Chance-constrained Unit Commitment via the Scenario Approach

Abstract

Keeping the balance between supply and demand is a fundamental task in power system operational planning practices. This task becomes particularly challenging due to the deepening penetration of renewable energy resources, which induces a significant amount of uncertainties. In this paper, we propose a chance-constrained Unit Commitment (c-UC) framework to tackle challenges from uncertainties of renewables. The proposed c-UC framework seeks cost-efficient scheduling of generators while ensuring operation constraints with guaranteed probability. We show that the scenario approach can be used to solve c-UC despite of the non-convexity from binary decision variables. We reveal the salient structural properties of c-UC, which could significantly reduce the sample complexity required by the scenario approach and speed up computation. Case studies are performed on a modified 118-bus system.

An extended version (added an illustrative example using the 3-bus system) of the conference paper in Proceedings of the 51st North American Power Symposium (NAPS). arXiv admin note: text overlap with arXiv:1910.07672