A hybrid stochastic/interval approach to transmission-constrained unit commitment
A hybrid stochastic/interval approach to transmission-constrained unit commitment
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DOI：
10.1109/pesgm.2015.7285684
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发表时间：
2015-07
期刊：
影响因子：
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通讯作者：
Y. Dvorkin;H. Pandžić;M. Ortega-Vazquez;D. Kirschen
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文献类型：
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作者：
Y. Dvorkin;H. Pandžić;M. Ortega-Vazquez;D. Kirschen
仅提供摘要形式。本文提出了一种新的输电约束机组组合方法，该方法结合了成本有效但计算量大的随机优化和昂贵但易于处理的区间优化技术来管理预期净负荷的不确定性。建议的混合机组组合方法应用随机配方的初始运行时间的优化视野，在此期间的风预测是更准确的，然后切换到间隔配方的剩余时间。切换时间进行了优化，以平衡成本的未对冲的不确定性，从随机机组承诺对区间机组承诺制定的安全溢价的成本。这些混合动力，随机，和间隔配方进行了比较，使用Monte Carlo模拟修改后的24总线IEEE可靠性测试系统。结果表明，建议的机组组合制定的结果中最便宜的提前一天的时间表之间的所有配方，可以解决在相同的时间作为一个完整的随机机组组合。然而，如果切换时间的范围被减小，则在并行计算实现中的混合公式在计算时间方面优于随机公式。
Summary form only given. This paper proposes a new transmission-constrained unit commitment method that combines the cost-efficient but computationally demanding stochastic optimization and the expensive but tractable interval optimization techniques to manage uncertainty on the expected net load. The proposed hybrid unit commitment approach applies the stochastic formulation to the initial operating hours of the optimization horizon, during which the wind forecasts are more accurate, and then switches to the interval formulation for the remaining hours. The switching time is optimized to balance the cost of unhedged uncertainty from the stochastic unit commitment against the cost of the security premium of the interval unit commitment formulation. These hybrid, stochastic, and interval formulations are compared using Monte Carlo simulations on a modified 24-bus IEEE Reliability Test System. The results demonstrate that the proposed unit commitment formulation results in the least expensive day-ahead schedule among all formulations and can be solved in the same amount of time as a full stochastic unit commitment. However, if the range of the switching time is reduced, the hybrid formulation in the parallel computing implementation outperforms the stochastic formulation in terms of computing time.