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A computational framework for uncertainty quantification and stochastic optimization in unit commitment with wind power generation

Abstract:

We present a computational framework for integrating a state-of-the-art numerical weather pbkp_rediction (NWP) model in stochastic unit commitment/economic dispatch formulations that account for wind power uncertainty. We first enhance the NWP model with an ensemble-based uncertainty quantification strategy implemented in a distributed-memory parallel computing architecture. We discuss computational issues arising in the implementation of the framework and validate the model using real wind-speed data obtained from a set of meteorological stations. We build a simulated power system to demonstrate the developments. © 2010 IEEE.