Title: Two-Stage Robust Unit Commitment Problem Speaker: Muhong Zhang, Assistant Professor, Arizona State University, Tempe, AZ Date/Time: Thursday, December 16, 2010, 2:00 pm Mountain Time Location: CSRI Building/Room 90 (Sandia NM) Brief Abstract: For both regulated and deregulated electric power markets, due to the integration of renewable energy generation and uncertain demands, both supply and demand sides of an electric power grid are volatile and under uncertainty. Accordingly, a large amount of spinning reserve is required to maintain the reliability of the power grid in traditional approaches. In this talk, we propose a novel two-stage robust programming model for the unit commitment problems under supply and demand uncertainty. We will discuss the robust unit commitment problems and propose efficient algorithm in a regulated market. And we extend the results to the deregulated market with transmission constraints and ramp-rate constraints. In our approach, uncertain problem parameters are assumed to be within a given cardinality or polyhedral uncertainty set. We also analyze solution schemes to solve each problem that include an exact solution approach, and an efficient heuristic approach that provides a tight lower bound for the general robust power grid optimization problem. The final computational experiments on a modified IEEE 118-bus system verify the effectiveness of our approaches, as compared to the worst-case scenario generated by the nominal model without considering the uncertainty. BIO: Muhong Zhang is an assistant professor in the Department of Industrial Engineering in the Ira A. Fulton School of Engineering at ASU. Dr. Zhang received her B.S. in Applied Mathematics from Beijing University of Chemical Technology, China, in 1999, an M.A. in Operations Research from Chinese Academy of Sciences, in 2002 and a Ph.D. in Industrial Engineering and Operations Research from University of California, at Berkeley, in 2006. Her research interests include integer programming, robust optimization, computational optimization and network problems. Dr. Zhang is a member of the Institute for Operations Research and the Management Sciences (INFORMS).CSRI POC: Jean-Paul Watson, 505-845-8887 |