Security-constrained unit commitment based on a realizable energy delivery formulation

Security-constrained unit commitment (SCUC) is an important tool for independent system operators in the day-ahead electric power market. A serious issue arises that the energy realizability of the staircase generation schedules obtained in traditional SCUC cannot be guaranteed. This paper focuses on addressing this issue, and the basic idea is to formulate the power output of thermal units as piecewise-linear function. All individual unit constraints and systemwide constraints are then reformulated. The new SCUC formulation is solved within the Lagrangian relaxation (LR) framework, in which a double dynamic programming method is developed to solve individual unit subproblems. Numerical testing is performed for a 6-bus system and an IEEE 118-bus system on Microsoft Visual C.NET platform. It is shown that the energy realizability of generation schedules obtained from the new formulation is guaranteed. Comparative case study is conducted between LR and mixed integer linear programming (MILP) in solving the new formulation. Numerical results show that the near-optimal solution can be obtained efficiently by the proposed LR-based method.