Two-stage Robust Optimal Dispatch Method Considering Wind Power and Load Correlation

With the increasing penetration of variable renewable generations, power systems are facing new problems of safety and economic operation. This paper proposes a two-stage robust security-constrained unit commitment (SCUC) method considering wind power and load correlation, which minimizes the operation cost while guaranteeing that the robust solution can be adaptively and securely adjusted in response to continuous load and wind uncertainty intervals as well as discrete generation and transmission contingency security criteria. In addition, this paper also considers the correlation of the change between wind power and load, and proposes a sample correlation elimination method based on Cholesky decomposition to eliminate the non-existent extreme scenes and reduce the conservativeness of the robust solutions. The proposed model is solved by the combination of modified Benders decomposition (BD) method and column-and-constraint generation (C&CG) algorithm, which decompose the original problem into a master UC problem for the base case and security checking subproblems for uncertainties. Numerical simulations on the modified IEEE 118-bus system illustrate the effectiveness of the proposed robust SCUC model for the secure and economic operation of power systems under various uncertainties.