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

Amin Nasri, Seyyedjalal Kazempour, Antonio J. Conejo, Mehrdad Ghandhari

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Abstract

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
Original languageEnglish
JournalIEEE Transactions on Power Systems
Volume31
Issue number1
Pages (from-to)412 - 422
Number of pages11
ISSN0885-8950
DOIs
Publication statusPublished - 2015

Keywords

  • Benders’ decomposition
  • Network-constrained ac unit commitment
  • Stochastic programming
  • Wind power uncertainty

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