A stochastic optimization modeling and algorithmic strategy for the security constrained unit commitment with wind farm

摘要

We address the problem of security constrained unit commitment (SCUC) with power flow constraints, capturing the uncertainty of wind power and demands. We propose a modeling and algorithmic strategy based on the framework of approximate dynamic programming (ADP). A stochastic optimization model is developed for the SCUC problem with power flow constraints. We demonstrate the methodology using both stochastic and deterministic formulations of the SCUC problem. Th is paper describes the handling of power flow constraints and different sources of uncertainty. The application on IEEE-30 to -300 bus systems and a Polish-2737 bus test system fully validate the effectiveness of the ADP-based modeling and algorithmic strategy.