A fully distributed asynchronous approach for multi-area coordinated network-constrained unit commitment

This chapter describes and formulates three important problems for the economic management of power systems, namely, the Unit Commitment (UC), the Economic Dispatch (ED), and the Network Constrained Unit Commitment (NCUC) problems. The UC problem determines the commitment of generating units with the aim of minimizing operating costs while supplying the demand and meeting technical and security constraints. Then, once the commitment of generating units is decided, the ED problem determines the actual power output of each generating unit that is needed to supply all demands at minimum cost, while complying with the technical constraints of the transmission network. Finally, if both the commitment of generating units and transmission constraints are considered simultaneously, the resulting problem is known as the NCUC problem. These three problems are mostly considered in electricity markets throughout the US.

The increasing penetration levels and stochastic characteristics of renewable energies and aging of transmission equipment bring potential negative impact on the economic and reliable operation of power grid. Therefore, the realistic and cost-effective choice for the utilities is to tap the potential of existing transmission infrastructures. Some smart grid technologies can leverage the potential transmission capacity and offer a flexible way for the power system operation. The dynamic thermal rating can evaluate the maximum transmission capacity of lines dynamically based on the environmental data. The optimal transmission switching can change the transmission topology and remove the transmission congestions. These technologies should be considered in the network-constrained unit commitment problem systematically to study their impact on the power system scheduling. However, the dynamic thermal rating incorporated network-constrained unit commitment studies are all based on the fixed transmission topology. So the overall influence of dynamic thermal rating and transmission line switching on network-constrained unit commitment has not been studied as yet. In this paper, the line switching technology and dynamic line rating according to multi-regional environmental information are incorporated in the network-constrained unit commitment framework. Case studies are implemented on a modified RTS-79 system. The simulation results verify the effectiveness of the coordination of two technologies in the reduction of generation cost and wind curtailment.

In recent years, high penetration of variable generating sources, such as wind power, has challenged independent system operators (ISO) in keeping a cheap and reliable power system operation. Any deviation between expected and real wind production must be absorbed by the power system resources (reserves), which must be available and ready to be deployed in real time. To guarantee this resource availability, the system resources must be committed in advance, usually the day-ahead, by solving the so-called unit commitment (UC) problem. If the quantity of committed resources is extremely low, there will be devastating and costly consequences in the system, such as significant load shedding. On the other hand, if this quantity is extremely high, the system operation will be excessively expensive, mainly because facilities will not be fully exploited. This thesis proposes computationally efficient models for optimal day-ahead planning in (thermal) power systems to adequately face the stochastic nature of wind production in the real-time system operation. The models can support ISOs to face the new challenges in short-term planning as uncertainty increases dramatically due to the integration of variable generating resources. This thesis then tackles the UC problem in the following aspects: Power system representation: This thesis identifies drawbacks of the traditional energy-block scheduling approach, which make it unable to adequately prepare the power system to face deterministic and perfectly known events. To overcome those drawbacks, we propose the ramp-based scheduling approach that more accurately describes the system operation, thus better exploiting the system flexibility. UC computational performance: Developing more accurate models would be pointless if these models considerably increase the computational burden of the UC problem, which is already a complex integer and non-convex problem. We then devise simultaneously tight and compact formulations under the mixed-integer programming (MIP) approach. This simultaneous characteristic reinforces the convergence speed by reducing the search space (tightness) and simultaneously increasing the searching speed (compactness) with which solvers explore that reduced space. Uncertainty management in UC: By putting together the improvements in the previous two aspects, this thesis contributes to a better management of wind uncertainty in UC, even though these two aspects are in conflict and improving one often means harming the other. If compared with a traditional energy-block UC model under the stochastic (deterministic) paradigm, a stochastic (deterministic) ramp-based UC model: 1) leads to more economic operation, due to a better and more detailed system representation, while 2) being solved significantly faster, because the core of the model is built upon simultaneously tight and compact MIP formulations. To further improve the uncertainty management in the proposed ramp-based UC, we extend the formulation to a network-constrained UC with robust reserve modelling. Based on robust optimization insights, the UC solution guarantees feasibility for any realization of the uncertain wind production, within the considered uncertainty ranges. This final model remains as a pure linear MIP problem whose size does not depend on the uncertainty representation, thus avoiding the inherent computational complications of the stochastic and robust UCs commonly found in the literature.

Unit Commitment (UC) problem plays a key role in power systems' operations. Due to the strong modeling capacity of robust optimization to capture various complicated uncertainties in power systems, including those in renewable generation, load realization, demand response, and contingencies, two-stage robust UC has gained intensive attentions from both academic scholars and industry practitioners. However, such tri-level optimization problem is very challenging to solve, considering large-scale real power grids. In this research, we study new computational methods and strategies to address this challenge, including incorporating strong formulations for basic UC model, deriving new valid inequalities considering network constraints, and designing and implementing a decomposition procedure. On large-scale test instances, our solution approach leads to significantly better computational performance, compared to existing formulations or methods.

This paper proposes an innovative genetic algorithm (GA) approach to solve the thermal unit commitment (UC) problem in power generation industry through a constraint satisfaction technique. Due to a large variety of constraints to be satisfied, the solution space of the UC problem is highly nonconvex, and therefore the UC problem can not be solved efficiently by the standard GA. To effectively deal with the constraints of the problem and greatly reduce the search space of the GA, the minimum up- and down-time constraints are embedded in the binary strings that are coded to represent the on-off states of the generating units. The violations of the other constraints are handled by integrating penalty factors into the cost function. Numerical results on the practical Taiwan Power (Taipower) system of 38 thermal units over a 24-hour period show that the features of easy implementation, fast convergence, and highly near-optimal solution in solving the UC problem can be achieved by the proposed GA approach. >

This paper presents the solving unit commitment (UC) problem using Modified Subgradient Method (MSG) method combined with Simulated Annealing (SA) algorithm. UC problem is one of the important power system engineering hard-solving problems. The Lagrangian relaxation (LR) based methods are commonly used to solve the UC problem. The main disadvantage of this group of methods is the difference between the dual and the primal solution which gives some significant problems on the quality of the feasible solution. In this paper, MSG method which does not require any convexity and differentiability assumptions is used for solving the UC problem. MSG method depending on the initial value reaches zero duality gap. SA algorithm is used in order to assign the appropriate initial value for MSG method. The major advantage of the proposed approach is that it guarantees the zero duality gap independently from the size of the problem. In order to show the advantages of this proposed approach, the four-unit Tuncbilek thermal plant and ten-unit thermal plant which is usually used in literature are chosen as test systems. Penalty function (PF) method is also used to compare with our proposed method in terms of total cost and UC schedule.

This paper presents centralized control for a wind farm using model predictive control (MPC) method. In order to solve intra-day unit commitment (UC) problem, the UC problem is solved by using the MPC method with short-term wind power forecasting. We introduce a new dynamics model for the UC with some constraints to utilize the benefits of the MPC method. The objective function considering the operation and maintenance costs is formulated by adding a new variable in order to average the operating time of each wind turbine (WT) within the whole time. The proposed method could solve the UC problems on-line using the prediction time horizon that could be selected flexibly considering time horizon based on wind power forecasting errors. From the simulation study using 10 WTs, we observed that the proposed dynamics model of UC effectively provided the optimal solution to each scenario. Numerical study will validate that the proposed method can be applied to solving the UC problem of a large scale wind farm by aggregating WTs.

In this paper, Security Constrained Unit Commitment (SCUC) problem with combined Thermal- Solar generating units is solved using Artificial Bee Colony (ABC) algorithm. SCUC problem aims to obtain minimum generation cost while satisfying the system, network and security constraints. The SCUC problem is divided into Unit Commitment Problem (UCP) which is considered as the master problem and Security Constrained Economic Dispatch (SCED) is considered as the sub problem. Here, both thermal and solar generations are considered in UCP and SCED solutions. Binary Coded ABC Algorithm is used to solve the UCP and Real Coded ABC Algorithm is used for solving the SCED problem. The constraints such as spinning reserves, hourly load demands, ramp up/ramp down limits of generators, minimum up/down limits, line flow and voltage limits are considered in the problem formulation. Beta distribution function is employed to forecast the solar power generation in different seasons. The comparison is carried out with and without incorporating solar generation. The proposed method is validated on a 6 bus system and a South Indian 86 bus utility.

This paper presents an algorithm for integrating and managing electrochemical energy storage systems (ESSs) on unit commitment (UC) problem. As some elements required for integrating electrochemical ESS, such as the power converter, have non-linear characteristics, its corresponding linear modeling could be difficult to be developed and included on the UC problem, which could lead to unfeasible solutions or unexpected results. In order to incorporate full models of ESS and its interface with the power system, in this paper an algorithm to incorporate electrochemical ESS management on the UC problem is presented. An insular power system of 10-units is analyzed, and conclusions are duly drawn.

In traditional electricity market unit commitment (UC) is done only for the reduction of operating cost. In the deregulated electricity market, for a secure and economical hourly generation schedule of the day ahead market, independent system operator (ISO) executes the security constrained unit commitment (SCUC) problem. The objective of the paper is to develop scheduling algorithm using hybrid particle swarm optimization (PSO) for electric generation that accounts directly for system security requirements. The proposed SCUC formulation includes constraints, such as hourly power demand, system reserves, ramp up/down limits, minimum ON/OFF duration limits. The innovation of our approach is to capture the system security requirements within a network flow sub-problem that is solved in conjunction with the unit commitment problem. To solve such SCUC model, a binary coded particle swarm optimization (BPSO) is used for unit commitment master problem and real coded particle swarm optimization (RPSO) is used for the economic dispatch sub-problem. The effectiveness of the suggested method to solve the SCUC problem is validated on different test systems.

In this dissertation we develop numerical algorithms and software tools to facilitate parallel solutions of nonlinear programming (NLP) problems. In particular, we address large-scale, block-structured problems with an intrinsic decomposable configuration. These problems arise in a great number of engineering applications, including parameter estimation, optimal control, network optimization, and stochastic programming. The structure of these problems can be leveraged by optimization solvers to accelerate solutions and overcome memory limitations, and we propose variants to two classes of optimization algorithms: augmented Lagrangian (AL) schemes and Schur-complement interior-point methods. The convergence properties of augmented Lagrangian decomposition schemes like the alternating direction method of multipliers (ADMM) and progressive hedging (PH) are well established for convex optimization but convergence guarantees in non-convex settings are still poorly understood. In practice, however, ADMM and PH often perform satisfactorily in complex non-convex NLPs. In this work, we study connections between the method of multipliers (MM), ADMM, and PH to derive benchmarking metrics that explain why PH and ADMM work in practice. We illustrate the concepts using challenging dynamic optimization problems. Our exposition seeks to establish more formalism in benchmarking ADMM, PH, and AL schemes and to motivate algorithmic improvements. The effectiveness of nonlinear interior-point solvers for solving large-scale problems relies quite heavily on the solution of the underlying linear algebra systems. The schur-complement decomposition is very effective for parallelizing the solution of linear systems with modest coupling. However, for systems with large number of coupling variables the schur-complement method does not scale favorably. We implement an approach that uses a Krylov solver (GMRES) preconditioned with ADMM to solve block-structured linear systems that arise in the interior-point method. We show that this ADMM-GMRES approach overcomes the well-known scalability issues of Schur decomposition. One important drawback of using decomposition approaches like ADMM and PH is their convergence rate. Unlike Schur-complement interior-point algorithms that have super-linear convergence, augmented Lagrangian approaches typically exhibit linear and sublinear rates. We exploit connections between ADMM and the Schur-complement decomposition to derive an accelerated version of ADMM. Specifically, we study the effectiveness of performing a Newton-Raphson algorithm to compute multiplier estimates for augmented Lagrangian methods. We demonstrate using two-stage stochastic programming problems that our multiplier update achieves convergence in fewer iterations for MM on general nonlinear problems. In the case of ADMM, the newton update significantly reduces the number of subproblem solves for convex quadratic programs (QPs). Moreover, we show that using newton multiplier updates makes the method robust to the selection of the penalty parameter. Traditionally, state-of-the-art optimization solvers are implemented in low-level programming languages. In our experience, the development of decomposition algorithms in these frameworks is challenging. They present a steep learning curve and can slow the development and testing of new numerical algorithms. To mitigate these challenges, we developed PyNumero, a new open source framework implemented in Python and C++. The package seeks to facilitate development of optimization algorithms for large-scale optimization within a high-level programming environment while at the same time minimizing the computational burden of using Python. The efficiency of PyNumero is illustrated by implementing algorithms for problems arising in stochastic programming and optimal control. Timing results are presented for both serial and parallel implementations. Our computational studies demonstrate that with the appropriate balance between compiled code and Python, efficient implementations of optimization algorithms are achievable in these high-level languages.

Study on unit commitment problem considering pumped storage and renewable energy via a novel binary artificial sheep algorithm

Many different methods have been presented to solve unit commitment (UC) problem in literature with different advantages and disadvantages. The need for multiple runs, huge computational burden and time, and poor convergence are some of the disadvantages, where are especially considerable in large scale systems. In this paper, a new analytical and non-iterative method is presented to solve UC problem. In the proposed method, improved pre-prepared power demand (IPPD) table is used to solve UC problem, and then analytical “λ-logic” algorithm is used to solve economic dispatch (ED) sub-problem. The analytical and non-iterative nature of the mentioned methods results in simplification of the UC problem solution. Obtaining minimum cost in very small time with only one run is the major advantage of the proposed method. The proposed method has been tested on 10 unit and 40-100 unit systems with consideration of different constraints, such as: power generation limit of units, reserve constraints, minimum up and down times of generating units. Comparing the simulation results of the proposed method with other methods in literature shows that in large scale systems, the proposed method achieves minimum operational cost within minimum computational time.

The unit commitment(UC) problem is a critical problem in economic dispatch of power system, and it is the key to planning for short-term power generation. Its economic benefit is generally greater than the benefit of economic distribution of load. However, unit commitment is a high-dimensional, nonconvex, discrete, nonlinear mixed integer optimization problem, and is difficult to find the optimal theoretical solution. Therefore, people have been actively studying to solve this problem. Social learning particle swarm optimizer is a recent proposed metaheuristic algorithm specialized in solving the high-dimensional problem. In this paper, a novel binary social learning particle swarm optimizer (BSLPSO) is proposed for solving the UC problem associated with lambda iteration method. In order to verify the effectiveness of the algorithm for UC problem, a comprehensive numerical study of 10 to 100 units has been conducted, and compared with other related algorithms. The result shows that this algorithm performs well in UC problem and is better than other algorithms.

The electricity production of a thermal generator is often constrained by the available fuel supply. These fuel constraints impose a maximum bound on the energy output over multiple time periods. Fuel constraints are increasingly important in electricity markets because of two main reasons. First, as more natural gas-fired generators join the deregulated market, there is often competition for natural gas supply from other sectors (e.g., residential and manufacturing heating). Second, as more environmental and emission regulations are being placed on fossil fuel-fired generators, fuel supply is becoming more limited. However, there are few studies that consider the fuel constraints in the unit commitment problem from the perspective of computational analysis. To address the challenge faced by an independent power producer with a limited fuel supply, we study a fuel-constrained self-scheduling unit commitment (FSUC) problem where the production decisions are coupled across multiple time periods. We provide a complexity analysis of the FSUC problem and conduct a comprehensive polyhedral study by deriving strong valid inequalities. We demonstrate the effectiveness of our proposed inequalities as cutting planes in solving various multistage stochastic FSUC problems. History: Accepted by Pascal Van Hentenryck, Area Editor for Computational Modeling: Methods & Analysis. Funding: K. Pan was supported in part by the Research Grants Council of Hong Kong [Grant 15501920]. F. Qiu was supported in part by the U.S. Department of Energy Advanced Grid Modeling Program [Grant DE-OE0000875]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplementary Information [ https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.1235 ] or is available from the IJOC GitHub software repository ( https://github.com/INFORMSJoC ) at [ http://dx.doi.org/10.5281/zenodo.6896199 ].