Robust Security Constrained Unit Commitment under Uncertain Wind Power Generation

The remarkable increase of volatile renewable energy resources has introduced new challenges for the secure and economic operation of power systems. In this paper an adaptive robust model is presented to address the power system security-constrained unit commitment (SCUC) problem under wind power generation variability. Uncertain nature of wind power is represented by a cardinality uncertainty set. Benders Decomposition (BD) algorithm is applied to solve the robust SCUC model. BD allows decomposing original problem to master problem and two sub-problems of optimality and feasibility. To analyze the impact of wind generation uncertainty on SCUC solution, different wind penetration levels are considered. Extensive numerical studies on the IEEE 24-bus reliability test system demonstrate the usefulness of the proposed robust SCUC.