Duality-Free Decomposition Based Data-Driven Stochastic Security-Constrained Unit Commitment

• Published in: IEEE transactions on sustainable energy 2019-01, Vol.10 (1), p.82-93
• Main Authors: Ding, Tao, Yang, Qingrun, Liu, Xiyuan, Huang, Can, Yang, Yongheng, Wang, Min, Blaabjerg, Frede
• Format: Article
• Language: English
• Subjects: Computational modeling; Computer applications; Computing time; Constraints; Cybersecurity; Data buses; Data-driven stochastic optimization; Decomposition; distributionally robust optimization; duality-free decomposition; Mathematical models; Optimization; Probability distribution; Probability theory; Renewable energy; Robustness; Robustness (mathematics); Security; security-constrained unit commitment; Stochastic processes; Stochasticity; Uncertainty; Unit commitment; Wind power; Wind power generation; Wind speed
• ISSN: 1949-3029; 1949-3037
• DOI: 10.1109/TSTE.2018.2825361

To incorporate the superiority of both stochastic and robust approaches, a data-driven stochastic optimization is employed to solve the security-constrained unit commitment model. This approach makes the most use of the historical data to generate a set of possible probability distributions for wind power outputs and then it optimizes the unit commitment under the worst-case probability distribution. However, this model suffers from huge computational burden, as a large number of scenarios are considered. To tackle this issue, a duality-free decomposition method is proposed in this paper. This approach does not require doing duality, which can save a large set of dual variables and constraints, and therefore reduces the computational burden. In addition, the inner max-min problem has a special mathematical structure, where the scenarios have the similar constraint. Thus, the max-min problem can be decomposed into independent subproblems to be solved in parallel, which further improves the computational efficiency. A numerical study on an IEEE 118-bus system with practical data of a wind power system has demonstrated the effectiveness of the proposal.