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The uncertainty related to the massive integration of intermittent energy sources (e.g., wind and solar generation) is one of the biggest challenges for the economic, safe and reliable operation of current power systems. One way to tackle this challenge is through a stochastic security constraint unit commitment (SSCUC) model. However, the SSCUC is a mixed-integer linear programming problem with high computational and dimensional complexity in large-scale power systems. This feature hinders the reaction times required for decision making to ensure a proper operation of the system. As an alternative, this paper presents a joint strategy to efficiently solve a SSCUC model. The solution strategy combines the use of linear sensitivity factors (LSF) to compute power flows in a quick and reliable way and a method, which dynamically identifies and adds as user cuts those active security constraints N − 1 that establish the feasible region of the model. These two components are embedded within a progressive hedging algorithm (PHA), which breaks down the SSCUC problem into computationally more tractable subproblems by relaxing the coupling constraints between scenarios. The numerical results on the IEEE RTS-96 system show that the proposed strategy provides high quality solutions, up to 50 times faster compared to the extensive formulation (EF) of the SSCUC. Additionally, the solution strategy identifies the most affected (overloaded) lines before contingencies, as well as the most critical contingencies in the system. Two metrics that provide valuable information for decision making during transmission system expansion are studied.

Power system operators must schedule the available generation resources required to achieve an economical, reliable, and secure energy production in power systems. This is usually achieved by solving a security-constrained unit commitment (SCUC) problem. Through a SCUC the System Operator determines which generation units must be on and off-line over a time horizon of typically 24 h. The SCUC is a challenging problem that features high computational cost due to the amount and nature of the variables involved. This paper presents an alternative formulation to the SCUC problem aimed at reducing its computational cost using sensitivity factors and user cuts. Power Transfer Distribution Factors (PTDF) and Line Outage Distribution Factors (LODF) sensitivity factors allow a fast computation of power flows (in normal operative conditions and under contingencies), while the implementation of user cuts reduces computational burden by considering only biding N-1 security constraints. Several tests were performed with the IEEE RTS-96 power system showing the applicability and effectiveness of the proposed modelling approach. It was found that the use of Linear Sensitivity Factors (LSF) together with user cuts as proposed in this paper, reduces the computation time of the SCUC problem up to 97% when compared with its classical formulation. Furthermore, the proposed modelling allows a straightforward identification of the most critical lines in terms of the overloads they produce in other elements after an outage, and the number of times they are overloaded by a fault. Such information is valuable to system planners when deciding future network expansion projects.

Currently, optimization models for the safe and reliable operation of power systems deal with two major challenges: the first one is the reduction of the computational load when considering N−1 contingencies, the second one is the adequate modeling of the uncertainty of intermittent generation and demand. This paper proposes a new affinely adjustable robust model to solve the security constrained unit commitment problem considering these sources of uncertainty. Linear decision rules, which take into account the forecasts and forecast errors of the different sources of uncertainty, are used for the affine formulation of the dispatch variables, thus allowing the tractability of the model. Another major novelty is that the evaluation of the N−1 security constraints is performed by incorporating a novel method, proposed in the literature, based on the user-cuts concept. This method efficiently and dynamically adds only the binding N−1 security constraints, increasing the computational efficiency of the model when transmission line contingencies are considered. Finally, Monte Carlo simulations on the post-optimization results were run to demonstrate the effectiveness, feasibility and robustness of the solutions provided by the proposed model.