Two-stage stochastic optimization for unit commitment considering wind power based on scenario analysis

For the unit commitment problem considering wind power, a two-stage stochastic optimization model aiming at minimizing the expected operational cost is implemented. In the first stage, we use the forecasted wind power as input, the unit startup and shutdown plan and generation schedule is made day-ahead while satisfying the constraints; the second stage is related to real-time operation of power system, we adopt dynamic scenario analysis to model the uncertainty of wind power, and evaluate the required reserve quantity of the scheduling plan determined in stage one. After the overall consideration of the two-stage decision problem, the final generation schedule is obtained. The proposed two-stage stochastic optimization model is applied to a modified IEEE 30-bus system. The simulation results show that the proposed model can perform daily energy and reserve scheduling and reduce the expected operational cost reasonably and effectively.