This paper addresses unit commitment under uncertainty of load and power infeed from renewables in alternating current (AC) power systems. Beside traditional unit-commitment constraints, the physics of power flow are included. To gain globally optimal solutions a recent semidefinite programming approach is used, which leads us to risk averse two-stage stochastic mixed integer semidefinite programs for which a decomposition algorithm is presented.
Accepté le :
DOI : 10.1051/ro/2016031
Mots-clés : Stochastic programming, semidefinite programming, AC power flow
@article{RO_2017__51_2_391_0,
author = {Schultz, R\"udiger and Wollenberg, Tobias},
title = {Unit commitment under uncertainty in {AC} transmission systems via risk averse semidefinite stochastic {Programs}},
journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
pages = {391--416},
publisher = {EDP-Sciences},
volume = {51},
number = {2},
year = {2017},
doi = {10.1051/ro/2016031},
mrnumber = {3657431},
zbl = {1365.90180},
language = {en},
url = {http://www.numdam.org/articles/10.1051/ro/2016031/}
}
TY - JOUR AU - Schultz, Rüdiger AU - Wollenberg, Tobias TI - Unit commitment under uncertainty in AC transmission systems via risk averse semidefinite stochastic Programs JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 2017 SP - 391 EP - 416 VL - 51 IS - 2 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/ro/2016031/ DO - 10.1051/ro/2016031 LA - en ID - RO_2017__51_2_391_0 ER -
%0 Journal Article %A Schultz, Rüdiger %A Wollenberg, Tobias %T Unit commitment under uncertainty in AC transmission systems via risk averse semidefinite stochastic Programs %J RAIRO - Operations Research - Recherche Opérationnelle %D 2017 %P 391-416 %V 51 %N 2 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/ro/2016031/ %R 10.1051/ro/2016031 %G en %F RO_2017__51_2_391_0
Schultz, Rüdiger; Wollenberg, Tobias. Unit commitment under uncertainty in AC transmission systems via risk averse semidefinite stochastic Programs. RAIRO - Operations Research - Recherche Opérationnelle, Tome 51 (2017) no. 2, pp. 391-416. doi : 10.1051/ro/2016031. http://www.numdam.org/articles/10.1051/ro/2016031/
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