An Efficient Robust Solution to the Two-Stage Stochastic Unit Commitment Problem

Ignacio Blanco, Juan Miguel Morales González

Research output: Contribution to journalJournal articleResearchpeer-review

385 Downloads (Pure)

Abstract

This paper proposes a reformulation of the scenario-based two-stage unitcommitment problem under uncertainty that allows finding unit-commitment plansthat perform reasonably well both in expectation and for the worst caserealization of the uncertainties. The proposed reformulation is based onpartitioning the sample space of the uncertain factors by clustering thescenarios that approximate their probability distributions. It is, furthermore,very amenable to decomposition and parallelization using acolumn-and-constraint generation procedure.
Original languageEnglish
JournalIEEE Transactions on Power Systems
Volume32
Issue number6
Pages (from-to)4477-4488
Number of pages11
ISSN0885-8950
DOIs
Publication statusPublished - 2017

Bibliographical note

(c) 2017 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works.

Keywords

  • Stochastic and robust unit commitment
  • Columnand- constraint generation
  • Parallel computing
  • Clustering
  • Scenario reduction

Fingerprint Dive into the research topics of 'An Efficient Robust Solution to the Two-Stage Stochastic Unit Commitment Problem'. Together they form a unique fingerprint.

Cite this