Mixed-Integer Conic Formulation of Unit Commitment with Stochastic Wind Power

Due to the high randomness and volatility of renewable energy sources such as wind energy, traditional thermal unit commitment (UC) model is no longer applicable. In this paper, in order reduce possible negative effects an inaccurate forecast, chance-constrained programming (CCP) method used study UC problem with uncertainty power generation, chance constraints balance spinning reserve are satisfied a predetermined probability. effectively solve CCP problem, first, we sample average approximation (SAA) transform into deterministic obtain mixed-integer quadratic (MIQP) model. Then, terms were incorporated by introducing some auxiliary variables, second-order cone formed combining them output characteristics unit; therefore, tighter (MISOCP) formulation was obtained. Finally, applied systems including 10 100 units 1 2 units, invoked MOSEK MATLAB MISOCP formulation. The numerical results obtained within 24 h confirm that not only successful reformulation can achieve better suboptimal solutions, but it also suitable for solving large-scale uncertain problem. addition, up 40 do consider pollution emissions, compared those previously published methods, showing very promising, given its excellent performance.