Optimal Dispatch of Unit Commitment and Multi-Scenario Reserve Decision Considering CVaR

Abstract

[Introduction] In order to improve the consumption level of renewable energy and measure the risks caused by the uncertainty of its output, this paper used the complementary and coordinated dispatch of different characteristics power as a means to improve the economy of system operation and promote the consumption of renewable energy. Aiming at fluctuation and uncertainty of renewable energy and load, the theory of conditional value-at-risk (CVaR) was introduced to evaluate risks caused by the uncertainty in system dispatching and operation. [Method] Using multi-scenario technology to simulate system uncertainty, a unit commitment and multi-scenario analysis reserve decision optimal dispatching model considering conditional value-at-risk (CVaR) was established, and the objective was to limit the risk level to an acceptable premise and minimize the system operation cost. Finally, the proposed model and method was implemented on GAMS (general algebraic modeling system) platform and solved with the mixed-integer linear programming CPLEX solver. [Result] Simulation calculations show that unit commitment and reserve decision of different types power can effectively improve system operation economy, reliability, and the consumption level of renewable energy. [Conclusion] The rationality and effectiveness of the presented model and method were validated by the numerical results of the improved IEEE 24 and the actual power grid system of a province.

Keywords

• coordinated optimization
• multi-scenario analysis
• unit commitment
• decision alternatives
• conditional value-at-risk