A Hierarchical Method for Robust SCUC of Multi-Area Power Systems with Novel Uncertainty Sets

This paper focuses on the interchange and generation scheduling problem of multi-area power systems, where decentralized decision procedure is preferred and the uncertainties of nodal injections should be considered. The problem is formulated as a multi-area robust security constrained unit commitment model, with a novel uncertainty set specified by the variance of system net load. We prove that such an uncertainty set can provide a more precise probabilistic guarantee than conventional budgeted sets. To solve the problem in decentralized manner, an upper-level robust convex optimization model is proposed to optimize the tie-line power flow and derive a generation interval for each area. Then through the coordinated uncertainty requirement decided by the generation interval, each regional system operator can solve a decoupled robust unit commitment problem independently. Besides, a modified outer approximation algorithm is developed to obtain higher-quality solution of the bilinear programming involved in the process. Simulation results on a two-area system demonstrate the effectiveness of the uncertainty set, and show the economic efficiencies of unit commitment solutions acquired from the hierarchical method.