Network-constrained AC unit commitment under uncertainty: A Benders' decomposition approach

This paper proposes an efficient solution approach based on Benders’ decomposition to solve a network-constrained ac unit commitment problem under uncertainty. The wind power production is the only source of uncertainty considered in this paper, which is modeled through a suitable set of scenarios. The proposed model is formulated as a two-stage stochastic programming problem, whose first-stage refers to the day-ahead market, and whose second-stage represents real-time operation. The proposed Benders’ approach allows decomposing the original problem, which is mixed-integer nonlinear and generally intractable, into a mixed-integer linear master problem and a set of nonlinear, but continuous subproblems, one per scenario. In addition, to temporally decompose the proposed ac unit commitment problem, a heuristic technique is used to relax the inter-temporal ramping constraints of the generating units. Numerical results from a case study based on the IEEE one-area reliability test system (RTS) demonstrate the usefulness of the proposed approach