A Multi-Layer Data-Driven Security Constrained Unit Commitment Approach with Feasibility Compliance

Security constrained unit commitment is an essential part of the day-ahead energy markets. The presence of discrete and continuous variables makes it a complex, mixed-integer, and time-hungry optimization problem. Grid operators solve unit commitment problems multiple times daily with only minor changes in the operating conditions. Solving a large-scale unit commitment problem requires considerable computational effort and a reasonable time. However, the solution time can be improved by exploiting the fact that the operating conditions do not change significantly in the day-ahead market clearing. Therefore, in this paper, a novel multi-layer data-driven approach is proposed, which significantly improves the solution time (90% time-reduction on average for the three studied systems). The proposed approach not only provides a near-optimal solution (