Two-Stage Robust Unit Commitment Problem with Complex Temperature and Demand Uncertainties

TL;DR

This paper develops a robust unit commitment model that accounts for complex temperature and demand uncertainties, including both LHS and RHS uncertainties, and proposes efficient solution strategies validated on IEEE test systems.

Contribution

It introduces a novel robust unit commitment model with combined LHS and RHS uncertainties and provides exact and approximation solution methods under the column-and-constraint generation framework.

Findings

Solution methods are efficient and scalable.

Complex uncertainties significantly impact system operations.

Numerical experiments validate the effectiveness of the proposed models.

Abstract

In this paper, we present and study a robust unit commitment model and some variants that consider complex temperature and demand uncertainties. Since there is a strong relationship among the efficiency of gas generators, demand, and temperature in practical systems, our robust models have both left- and right-hand-side (LHS and RHS, respectively) uncertainties. Unlike many existing robust models with RHS uncertainty only, the introduction of LHS uncertainty imposes a huge challenge in computing robust solutions. For those complex formulations, we analyze their structures, derive important properties, and design exact and fast approximation solution strategies under the column-and-constraint generation framework. Numerical experiments are conducted on typical IEEE test systems, which showcase the great performance of our solution methods and demonstrate a clear impact of complex and correlated uncertainties in system operations.