A Multi-Band Uncertainty Set Based Robust SCUC With Spatial and Temporal Budget Constraints

The dramatic increase of renewable energy resources in recent years, together with the long-existing load forecast errors and increasingly involved price sensitive demands, has introduced significant uncertainties into power systems operation. In order to guarantee the operational security of power systems with such uncertainties, robust optimization has been extensively studied in security-constrained unit commitment (SCUC) problems, for immunizing the system against worst uncertainty realizations. However, traditional robust SCUC models with single-band uncertainty sets may yield over-conservative solutions in most cases. This paper proposes a multi-band robust model to accurately formulate various uncertainties with higher resolution. By properly tuning band intervals and weight coefficients of individual bands, the proposed multi-band robust model can rigorously and realistically reflect spatial/temporal relationships and asymmetric characteristics of various uncertainties, and in turn could effectively leverage the tradeoff between robustness and economics of robust SCUC solutions. The proposed multi-band robust SCUC model is solved by Benders decomposition (BD) and outer approximation (OA), while taking the advantage of integral property of the proposed multi-band uncertainty set. In addition, several accelerating techniques are developed for enhancing the computational performance and the convergence speed. Numerical studies on a 6-bus system and the modified IEEE 118-bus system verify the effectiveness of the proposed robust SCUC approach for enhancing uncertainty modeling capabilities and mitigating conservativeness of the robust SCUC solution.