MIP Reformulation for Max-Min Problems in Two-Stage Robust SCUC
Hongxing Ye,Jianhui Wang,Zuyi Li +2 more
TLDR
This paper proposes a new efficient formulation which recasts the max-min problem to a Mixed Integer Programming (MIP) problem using Binary Expansion (BE), and the upper bound of the gap between the new MIP problem and the original max- Min problem is derived.Abstract:
With increasing renewable penetration in power systems, considerable research efforts have been focused on how to accommodate the uncertainties from renewables in the Security-Constraint Unit Commitment (SCUC) problem One of the candidate approaches to handling uncertainties is the two-stage Robust SCUC (RSCUC), which enables system to survive in any scenario The survivability is guaranteed by the solution optimality of the max-min problem in the second stage However, as the non-convex max-min problem is NP-hard, it is difficult to get the exact optimal solution in acceptable time In this paper, we propose a new efficient formulation which recasts the max-min problem to a Mixed Integer Programming (MIP) problem using Binary Expansion (BE) The upper bound of the gap between the new MIP problem and the original max-min problem is derived The gap, which quantifies the solution optimality of the max-min problem, is controllable Two effective acceleration techniques are proposed to improve the performance of the MIP problem by eliminating inactive flow constraints and decomposing time-coupled uncertainty budget constraints Accordingly, the computation burden of solving the max-min problem is reduced tremendously The simulation results for the IEEE 118-Bus system validate and demonstrate the effectiveness of the new BE-based solution approach to the two-stage RSCUC and the acceleration techniquesread more
Citations
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Robust Constrained Operation of Integrated Electricity-Natural Gas System Considering Distributed Natural Gas Storage
TL;DR: Simulations show that the proposed storage model is effective in the robust SCUC solution for IEGS considering possible N − k contingencies with limited natural gas adjustments, and distributed natural gas storage is included to smooth out power system demand curve.
Journal ArticleDOI
Robust Energy and Reserve Scheduling Considering Bulk Energy Storage Units and Wind Uncertainty
TL;DR: In the context of co-optimized electricity markets for energy and reserves under wind uncertainty, this paper addresses the incorporation of bulk energy storage units in day-ahead network-constrained energy and reserve scheduling with a novel two-stage robust optimization approach.
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Power system flexibility: an overview of emergence to evolution
TL;DR: As an influential flexibility solution in current power systems integrated with renewable resources, market design improvement is widely reviewed in this paper, and required modifications in market design mechanisms are investigated pertaining to various time horizons.
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Uncertainty Marginal Price, Transmission Reserve, and Day-Ahead Market Clearing With Robust Unit Commitment
TL;DR: It is found that transmission reserves must be kept explicitly in addition to generation reserves for uncertainty accommodation, and it is proved that Transmission reserves for ramping delivery may lead to Financial Transmission Right (FTR) underfunding in existing markets.
Journal ArticleDOI
Data-Driven Risk-Averse Two-Stage Optimal Stochastic Scheduling of Energy and Reserve With Correlated Wind Power
TL;DR: The proposed method applies the kernel density estimation to establish an ambiguity set of continuous multivariate probability distributions and the optimization model for the integrated dispatch is formulated as a combination of stochastic and robust optimization problems to solve the integrated energy and reserve dispatch problem with variable and correlated renewable energy generation.
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