Transmission contingency-constrained unit commitment with uncertain wind generation via interval optimization

Reliability is a major concern for power systems that involve different types of uncertainty, including notably contingencies and intermittent wind generation. Contingency-constrained unit commitment satisfying the “N − 1 rule” is extremely complex, and the issue is now compounded by the drastic increase in intermittent wind generation. This paper develops a novel interval optimization approach for contingency-constrained unit commitment with N − 1 transmission contingencies and uncertain wind generation. The novel idea lies in using intervals to describe transmission contingencies based on generation shift factors (GSFs), as opposed to analyzing contingencies one at a time. The model that directly covers all transmission contingencies and extreme wind realizations can be over-conservative. To reduce this conservativeness, our model considers the non-contingency case with extreme wind realizations, as well as all transmission contingencies with the expected wind realization. By making effective use of interval arithmetic, the overall problem is linear and can be efficiently solved by using branch-and-cut. Numerical results demonstrate that the new approach is effective regarding computational efficiency, solution robustness, and simulation costs.