2026-06-02T17:22:31Zhttps://riuma.uma.es/rest/oai/requestoai:riuma.uma.es:10630/83692026-02-03T12:22:18Zcom_10630_2254col_10630_37959
Unit Commitment with Load Uncertainty by Joint Chance-Constrained Programming
Peralta, Jacobo
Pérez-Ruiz, Juan
De-la-Torre-Fazio, Sebastián Bienvenido
Ingeniería electrica
This paper presents an algorithm to solve a unit
commitment problem that takes into account the uncertainty in
the demand. This uncertainty is included in the optimization
problem as a joint chance constraint that bounds the minimum
value of the probability to jointly meet the deterministic power
balance constraints. The demand is modeled as a multivariate,
normally distributed, random variable and the correlation
among different time periods is also considered. A deterministic
mixed-integer linear programming problem is sequentially
solved until it converges to the solution of the chanceconstrained
optimization problem. Different approaches are
presented to update the z-value used to transform the joint
chance constraint into a set of deterministic constraints. Results
from a realistic size case study are presented and the values
obtained for the multivariate normal distribution probability
are compared with the ones obtained by using a Monte Carlo
simulation procedure
2014-11-05T12:50:46Z
2014-11-05T12:50:46Z
2014-11-05T12:50:46Z
2014-11-05
conference output
http://hdl.handle.net/10630/8369
eng
Powertech 2013
Grenoble, Francia
16 de junio de 2013
open access