Do unit commitment constraints affect generation expansion planning? A scalable stochastic model

Anna Schwele*, Jalal Kazempour, Pierre Pinson

*Corresponding author for this work

Research output: Contribution to journalJournal articleResearchpeer-review

Abstract

Due to increasing penetration of stochastic renewable energy sources in electric power systems, the need for flexible resources especially from fast-start conventional generation units (e.g., combined cycle gas turbine plants) is growing. The fast-start conventional units are being operated more frequently in order to respond to the variability and uncertainty of stochastic generation. This raises two important technical questions: as it is common in the literature, is it still an appropriate simplification to ignore the operational unit commitment (UC) constraints of conventional units within the generation expansion planning optimization? And if not, which UC constraint impacts most the expansion planning outcomes? To answer these questions, this paper aims at measuring the planning inefficiency (i.e., the underestimation of need for new generation capacity) caused by ignoring each UC constraint. To this purpose, we develop a centralized network-constrained generation expansion planning model incorporating UC constraints. In particular, we model start-up and shut-down costs, minimum production level and hourly ramping limits of conventional units. Wind power production is considered as the only source of uncertainty, and is modeled through a set of scenarios. A two-stage stochastic programming tool is used, whose first stage determines the long-term expansion and short-term UC decisions over different hours of representative days, while the second stage models the real-time operation for accommodating imbalances arising from wind deviation under different scenarios. Since this problem is potentially hard to solve especially with a large number of representative days and scenarios, a multi-cut Benders’ decomposition algorithm is implemented. The well-functioning of the proposed model and the impact of each UC constraint on planning outcomes are evaluated using an extensive numerical study. In our case studies, the exclusion of ramping constraints from planning optimization causes large error and is the most distorting simplification.

Original languageEnglish
JournalEnergy Systems
Pages (from-to)1–36
ISSN1868-3967
DOIs
Publication statusAccepted/In press - 2019

Keywords

  • Generation expansion planning (GEP)
  • Unit commitment (UC) constraints
  • Wind power uncertainty
  • Two-stage stochastic programming
  • Mixed-integer linear programming
  • Multi-cut Benders’ decomposition

Cite this

@article{1d48ec480e1a4896a618370ef634df3a,
title = "Do unit commitment constraints affect generation expansion planning? A scalable stochastic model",
abstract = "Due to increasing penetration of stochastic renewable energy sources in electric power systems, the need for flexible resources especially from fast-start conventional generation units (e.g., combined cycle gas turbine plants) is growing. The fast-start conventional units are being operated more frequently in order to respond to the variability and uncertainty of stochastic generation. This raises two important technical questions: as it is common in the literature, is it still an appropriate simplification to ignore the operational unit commitment (UC) constraints of conventional units within the generation expansion planning optimization? And if not, which UC constraint impacts most the expansion planning outcomes? To answer these questions, this paper aims at measuring the planning inefficiency (i.e., the underestimation of need for new generation capacity) caused by ignoring each UC constraint. To this purpose, we develop a centralized network-constrained generation expansion planning model incorporating UC constraints. In particular, we model start-up and shut-down costs, minimum production level and hourly ramping limits of conventional units. Wind power production is considered as the only source of uncertainty, and is modeled through a set of scenarios. A two-stage stochastic programming tool is used, whose first stage determines the long-term expansion and short-term UC decisions over different hours of representative days, while the second stage models the real-time operation for accommodating imbalances arising from wind deviation under different scenarios. Since this problem is potentially hard to solve especially with a large number of representative days and scenarios, a multi-cut Benders’ decomposition algorithm is implemented. The well-functioning of the proposed model and the impact of each UC constraint on planning outcomes are evaluated using an extensive numerical study. In our case studies, the exclusion of ramping constraints from planning optimization causes large error and is the most distorting simplification.",
keywords = "Generation expansion planning (GEP), Unit commitment (UC) constraints, Wind power uncertainty, Two-stage stochastic programming, Mixed-integer linear programming, Multi-cut Benders’ decomposition",
author = "Anna Schwele and Jalal Kazempour and Pierre Pinson",
year = "2019",
doi = "10.1007/s12667-018-00321-z",
language = "English",
pages = "1–36",
journal = "Energy Systems",
issn = "1868-3967",
publisher = "Springer",

}

Do unit commitment constraints affect generation expansion planning? A scalable stochastic model. / Schwele, Anna; Kazempour, Jalal; Pinson, Pierre.

In: Energy Systems, 2019, p. 1–36.

Research output: Contribution to journalJournal articleResearchpeer-review

TY - JOUR

T1 - Do unit commitment constraints affect generation expansion planning? A scalable stochastic model

AU - Schwele, Anna

AU - Kazempour, Jalal

AU - Pinson, Pierre

PY - 2019

Y1 - 2019

N2 - Due to increasing penetration of stochastic renewable energy sources in electric power systems, the need for flexible resources especially from fast-start conventional generation units (e.g., combined cycle gas turbine plants) is growing. The fast-start conventional units are being operated more frequently in order to respond to the variability and uncertainty of stochastic generation. This raises two important technical questions: as it is common in the literature, is it still an appropriate simplification to ignore the operational unit commitment (UC) constraints of conventional units within the generation expansion planning optimization? And if not, which UC constraint impacts most the expansion planning outcomes? To answer these questions, this paper aims at measuring the planning inefficiency (i.e., the underestimation of need for new generation capacity) caused by ignoring each UC constraint. To this purpose, we develop a centralized network-constrained generation expansion planning model incorporating UC constraints. In particular, we model start-up and shut-down costs, minimum production level and hourly ramping limits of conventional units. Wind power production is considered as the only source of uncertainty, and is modeled through a set of scenarios. A two-stage stochastic programming tool is used, whose first stage determines the long-term expansion and short-term UC decisions over different hours of representative days, while the second stage models the real-time operation for accommodating imbalances arising from wind deviation under different scenarios. Since this problem is potentially hard to solve especially with a large number of representative days and scenarios, a multi-cut Benders’ decomposition algorithm is implemented. The well-functioning of the proposed model and the impact of each UC constraint on planning outcomes are evaluated using an extensive numerical study. In our case studies, the exclusion of ramping constraints from planning optimization causes large error and is the most distorting simplification.

AB - Due to increasing penetration of stochastic renewable energy sources in electric power systems, the need for flexible resources especially from fast-start conventional generation units (e.g., combined cycle gas turbine plants) is growing. The fast-start conventional units are being operated more frequently in order to respond to the variability and uncertainty of stochastic generation. This raises two important technical questions: as it is common in the literature, is it still an appropriate simplification to ignore the operational unit commitment (UC) constraints of conventional units within the generation expansion planning optimization? And if not, which UC constraint impacts most the expansion planning outcomes? To answer these questions, this paper aims at measuring the planning inefficiency (i.e., the underestimation of need for new generation capacity) caused by ignoring each UC constraint. To this purpose, we develop a centralized network-constrained generation expansion planning model incorporating UC constraints. In particular, we model start-up and shut-down costs, minimum production level and hourly ramping limits of conventional units. Wind power production is considered as the only source of uncertainty, and is modeled through a set of scenarios. A two-stage stochastic programming tool is used, whose first stage determines the long-term expansion and short-term UC decisions over different hours of representative days, while the second stage models the real-time operation for accommodating imbalances arising from wind deviation under different scenarios. Since this problem is potentially hard to solve especially with a large number of representative days and scenarios, a multi-cut Benders’ decomposition algorithm is implemented. The well-functioning of the proposed model and the impact of each UC constraint on planning outcomes are evaluated using an extensive numerical study. In our case studies, the exclusion of ramping constraints from planning optimization causes large error and is the most distorting simplification.

KW - Generation expansion planning (GEP)

KW - Unit commitment (UC) constraints

KW - Wind power uncertainty

KW - Two-stage stochastic programming

KW - Mixed-integer linear programming

KW - Multi-cut Benders’ decomposition

U2 - 10.1007/s12667-018-00321-z

DO - 10.1007/s12667-018-00321-z

M3 - Journal article

SP - 1

EP - 36

JO - Energy Systems

JF - Energy Systems

SN - 1868-3967

ER -