systems

Dashti

Conejo

Jiang

et al. 2016

IEEE Trans. Power Syst.

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Abstract-As compared to short-term forecasting (e.g., 1 day), it is often challenging to accurately forecast the volume of precipitation in a medium-term horizon (e.g., 1 week). As a result, fluctuations in water inflow can trigger generation shortage and electricity price spikes in a power system with major or predominant hydro resources. In this paper, we study a two-stage robust scheduling approach for a hydrothermal power system. We consider water inflow uncertainty and employ a vector autoregressive (VAR) model to represent its seasonality and accordingly construct an uncertainty set in the robust optimization approach. We design a Benders' decomposition algorithm to solve this problem. Results are presented for the proposed approach on a real-world case study.

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“…[62], [63], [64], [65], [66]. It provides a fundamental robust optimization model in power systems operation.…”

Section: Robust Optimizationmentioning

confidence: 99%

Advanced optimization methods for power systems

Panciatici¹,

Campi

Garatti

et al. 2014

2014 Power Systems Computation Conference

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Abstract-Power system planning and operation offers multitudinous opportunities for optimization methods. In practice, these problems are generally large-scale, non-linear, subject to uncertainties, and combine both continuous and discrete variables. In the recent years, a number of complementary theoretical advances in addressing such problems have been obtained in the field of applied mathematics. The paper introduces a selection of these advances in the fields of non-convex optimization, in mixedinteger programming, and in optimization under uncertainty. The practical relevance of these developments for power systems planning and operation are discussed, and the opportunities for combining them, together with high-performance computing and big data infrastructures, as well as novel machine learning and randomized algorithms, are highlighted.

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Two-stage network constrained robust unit commitment problem

Cited by 123 publications

References 32 publications

An N-k Analytic Method of Composite Generation and Transmission with Interval Load

An N-k Analytic Method of Composite Generation and Transmission with Interval Load

Weekly Two-Stage Robust Generation Scheduling for Hydrothermal Power Systems

Advanced optimization methods for power systems

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