Journal ArticleDOI
Security-Constrained Unit Commitment With Volatile Wind Power Generation
TLDR
In this article, a security-constrained unit commitment (SCUC) algorithm is proposed for managing the security of power system operation by taking into account the intermittency and volatility of wind power generation.Abstract:
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.read more
Citations
More filters
Journal ArticleDOI
Robust Unit Commitment With Wind Power and Pumped Storage Hydro
TL;DR: In this paper, the authors proposed 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.
Journal ArticleDOI
A Chance-Constrained Two-Stage Stochastic Program for Unit Commitment With Uncertain Wind Power Output
TL;DR: In this article, a combined sample average approximation (SAA) algorithm is developed to solve the unit commitment problem with uncertain wind power output, and the convergence property and the solution validation process of the proposed combined SAA algorithm is discussed and presented in the paper.
Journal ArticleDOI
Stochastic Optimization for Unit Commitment—A Review
TL;DR: The works that have contributed to the modeling and computational aspects of stochastic optimization (SO) based UC are reviewed to help transform research advances into real-world applications.
Journal ArticleDOI
A review of combined approaches for prediction of short-term wind speed and power
TL;DR: In this article, a comprehensive research about the combined models is called on for how these models are constructed and affect the forecasting performance, and an up-to-date annotated bibliography of the wind forecasting literature is presented.
Journal ArticleDOI
Chance-Constrained Optimal Power Flow: Risk-Aware Network Control under Uncertainty ∗
TL;DR: 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, which can lead to frequent conditions where power line flow ratings are significantly exceeded.
References
More filters
Book
Monte Carlo Methods in Financial Engineering
TL;DR: This paper presents a meta-modelling procedure that automates the very labor-intensive and therefore time-heavy and therefore expensive and expensive process of manually computing random numbers and random Variables.
Journal ArticleDOI
Scenario Reduction in Stochastic Programming
TL;DR: Arguments from stability analysis indicate that Fortet-Mourier type probability metrics may serve as such canonical metrics in a convex stochastic programming problem with a discrete initial probability distribution.
Proceedings ArticleDOI
Scenario reduction and scenario tree construction for power management problems
TL;DR: Numerical experience is reported for constructing scenario trees for the load and spot market prices entering a stochastic portfolio management model of a German utility.
Journal ArticleDOI
Impacts of Wind Power on Thermal Generation Unit Commitment and Dispatch
TL;DR: In this paper, the impacts of large-scale wind power on system operations from cost, reliability, and environmental perspectives are assessed using a time series of observed and predicted 15-min average wind speeds at foreseen onshore and offshore-wind farm locations.
Journal ArticleDOI
Scenario reduction in stochastic programming: An approach using probability metrics
TL;DR: Arguments from stability analysis indicate that Fortet-Mourier type probability metrics may serve as such canonical metrics and efficient algorithms are developed that determine optimal reduced measures approximately.