Two-stage stochastic model of unit commitment with wind farm

A two-stage stochastic model of unit commitment with wind farms is introduced in this paper, which contains AC security constraints. The generating cost of thermal units and the expectation of dispatching cost that could be decomposed into units' regulating cost and load shedding penalty are included in the objective function. Benders theory and a two-stage auxiliary variable are employed to divide the whole model into UC main model, AC constrained sub-model and real-time dispatching model. After the above procedure, linearization and single cut L-shaped method are used to solve the proposed problem. In the end, the result of three-units-six bus system and IEEE 39-bus system with 10 units show that the proposed model could deal with wind power's stochastic in effect and the corresponding optimal units' active power take account into safety and economy.