Stochastic Unit Commitment and Optimal Allocation of Reserves: A Hybrid Decomposition Approach

The unit commitment is still a widely studied problem, especially when more renewable energy of stochastic character is being added to power systems. This paper proposes a model for weekly planning of systems involving hydro, wind, and thermal energy under a stochastic perspective. The proposed model follows the endogenous reserve determination criterion to achieve a simultaneous optimization of energy and reserves considering wind uncertainty, forced outages of equipment, a dc Flow model of the network, and cascaded head sensitive hydro systems, among others. The paper also develops a practical solution methodology based on outer approximation and benders decomposition. Testing has been conducted over four systems, and computational results demonstrate that the proposed model and solution are useful and effective.