Geodesic
Unit commitment under uncertainty in AC transmission systems via risk averse semidefinite stochastic Programs
Schultz, Rüdiger1 ; Wollenberg, Tobias1
1 Department of Mathematics, University of Duisburg-Essen, Thea-Leymann-Straße 9, 45127 Essen, Germany
RAIRO - Operations Research - Recherche Opérationnelle, Tome 51 (2017) no. 2, pp. 391-416

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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.

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Accepté le :
DOI : 10.1051/ro/2016031
Classification : 90C15, 90C35, 90C22
Keywords: Stochastic programming, semidefinite programming, AC power flow

Schultz, Rüdiger 1 ; Wollenberg, Tobias 1

1 Department of Mathematics, University of Duisburg-Essen, Thea-Leymann-Straße 9, 45127 Essen, Germany 
@article{RO_2017__51_2_391_0,
     author = {Schultz, R\"udiger and Wollenberg, Tobias},
     title = {Unit commitment under uncertainty in {AC} transmission systems via risk averse semidefinite stochastic {Programs}},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {391--416},
     publisher = {EDP-Sciences},
     volume = {51},
     number = {2},
     year = {2017},
     doi = {10.1051/ro/2016031},
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     zbl = {1365.90180},
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Schultz, Rüdiger; Wollenberg, Tobias. Unit commitment under uncertainty in AC transmission systems via risk averse semidefinite stochastic Programs. RAIRO - Operations Research - Recherche Opérationnelle, Tome 51 (2017) no. 2, pp. 391-416. doi: 10.1051/ro/2016031

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