RT Conference Proceedings
T1 Unit Commitment with Load Uncertainty by Joint Chance-Constrained Programming
A1 Peralta, Jacobo
A1 Pérez-Ruiz, Juan
A1 De-la-Torre-Fazio, Sebastián Bienvenido
K1 Ingeniería electrica
AB This paper presents an algorithm to solve a unitcommitment problem that takes into account the uncertainty inthe demand. This uncertainty is included in the optimizationproblem as a joint chance constraint that bounds the minimumvalue of the probability to jointly meet the deterministic powerbalance constraints. The demand is modeled as a multivariate,normally distributed, random variable and the correlationamong different time periods is also considered. A deterministicmixed-integer linear programming problem is sequentiallysolved until it converges to the solution of the chanceconstrainedoptimization problem. Different approaches arepresented to update the z-value used to transform the jointchance constraint into a set of deterministic constraints. Resultsfrom a realistic size case study are presented and the valuesobtained for the multivariate normal distribution probabilityare compared with the ones obtained by using a Monte Carlosimulation procedure
YR 2014
FD 2014-11-05
LK http://hdl.handle.net/10630/8369
UL http://hdl.handle.net/10630/8369
LA eng
NO Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tech.
DS RIUMA. Repositorio Institucional de la Universidad de Málaga
RD 20 ene 2026