Optimal reserve dispatch and security-constrained unit commitment considering volatile wind

In this paper, a combined model of optimal reserve dispatch and security-constrained unit commitment (SCUC) considering uncertain wind energy generation output is presented. To simulate the volatility and intermittency of wind energy, scenarios are generated by using Monte Carlo simulation with Latin hypercube sampling technique. After linearization of the nonlinear formulation, the bi-level mixed integer linear programming problem is solved by GAMS/CPLEX. Specifically, the SCUC and reserve dispatch problem is settled in the master problem with the forecasted values of wind energy generation, while the obtained generation dispatch scheme should meet the requirements due to uncertain wind power in the subproblems. Finally, to examine the effectiveness of the proposed model, case studies are conducted on the revised IEEE six-bus three-unit system and New England 39-bus 10-unit system, and five cases with different changing parameters are discussed in detail.