Chance-constrained day-ahead scheduling in stochastic power system operation

IEEE Transactions on Power Systems

Volumn 29, Issue 4, 2014, Pages 1583-1591

  Wu, Hongyu ^a   Shahidehpour, Mohammad ^a   Li, Zuyi ^a   Tian, Wei ^a  

^a ILLINOIS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Chance constraints; day ahead scheduling; hourly load forecast errors; random outages of components; stochastic hourly unit commitment; variable renewable sources

Indexed keywords

FORECASTING; MONTE CARLO METHODS; STOCHASTIC MODELS; STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS;

CHANCE CONSTRAINT; DAY-AHEAD SCHEDULING; HOURLY LOAD; RANDOM OUTAGES; RENEWABLE SOURCES; STOCHASTIC HOURLY UNIT COMMITMENT;

SCHEDULING;

EID: 84903315462     PISSN: 08858950     EISSN: None     Source Type: Journal    
DOI: 10.1109/TPWRS.2013.2296438     Document Type: Article

References (37)

1. M. Shahidehpour, H. Yamin, and Z. Li, Market Operations in Electric Power Systems. New York, NY, USA: Wiley, 2002.
2. A. J. Wood and B. F. Wollenberg, Power Generation, Operation, and Control, 2nd ed. New York, NY, USA: Wiley Interscience, 1996.
3. J. Wang, M. Shahidehpour, and Z. Li, "Contingency-constrained reserve requirements in joint energy and ancillary services auction," IEEE Trans. Power Syst., vol. 24, no. 3, pp. 1457-1468, Aug. 2009.
4. J. Wang, M. Shahidehpour, and Z. Li, "Security-constrained unit commitment with volatile wind power generation.," IEEE Trans. Power Syst., vol. 23, no. 3, pp. 1319-1327, Aug. 2008.
5. Y. Hong and S. Wei, "Multiobjective underfrequency load shedding in an autonomous system using hierarchical genetic algorithms," IEEE Trans. Power Delivery, vol. 25, no. 3, pp. 1355-1362, Jul. 2010.
6. A. Khodaei, M. Shahidehpour, and S. Bahramirad, "SCUC with hourly demand response considering intertemporal load characteristics," IEEE Trans. Smart Grid, vol. 2, no. 3, pp. 564-571, Sep. 2011.
7. R. Faranda, A. Pievatolo, and E. Tironi, "Load shedding: A new proposal," IEEE Trans. Power Syst., vol. 22, no. 4, pp. 2086-2093, Nov. 2007. (Pubitemid 350142010)
8. A. Ipakchi and F. Albuyeh, "Grid of the future," IEEE Power and Energy Mag., vol. 7, no. 2, pp. 52-62, 2009.
9. B. C. Ummels, M. Gibescu, E. Pelgrum, W. L. Kling, and A. J. Brand, "Impacts of wind power on thermal generation unit commitment and dispatch," IEEE Trans. Energy Convers., vol. 22, no. 1, pp. 44-51, Mar. 2007. (Pubitemid 46487475)
10. H. H. D. Mangueira, O. R. Saavedra, and J. E. O. Pessanha, "Impact of wind generation on the dispatch of the system: A fuzzy approach," Int. J. Elect. Power Energy Syst., vol. 30, no. 1, pp. 67-72, 2008. (Pubitemid 50013074)
11. A. G. Tsikalakis, N. D. Hatziargyriou, Y. A. Katsigiannis, and P. S. Georgilakis, "Impact of wind power forecasting error bias on the economic operation of autonomous power systems,"Wind Energy, vol. 12, no. 4, pp. 315-331, 2009.
12. L. Wu, M. Shahidehpour, and T. Li, "Cost of reliability analysis based on stochastic unit commitment," IEEE Trans. Power Syst., vol. 23, no. 3, pp. 1364-1374, Aug. 2008.
13. L. Wu, M. Shahidehpour, and T. Li, "Stochastic security-constrained unit commitment," IEEE Trans. Power Syst., vol. 22, no. 2, pp. 800-811, May 2007. (Pubitemid 46746244)
14. A. Tuohy, P. Meibom, E. Denny, and M. O'Malley, "Unit commitment for systems with significant wind penetration," IEEE Trans. Power Syst., vol. 24, no. 2, pp. 592-601, May 2009.
15. P. Meibom et al., "Stochastic optimization model to study the operational impacts of high wind penetrations in Ireland," IEEE Trans. Power Syst., vol. 26, no. 3, pp. 1367-1379, Aug. 2011.
16. J. Morales, A. Conejo, and J. Pérez-Ruiz, "Economic valuation of reserves in power systems with high penetration of wind power," IEEE Trans. Power Syst., vol. 24, no. 2, pp. 900-910, May 2009.
17. T. Szantai, "A computer code for solution of probabilistic- constrained stochastic programming problems," in Numerical Techniques for Stochastic Optimization, Y. Ermoliev and R. J.-B. Wets, Eds. Berlin, Germany: Springer-Verlag, 1988, ch. 10, pp. 230-235.
18. U. A. Ozturk, M. Mazumdar, and B. A. Norman, "A solution to the stochastic unit commitment problem using chance constrained programming," IEEE Trans. Power Syst., vol. 19, no. 3, pp. 1589-1598, Aug. 2004.
19. Q. Wang, Y. Guan, and J. Wang, "A chance-constrained two-stage stochastic program for unit commitment with uncertain wind power output," IEEE Trans. Power Syst., vol. 27, no. 1, pp. 206-215, Feb. 2012.
20. A. J. Conejo, M. Carrión, and J. M. Morales, Decision Making Under Uncertainty in Electricity Markets. New York, NY, USA: Springer-Verlag, 2012.
21. Y. Fu, M. Shahidehpour, and Z. Li, "AC contingency dispatch based on security-constrained unit commitment," IEEE Trans. Power Syst., vol. 21, no. 2, pp. 897-908, May 2006.
22. Q. Zheng, J. Wang, P. M. Pardalos, and Y. Guan, "A decomposition approach to the two-stage stochastic unit commitment problem," Ann. Oper. Res., to be published.
23. L. Wu and M. Shahidehpour, "Accelerating the benders decomposition for network-constrained unit commitment problems," Energy Syst., vol. 1, no. 3, pp. 339-376, Aug. 2010.
24. B. Hodge, A. Florita, K. Orwig, D. Lew, and M. Milligan, "A comparison of wind power and load forecasting error distributions," in Proc. 2012 World Renewable Energy Forum, May 2012.
25. R. Bo and F. Li, "Impact of load forecast uncertainty on LMP," in Proc. Power System Conf. Expo., Mar. 2009, pp. 1-6.
26. California ISO, Integration of Renewable Resources: Technical Appendices for California ISO Renewable Integration Studies Version 1. [Online]. Available: http://www.caiso.com/282d/282d85c9391b0.pdf.
27. M. E. Khodayar, M. Shahidehpour, and L. Wu, "Enhancing the dispatchability of variable wind generation by coordination with pumpedstorage hydro units in stochastic power systems," IEEE Trans. Power Syst., to be published.
28. H. Bludszuweit, J. Dominguez-Navarro, and A. Llombart, "Statistical analysis of wind power forecast error," IEEE Trans. Power Syst., vol. 23, no. 3, pp. 983-991, Aug. 2008.
29. R. Henrion, "Introduction to chance-constrained programming," Tutorial Paper for the Stochastic Programming Community Home Page, 2004.
30. A. Prékopa, Stochastic Programming. Dordrecht, The Netherlands: Kluwer, 1995.
31. J. Valenzuela and M. Mazumdar, "Monte Carlo computation of power generation production costs under operating constraints," IEEE Trans. Power Syst., vol. 16, no. 4, pp. 671-677, Nov. 2001. (Pubitemid 33106113)
32. Q. Zhai, X. Guan, J. Cheng, and H. Wu, "Fast identification of inactive security constraints in SCUC problems," IEEE Trans. Power Syst., vol. 25, no. 4, pp. 1946-1954, Nov. 2010.
33. H. Wu, X. Guan, Q. Zhai, and H. Ye, "A systematic method for constructing feasible solution to SCUC problem with analytical feasibility conditions," IEEE Trans. Power Syst., vol. 27, no. 1, pp. 526-534, Feb. 2012.
34. ILOG CPLEX, ILOG CPLEX Homepage 2009, Nov. 2010. [Online]. Available: http://www.ilog.com.
35. J. J. Shaw, "A direct method for security-constrained unit commitment," IEEE Trans. Power Syst., vol. 10, no. 3, pp. 1329-1342, Aug. 1995.
36. J. Dupač;ová, N. Gröwe-Kuska, and W. Römisch, "Scenario reduction in stochastic programming: An approach using probability metrics," Math. Program., vol. A, no. 95, pp. 493-511, 2003. (Pubitemid 44769765)
37. L. Wu, M. Shahidehpour, and Z. Li, "Comparison of scenario-based and interval optimization approaches to stochastic SCUC," IEEE Trans. Power Syst., vol. 27, no. 2, pp. 913-921, May 2012.