Chance-constrained optimization (CCO) has been widely used for uncertainty management in power system operation. With the prevalence of wind energy, it becomes possible to consider the wind curtailment as a dispatch variable in CCO. However, the wind curtailment will cause impulse for the uncertainty distribution, yielding challenges for the chance constraints modeling. To deal with that, a data-driven framework is developed. By modeling the wind curtailment as a cap enforced on the wind power output, the proposed framework constructs a Gaussian process (GP) surrogate to describe the relationship between wind curtailment and the chance constraints. This allows us to reformulate the CCO with wind curtailment as a mixed-integer second-order cone programming (MI-SOCP) problem. An error correction strategy is developed by solving a convex linear programming (LP) to improve the modeling accuracy. Case studies performed on the PJM 5-bus and IEEE 118-bus systems demonstrate that the proposed method is capable of accurately accounting the influence of wind curtailment dispatch in CCO.
Recently, chance-constrained stochastic electricity market designs have been proposed to address the shortcomings of scenario-based stochastic market designs. In particular, the use of chance-constrained market-clearing avoids trading off in-expectation and per-scenario characteristics and yields unique energy and reserves prices. However, current formulations rely on symmetric control policies based on the aggregated system imbalance, which restricts balancing reserve providers in their energy and reserve commitments. This paper extends existing chance-constrained market-clearing formulations…
As renewable energy sources replace traditional power sources (such as thermal generators), uncertainty grows while there are fewer controllable units. To reduce operational risks and avoid frequent real-time emergency controls, a preparatory schedule of renewable generation curtailment is required. This paper proposes a novel two-stage robust generation dispatch (RGD) model, where the preparatory curtailment schedule is optimized in the pre-dispatch stage. The curtailment schedule will then influence the variation range of real-time renewable power output, resulting in a decision-dependent un…
The issues of uncertainty and frequency security could become significantly serious in power systems with the high penetration of volatile inverter-based renewables (IBRs). These issues make it necessary to consider the uncertainty and frequency-related constraints in the economic dispatch (ED) programs. However, existing ED studies rarely proactively optimize the control parameters of inverter-based resources related to fast regulation (e.g., virtual inertia and droop coefficients) in cooperation with other dispatchable resources to improve the system frequency security and dispatch reliabili…
Existing electricity market designs assume risk neutrality and lack risk-hedging instruments, which leads to suboptimal market outcomes and reduces the overall market efficiency. This paper enables risk-trading in the chance-constrained stochastic electricity market by introducing Arrow-Debreu Securities (ADS) and derives a risk-averse market-clearing model with risk trading. To enable risk trading, the probability space of underlying uncertainty is discretized in a finite number of outcomes, which makes it possible to design practical risk contracts and to produce energy, balancing reserve an…
This paper considers a security constrained dispatch problem involving generation and line contingencies in the presence of the renewable generation. The uncertainty due to renewables is modeled using joint chance-constraint and the mismatch caused by contingencies and renewables are handled using reserves. We consider a distributionally robust approach to solve the chance-constrained program. We assume that samples of the uncertainty are available. Using them, we construct a set of distributions, termed ambiguity set, containing all distributions that are close to the empirical distribution u…
The roll-out of stochastic renewable energy sources (RES) undermines the efficiency of power system and market operations. This paper proposes an approach to derive electricity prices that internalize RES stochasticity. We leverage a chance-constrained AC Optimal Power Flow (CC AC-OPF) model, which is robust against RES uncertainty and is also aware of the resulting variability (variance) of the system state variables. Using conic duality theory, we derive and analyze energy and balancing reserve prices that internalize the risk of system limit violations and the variance of system state varia…
Insufficient flexibility in system operation caused by traditional "heat-set" operating modes of combined heat and power (CHP) units in winter heating periods is a key issue that limits renewable energy consumption. In order to reduce the curtailment of renewable energy resources through improving the operational flexibility, a novel optimal scheduling model based on chance-constrained programming (CCP), aiming at minimizing the lowest generation cost, is proposed for a small-scale integrated energy system (IES) with CHP units, thermal power units, renewable generations and representative auxi…
In many parts of the world, electric power systems have seen a significant shift towards generation from renewable energy and natural gas. Because of their ability to flexibly adjust power generation in real time, gas-fired power plants are frequently seen as the perfect partner for variable renewable generation. However, this reliance on gas generation increases interdependence and propagates uncertainty between power grids and gas pipelines, and brings coordination and uncertainty management challenges. To address these issues, we propose an uncertainty management framework for uncertain, bu…
Unit Commitment with N-1 Security and Wind Uncertainty
Texas A&M University（德克萨斯农工大学）；Massachusetts Institute of Technology（麻省理工学院）；ETH Zurich（苏黎世联邦理工学院）；Los Alamos National Laboratory（洛斯阿拉莫斯国家实验室）；Columbia University（哥伦比亚大学）
In order to balance the interests of integrated energy operator (IEO) and users, a novel Stackelberg game-based optimization framework is proposed for the optimal scheduling of integrated demand response (IDR)-enabled integrated energy systems with uncertain renewable generations, where the IEO acts as the leader who pursues the maximization of his profits by setting energy prices, while the users are the follower who adjusts energy consumption plans to minimize their energy costs. Taking into account the inherent uncertainty of renewable generations, the probabilistic spinning reserve is writ…
A community integrated energy system (CIES) with an electric vehicle charging station (EVCS) provides a new way for tackling growing concerns of energy efficiency and environmental pollution, it is a critical task to coordinate flexible demand response and multiple renewable uncertainties. To this end, a novel bi-level optimal dispatching model for the CIES with an EVCS in multi-stakeholder scenarios is established in this paper. In this model, an integrated demand response program is designed to promote a balance between energy supply and demand while maintaining a user comprehensive satisfac…
The community integrated energy system (CIES) is an essential energy internet carrier that has recently been the focus of much attention. A scheduling model based on chance-constrained programming is proposed for integrated demand response (IDR)-enabled CIES in uncertain environments to minimize the system operating costs, where an IDR program is used to explore the potential interaction ability of electricity-gas-heat flexible loads and electric vehicles. Moreover, power to gas (P2G) and micro-gas turbine (MT), as links of multi-energy carriers, are adopted to strengthen the coupling of diffe…
