| Issue |
RAIRO-Oper. Res.
Volume 51, Number 2, April-June 2017
|
|
|---|---|---|
| Page(s) | 391 - 416 | |
| DOI | https://doi.org/10.1051/ro/2016031 | |
| Published online | 30 March 2017 | |
Unit commitment under uncertainty in AC transmission systems via risk averse semidefinite stochastic Programs
Department of Mathematics, University of Duisburg-Essen, Thea-Leymann-Straße 9, 45127 Essen, Germany
ruediger.schultz@uni-due.de; tobias.wollenberg@uni-due.de
Received: 18 April 2015
Accepted: 23 April 2016
This paper addresses unit commitment under uncertainty of load and power infeed from renewables in alternating current (AC) power systems. Beside traditional unit-commitment constraints, the physics of power flow are included. To gain globally optimal solutions a recent semidefinite programming approach is used, which leads us to risk averse two-stage stochastic mixed integer semidefinite programs for which a decomposition algorithm is presented.
Mathematics Subject Classification: 90C15 / 90C35 / 90C22
Key words: Stochastic programming / semidefinite programming / AC power flow
© EDP Sciences, ROADEF, SMAI 2017
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