A robust hydro-thermal scheduling problem for a system integrated with wind resource

Daily hydro-thermal scheduling (HTS) problem, one of the most critical tasks in electric power system operations, faces new challenges as the system uncertainty increases dramatically due to the integration of time-varying resources, such as wind. To effectively address these challenges, we propose the formulation of the solution of a generalized HTS problem for a system integrated with wind resources. Given the pre-specified wind nodal power output information by intervals, the HTS problem solution is robust against all wind uncertainty. The generalized HTS problem integrates the detailed statement of hydroelectric resource, especially in the form of stored water in the reservoirs which couples the decision makings at consecutive time periods. Thus, the system operator can give a more precise scheduling result from the hydro resources for coping with the uncertainty caused by wind. The description of the problem is comprehensive, providing information on important operating considerations and constraints which need to be modeled in practice. The problem is modeled as a two-level mixed integer optimization problem and we develop a computationally tractable method for practical power systems. Numerical testing results based on the Northwest China Grid data back our conclusion effectively.