Stochastic Look-Ahead Commitment: A Case Study in MISO: Preprint

Bernard Knueven; M. Faqiry; Manuel Garcia; Yonghong Chen; Roger Treinen; Trevor Werho; Junshan Zhang; Vijay Vittal; Long Zhao; Anupam Thatte; Shengfei Yin

Stochastic Look-Ahead Commitment: A Case Study in MISO: Preprint

Bernard Knueven
, M. Faqiry
, Manuel Garcia
, Yonghong Chen
, Roger Treinen
, Trevor Werho
, Junshan Zhang
, Vijay Vittal
, Long Zhao
, Anupam Thatte
, Shengfei Yin

Computational Science

Midcontinent Independent System Operator
Sandia National Laboratories
Nexant
Arizona State University

Research output: Contribution to conference › Paper

Abstract

This paper introduces the Stochastic Look Ahead Commitment (SLAC) software prototyped and tested for the Midcontinent Independent System Operator (MISO) look ahead commitment process. SLAC can incorporate hundreds of wind, load, and net scheduled interchange (NSI) uncertainty scenarios. It uses a progressive hedging method to solve a novel two-stage stochastic unit commitment. The first stage commitment decisions, made only for those generators whose decision to commit or not in each time period cannot be deferred, can cover the uncertainties within the next three hours. The second stage includes both the dispatch for each of the scenarios and the commitment decisions that can be deferred. Study results on 15 MISO production days show that SLAC may bring economic and reliability benefits under uncertainty.

Original language	American English
Number of pages	8
State	Published - 2023
Event	2023 IEEE Power & Energy Society General Meeting - Orlando, Florida Duration: 16 Jul 2023 → 20 Jul 2023

Conference

Conference	2023 IEEE Power & Energy Society General Meeting
City	Orlando, Florida
Period	16/07/23 → 20/07/23

NLR Publication Number

NREL/CP-2C00-84539

Keywords

stochastic optimization
uncertainty management
unit commitment

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title = "Stochastic Look-Ahead Commitment: A Case Study in MISO: Preprint",

abstract = "This paper introduces the Stochastic Look Ahead Commitment (SLAC) software prototyped and tested for the Midcontinent Independent System Operator (MISO) look ahead commitment process. SLAC can incorporate hundreds of wind, load, and net scheduled interchange (NSI) uncertainty scenarios. It uses a progressive hedging method to solve a novel two-stage stochastic unit commitment. The first stage commitment decisions, made only for those generators whose decision to commit or not in each time period cannot be deferred, can cover the uncertainties within the next three hours. The second stage includes both the dispatch for each of the scenarios and the commitment decisions that can be deferred. Study results on 15 MISO production days show that SLAC may bring economic and reliability benefits under uncertainty.",

keywords = "stochastic optimization, uncertainty management, unit commitment",

author = "Bernard Knueven and M. Faqiry and Manuel Garcia and Yonghong Chen and Roger Treinen and Trevor Werho and Junshan Zhang and Vijay Vittal and Long Zhao and Anupam Thatte and Shengfei Yin",

year = "2023",

language = "American English",

note = "2023 IEEE Power \& Energy Society General Meeting ; Conference date: 16-07-2023 Through 20-07-2023",

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TY - CONF

T1 - Stochastic Look-Ahead Commitment: A Case Study in MISO: Preprint

AU - Knueven, Bernard

AU - Faqiry, M.

AU - Garcia, Manuel

AU - Chen, Yonghong

AU - Treinen, Roger

AU - Werho, Trevor

AU - Zhang, Junshan

AU - Vittal, Vijay

AU - Zhao, Long

AU - Thatte, Anupam

AU - Yin, Shengfei

PY - 2023

Y1 - 2023

N2 - This paper introduces the Stochastic Look Ahead Commitment (SLAC) software prototyped and tested for the Midcontinent Independent System Operator (MISO) look ahead commitment process. SLAC can incorporate hundreds of wind, load, and net scheduled interchange (NSI) uncertainty scenarios. It uses a progressive hedging method to solve a novel two-stage stochastic unit commitment. The first stage commitment decisions, made only for those generators whose decision to commit or not in each time period cannot be deferred, can cover the uncertainties within the next three hours. The second stage includes both the dispatch for each of the scenarios and the commitment decisions that can be deferred. Study results on 15 MISO production days show that SLAC may bring economic and reliability benefits under uncertainty.

AB - This paper introduces the Stochastic Look Ahead Commitment (SLAC) software prototyped and tested for the Midcontinent Independent System Operator (MISO) look ahead commitment process. SLAC can incorporate hundreds of wind, load, and net scheduled interchange (NSI) uncertainty scenarios. It uses a progressive hedging method to solve a novel two-stage stochastic unit commitment. The first stage commitment decisions, made only for those generators whose decision to commit or not in each time period cannot be deferred, can cover the uncertainties within the next three hours. The second stage includes both the dispatch for each of the scenarios and the commitment decisions that can be deferred. Study results on 15 MISO production days show that SLAC may bring economic and reliability benefits under uncertainty.

KW - stochastic optimization

KW - uncertainty management

KW - unit commitment

M3 - Paper

T2 - 2023 IEEE Power & Energy Society General Meeting

Y2 - 16 July 2023 through 20 July 2023

ER -

Stochastic Look-Ahead Commitment: A Case Study in MISO: Preprint

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NLR Publication Number

Keywords

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