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The uncertainty of the wind power generation and complex constraints of the hydropower pose challenges for the short-term scheduling of coordinated wind power, thermal power, and cascaded hydroelectric system (WTHS). In this paper, a robust security-constrained unit commitment model is established for a WTHS. The proposed model ensures the utilization of wind power and economic return from the scheduling. Conservative adjustable uncertainty sets are used to characterize the uncertainty of wind power over temporal and spatial dimensions. In this model, pumped hydro energy storage (PHES) is incorporated to cope with the wind power fluctuations. A simplified affine policy is developed for the decision making of the adjustable variables. Based on a series of linearization techniques, the proposed model is formulated as a single-level mixed-integer linear programming (MILP) problem, where the numerical tests performed on the modified IEEE 30-bus, IEEE 118-bus, and Polish 2736-bus systems verify the effectiveness of the model. The comparative analyses quantitatively evaluate the contributions of the PHES in terms of economic performance and wind power accommodation. The test results reveal that the robustness of scheduling plans is enhanced by the use of the PHES, and the proposed approach is applicable to the large-scale power systems.

MILP Based Robust Short-Term Scheduling for Wind–Thermal–Hydro Power System With Pumped Hydro Energy Storage