Multi-stage robust clearing model considering renewable energy output uncertainty and unit effective reserve calculation in electricity market

Abstract

With the advancement of China’s carbon policy, the proportion of renewable energy, mainly wind and solar, has increased, which brings greater challenges to the reservation of power systems. Due to the complexity of China’s power systems, adopting the method of the zonal reserve to ensure stable system operation is very difficult. Among the existing clearing results for calculating reservation, the unit reservation will be restricted by the network security constraints, leading to system operation risks. To obtain the unit reservations efficiently without breaking the security constraints, this paper proposes an effective reserve calculation method for engineering implementation. A box robust optimization is further utilized for Security Constrained Unit Commitment in the method to ensure the consumption of renewable energy, and the stability and clearing efficiency of the power system. Furthermore, a data-driven robust random optimization is employed for Security Constrained Economic Dispatch optimizing the economy of power systems. This multi-stage robust optimization model, which has good extensibility, is in line with China’s clearing process. The simulation analysis based on the actual operation data of a province in China and the IEEE 300-bus system verifies the correctness and feasibility of the proposed model and theory.