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.
Ding, T., Yang, Q., Liu, X., Huang, C., Yang, Y., Wang, M., & Blaabjerg, F. (2019). Duality-Free Decomposition Based Data-Driven Stochastic Security-Constrained Unit Commitment. I E E E Transactions on Sustainable Energy, 10(1), 82-93. . https://doi.org/10.1109/TSTE.2018.2825361