Duality-Free Decomposition Based Data-Driven Stochastic Security-Constrained Unit Commitment

Tao Ding, Qingrun Yang, Xiyuan Liu, Can Huang, Yongheng Yang, Min Wang, Frede Blaabjerg

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21 Citationer (Scopus)
344 Downloads (Pure)

Abstrakt

To incorporate the superiority of both stochastic and robust approaches, a data-driven stochastic optimization is employed to solve the security-constrained unit commitment model. This approach makes the most use of the historical data to generate a set of possible probability distributions for wind power outputs and then it optimizes the unit commitment under the worst-case probability distribution. However, this model suffers from huge computational burden, as a large number of scenarios are considered. To tackle this issue, a duality-free decomposition method is proposed in this paper. This approach does not require doing duality, which can save a large set of dual variables and constraints, and therefore reduces the computational burden. In addition, the inner max-min problem has a special mathematical structure, where the scenarios have the similar constraint. Thus, the max-min problem can be decomposed into independent sub-problems to be solved in parallel, which further improves the computational efficiency. A numerical study on an IEEE 118-bus system with practical data of a wind power system has demonstrated the effectiveness of the proposal.
OriginalsprogEngelsk
Artikelnummer8334604
TidsskriftI E E E Transactions on Sustainable Energy
Vol/bind10
Udgave nummer1
Sider (fra-til)82-93
Antal sider12
ISSN1949-3029
DOI
StatusUdgivet - jan. 2019

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