Robust Energy and Reserve Scheduling Considering Bulk Energy Storage Units and Wind Uncertainty

Autor: Jianhui Wang, Jose M. Arroyo, Noemi G. Cobos, Natalia Alguacil
Rok vydání: 2018
Předmět:
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