Unit commitment with load uncertainty by joint chance-constrained programming
作者： J. J. Peralta , J. Perez-Ruiz , S. de la Torre
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摘要: This paper presents an algorithm to solve a unit commitment problem that takes into account the uncertainty in demand. is included optimization as joint chance constraint bounds minimum value of probability jointly meet deterministic power balance constraints. The demand modeled multivariate, normally distributed, random variable and correlation among different time periods also considered. A mixed-integer linear programming sequentially solved until it converges solution chance-constrained problem. Different approaches are presented update z-value used transform set Results from realistic size case study values obtained for multivariate normal distribution compared with ones by using Monte Carlo simulation procedure.
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