Transmission Constrained UC With Wind Power: An All-Scenario-Feasible MILP Formulation With Strong Nonanticipativity

To deal with the difficulties caused by uncertainty of renewable energy sources in solving transmission constrained unit commitment (TCUC), robust optimization (RO) and scenario-based stochastic optimization (SO) methods have gained popularity in recent years. However, RO formulations have a multilevel (min-max-min or min-max) structure and the solution methods are usually complicated. On the other hand, when SO-based formulation is adopted, a careful balance is often required between accuracy and scale of the formulation, since they are conflicting with each other when determining the number of scenarios. Moreover, nonanticipative constraints on economic dispatch (ED) decisions are sometimes not considered in two-stage stochastic UC formulation. An example is given in this paper to show that this may have a serious consequence. The motivation of this paper is to establish a TCUC formulation that can address the above concerns. In summary, the proposed formulation has three features including: it is single-level rather than multilevel, it is established based on very limited scenarios while the solution is feasible to all scenarios, and finally, nonanticipativity of both UC and ED decisions is guaranteed by the formulation. Numerical testing is also performed and the results show that the proposed formulation is effective.