A Mixed-Integer SDP Solution Approach to Distributionally Robust Unit Commitment with Second Order Moment Constraints

TL;DR

This paper presents a novel mixed-integer semidefinite programming approach for distributionally robust unit commitment, leveraging second order moment constraints to improve real-time operation costs and reliability in power systems with renewable uncertainties.

Contribution

It introduces a new MI-SDP formulation and a cutting plane algorithm for distributionally robust UC with second order moments, enhancing solution efficiency and reliability.

Findings

Outperforms deterministic and robust UC in cost reduction

Improves dispatch reliability in power system operations

Provides a scalable solution for uncertainty modeling

Abstract

A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization approach. We assume that the first and second order moments of stochastic parameters can be inferred from historical data, and then employed to model the set of probability distributions. The resulting problem is a two-stage distributionally robust unit commitment with second order moment constraints, and we show that it can be recast as a mixed-integer semidefinite programming (MI-SDP) with finite constraints. The solution algorithm of the problem comprises solving a series of relaxed MI-SDPs and a subroutine of feasibility checking and vertex generation. Based on the verification of strong duality of the semidefinite programming (SDP) problems, we propose a cutting plane algorithm for solving the MI-SDPs; we also introduce a SDP relaxation for the feasibility checking problem, which is an intractable biconvex optimization. Experimental results on a IEEE 6-bus system are presented, showing that without any tunings of parameters, the real-time operation cost of distributionally robust UC method outperforms those of deterministic UC and two-stage robust UC methods in general, and our method also enjoys higher reliability of dispatch operation.