APPLICATION OF STOCHASTIC PROGRAMMING IN SCUC

Abstract

This thesis presents a scenario-reduction technique to solve stochastic security- constrained unit commitment (Stochastic SCUC) problems. The uncertainty of wind power generation is simulated by the Monte Carlo (MC) method. The Stochastic SCUC problem is formulated as a mixed-integer linear programming (MIP) problem and the large-scale optimization problem is decomposed into one master problem and several tractable subproblems for each scenario. Computational burdens for solving scenarios-based Stochastic SCUC are mainly depend on the number of scenarios and a scenario-reduction technique is applied to reduce the computation burdens. The numerical results of a 6-bus system show the effectiveness of the Scenarios-Reduction Techniques for solving the Stochastic SCUC problem. Index Terms—Power System Operation, Stochastic Programming, Stochastic SCUC, Monte Carlo Stimulation, Scenarios Reduction.M.S. in Electrical Engineering, May 201