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Modeling flexible generator operating regions via chance-constrained stochastic unit commitment

Author

Listed:
  • Bismark Singh

    (Friedrich-Alexander-Universität Erlangen-Nürnberg)

  • Bernard Knueven

    (National Renewable Energy Laboratory)

  • Jean-Paul Watson

    (Global Security Directorate Lawrence Livermore National Laboratory)

Abstract

We introduce a novel chance-constrained stochastic unit commitment model to address uncertainty in renewables’ production in operations of power systems. For most thermal generators, underlying technical constraints that are universally treated as “hard” by deterministic unit commitment models are in fact based on engineering judgments, such that system operators can periodically request operation outside these limits in non-nominal situations, e.g., to ensure reliability. We incorporate this practical consideration into a chance-constrained stochastic unit commitment model, specifically by infrequently allowing minor deviations from the minimum and maximum thermal generator power output levels. We demonstrate that an extensive form of our model is computationally tractable for medium-sized power systems given modest numbers of scenarios for renewables’ production. We show that the model is able to potentially save significant annual production costs by allowing infrequent and controlled violation of the traditionally hard bounds imposed on thermal generator production limits. Finally, we conduct a sensitivity analysis of optimal solutions to our model under two restricted regimes and observe similar qualitative results.

Suggested Citation

  • Bismark Singh & Bernard Knueven & Jean-Paul Watson, 2020. "Modeling flexible generator operating regions via chance-constrained stochastic unit commitment," Computational Management Science, Springer, vol. 17(2), pages 309-326, June.
  • Handle: RePEc:spr:comgts:v:17:y:2020:i:2:d:10.1007_s10287-020-00368-3
    DOI: 10.1007/s10287-020-00368-3
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    References listed on IDEAS

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    1. Bismark Singh & David P. Morton & Surya Santoso, 2018. "An adaptive model with joint chance constraints for a hybrid wind-conventional generator system," Computational Management Science, Springer, vol. 15(3), pages 563-582, October.
    2. Maurice QUEYRANNE & Laurence A. WOLSEY, 2017. "Tight MIP formulations for bounded up/down times and interval-dependent start-ups," LIDAM Reprints CORE 2876, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. W. Ackooij & I. Danti Lopez & A. Frangioni & F. Lacalandra & M. Tahanan, 2018. "Large-scale unit commitment under uncertainty: an updated literature survey," Annals of Operations Research, Springer, vol. 271(1), pages 11-85, December.
    4. Jean-Paul Watson & Roger J-B Wets & David L. Woodruff, 2010. "Scalable Heuristics for a Class of Chance-Constrained Stochastic Programs," INFORMS Journal on Computing, INFORMS, vol. 22(4), pages 543-554, November.
    5. Samer Takriti & Benedikt Krasenbrink & Lilian S.-Y. Wu, 2000. "Incorporating Fuel Constraints and Electricity Spot Prices into the Stochastic Unit Commitment Problem," Operations Research, INFORMS, vol. 48(2), pages 268-280, April.
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