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Robustified Reserve Modelling for Wind PowerIntegration in Ramp-Based Unit Commitment
KTH, School of Electrical Engineering (EES), Electric Power Systems. Universidad Pontificia Comillas.ORCID iD: 0000-0002-6372-6197
University of Texas.
Universidad Pontificia Comillas.
Universidad Pontificia Comillas.
(English)Manuscript (preprint) (Other academic)
Abstract [en]

This paper proposes a “robustified” network-constrained Unit Commitment (UC) formulation as an altern-ative to the robust and stochastic UC formulations under windgeneration uncertainty. The formulation draws a clear distinctionbetween power-capacity and ramp-capability reserves to deal withwind production uncertainty. These power and ramp require-ments can be obtained from wind forecast information. The modelis formulated under the ramp-based scheduling approach, whichschedules power-trajectories instead of the traditional energy-blocks and takes into account the inherent startup and shutdownpower trajectories of thermal units. These characteristics allowa correct representation of unit’s ramp schedule which definetheir ramp availability for reserves. The proposed formulationsignificantly decreases operation costs if compared to traditionaldeterministic and stochastic UC formulations while simultan-eously lowering the computational burden. The operation costcomparison is made through 5-min economic dispatch simulationunder hundreds of out-of-sample wind generation scenarios.

Keyword [en]
Mixed-integer programming, operating reserves, ramp scheduling, robustified formulation, unit commitment.
National Category
Other Electrical Engineering, Electronic Engineering, Information Engineering
Research subject
Electrical Engineering
Identifiers
URN: urn:nbn:se:kth:diva-151963OAI: oai:DiVA.org:kth-151963DiVA: diva2:749005
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QS 2014

Available from: 2014-09-22 Created: 2014-09-22 Last updated: 2015-04-28Bibliographically approved
In thesis
1. Unit Commitment: Computational Performance, System Representation and Wind Uncertainty Management
Open this publication in new window or tab >>Unit Commitment: Computational Performance, System Representation and Wind Uncertainty Management
2014 (English)Doctoral thesis, comprehensive summary (Other academic)
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.
Place, publisher, year, edition, pages
Madrid, Spain: Comillas Pontifical University, 2014. ix, 104 p.
Series
TRITA-EE, ISSN 1653-5146 ; 2014:041
National Category
Other Electrical Engineering, Electronic Engineering, Information Engineering
Research subject
Electrical Engineering; Mathematics
Identifiers
urn:nbn:se:kth:diva-152155 (URN)978-84-697-1230-6 (ISBN)
Public defence
2014-10-08, Sala de vistas, Alberto Aguilera 23, Comillas Pontifical University, Madrid, 13:30 (English)
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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

Available from: 2014-09-23 Created: 2014-09-23 Last updated: 2014-09-23Bibliographically approved

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