A Computational Framework for Uncertainty Quantification and Stochastic Optimization in Unit Commitment with Wind Power Generation

We present a computational framework for integrating a state-of-the-art numerical weather prediction (NWP) model in stochastic unit commitment/energy dispatch formulations that account for wind power uncertainty. We first enhance the NWP model with an ensemble-based uncertainty quantification strategy implemented in a distributed-memory parallel computing architecture. We discuss computational issues arising in the implementation of the … Read more

Two-Stage Robust Unit Commitment Problem

As an energy market transforms from a regulated market to a deregulated one, the demands for a power plant are highly uncertain. In this paper, we study a two-stage robust optimization formulation and provide a tractable solution approach for the problem. The computational experiments show the effectiveness of our approach. ArticleDownload View PDF