Multi-stage Robust Unit Commitment Considering Renewable Energy Uncertainty and Nonanticipativity

With the increasing share of renewable energy, the two-stage robust unit commitment faces challenges such as difficult to describe the feasible probability of intraday scheduling and difficult to guarantee nonanticipativity. In order to overcome the above difficulties, based on the real-time scheduling strategy of model predictive control (MPC), which is widely used in the day, this paper proposes a multi-stage robust unit commitment method that takes into account the uncertainty of renewable energy and the nonanticipativity of scheduling decisions. The method consists of an upper-level unit commitment model, a middle-level batch scenarios generation layer, and a lower-level multi-stage intraday scheduling model based on MPC. In order to obtain the nonanticipative unit commitment results, this paper proposes a constraint set construction method that can correct the unit commitment results. By constructing and using this constraint set and combining the successive iterations of the upper, middle, and lower levels, it can be obtained that satisfies probabilistic conditions robust and nonanticipative unit commitment results. The results of the case show that, compared with the two-stage robust unit commitment model, the unit commitment method proposed in this paper has significant advantages in reducing power system operating costs and ensuring nonanticipativity.