Robust Unit Commitment Considering the Temporal and Spatial Correlations of Wind Farms Using a Data-Adaptive Approach

Yipu Zhang, Xiaomeng Ai, Jinyu Wen, Jiakun Fang, Cheng Luo

Research output: Contribution to book/anthology/report/conference proceedingArticle in proceedingResearchpeer-review

1 Citation (Scopus)

Abstract

In robust optimization problems, building a proper uncertainty set for the stochastic variables plays an important role. Due to the restricted mathematical formulations of the uncertainty sets, the results derived from conventional two-stage robust optimization are usually over conservative. In this paper, a novel data-adaptive robust optimization method for the unit commitment is proposed for the power system with wind farms integrated. The extreme scenario extraction and the two stage robust optimization are combined in the proposed method. The data-adaptive set consisting of a few extreme scenarios is derived to reduce the conservativeness by considering the temporal and spatial correlations of multiple wind farms. Numerical results demonstrate that the proposed data-adaptive robust optimization algorithm is less conservative than the current two-stage optimization approaches while maintains the same level of robustness of the solution.
Original languageEnglish
Title of host publicationProceedings of IEEE Power and Energy Society General Meeting (PESGM)
Number of pages5
PublisherIEEE
Publication dateAug 2018
Pages1-5
ISBN (Print)978-1-5386-7704-9
ISBN (Electronic)978-1-5386-7703-2
DOIs
Publication statusPublished - Aug 2018
EventIEEE Power and Energy Society General Meeting (PESGM) - Portland, United States
Duration: 5 Aug 20189 Aug 2018

Conference

ConferenceIEEE Power and Energy Society General Meeting (PESGM)
CountryUnited States
CityPortland
Period05/08/201809/08/2018
SeriesIEEE Power and Energy Society General Meeting
ISSN1944-9925

Keywords

  • Unit commitment
  • Two-stage robust optimization
  • Temporal and spatial correlations
  • Data-adaptive uncertainty set
  • Extreme-scenario

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