A Robust Day-Ahead UC Model for Hydro-Thermal-Wind Power Systems under Uncertainties

Abstract

Abstract Energy sources, like hydro and wind power, present uncertain nature, characteristic that affects the electric power systems operation planning. Such factors require using methodologies capable to handle these uncertainties in interconnected hydro-thermal-wind power systems operation. This work proposes a computational model for the day-ahead unit commitment problem for interconnected hydro-thermal-wind power systems, considering the uncertainties related to wind power, water inflow, and energy demand, employing the Robust Optimization (RO). The optimization model consists in a three-level mixed integer linear programming problem, which is resolved using a two-stage decomposition approach, solved using the column-and-constraint generation algorithm. The model is validated using the 30 nodes IEEE and the 33 nodes Brazilian test system. The model proposed proved to have an operating cost proportional to the level of uncertainty and the methodology employed provides a preventive view of what may occur during the hydro-thermal-wind systems operation, allowing the central system operator to take certain actions in order to ensure reliable operating conditions. In addition, the model allowed the identification of important aspects related to computational costs, such as the verification that constraints that couple the problem in time and space significantly impact the simulation times of the problem.

Keywords

• Operation planning
• Day-ahead UC
• Hydro-thermal-wind power systems
• Robust optimization (RO)
• Column-and-constraint generation algorithm (C&CG)
• Optimization under uncertainty