A Chance-Constrained Unit Commitment With an n-K Security Criterion and Significant Wind Generation

This paper presents a new approach for the joint energy and reserves scheduling and unit commitment with n-K reliability constraints for the day-ahead market. The proposed method includes a novel n-K criterion where demand must be met with a specified probability under any simultaneous loss of K gen...

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Bibliographic Details
Published in:IEEE transactions on power systems 2013-08, Vol.28 (3), p.2842-2851
Main Authors: Pozo, David, Contreras, Javier
Format: Article
Language:English
Subjects:
Chance-constrained programming
conditional value at risk
Optimization
Probabilistic logic
Production
Security
Spinning
Stochastic processes
stochastic security constrained unit commitment
Wind power generation
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Summary:This paper presents a new approach for the joint energy and reserves scheduling and unit commitment with n-K reliability constraints for the day-ahead market. The proposed method includes a novel n-K criterion where demand must be met with a specified probability under any simultaneous loss of K generating units. A chance-constrained method is proposed with an α-quantile measure to determine the confidence level to meet the demand under K simultaneous contingencies. The chance-constrained optimization problem is recast as a mixed integer linear programming optimization problem. Wind and demand uncertainty are included into the model. The methodology proposed is illustrated with several case studies where the effect of increasing wind power penetration is analyzed showing the performance of our model.
ISSN:0885-8950
1558-0679
DOI:10.1109/TPWRS.2012.2227841