SCUC with Uncertain Power Injections: Qualitative Comparisons of Existing Methods

With the large-scale integration of the uncertain and renewable power sources, more attention has been paid to stochastic optimization based methods for security constrained unit commitment (SCUC) problems in recent years. In this paper, several representative formulations and methods are reviewed and compared qualitatively including deterministic method with increased system reserves, two-stage/multi-stage stochastic programming, two-stage/multi-stage robust optimization, interval optimization, and all-scenario-feasible formulation. The methods are mainly compared on four aspects: uncertainty representation, solution's nonanticipativity, solution's all-scenario-feasibility, complexity of formulations and solution methods. Several simple while important examples are given in the paper to get a better understanding of the methods. It is concluded from the comparison that nonanticipativity is a crucial requirement in problem formulation and in real world application and has to be carefully addressed. Possible extensions of future research are also discussed in this paper.