Authors
Qianfan Wang, Yongpei Guan, Jianhui Wang
Publication date
2011/8/1
Journal
IEEE Transactions on Power Systems
Volume
27
Issue
1
Pages
206-215
Publisher
IEEE
Description
In this paper, we present a unit commitment problem with uncertain wind power output. The problem is formulated as a chance-constrained two-stage (CCTS) stochastic program. Our model ensures that, with high probability, a large portion of the wind power output at each operating hour will be utilized. The proposed model includes both the two-stage stochastic program and the chance-constrained stochastic program features. These types of problems are challenging and have never been studied together before, even though the algorithms for the two-stage stochastic program and the chance-constrained stochastic program have been recently developed separately. In this paper, a combined sample average approximation (SAA) algorithm is developed to solve the model effectively. The convergence property and the solution validation process of our proposed combined SAA algorithm is discussed and …
Total citations
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