Robust Energy and Reserve Scheduling Considering Bulk Energy Storage Units and Wind Uncertainty
Autor: | Jianhui Wang, Jose M. Arroyo, Noemi G. Cobos, Natalia Alguacil |
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Rok vydání: | 2018 |
Předmět: |
Mathematical optimization
Computer science business.industry 020209 energy Energy Engineering and Power Technology Binary number Robust optimization 02 engineering and technology Energy storage Scheduling (computing) Robustness (computer science) 0202 electrical engineering electronic engineering information engineering Electricity Transmission system operator Electrical and Electronic Engineering Electric power industry business |
Zdroj: | IEEE Transactions on Power Systems. 33:5206-5216 |
ISSN: | 1558-0679 0885-8950 |
DOI: | 10.1109/tpwrs.2018.2792140 |
Popis: | In the restructured power industry, bulk energy storage may play a crucial role to provide the flexibility required by system operators to cater for the unprecedented levels of uncertainty. Within the context of co-optimized electricity markets for energy and reserves under wind uncertainty, this paper addresses the incorporation of bulk energy storage units in day-ahead network-constrained energy and reserve scheduling. A novel two-stage robust optimization approach is presented whereby the nonconvex and time-coupled operation of storage devices is precisely modeled while accounting for the anticipativity of the two-stage setting. The resulting robust counterpart is cast as a mixed-integer trilevel program with lower-level binary variables. In order to address the nonconvexity of the recourse problem, this paper proposes the application of an exact nested column-and-constraint generation algorithm. Numerical results illustrate the effective performance of the proposed approach. |
Databáze: | OpenAIRE |
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