Security-constrained unit commitment with optimal robust confidence levels

Due to the increasing penetration of wind power, the fluctuation and forecasting error have posed significant challenges to dispatchers for secure and economic operation of the power system concerned. This paper proposes a model for attaining a robust solution to the security-constrained unit commitment (SCUC) problems based on scenarios. Different from most robust optimization models, the model in this paper guarantees a robust solution with the optimal confidence level, and some measures such as wind power curtailment and load shed are considered. The proposed model provides theoretical basis to help operators strike a balance between economic performance and robustness. The proposed model is solved by Benders decomposition. The effectiveness of the proposed model is verified by results of numerical cases on the modified IEEE 39, 118-bus system.