A solution to the stochastic unit commitment problem using chance constrained programming

Mainak Mazumdar, Brian Norman

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

2 Scopus citations

Abstract

The paper develops a solution method for scheduling units of a power-generating system to produce electricity by taking into consideration the stochasticity of the hourly load and its correlation structure. The unit commitment problem is initially formulated as a chance-constrained optimization problem in which we require that the load be met with a specified high probability over the entire time horizon. The solution procedure consists of solving a sequence of deterministic versions of the unit commitment problem that converge to the solution of the chance constrained program. For the deterministic unit commitment problems, Lagrangian relaxation is used to separate the dual problem into its subproblems. Each subproblem is solved by a dynamic program. The initial results indicate that accounting for the correlation structure of the hourly loads reduces the value of the objective function when the optimization problem is formulated as a chance constrained program. Monte Carlo simulation is used to verify the accuracy of the solution provided by the algorithm. The relationship that the unit commitment solution found using the chance constrained optimization approach has with that found using conventional optimization spinning reserves is discussed.

Original languageEnglish
Title of host publication2005 IEEE Power Engineering Society General Meeting
Pages1339
Number of pages1
StatePublished - 2005
Event2005 IEEE Power Engineering Society General Meeting - San Francisco, CA, United States
Duration: Jun 12 2005Jun 16 2005

Publication series

Name2005 IEEE Power Engineering Society General Meeting
Volume2

Conference

Conference2005 IEEE Power Engineering Society General Meeting
CountryUnited States
CitySan Francisco, CA
Period06/12/0506/16/05

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