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Tight and Compact MILP Formulation for the Thermal Unit Commitment Problem
KTH, Skolan för elektro- och systemteknik (EES), Elektriska energisystem. Universidad Pontificia Comillas.ORCID-id: 0000-0002-6372-6197
Universidad Pontificia Comillas.
Universidad Pontificia Comillas.
2013 (Engelska)Ingår i: IEEE Transactions on Power Systems, ISSN 0885-8950, E-ISSN 1558-0679, Vol. 28, nr 4, s. 4897-4908Artikel i tidskrift (Refereegranskat) Published
Abstract [en]

This paper presents a mixed-integer linear programming (MILP) reformulation of the thermal unit commitment (UC) problem. The proposed formulation is simultaneously tight and compact. The tighter characteristic reduces the search space and the more compact characteristic increases the searching speed with which solvers explore that reduced space. Therefore, as a natural consequence, the proposed formulation significantly reduces the computational burden in comparison with analogous MILP-based UC formulations. We provide computational results comparing the proposed formulation with two others which have been recognized as computationally efficient in the literature. The experiments were carried out on 40 different power system mixes and sizes, running from 28 to 1870 generating units.

Ort, förlag, år, upplaga, sidor
2013. Vol. 28, nr 4, s. 4897-4908
Nationell ämneskategori
Annan elektroteknik och elektronik
Identifikatorer
URN: urn:nbn:se:kth:diva-139308DOI: 10.1109/TPWRS.2013.2251373ISI: 000326184100146Scopus ID: 2-s2.0-84886085924OAI: oai:DiVA.org:kth-139308DiVA, id: diva2:684593
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QC 20140328

Tillgänglig från: 2014-01-08 Skapad: 2014-01-08 Senast uppdaterad: 2017-12-06Bibliografiskt granskad
Ingår i avhandling
1. Unit Commitment: Computational Performance, System Representation and Wind Uncertainty Management
Öppna denna publikation i ny flik eller fönster >>Unit Commitment: Computational Performance, System Representation and Wind Uncertainty Management
2014 (Engelska)Doktorsavhandling, sammanläggning (Övrigt vetenskapligt)
Abstract [en]

In recent years, high penetration of variable generating sources, such as wind power, has challenged independent system operators (ISO) in keeping a cheap and reliable power system operation. Any deviation between expected and real wind production must be absorbed by the power system resources (reserves), which must be available and ready to be deployed in real time. To guarantee this resource availability, the system resources must be committed in advance, usually the day-ahead, by solving the so-called unit commitment (UC) problem. If the quantity of committed resources is extremely low, there will be devastating and costly consequences in the system, such as significant load shedding. On the other hand, if this quantity is extremely high, the system operation will be excessively expensive, mainly because facilities will not be fully exploited.

This thesis proposes computationally efficient models for optimal day-ahead planning in (thermal) power systems to adequately face the stochastic nature of wind production in the real-time system operation. The models can support ISOs to face the new challenges in short-term planning as uncertainty increases dramatically due to the integration of variable generating resources. This thesis then tackles the UC problem in the following aspects: 

  • Power system representation: This thesis identifies drawbacks of the traditional energy-block scheduling approach, which make it unable to adequately prepare the power system to face deterministic and perfectly known events. To overcome those drawbacks, we propose the ramp-based scheduling approach that more accurately describes the system operation, thus better exploiting the system flexibility.
  • UC computational performance: Developing more accurate models would be pointless if these models considerably increase the computational burden of the UC problem, which is already a complex integer and non-convex problem. We then devise simultaneously tight and compact formulations under the mixed-integer programming (MIP) approach. This simultaneous characteristic reinforces the convergence speed by reducing the search space (tightness) and simultaneously increasing the searching speed (compactness) with which solvers explore that reduced space.
  • Uncertainty management in UC: By putting together the improvements in the previous two aspects, this thesis contributes to a better management of wind uncertainty in UC, even though these two aspects are in conflict and improving one often means harming the other. If compared with a traditional energy-block UC model under the stochastic (deterministic) paradigm, a stochastic (deterministic) ramp-based UC model: 1) leads to more economic operation, due to a better and more detailed system representation, while 2) being solved significantly faster, because the core of the model is built upon simultaneously tight and compact MIP formulations.
  • To further improve the uncertainty management in the proposed ramp-based UC, we extend the formulation to a network-constrained UC with robust reserve modelling. Based on robust optimization insights, the UC solution guarantees feasibility for any realization of the uncertain wind production, within the considered uncertainty ranges. This final model remains as a pure linear MIP problem whose size does not depend on the uncertainty representation, thus avoiding the inherent computational complications of the stochastic and robust UCs commonly found in the literature.
Ort, förlag, år, upplaga, sidor
Madrid, Spain: Comillas Pontifical University, 2014. s. ix, 104
Serie
TRITA-EE, ISSN 1653-5146 ; 2014:041
Nationell ämneskategori
Annan elektroteknik och elektronik
Forskningsämne
Elektro- och systemteknik; Matematik
Identifikatorer
urn:nbn:se:kth:diva-152155 (URN)978-84-697-1230-6 (ISBN)
Disputation
2014-10-08, Sala de vistas, Alberto Aguilera 23, Comillas Pontifical University, Madrid, 13:30 (Engelska)
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The Doctoral Degrees issued upon completion of the programme are issued by Comillas Pontifical University, Delft University of Technology and KTH Royal Institute of Technology. The invested degrees are official in Spain, the Netherlands and Sweden, respectively. QC 20140923

Tillgänglig från: 2014-09-23 Skapad: 2014-09-23 Senast uppdaterad: 2014-09-23Bibliografiskt granskad

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