A robust unit commitment model under correlated temperatures and demands

Abstract

Robust Unit Commitment (UC) model has been intensively investigated as an effective approach to hedge against randomness and risks. All existing robust UC formulations consider uncertainties in demand and/or cost. We observe that, nevertheless, a power system could be seriously affected by surrounding temperature and there is a strong relationship among the efficiency of gas generators, demand and temperature. With that observation, we develop a robust optimization model considering correlated uncertainties in temperature and demand forecasting, and the impact of the former one on generating efficiency. Numerical experiments are conducted on a typical IEEE test system to analyse our formulation and the impact of uncertain temperature.