A mixed-integer SDP solution approach to distributionally robust unit commitment with second order moment constraints

• DOI: 10.17775/cseejpes.2019.00930
• Publication Date: 2020-02-20T07:32:24Z
• Authors: Xiaodong Zheng; Haoyong Chen; Yan Xu; Zhengmao Li; Zhenjia Lin; Zipeng Liang
• Keywords: Semidefinite Programming; Robust Optimization; Cutting-plane method; Power system simulation; Duality (order theory); Subroutine

A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization approach. We assume that the first and second order moments stochastic parameters can be inferred from historical data, then employed to model set probability distributions. The resulting two-stage with moment constraints, we show it recast as mixed-integer semidefinite programming (MI-SDP) finite constraints. solution algorithm comprises solving series relaxed MI-SDPs subroutine feasibility checking vertex generation. Based on verification strong duality (SDP) problems, propose cutting plane for MI-SDPs; also introduce SDP relaxation problem, which an intractable biconvex optimization. Experimental results IEEE 6-bus are presented, showing without any tunings parameters, real-time operation cost UC method outperforms those deterministic methods general, our enjoys higher reliability dispatch operation.