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With the increasing penetration of wind power in the power systems, the uncertainties in wind power significantly challenge the reliable and economic operation of power systems. Recently, the worst scenario-based robust optimization approaches have been employed to manage the uncertainties in the unit commitment problem. To further improve the robustness and economic efficiency of power system operation, this article proposes a flexible robust risk-constrained unit commitment formulation, in which flexible reserve capacities of conventional generators and energy storage are allocated to cope with the uncertainty of wind power. The proposed model optimizes the unit commitment and dispatch solutions for the base case while guaranteeing that the flexible reserve capacity can be adaptively adjusted after wind generation realization. In contrast to the predefined uncertainty set in the conventional robust unit commitment, the proposed model constructs an adjustable and flexible uncertainty set via balancing the operational costs and the operational risk. The model establishes worst-case constraints to optimally allocate the flexible reserve capacity. The proposed model can be equivalently transformed into a single-level optimization problem using the strong duality theory. Numerical case studies on a modified standard test system demonstrate the effectiveness and the efficiency of the proposed model.

Flexible Robust Risk-Constrained Unit Commitment of Power System Incorporating Large Scale Wind Generation and Energy Storage