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

Ruiwei Jiang, Muhong Zhang, Guang Li, Yongpei Guan

Research output: Chapter in Book/Report/Conference proceedingConference contribution

6 Citations (Scopus)

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)
Title of host publication62nd IIE Annual Conference and Expo 2012
PublisherInstitute of Industrial Engineers
Pages3332-3341
Number of pages10
StatePublished - 2012
Externally publishedYes
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

Fingerprint

Decomposition
Integer programming
Uncertainty
Experiments
Power markets

Keywords

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

ASJC Scopus subject areas

  • Industrial and Manufacturing Engineering

Cite this

Jiang, R., Zhang, M., Li, G., & Guan, Y. (2012). Benders' decomposition for the two-stage security constrained robust unit commitment problem. In 62nd IIE Annual Conference and Expo 2012 (pp. 3332-3341). Institute of Industrial Engineers.

Benders' decomposition for the two-stage security constrained robust unit commitment problem. / Jiang, Ruiwei; Zhang, Muhong; Li, Guang; Guan, Yongpei.

62nd IIE Annual Conference and Expo 2012. Institute of Industrial Engineers, 2012. p. 3332-3341.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Jiang, R, Zhang, M, Li, G & Guan, Y 2012, Benders' decomposition for the two-stage security constrained robust unit commitment problem. in 62nd IIE Annual Conference and Expo 2012. Institute of Industrial Engineers, pp. 3332-3341, 62nd IIE Annual Conference and Expo 2012, Orlando, FL, United States, 5/19/12.
Jiang R, Zhang M, Li G, Guan Y. Benders' decomposition for the two-stage security constrained robust unit commitment problem. In 62nd IIE Annual Conference and Expo 2012. Institute of Industrial Engineers. 2012. p. 3332-3341
Jiang, Ruiwei ; Zhang, Muhong ; Li, Guang ; Guan, Yongpei. / Benders' decomposition for the two-stage security constrained robust unit commitment problem. 62nd IIE Annual Conference and Expo 2012. Institute of Industrial Engineers, 2012. pp. 3332-3341
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