Interval mixed-integer programming for daily unit commitment and dispatch incorporating wind power

Abstract

In this paper, a new method of daily unit commitment and dispatch incorporating wind power is introduced based on interval number theory. Interval Programming method has its unique advantage in uncertainty problem which caused by the volatile nature of wind power generation. The bounds of uncertainty parameters are the only information needed which could be acquired conveniently. A day-ahead unit commitment mathematical model is established by interval mixed-integer programming method, in which the uncertainty wind power generation is represented by a functional interval. In the process of solving interval mixed-integer programming problem, the optimal model is firstly divided into two deterministic mix-integer programming sub-problems with the parameters expressed as constants. These two sub-problems are solved in turn. Then, the interval solutions of the model can be constructed by the solutions of two sub- problems. The case based on IEEE 30-bus system is studied. It can be proved that the model proposed in this paper is universally adaptable in day-ahead generation scheduling, and it shows that the algorithm is effective and the result is feasible.