Robust Energy and Reserve Dispatch Under Variable Renewable Generation

Global warming and environmental pollution concerns have promoted dramatic integrations of renewable energy sources all over the world. Associated with benefits of environmental conservation, essentially uncertain and variable characteristics of such energy resources significantly challenge the operation of power systems. In order to implement reliable and economical operations, a robust energy and reserve dispatch (RERD) model is proposed in this paper, in which the operating decisions are divided into pre-dispatch and re-dispatch. A robust feasibility constraint set is imposed on pre-dispatch variables, such that operation constraints can be recovered by adjusting re-dispatch after wind generation realizes. The model is extended to more general dispatch decision making problems involving uncertainties in the framework of adjustable robust optimization. By revealing the convexity of the robust feasibility constraint set, a comprehensive mixed integer linear programming based oracle is presented to verify the robust feasibility of pre-dispatch decisions. A cutting plane algorithm is established to solve associated optimization problems. The proposed model and method are applied to a five-bus system as well as a realistic provincial power grid in China. Numeric experiments demonstrate that the proposed methodology is effective and efficient.