Benders' decomposition for the two-stage security constrained robust unit commitment problem

Ruiwei Jiang, Muhong Zhang, Guang Li, Yongpei Guan

Research output: Contribution to conferencePaperpeer-review

10 Scopus citations

Abstract

For both regulated and deregulated electric power markets, due to the integration of renewable energy generation and uncertain demand, a large amount of spinning reserve is required to maintain the reliability of the power systems in traditional approaches. In this paper, we propose a two-stage robust integer programming model to address the unit commitment (UC) problem under both supply and demand uncertainty. In our approach, uncertain problem parameters are assumed to be within a given polyhedral uncertainty set. We analyze solution schemes to solve this problem that include an exact solution approach, and an efficient heuristic approach that provides a tight lower bound for the general robust UC problem. The final computational experiments on a modified IEEE 118-bus system verify the effectiveness of our approaches, as compared to the worst-case scenario generated by the nominal model without considering the uncertainty.

Original languageEnglish (US)
Pages3332-3341
Number of pages10
StatePublished - Jan 1 2012
Event62nd IIE Annual Conference and Expo 2012 - Orlando, FL, United States
Duration: May 19 2012May 23 2012

Other

Other62nd IIE Annual Conference and Expo 2012
CountryUnited States
CityOrlando, FL
Period5/19/125/23/12

Keywords

  • Mixed integer programming
  • Robust optimization
  • Security constraints
  • Separation
  • Unit commitment

ASJC Scopus subject areas

  • Industrial and Manufacturing Engineering

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