Partially Affine Policy for Multistage Robust Unit Commitment with Fast-Ramping Units

Abstract

Multistage robust unit commitment (MRUC) is an important decision-making problem in power system operations. The affine policy facilitates problem-solving, but it compromises flexibility. This letter proposes a partially affine policy for MRU C problem with fast-ramping units; this policy imposes affine relations to coupling variables only and leaves the remaining variables to be optimized in the real-time dispatch. As a result, the real-time flexibility of fast-ramping units is retained. By adopting this approach, MRU C with a partially affine policy becomes a special two-stage adaptive robust optimization problem. Numerical tests verify that the proposed partially affine policy significantly reduces the conservativeness compared with affine policy, improving the dispatch economy and flexibility.