Distributionally Robust Unit Commitment Considering Unimodality-Skewness Information of Wind Power Uncertainty

The deepening penetration of renewable energy sources (RESs) into power grids imposes remarkable challenges that merit special attention. In this paper, we work out a distributionally robust chance-constrained (DRCC) day-ahead unit commitment problem while the stochasticity and variability arising from RESs are taken into consideration. The developed framework optimizes the expected objective function and stipulates that the DRCCs will hold within a moment-based ambiguity set, which additionally incorporates the unimodality information and mode skewness. The employed ambiguity set can not only account for the wind power uncertainty but also expressly alleviate the conservatism compared with the single moment metric. By deriving efficient mathematical reformulations to tackle the expected objective function and DRCCs, the proposed model is reduced to an exact mixed-integer second-order cone programming problem that can readily be implemented. Numerical experiments are carried out on two representative test systems to demonstrate the effectiveness and efficiency of the suggested methodology.