As renewable energy increasingly penetrates into power grid systems, new challenges arise for system operators to keep the systems reliable under uncertain circumstances, while ensuring high utilization of renewable energy. With the naturally intermittent renewable energy, such as wind energy, playing more important roles, system robustness becomes a must. In this paper, we propose a robust optimization approach to accommodate wind output uncertainty, with the objective of providing a robust unit commitment schedule for the thermal generators in the day-ahead market that minimizes the total cost under the worst wind power output scenario. Robust optimization models the randomness using an uncertainty set which includes the worst-case scenario, and protects this scenario under the minimal increment of costs. In our approach, the power system will be more reliable because the worst-case scenario has been considered. In addition, we introduce a variable to control the conservatism of our model, by which we can avoid over-protection. By considering pumped-storage units, the total cost is reduced significantly.

Robust Unit Commitment With Wind Power and Pumped Storage Hydro

In this paper, we present a unit commitment problem with uncertain wind power output. The problem is formulated as a chance-constrained two-stage (CCTS) stochastic program. Our model ensures that, with high probability, a large portion of the wind power output at each operating hour will be utilized. The proposed model includes both the two-stage stochastic program and the chance-constrained stochastic program features. These types of problems are challenging and have never been studied together before, even though the algorithms for the two-stage stochastic program and the chance-constrained stochastic program have been recently developed separately. In this paper, a combined sample average approximation (SAA) algorithm is developed to solve the model effectively. The convergence property and the solution validation process of our proposed combined SAA algorithm is discussed and presented in the paper. Finally, computational results indicate that increasing the utilization of wind power output might increase the total power generation cost, and our experiments also verify that the proposed algorithm can solve large-scale power grid optimization problems.

A Chance-Constrained Two-Stage Stochastic Program for Unit Commitment With Uncertain Wind Power Output

Optimization models have been widely used in the power industry to aid the decision-making process of scheduling and dispatching electric power generation resources, a process known as unit commitment (UC). Since UC’s birth, there have been two major waves of revolution on UC research and real life practice. The first wave has made mixed integer programming stand out from the early solution and modeling approaches for deterministic UC, such as priority list, dynamic programming, and Lagrangian relaxation. With the high penetration of renewable energy, increasing deregulation of the electricity industry, and growing demands on system reliability, the next wave is focused on transitioning from traditional deterministic approaches to stochastic optimization for unit commitment. Since the literature has grown rapidly in the past several years, this paper is to review the works that have contributed to the modeling and computational aspects of stochastic optimization (SO) based UC. Relevant lines of future research are also discussed to help transform research advances into real-world applications.

Stochastic Optimization for Unit Commitment—A Review

With the continuous increase of wind power penetration in power systems, the problems caused by the volatile nature of wind speed and its occurrence in the system operations such as scheduling and dispatching have drawn attention of system operators, utilities and researchers towards the state-of-the-art wind speed and power forecasting methods These methods have the required capability of reducing the influence of the intermittent wind power on system operations as well as of harvesting the wind energy effectively In this context, combining different methodologies in order to circumvent the challenging model selection and take advantage of the unique strength of plausible models have recently emerged as a promising research area Therefore, a comprehensive research about the combined models is called on for how these models are constructed and affect the forecasting performance Aiming to fill the mentioned research gap, this paper outlines the combined forecasting approaches and presents an up-to date annotated bibliography of the wind forecasting literature Furthermore, the paper also points out the possible further research directions of combined techniques so as to help the researchers in the field develop more effective wind speed and power forecasting methods

A review of combined approaches for prediction of short-term wind speed and power

When uncontrollable resources fluctuate, optimal power flow (OPF), routinely used by the electric power industry to redispatch hourly controllable generation (coal, gas, and hydro plants) over control areas of transmission networks, can result in grid instability and, potentially, cascading outages. This risk arises because OPF dispatch is computed without awareness of major uncertainty, in particular fluctuations in renewable output. As a result, grid operation under OPF with renewable variability can lead to frequent conditions where power line flow ratings are significantly exceeded. Such a condition, which is borne by our simulations of real grids, is considered undesirable in power engineering practice. Possibly, it can lead to a risky outcome that compromises grid stability---line tripping. Smart grid goals include a commitment to large penetration of highly fluctuating renewables, thus calling to reconsider current practices, in particular the use of standard OPF. Our chance-constrained (CC) OPF co...

/pdf/chance-constrained-optimal-power-flow-risk-aware-network-p2vnf2hfkm.pdf

Chance-Constrained Optimal Power Flow: Risk-Aware Network Control under Uncertainty ∗

This paper presents a security-constrained unit commitment (SCUC) algorithm which takes into account the intermittency and volatility of wind power generation. The UC problem is solved in the master problem with the forecasted intermittent wind power generation. Next, possible scenarios are simulated for representing the wind power volatility. The initial dispatch is checked in the subproblem and generation redispatch is considered for satisfying the hourly volatility of wind power in simulated scenarios. If the redispatch fails to mitigate violations, Benders cuts are created and added to the master problem to revise the commitment solution. The iterative process between the commitment problem and the feasibility check subproblem will continue until simulated wind power scenarios can be accommodated by redispatch. Numerical simulations indicate the effectiveness of the proposed SCUC algorithm for managing the security of power system operation by taking into account the intermittency and volatility of wind power generation.

Security-Constrained Unit Commitment With Volatile Wind Power Generation

This paper presents a security-constrained unit commitment(SCUC) algorithm which takes into account the intermittency and volatility of wind power generation. The UC problem is solved in the master problem with the forecasted intermittent wind power generation. Next, possible scenarios are simulated for representing the wind power volatility. The initial dispatch is checked in the subproblem and generation redispatch is considered for satisfying the hourly volatility of wind power in simulated scenarios. If the redispatch fails to mitigate violations, Benders cuts are created and added to the master problem to revise the commitment solution. The iterative process between the commitment problem and the feasibility check subproblem will continue until simulated wind power scenarios can be accommodated by redispatch. Numerical simulations indicate the effectiveness of the proposed SCUC algorithm for managing the security of power system operation by taking into account the intermittency and volatility of wind power generation.

Security-constrained unit commitment with volatile wind power generation

This paper presents a security-constrained unit commitment model for energy and ancillary services auction which can be used by an ISO to optimize reserve requirements in electricity markets. The proposed day-ahead algorithm determines reserve requirements by simulating contingencies rather than specifying the requirements as fixed system constraints. To address the computational complexity, the original auction problem is decomposed into a master problem for solving unit commitment and subproblems for considering network security constraints. Numerical examples show that the proposed joint auction model can clear energy and ancillary services bids simultaneously while minimizing the total operating cost and satisfying transmission security constraints.

Contingency-Constrained Reserve Requirements in Joint Energy and Ancillary Services Auction

The variability and uncertainty of renewable energy resources introduce significant challenges to power system operation. One particular example is the occurrence of ramp capability shortage in real-time dispatch, which can cause power balance violations and price spikes. To meet the increasing need for ramp capability, some independent system operators in the USA have led initiatives to promote the implementation of flexible ramping product (FRP). More potential FRP providers, apart from conventional generators, are being explored, among which battery energy storage (BES) appears to be a feasible option owing to its good controllability and fast responsive characteristics. This study proposes an optimisation model for a BES aggregator to optimally provide FRP in day-ahead energy and reserve markets, aiming to maximise its monetary benefits. The basic concept of FRP is first introduced, including comparisons with traditional ancillary services, pricing mechanisms, and the extensions of market models to integrate FRP. The modes and strategies for BES aggregators to participate in the electricity markets are then addressed. Case studies indicate that an aggregator can gain more profit by optimally allocating its resources among various products than only providing energy and reserves. A sensitivity analysis on several key factors is also conducted.

https://ietresearch.onlinelibrary.wiley.com/doi/epdf/10.1049/iet-gtd.2017.1522

Provision of flexible ramping product by battery energy storage in day-ahead energy and reserve markets

Active network management (ANM) aims to increase the capacity of variable distributed generation (DG), which can be connected to existing distribution networks. In this study, it is proposed to simultaneously consider the efficient use of energy resources when high shares of DG are procured through the ANM approach. To that end, a multi-period and multiobjective optimisation algorithm, based on the linearised optimal power flow, is formulated. The algorithm seeks to maximise the installed capacity of DG while minimising the energy losses and consumption of voltage-dependent loads. The objectives are optimised considering the coordinated operation of voltage regulators and on-load tap changers, and the management of DG generation curtailment and reactive power compensation from DG. Additionally, the effects of load and generation uncertainties are addressed through a two-stage stochastic programming formulation of the multiobjective problem. The result is a set of non-inferior solutions, which allows exploring the degree of conflict among the objectives. The proposed approach was tested on two IEEE test feeders and the solutions show a significant improvement in the system's energy efficiency with a low impact on the amount of connected DG.

/pdf/stochastic-assessment-of-distributed-generation-hosting-4m1zvk1ye4.pdf

Jianhui Wang

Papers

Security-Constrained Unit Commitment With Volatile Wind Power Generation

Security-constrained unit commitment with volatile wind power generation

Contingency-Constrained Reserve Requirements in Joint Energy and Ancillary Services Auction

Provision of flexible ramping product by battery energy storage in day-ahead energy and reserve markets

Stochastic assessment of distributed generation hosting capacity and energy efficiency in active distribution networks