Horizontal decomposition-based stochastic day-ahead reliability unit commitment

This paper presents a progressive hedging (PH) based decomposition algorithm to improve the computational efficiency of stochastic day-ahead reliability unit commitment (RUC). Stochastic programming is introduced into RUC to facilitate a better decision making for market operation efficiency and ene...

Full description

Saved in:
Bibliographic Details
Published inProceedings / IEEE Power Engineering Society General Meeting pp. 1 - 5
Main Authors Yingzhong Gu, Xing Wang, Le Xie
Format Conference Proceeding
LanguageEnglish
Published IEEE 2013
Subjects
Day-ahead market
decision-making under uncertainty
Generators
Power system reliability
Programming
Reliability
reliability unit commitment
Stochastic processes
stochastic programming
Vectors
Online AccessGet full text
ISSN1932-5517
DOI10.1109/PESMG.2013.6672264

Cover

More Information
Summary:This paper presents a progressive hedging (PH) based decomposition algorithm to improve the computational efficiency of stochastic day-ahead reliability unit commitment (RUC). Stochastic programming is introduced into RUC to facilitate a better decision making for market operation efficiency and energy supply reliability. However, the computational burden of stochastic RUC using today's computing power is still significant. We propose to apply progressive hedging (PH) algorithm to decompose the stochastic RUC problem. It is shown that a PH-based algorithm allows parallel computation of stochastic RUC, which can be much faster than conventional stochastic programming methods. A practical power system is used to verify the effectiveness of the proposed computation framework.
ISSN:1932-5517
DOI:10.1109/PESMG.2013.6672264