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All sourcesNASA NTRSDOE OSTI
DOE OSTI2018

Two-stage minimax stochastic unit commitment

The study proposes a stochastic optimisation approach based on discrete scenarios and the minimax criterion to deal with demand uncertainty in the two-stage unit commitment problem. To avoid making an over-conservative decision, the approach is designed to assign a probability-based weight to each demand scenario and provide a unit commitment schedule that minimises the maximum possible-weighted generation cost. Unit commitment is determined in the first stage and the economic dispatch under the scenario that corresponds to the maximum possible-weighted generation cost is determined in the second stage. The problem is formulated as a type of min-max-min mixed integer programming model. By introducing an auxiliary variable, the model is further transformed into a minimisation problem. A Benders decomposition algorithm is developed to solve the problem. The Benders master problem determines the unit commitment decision, while the Benders subproblem determines the dispatch decision. Multiple Benders feasibility cuts are constructed when the Benders subproblem is infeasible. Valid inequalities are derived to improve the lower bound provided by the Benders master problem. Numerical results show the performance of the algorithm.

Che, Ping↗
DOE OSTI2020

Modeling Flexible Generator Operating Regions via Chance- constrained Stochastic Unit Commitment

Here, we introduce a novel chance-constrained stochastic unit commitment model to address uncertainty in renewables' production uncertainty in power systems operation. For most thermal generators,underlying technical constraints that are universally treated as "hard" by deterministic unit commitment models are in fact based on engineering judgments, such that system operators can periodically request operation outside these limits in non-nominal situations, e.g., to ensure reliability. We incorporate this practical consideration into a chance-constrained stochastic unit commitment model, specifically by in-frequently allowing minor deviations from the minimum and maximum thermal generator power output levels. We demonstrate that an extensive form of our model is computationally tractable for medium-sized power systems given modest numbers of scenarios for renewables' production. We show that the model is able to potentially save significant annual production costs by allowing infrequent and controlled violation of the traditionally hard bounds imposed on thermal generator production limits. Finally, we conduct a sensitivity analysis of optimal solutions to our model under two restricted regimes and observe similar qualitative results.

42 ENGINEERING↗
DOE OSTI2023

A hybrid data-driven and model-based approach for computationally efficient stochastic unit commitment and economic dispatch under wind and solar uncertainty

Stochastic unit commitment (UC) and economic dispatch (ED) are imperative in dealing with uncertainty in renewable forecast for power system operation and planning such that the overall expected production cost is minimized over the planning horizon. However, accurate calculation of the expected production cost requires assessment of a very large number of different scenarios of uncertain renewable resources, such as solar and wind, which is practically infeasible to simulate in real time. This article proposes a hybrid datadriven and physics-based model-predictive paradigm to efficiently solve for stochastic unit commitment and economic dispatch considering uncertainty in wind and solar power forecasts. Here, the novelty of the approach lies in decoupling the production cost estimation from the unit commitment and economic dispatch optimization problems under uncertainty without compromising on the fidelity of the solutions. A data-driven machine learning model is first developed to predict the mean optimal production cost. A physics-based inverse problem is then solved to get the stochastic UC and ED profiles from the expected cost. The presented approach considers, for the first time, solar uncertainty in UC/ED determination and enables efficient and accurate propagation of wind and solar uncertainty to estimate the statistics of the production cost. The effectiveness of the developed approach is demonstrated systematically on a stylized RTS-GMLC single-node system. The overall framework predicts the expected cost 62.5% more accurately than the existing state-of-the-art, on unforeseen days during the entire year, and yields, for the first time, the associated physically consistent UC and ED profiles. The solutions are also shown to be flexible in providing adequate daily reserves to address any statistical deviations from probabilistic power forecasts. The computational time associated with the presented method is only about 10 s compared to over 24 h needed for a conventional stochastic UC/ED determination under uncertainty on an Intel Core i9 processor with 32 GB of RAM.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗
DOE OSTI2023

Stochastic Unit Commitment: Model Reduction via Learning

As weather-dependent renewable generation increases its share in the generation mix of most electric energy systems, a stochastic unit commitment becomes the natural day-ahead scheduling tool. However, such a tool is generally computationally intractable if a detailed uncertainty description is considered. Taking this into account, we proposed a learning method to make the stochastic unit commitment problem tractable. Here, recent advances in statistical learning and machine learning to address optimization problems can be advantageously applied to the rather intractable stochastic unit commitment problem. Considering these advances, we explore simple learning techniques to drastically reduce the size of a stochastic unit commitment problem without significantly altering its optimal solution. The considered stochastic unit commitment problem is formulated as a two-stage stochastic programming problem. The first stage represents commitment decisions, while the second one represents the operation conditions under different scenarios. Taking into account historical solved instances (or proxies for them), we reduce the size (measured by numbers of constraints and variables) of the stochastic unit commitment problem by (i) fixing unchanged binary variables and by (ii) eliminating inactive inequality constraints. Our numerical results show that the reduced problem generally requires significantly less time to solve while obtaining high-quality solutions, which are very close to or indistinguishable from the one obtained by solving the original problem. We use an Illinois 200-bus system to illustrate and characterize the performance of the proposed problem-reduction method.

42 ENGINEERING↗
DOE OSTI2021

State-of-the-Art Techniques for Large-Scale Stochastic Unit Commitment

Recent advances in deterministic unit commitment, both formulaic and algorithmic, along with modern algorithmic approaches for stochastic programming, have enabled the solution of stochastic unit commitment problems with hundreds of scenarios on large-scale transmission networks. In this presentation, we will give an overview of these methods, including lazy transmission constraint generation, lower-bounding techniques, and heuristics, all of which can be executed in concert with customized decomposition approaches for optimization under uncertainty. We demonstrate the effectiveness of these techniques on the TAMU Texas7K synthetic transmission network, leveraging realistic high-resolution forecasts based on NREL renewable resource availability data. The software leveraged for these demonstrations is available via the open-source software packages EGRET (for electrical grid optimization) and mpi-sppy (for optimization under uncertainty).

27 ARPA - Advanced Research Projects Agency-Energy↗
DOE OSTI2022

Investigation of Stochastic Unit Commitment to Enable Advanced Flexibility Measures for High Shares of Solar PV

As the share of solar photovoltaics (PV) in the power system increases, there is a growing need for flexibility from multiple, possibly interdependent sources to adjust to PV's variability, uncertainty, and diurnal dependence. This paper investigates how stochastic unit commitment leveraging probabilistic solar forecasts can support other flexibility measures under high solar shares. We consider two flexibility measures relevant to day-ahead scheduling: battery energy time-shifting and solar ancillary service provision. Unit commitment and economic dispatch simulations are conducted on a realistic test system based on Texas using day-ahead solar trajectories. The benefits of the two flexibility measures are pronounced when the instantaneous solar share is high, offering cost savings of 10%-20% in the spring. For a Texas-sized system, this translates to hundreds of millions of dollars in cost savings once the installed PV capacity enables instantaneous solar shares regularly exceeding 40%. Using probabilistic forecasts also greatly increases the reliability of upward reserve provision from solar PV, reducing unserved reserves by 50%-100%. Both day-ahead forecast resolution and errors can impact system reliability at high solar shares, but the stochastic formulation has significant value, mitigating reliability impacts on over-forecast days.

ancillary services↗
DOE OSTI2019

Operation of a High Renewable Penetrated Power System With CSP Plants: A Look-Ahead Stochastic Unit Commitment Model

The integration of variable renewable energy (VRE) generation, i.e., wind power and solar photovoltaic, brings significant uncertainty for the power system operation. Different with VRE techniques, concentrating solar power (CSP) is an appealing renewable generation technology due to its dispatch ability through the use of thermal energy storage and is thus expected to play a significant role in high renewable energy penetrated power systems. In this paper, we propose a look-ahead stochastic unit commitment model to operate power systems with CSP under high renewable energy penetration. It has a three-stage structure. The first stage optimizes the operational decisions in a day-ahead framework based on forecasts; the second stage minimizes the expected generation cost for possible realizations in the real time; and the third stage accounts for look-ahead operation in future operating days. This paper has a dual purpose: first, exploring how CSP plants operate in high renewable penetrated power systems; and second, analyzing the benefits of CSP in accommodating VRE generation. A case study on a modified IEEE RTS-79 system with actual solar and wind power data is provided to validate the proposed method.

14 SOLAR ENERGY↗
DOE OSTI2023

A Predictive Prescription Framework for Stochastic Unit Commitment Using Boosting Ensemble Learning Algorithms

To take unit commitment (UC) decisions under uncertain load, most existing stochastic optimization (SO) frameworks adopt a generic representation of uncertainty. While load levels that materialize on a particular day are influenced by various covariates (such as the day of the week or temperature), SO frameworks typically disregard such side observations, wasting actionable information that could significantly enhance decision quality. Here, this article proposes a contextual SO (CSO) framework for UC under uncertain load, which can effectively exploit covariate observations in conjunction with a class of machine learning (ML) algorithms to improve the out-of-sample performance of UC decisions. It shows how three ML algorithms, adaptive boosting, gradient boosted trees, and extreme gradient boosting, can be used to this end, constituting the first application of these algorithms in any CSO framework. Using real-world data harvested from the New York ISO grid, we measure the out-of-sample performance of the framework in terms of total operation cost, shed load values, locational marginal prices, and total payments by the loads, against several benchmark methods proposed in the literature. The article has an online companion (Yurdakul et al.), wherein we present additional results and lay out further mathematical formulations used in this work.

42 ENGINEERING↗
DOE OSTI2016

Systematic Evaluation of Stochastic Methods in Power System Scheduling and Dispatch with Renewable Energy

As more wind power and other renewable resources are being integrated into the electric power grid, the forecast uncertainty brings operational challenges for the power system operators. In this report, different operational strategies for uncertainty management are presented and evaluated. A comprehensive and consistent simulation framework is developed to analyze the performance of different reserve policies and scheduling techniques under uncertainty in wind power. Numerical simulations are conducted on a modified version of the IEEE 118-bus system with a 20% wind penetration level, comparing deterministic, interval, and stochastic unit commitment strategies. The results show that stochastic unit commitment provides a reliable schedule without large increases in operational costs. Moreover, decomposition techniques, such as load shift factor and Benders decomposition, can help in overcoming the computational obstacles to stochastic unit commitment and enable the use of a larger scenario set to represent forecast uncertainty. In contrast, deterministic and interval unit commitment tend to give higher system costs as more reserves are being scheduled to address forecast uncertainty. However, these approaches require a much lower computational effort Choosing a proper lower bound for the forecast uncertainty is important for balancing reliability and system operational cost in deterministic and interval unit commitment. Finally, we find that the introduction of zonal reserve requirements improves reliability, but at the expense of higher operational costs.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗
DOE OSTI2023

Stochastic Look-Ahead Commitment: A Case Study in MISO

This paper introduces the Stochastic Look Ahead Commitment (SLAC) software prototyped and tested for the Midcontinent Independent System Operator (MISO) look ahead commitment process. SLAC can incorporate hundreds of wind, load, and net scheduled interchange (NSI) uncertainty scenarios. It uses a progressive hedging method to solve a novel two-stage stochastic unit commitment. The first stage commitment decisions, made only for those generators whose decision to commit or not in each time period cannot be deferred, can cover the uncertainties within the next three hours. The second stage includes both the dispatch for each of the scenarios and the commitment decisions that can be deferred. Study results on 15 MISO production days show that SLAC may bring economic and reliability benefits under uncertainty.

MATHEMATICS AND COMPUTING↗
DOE OSTI2017

Stochastic Multi-Timescale Power System Operations With Variable Wind Generation

This paper describes a novel set of stochastic unit commitment and economic dispatch models that consider stochastic loads and variable generation at multiple operational timescales. The stochastic model includes four distinct stages: stochastic day-ahead security-constrained unit commitment (SCUC), stochastic real-time SCUC, stochastic real-time security-constrained economic dispatch (SCED), and deterministic automatic generation control (AGC). These sub-models are integrated together such that they are continually updated with decisions passed from one to another. The progressive hedging algorithm (PHA) is applied to solve the stochastic models to maintain the computational tractability of the proposed models. Comparative case studies with deterministic approaches are conducted in low wind and high wind penetration scenarios to highlight the advantages of the proposed methodology, one with perfect forecasts and the other with current state-of-the-art but imperfect deterministic forecasts. The effectiveness of the proposed method is evaluated with sensitivity tests using both economic and reliability metrics to provide a broader view of its impact.

17 WIND ENERGY↗