Fast Simultaneous Feasibility Test for Security Constrained Unit Commitment

We present a novel fast security analysis method to perform a simultaneous feasibility test (SFT) for security constrained unit commitment (SCUC). Given an SCUC solution, SFT computes base and contingent line flows, overloads, and sensitivities for formulating the violated constraints in the SCUC solver. We use the Sherman-Morrison-Woodbury (SMW) formula to handle topology changes across hours and contingencies. We first developed this SMW-based SFT for contingencies relative to a static network as a generalization of line outage distribution factors (LODFs) achieving the speed of LODFs and modeling complex contingencies as in commercial SFTs. Speedup of the SMW method over commercial methods comes from moving computation from the solve phase to a startup phase. We now extend the SMW technique to network changes across hours and contingencies, permitting deployment on a single compute node due to speedup of the startup phase. The fast SMW-based SFT can be used in a callback, improving over the traditional SCUC-SFT iteration due to a stronger guarantee of satisfying security constraints and to overall speedup since the SCUC solver is invoked only once. The memory required by the SMW-based SFT is large but manageable, and we formulate a technique to decrease this by 80% when implemented.