Unit Commitment Based on Risk Assessment to
Systems with variable Power Sources
P. M. Fonte
Electrical Engineering Department
Lisbon Superior Engineering Institute, ISEL
Lisbon, Portugal
pfonte@deea.isel.pt
Abstact- This paper presents the development of a complete
methodology for power systems scheduling with highly variable
sources based on a risk assessment model. The methodology is
tested in a real case study, namely an island with high
penetration of renewable energy production. The uncertainty of
renewable power production forecasts and load demand are
defned by the probability distribution function, which can be a
good alternative to the scenarios approach. The production mix
chosen for each hour results from the costs associated to the
operation risks, such as load shed and renewable production
curtailment. The results to a seven days case study allow
concluding about the difculty to achieve a complete robust
solution.
Index Terms-Power generation scheduling, risk assessment,
uncertainty.
I. INTRODUCTION
Increasing introduction of electric energy production with
Renewable Energy Sources (RES), and mostly those with
high variability, has created several challenges to the energy
networks operators, especially in the scheduling. This
problem is boosted in low power networks, particularly in
islands without any connection to continental networks.
Large variations on renewable production can introduce
stability problems in the network, which can originate
generation or load shed and, at limit, black-outs a strong
possibility[ 1]. When available, the RES production allows
thenal production decrease, especially during the peak load
periods. Optimizing the number and the power of the on-line
thenal units lowers cost and emissions. On the other hand,
an extreme reduction of the thermal committed capacity can
lead to a situation where the spinning reserves are not
suficient to handle with great variations of load, renewable
production or generation outages. Therefore, due to the
uncertainty in load and renewable production forecast, it is
sometimes hard to find a completely robust/economic
scheduling solution. With this into consideration and for
security, scheduling is generally done by a conservative way,
with low risk, although sometimes far away from an optimal
operation. As such there is the necessity to introduce
Claudio Monteiro
l
Fernando Maciel Barbosa
!
,
2
l
FEUP - Engineering Faculty, University of Porto
2 INESC TEC
Porto, Portugal
cdm@fe.up.pt, fmb@fe.up.pt
uncertainty of load/RES in scheduling for achieving a better
management of the thermal unit' s commitment. The
stochastic programming is an approach widely used to deal
with the generation scheduling under uncertainty applying
recourse problems, chance-constrained or robust
optimization, with uncertainty described by scenarios [2]
[17]. The scenario-based approach demands a great number
of realizations in order to capture the temporal
interdependence of the probabilistic behavior of the
uncertainty. One of the main problems of this approach is that
it is time consuming to solve all scenarios, being necessary to
appeal to some kind of scenario reduction. To overcome this
problem, this work develops a short-term scheduling
approach to be used in insular power grids based on risk
assessment, addressing the increase of variability and
uncertainty created by RES.
II. DESCRIPTION OF THE METHODOLOGY
The proposed generation scheduling is designed to
minimize the sum of the estimated costs based on risk cost
analysis. These costs result from the estimated normal
operation cost plus the estimated cost of operating outside
normal conditions. It is understood as "abnormal" conditions
if there is the necessity of load shed due to the lack of
available thermal production or RES curtailment caused by the
lack of load. The risk of load shed or RES curtailment and
thermal production below the technical minimums are used to
defne the objective function, as well as the probability of the
thermal generators operating inside the appropriated ranges.
Contrary to widely used scenarios-based approach, in this
work it is proposed the probabilistic estimation of costs based
on estimation risk, directly using the probability density
function of the random variables. Knowing the probability
function of net load (LN), obtained by load minus the
renewable production (L-RES) [1],[5],[6],[9],[15], for each
hour h of the scheduling period, the ability of each thermal
GENeration mix SET (GENSET) to meet the net load is
verified. Notice that in the risk assessment approach there are
no infeasible solutions, only more or less costly solutions.
These decisions have to be made to accept a risk as long as it
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