Robust Energy and Reserve Scheduling under Wind Uncertainty Considering Fast-Acting Generators

The large-scale integration of wind power generation has significantly boosted the role played by conventional fast-acting generating units in power system operation. Due to their short response time, these relatively expensive devices are particularly suited to cope with the intermittency and volatility featured by uncertain wind-based generation. Within the context of network-constrained generation scheduling under wind-related uncertainty, this paper presents a new robust approach wherein the operation of both slow- and fast-acting generating units is precisely characterized in a day-ahead co-optimized energy and reserve market. As salient modeling features, the ramping-related effect of dispatch nonanticipativity and nonspinning reserve offers are both accounted for. The resulting robust counterpart is formulated as a challenging trilevel program with lower-level binary variables that is effectively solved by an exact nested column-and-constraint generation algorithm. Numerical results including a practical out-of-sample validation procedure demonstrate the operational advantages and the computational effectiveness of the proposed approach.