Making unit commitment decisions when electricity is traded at spot market prices

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.

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 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.

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.

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.

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.

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.

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.

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

Low-carbon electric power systems are often characterized by high shares of renewables, such as wind power. The variable nature and limited predictability of some renewables will require novel system operation methods to properly size and cost-efficiently allocate the required reserves. The current state-of-the-art stochastic unit commitment models internalize this sizing and allocation process by considering a set of scenarios representing the stochastic input during the unit commitment optimization. This results in a cost-efficient scheduling of reserves, while maintaining the reliability of the system. However, calculation times are typically high. Therefore, in this paper, we merge a state-of-the-art probabilistic reserve sizing technique and stochastic unit commitment model with a limited number of scenarios in order to reduce the computational cost. Results obtained for a power system with a 30% wind energy penetration show that this hybrid approach allows to approximate the expected operational costs and reliability of the resulting unit commitment of the stochastic model at roughly one thirtieth of the computational cost. The presented hybrid unit commitment model can be used by researchers to assess the impact of uncertainty on power systems or by independent system operators to optimize their unit commitment decisions taking into account the uncertainty in their system.

To enhance the resilience of transmission systems with offshore wind farms before the advent of typhoons, a proactive unit commitment scheme is proposed. A novel scenario tree is proposed to quantify the uncertain impacts of typhoons on offshore wind farms, transmission lines, and system states, where the inertia support from offshore wind farms and random system state are in‐cooperated. The frequency security constraint is captured by a multi‐variative piece‐wise linear function, where the frequency nadir are simulated under varying inertia and disturbance combinations. The unit commitment problem is formulated as a two‐stage stochastic optimisation problem with nonlinear recourse. This problem is solved by a multi‐cuts Benders decomposition algorithm with finite iteration convergence property. Simulations are conducted on a modified IEEE‐RTS 79 test system with offshore wind farms. Results verify the effectiveness of the proposed model regarding the load shedding and frequency nadir enhancement.

Using suitable solution techniques to the unit commitment (UC) and economic load dispatch (ELD) problems play major role on finding an optimal power scheduling in electrical power system. The UC and ELD problems are to decide when and which generating units to commit and decommit, in order to minimize the total fuel cost over specified period subject to a large number of difficult constraints. Lagrangian relaxation (LR) has been widely used to solve UC and ELD. Recently bundling method (BM) has appeared to be one of the best multipliers updated techniques for LR. This method has promising and the fastest convergence characteristics for UC and ELD problems. For that reason, this paper is to solve the UC and ELD problems via LR, BM and interior point method. This paper explores also the best possible way of updating Lagrangian multipliers with minimum computation time using fast programming techniques.

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 ].

Objectives: The main objective of this paper is to solve the Cost Based Unit Commitment (CBIC) problem considering Renewable Energy Sources (RES) and Plug-in Electric vehicles (PEVs). The proposed problem minimizes the total operating of the interconnected system. Methods: A novel and recently developed successful optimization tool of Cat and Mouse Based Optimizer (CMBO) is proposed for optimal solution of Cost Based UC problem. The proposed CMBO approach is having two groups such as Cat group and Mice group for searching the global optimal solution with less computational time. It contains two phases like Cat’s movement towards Mice and Mice escape to a safe place is effectively updating the new position of Cat and Mice to easily reaching the best solutions. The control parameter of CMBO is number of agents is 50, number of variables is 10 and maximum number of iteration is 500. MATLAB 14.0 platform is utilized for the projected problem. Findings: The method tested on standard IEEE-39 bus system (10 generators and 24 hour) with an equivalent PEV and Wind farm. The CMBO approach minimize the total operating cost with various test cases. The outcomes such as UC schedule, Real power output of thermal, wind and PEV units, fuel cost, startup cost and total operating cost of the interconnected system are numerically and graphically reported. The total operating cost is 4.11 % minimized when compared with base case approach and 0.73 % reduced than the other existing method viz. Parallel UCs-RP method. Novelty: The CMBO is recently developed powerful optimizer and parameter free algorithm, so easily reaches the global optimal solutions. The obtained simulated results are compared with other mathematical and intelligent computational approaches for proving the efficiency and performance of the proposed CNBO technique. Keywords: Unit Commitment, Plug­in Electric Vehicles, Renewable Energy Sources, Cost minimization, Cat and Mouse Based Optimizer