Analytical Reformulation for Stochastic Unit Commitment Considering Wind Power Uncertainty With Gaussian Mixture Model

To capture the stochastic characteristics of renewable energy generation output, chance-constrained unit commitment (CCUC) model is widely used. Conventionally, analytical reformulation for CCUC is usually based on simplified probability assumption or neglecting some operational constraints, otherwise scenario-based methods are used to approximate probability with heavy computational burden. In this paper, Gaussian mixture model (GMM) is employed to characterize the correlation between wind farms and probability distribution of their forecast errors. In our model, chance constraints including reserve sufficiency and branch power flow bounds are ensured to be satisfied with predetermined probability. To solve this CCUC problem, we propose a Newton method based procedure to acquire the quantiles and transform chance constraints into deterministic constraints. Therefore, the CCUC model is efficiently solved as a mixed-integer quadratic programming problem. Numerical tests are performed on several systems to illustrate efficiency and scalability of the proposed method.