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2186. Stochastic optimization for unit commitment applied to the security of supply

Invited abstract in session MB-35: Stochastic Optimization for Energy Transition, stream Stochastic, Robust and Distributionally Robust Optimization.

Monday, 10:30-12:00
Room: 44 (building: 303A)

Authors (first author is the speaker)

1. jonathan dumas
RTE

Abstract

Transmission system operators employ reserves to deal with unexpected variations of demand and generation to guarantee the security of supply. The French transmission system operator dynamically sizes the required margins using a probabilistic approach relying on continuous forecasts of the main drivers of the uncertainties of the system imbalance and a 1 % risk threshold. However, it does not consider the cost of units and the lost load. In addition, it does not provide insight into which means to activate upward/downward and when to face a deficit of margins.

This work presents a unit commitment strategy using stochastic optimization, including i) the fixed and variable costs of power plants and the costs of lost load and spillage and ii) uncertainties of the renewable generation, consumption, and technical failures of units.

A multi-stage stochastic program formulates this problem and is approximated with a rolling sequence of two-stage stochastic programs.
A simplified version that solves a single two-stage stochastic program is implemented on a case study comprising a few nuclear and fossil-based units due to tractability issues related to the technical constraints of units. Extensions are required to:
Better model the uncertainties.
Consider other risk-aversion approaches, such as using a CVaR or chance-constrained.
Deal with the tractability issues.
Model the lost load cost according to the volume of not-served energy and outage duration.

Keywords

Status: accepted

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