An assessment of the impact of stochastic day-ahead SCUC on economic and reliability metrics at multiple timescales

This paper incorporates the stochastic day-ahead security-constrained unit commitment (DASCUC) within a multi-timescale, multi-scheduling application with commitment, dispatch, and automatic generation control. The stochastic DASCUC is solved using a progressive hedging algorithm with constrained ordinal optimization to accelerate the individual scenario solution. Sensitivity studies are performed in the RTS-96 system, and the results show how this new scheduling application would impact costs and reliability with a closer representation of timescales of system operations in practice.

[1]  Mohammad Shahidehpour,et al.  The IEEE Reliability Test System-1996. A report prepared by the Reliability Test System Task Force of the Application of Probability Methods Subcommittee , 1999 .

[2]  David L. Woodruff,et al.  Toward scalable, parallel progressive hedging for stochastic unit commitment , 2013, 2013 IEEE Power & Energy Society General Meeting.

[3]  E. Ela,et al.  Studying the Variability and Uncertainty Impacts of Variable Generation at Multiple Timescales , 2012, IEEE Transactions on Power Systems.

[4]  A. Conejo,et al.  Economic Valuation of Reserves in Power Systems With High Penetration of Wind Power , 2009 .

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

[6]  W.L. Kling,et al.  Impacts of Wind Power on Thermal Generation Unit Commitment and Dispatch , 2007, IEEE Transactions on Energy Conversion.

[7]  Tao Li,et al.  Cost of Reliability Analysis Based on Stochastic Unit Commitment , 2008, IEEE Transactions on Power Systems.

[8]  Feng Gao,et al.  Security-Constrained Unit Commitment Based on a Realizable Energy Delivery Formulation , 2012 .

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

[10]  M. Shahidehpour,et al.  Security-Constrained Unit Commitment With Volatile Wind Power Generation , 2008, IEEE Transactions on Power Systems.

[11]  Bri-Mathias Hodge,et al.  Joint Probability Distribution and Correlation Analysis of Wind and Solar Power Forecast Errors in the Western Interconnection , 2015 .

[12]  Mohammad Shahidehpour,et al.  Stochastic SCUC Solution With Variable Wind Energy Using Constrained Ordinal Optimization , 2014, IEEE Transactions on Sustainable Energy.

[13]  Qianfan Wang,et al.  A chance-constrained two-stage stochastic program for unit commitment with uncertain wind power output , 2012, 2012 IEEE Power and Energy Society General Meeting.

[14]  Xiaohong Guan,et al.  A Systematic Method for Constructing Feasible Solution to SCUC Problem With Analytical Feasibility Conditions , 2012, IEEE Transactions on Power Systems.