A chance-constrained unit commitment with an n-k security criterion and significant wind generation

David Pozo, Javier Contreras

Research output: Contribution to journalArticlepeer-review

136 Citations (Scopus)

Abstract

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 \alpha-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.

Original languageEnglish
Article number6389739
Pages (from-to)2842-2851
Number of pages10
JournalIEEE Transactions on Power Systems
Volume28
Issue number3
DOIs
Publication statusPublished - 2013
Externally publishedYes

Keywords

  • Chance-constrained programming
  • conditional value at risk
  • stochastic security constrained unit commitment

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