Journal of Modern Power Systems and Clean Energy

ISSN 2196-5625 CN 32-1884/TK

Multi-stage Robust Unit Commitment with Discrete Load Shedding Based on Partially Affine Policy and Two-stage Reformulation
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Affiliation:

1.School of Mechanical and Electrical Engineering, University of Electronic Science and Technology of China, Chengdu 610054, China;2.State Grid Sichuan Electric Power Research Institute, Chengdu 610041, China;3.Department of Electrical Engineering, Tsinghua University, Beijing 100084, China;4.School of Electrical and Electronic Engineering, Nanyang Technological University, Singapore 639798, Singapore

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This work was supported in part by the Postdoctoral Fellowship Program of the Chinese Postdoctoral Science Foundation (No. GZB20240105), in part by the China Postdoctoral Science Foundation (No. 2024M750349), and in part by the National Natural Science Foundation of China (No. 52407084).

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    Abstract:

    This paper studies the problem of multi-stage robust unit commitment with discrete load shedding. In the day-ahead phase, the on-off status of thermal units is scheduled. During each period of real-time dispatch, the output of thermal units and the action of load shedding are determined, and the discrete choice of load shedding corresponds to the practice of tripping substation outlets. The entire decision-making process is formulated as a multi-stage adaptive robust optimization problem with mixed-integer recourse, whose solution takes three steps. First, we propose and apply partially affine policy, which is optimized ahead of the day and restricts intertemporal dispatch variables as affine functions of previous uncertainty realizations, leaving remaining continuous and binary dispatch variables to be optimized in real time. Second, we demonstrate that the resulting model with partially affine policy can be reformulated as a two-stage robust optimization problem with mixed-integer recourse. Third, we modify the standard nested column-and-constraint generation algorithm to accelerate the inner loops by warm start. The modified algorithm solves the two-stage problem more efficiently. Case studies on the IEEE 118-bus system verify that the proposed partially affine policy outperforms conventional affine policy in terms of optimality and robustness; the modified nested column-and-constraint generation algorithm significantly reduces the total computation time; and the proposed method balances well optimality and efficiency compared with state-of-the-art methods.

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History
  • Received:February 26,2024
  • Revised:May 20,2024
  • Online: March 26,2025