"A Computational Framework for Uncertainty Quantification and Stochastic Optimization in Unit Commitment with Wind Power Generation"
E. M. Constantinescu, V. M. Zavala, M. Rocklin, S. Lee, and M. Anitescu
IEEE Transactions on Power Systems, vol. 26, no. 1, , pp. 431-441. Also Preprint ANL/MCS-P1681-1009
Preprint Version: [pdf]
We present a computational framework for integrating a state-of-the-art numerical weather prediction (NWP) model in stochastic unit commitment/energy 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 use these capabilities through an ensemble approach to model the uncertainty of the forecast errors. The wind power realizations are exploited through a closed-loop stochastic unit commitment/energy dispatch formulation. We discuss computational issues arising in the implementation of the framework. In addition, we validate the framework using real wind speed data obtained from a set of meteorological stations. We also build a simulated power system to demonstrate the developments.