Multi-objective unit commitment with wind penetration and emission concerns under stochastic and fuzzy uncertainties

Recent years have witnessed the ever increasing renewable penetration in power generation systems, which entails modern unit commitment problems with modelling and computation burdens. This study aims to simulate the impacts of manifold uncertainties on system operation with emission concerns. First, probability theory and fuzzy set theory are applied to jointly represent the uncertainties such as wind generation, load fluctuation and unit outage that interleaved in unit commitment problems. Second, a Value-at-Risk-based multi-objective approach is developed as a bridge of existing stochastic and robust unit commitment optimizations, which not only captures the inherent conflict between operation cost and supply reliability, but also provides easy-to-adjust robustness against worst-case scenarios. Third, a multi-objective algorithm that integrates fuzzy simulation and particle swarm optimization is developed to achieve approximate Pareto-optimal solutions. The research effectiveness is exemplified by two case studies: The comparison between test systems with and without generation uncertainty demonstrates that this study is practicable and can suggest operational insights of generation mix systems. The sensitivity analysis on Value-at-Risk proves that our method can achieve adequate tradeoff between performance optimality and robustness, thus help system operators in making informed decisions. Finally, the model and algorithm comparisons also justify the superiority of this research.

[1]  Furong Li,et al.  New Problem Formulation of Emission Constrained Generation Mix , 2013, IEEE Transactions on Power Systems.

[2]  Lothar Thiele,et al.  Comparison of Multiobjective Evolutionary Algorithms: Empirical Results , 2000, Evolutionary Computation.

[3]  Y.-K. Liu,et al.  Convergent results about the use of fuzzy simulation in fuzzy optimization problems , 2006, IEEE Transactions on Fuzzy Systems.

[4]  M. O'Malley,et al.  Unit Commitment for Systems With Significant Wind Penetration , 2009, IEEE Transactions on Power Systems.

[5]  Rahmat-Allah Hooshmand,et al.  Short term electric load forecasting by wavelet transform and grey model improved by PSO (particle swarm optimization) algorithm , 2014 .

[6]  M. Shahidehpour,et al.  Unit Commitment With Probabilistic Spinning Reserve and Interruptible Load Considerations , 2009, IEEE Transactions on Power Systems.

[7]  Witold Pedrycz,et al.  Value-at-Risk-Based Two-Stage Fuzzy Facility Location Problems , 2009, IEEE Transactions on Industrial Informatics.

[8]  Ping-Teng Chang,et al.  /spl alpha/-cut fuzzy arithmetic: simplifying rules and a fuzzy function optimization with a decision variable , 2006, IEEE Transactions on Fuzzy Systems.

[9]  A. Ghanbarzadeh,et al.  Application of PSO (particle swarm optimization) and GA (genetic algorithm) techniques on demand est , 2010 .

[10]  Bo Wang,et al.  Two-Stage Multi-Objective Unit Commitment Optimization Under Hybrid Uncertainties , 2016, IEEE Transactions on Power Systems.

[11]  Ruiwei Jiang,et al.  Robust Unit Commitment With Wind Power and Pumped Storage Hydro , 2012, IEEE Transactions on Power Systems.

[12]  Joao P. S. Catalao,et al.  A probabilistic approach to solve the economic dispatch problem with intermittent renewable energy sources , 2015 .

[13]  Junzo Watada,et al.  Fuzzy-Portfolio-Selection Models With Value-at-Risk , 2011, IEEE Transactions on Fuzzy Systems.

[14]  Hao Tian,et al.  Improved gravitational search algorithm for unit commitment considering uncertainty of wind power , 2014, Energy.

[15]  D. Duffie,et al.  An Overview of Value at Risk , 1997 .

[16]  Xiaohui Yuan,et al.  An improved PSO for dynamic load dispatch of generators with valve-point effects , 2009 .

[17]  Yasuo Suzuoki,et al.  Integrated electricity and heating demand-side management for wind power integration in China , 2014 .

[18]  Yu An,et al.  Exploring the Modeling Capacity of Two-Stage Robust Optimization: Variants of Robust Unit Commitment Model , 2015 .

[19]  G. Papaefthymiou,et al.  MCMC for Wind Power Simulation , 2008, IEEE Transactions on Energy Conversion.

[20]  M. Ortega-Vazquez,et al.  Optimizing the Spinning Reserve Requirements Using a Cost/Benefit Analysis , 2007, IEEE Transactions on Power Systems.

[21]  Xu Andy Sun,et al.  Adaptive Robust Optimization for the Security Constrained Unit Commitment Problem , 2013, IEEE Transactions on Power Systems.

[22]  Anthony Papavasiliou,et al.  Multiarea Stochastic Unit Commitment for High Wind Penetration in a Transmission Constrained Network , 2013, Oper. Res..

[23]  C.D. Vournas,et al.  Reliability Constrained Unit Commitment Using Simulated Annealing , 2006, IEEE Transactions on Power Systems.

[24]  S. M. Shahidehpour,et al.  Short-term generation scheduling with transmission and environmental constraints using an augmented Lagrangian relaxation , 1995 .

[25]  Jianhui Wang,et al.  Stochastic Optimization for Unit Commitment—A Review , 2015, IEEE Transactions on Power Systems.

[26]  Yian-Kui Liu,et al.  Expected value of fuzzy variable and fuzzy expected value models , 2002, IEEE Trans. Fuzzy Syst..

[27]  Witold Pedrycz,et al.  Robust Granular Optimization: A Structured Approach for Optimization Under Integrated Uncertainty , 2015, IEEE Transactions on Fuzzy Systems.

[28]  J. M. Arroyo,et al.  Contingency-Constrained Unit Commitment With $n - K$ Security Criterion: A Robust Optimization Approach , 2011, IEEE Transactions on Power Systems.

[29]  Chanan Singh,et al.  Evolutionary Multi-Objective Day-Ahead Thermal Generation Scheduling in Uncertain Environment , 2013, IEEE Transactions on Power Systems.

[30]  C. Singh,et al.  Including Uncertainty in LOLE Calculation Using Fuzzy Set Theory , 2002 .

[31]  Yuping Huang,et al.  Two-stage stochastic unit commitment model including non-generation resources with conditional value-at-risk constraints , 2014 .

[32]  Sanghamitra Bandyopadhyay,et al.  Multi-Objective Particle Swarm Optimization with time variant inertia and acceleration coefficients , 2007, Inf. Sci..

[33]  Bo Wang,et al.  Supply Reliability and Generation Cost Analysis Due to Load Forecast Uncertainty in Unit Commitment Problems , 2013, IEEE Transactions on Power Systems.

[34]  M. Clerc,et al.  Particle Swarm Optimization , 2006 .

[35]  J. Buckley Fuzzy Probability and Statistics , 2006 .

[36]  D. Kirschen,et al.  Optimal scheduling of spinning reserve , 1999 .