No Arabic abstract
This paper proposes a global optimization method for it ensures finding good solutions while solving the unit commitment (UC) problem with carbon emission trading (CET). This method con-sists of two parts. In the first part, a sequence of linear inte-ger-relaxed subproblems are first solved to rapidly generate a tight linear relaxation of the original mixed integer nonlinear pro-gramming problem (MINLP) model. In the second part, the algo-rithm introduces the idea of center-cut so that it can quickly find good solutions. The approach tested on 10 test instances with units ranging from 35 to 1560 over a scheduling period of 24h, and compared with state-of-the-art solver CPLEX. The results show that the proposed algorithm can find better solutions than CPLEX in a short time. And it is more suitable to solve large scale UC problem than CPLEX.
The thermal unit commitment (UC) problem often can be formulated as a mixed integer quadratic programming (MIQP), which is difficult to solve efficiently, especially for large-scale instances. In this paper, with projecting unit generation level onto [0,1] and reformulation techniques, a novel two binary (2-bin) variables MIQP formulation for UC problem is presented. We show that 2-bin formulation is more compact than the state-of-the-art one binary (1-bin) variable formulation and three binary (3-bin) variables formulation. Moreover, 2-bin formulation is tighter than 1-bin and 3-bin formulations in quadratic cost function, and it is tighter than 1-bin formulation in linear constraints. Three mixed integer linear programming (MILP) formulations can be obtained from three UC MIQPs by replacing the quadratic terms in the objective functions by a sequence of piece-wise perspective-cuts. 2-bin MILP is also the best one due to the similar reasons of MIQP. The simulation results for realistic instances that range in size from 10 to 200 units over a scheduling period of 24 hours show that the proposed 2-bin formulations are competitive with currently state-of-the-art formulations and promising for large-scale UC problems.
This paper proposes a Clustered Unit Commitment (CUC) formulation to accurately model flexibility requirements such as ramping, reserve, and startup/shutdown constraints. The CUC is commonly applied in large and long-term planning models to approximate the units operational flexibility in power systems due to its computational advantages. However, the classic CUC intrinsically and hiddenly overestimates the individual units flexibility, thus being unable to replicate the result of the individual UC. This paper then present a set of constraints to correctly represent the units hidden flexibility within the cluster, mainly defined by the individual units ramping and startup/shutdown capabilities, including up/down reserves. Different case studies show that the proposed CUC replicates the objective function of the individual UC while solving significantly faster, between 5 to 311 times faster. Therefore, the proposed CUC correctly represents the individual units ramping and reserve flexibility within the cluster and could be directly applied to long-term planning models without significantly increasing their computational burden.
In Part I of this paper we have introduced the closed-form conditions for guaranteeing regional frequency stability in a power system. Here we propose a methodology to represent these conditions in the form of linear constraints and demonstrate their applicability by implementing them in a generation-scheduling model. This model simultaneously optimises energy production and ancillary services for maintaining frequency stability in the event of a generation outage, by solving a frequency-secured Stochastic Unit Commitment (SUC). We consider the Great Britain system, characterised by two regions that create a non-uniform distribution of inertia: England in the South, where most of the load is located, and Scotland in the North, containing significant wind resources. Through several case studies, it is shown that inertia and frequency response cannot be considered as system-wide magnitudes in power systems that exhibit inter-area oscillations in frequency, as their location in a particular region is key to guarantee stability. In addition, securing against a medium-sized loss in the low-inertia region proves to cause significant wind curtailment, which could be alleviated through reinforced transmission corridors. In this context, the proposed constraints allow to find the optimal volume of ancillary services to be procured in each region.
In this paper, we develop a parameterized proximal point algorithm (P-PPA) for solving a class of separable convex programming problems subject to linear and convex constraints. The proposed algorithm is provable to be globally convergent with a worst-case O(1/t) convergence rate, wheret denotes the iteration number. By properly choosing the algorithm parameters, numerical experiments on solving a sparse optimization problem arising from statistical learning show that our P-PPA could perform significantly better than other state-of-the-art methods, such as the alternating direction method of multipliers and the relaxed proximal point algorithm.
The output of renewable energy fluctuates significantly depending on weather conditions. We develop a unit commitment model to analyze requirements of the forecast output and its error for renewable energies. Our model obtains the time series for the operational state of thermal power plants that would maximize the profits of an electric power utility by taking into account both the forecast of output its error for renewable energies and the demand response of consumers. We consider a power system consisting of thermal power plants, photovoltaic systems (PV), and wind farms and analyze the effect of the forecast error on the operation cost and reserves. We confirm that the operation cost was increases with the forecast error. The effect of a sudden decrease in wind power is also analyzed. More thermal power plants need to be operated to generate power to absorb this sudden decrease in wind power. The increase in the number of operating thermal power plants within a short period does not affect the total operation cost significantly; however the substitution of thermal power plants by wind farms or PV systems is not expected to be very high. Finally, the effects of the demand response in the case of a sudden decrease in wind power are analyzed. We confirm that the number of operating thermal power plants is reduced by the demand response. A power utility has to continue thermal power plants for ensuring supply-demand balance; some of these plants can be decommissioned after installing a large number of wind farms or PV systems, if the demand response is applied using an appropriate price structure.