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

Ignacio Blanco; Juan Miguel Morales González

doi:10.1109/TPWRS.2017.2683263

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

Ignacio Blanco, Juan Miguel Morales González

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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 language	English
Journal	IEEE Transactions on Power Systems
Volume	32
Issue number	6
Pages (from-to)	4477-4488
Number of pages	11
ISSN	0885-8950
DOIs	https://doi.org/10.1109/TPWRS.2017.2683263
Publication status	Published - 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

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10.1109/TPWRS.2017.2683263

AnEfficientRobustSolutiontotheTwoStageStochasticUnitCommitmentProblem Blanco Morales postprintAccepted author manuscript, 306 KB

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Cite this

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