Stochastic unit commitment performance considering monte carlo wind power scenarios
2018 International Conference on Probabilistic Methods Applied to Power Systems, PMAPS 2018 - Proceedings
Stochastic versions of the unit commitment problem have been advocated for addressing the uncertainty presented by high levels of wind power penetration. However, little work has been done to study trade-offs between computational complexity and the quality of solutions obtained as the number of probabilistic scenarios is varied. Here, we describe extensive experiments using real publicly available wind power data from the Bonneville Power Administration. Solution quality is measured by re-enacting day-ahead reliability unit commitment (which selects the thermal units that will be used each hour of the next day) and real-time economic dispatch (which determines generation levels) for an enhanced WECC-240 test system in the context of a production cost model simulator; outputs from the simulation, including cost, reliability, and computational performance metrics, are then analyzed. Unsurprisingly, we find that both solution quality and computational difficulty increase with the number of probabilistic scenarios considered. However, we find unexpected transitions in computational difficulty at a specific threshold in the number of scenarios, and report on key trends in solution performance characteristics. Our findings are novel in that we examine these tradeoffs using real-world wind power data in the context of an out-of-sample production cost model simulation, and are relevant for both practitioners interested in deploying and researchers interested in developing scalable solvers for stochastic unit commitment.