Multistage Robust Unit Commitment with Dynamic Uncertainty Sets and Energy Storage

The deep penetration of wind and solar power is a critical component of the future power grid. However, the intermittency and stochasticity of these renewable resources bring significant challenges to the reliable and economic operation of power systems. Motivated by these challenges, we present a multistage adaptive robust optimization model for the unit commitment (UC) … Read more

A Study of Three-Period Ramp-Up Polytope

We study the polyhedron of the unit commitment problem, and consider a relaxation involving the ramping constraints. We study the three-period ramp-up polytope, and describe the convex-hull using a new class of inequalities. Citation [1] J. Ostrowski, M. F. Anjos, and A. Vannelli, \Tight mixed integer linear programming formulations for the unit commitment problem,” Power … Read more

The Ramping Polytope and Cut Generation for the Unit Commitment Problem

We present a perfect formulation for a single generator in the unit commitment problem, inspired by the dynamic programming approach taken by Frangioni and Gentile. This generator can have characteristics such as ramping constraints, time-dependent start-up costs, and start-up/shut-down ramping. To develop this perfect formulation we extend the result of Balas on unions of polyhedra … Read more

The Value of Stochastic Programming in Day-Ahead and Intraday Generation Unit Commitment

The recent expansion of renewable energy supplies has prompted the development of a variety of efficient stochastic optimization models and solution techniques for hydro-thermal scheduling. However, little has been published about the added value of stochastic models over deterministic ones. In the context of day-ahead and intraday unit commitment under wind uncertainty, we compare two-stage … Read more

Tight and Compact MIP Formulation of Configuration-Based Combined-Cycle Units

Private investors, flexibility, efficiency and environmental requirements from deregulated markets have led the existence and building of a significant number of combined-cycle gas turbines (CCGTs) in many power systems. These plants represent a complicated optimization problem for the short-term planning unit commitment (UC) carried out by independent system operators due to their multiple operating configurations. … Read more

Robust Unit Commitment with Dispatchable Wind: An LP Reformulation of the Second Stage

Abstract— The increasing penetration of uncertain generation such as wind and solar in power systems imposes new challenges to the Unit Commitment (UC) problem, one of the most critical tasks in power systems operations. The two most common approaches to address these challenges — stochastic and robust optimization — have drawbacks that prevent or restrict their … Read more

Power-Capacity and Ramp-Capability Reserves for Wind Integration in Power-Based UC

This paper proposes a power-based network-constrained unit commitment (UC) model as an alternative to the traditional deterministic UCs to deal with wind generation uncertainty. The formulation draws a clear distinction between power-capacity and ramp-capability reserves to deal with wind production uncertainty. These power and ramp requirements can be obtained from wind forecast information. The model … Read more

Unit commitment with valve-point loading effect

Valve-point loading affects the input-output characteristics of generating units, bringing the fuel costs nonlinear and nonsmooth. This has been considered in the solution of load dispatch problems, but not in the planning phase of unit commitment. This paper presents a mathematical optimization model for the thermal unit commitment problem considering valve-point loading. The formulation is … Read more

Temporal vs. Stochastic Granularity in Thermal Generation Capacity Planning with Wind Power

We propose a stochastic generation expansion model, where we represent the long-term uncertainty in the availability and variability in the weekly wind pattern with multiple scenarios. Scenario reduction is conducted to select a representative set of scenarios for the long-term wind power uncertainty. We assume that the short-term wind forecast error induces an additional amount … Read more

Robust Unit Commitment Problem with Demand Response and Wind Energy

To improve the efficiency in power generation and to reduce the greenhouse gas emission, both Demand Response (DR) strategy and intermittent renewable energy have been proposed or applied in electric power systems. However, the uncertainty and the generation pattern in wind farms and the complexity of demand side management pose huge challenges in power system … Read more