Robust optimization method based on scenario analysis for unit commitment considering wind uncertainties

With increasing wind farm integrations, unit commitment (UC) is more difficult to solve because of the intermittent and random nature of wind power outputs. A robust optimization model for UC is built to deal with the errors on wind power predictions. The robust optimization method is based on scenario analysis, while the probability of each selected scenario is derived mathematically. In the proposed UC formulation, spinning reserve requirement is specially considered to support possible wind power change between any two successive periods. Network security constraints are considered by DC power flow equations and the whole UC formulation is a mixed-integer programming problem. Case studies on the IEEE 30-bus system demonstrate the effectiveness of the proposed method. The influences of wind power on UC results and network security are also discussed.