Day-ahead Multi-stage Reserve Procurement Method for Power System with High Penetration Renewables Considering Nonanticipativity Constraints

Reasonable deployment of thermal power unit reserve capacity is the key to dealing with the randomness and volatility of renewable energy. At present, the two-stage reserve procurement method based on stochastic or robust approaches is difficult to effectively balance the economy and robustness of the power system. At the same time, it is difficult for the two-stage scheduling model to consider the nonanticipativity of decision-making, which may lead to the infeasibility of day-ahead reserve procurement results in intraday scheduling. Based on the widely used intraday scheduling strategy of model predictive control (MPC), this paper proposes a multi-stage robust reserve procurement method that uses renewable energy scenarios to characterize uncertainty while considering nonanticipativity constraints. The method can obtain the robustness of the reserve procurement results satisfying the probability condition. At the same time, the method innovatively proposes and uses a constraint set construction method that can correct the nonanticipativity of the reserve procurement decision. The calculation results show that, compared with the two-stage scheduling method based on stochastic and robust approaches, the reserve procurement method proposed in this paper has significant advantages in taking into account the economics and robustness of the power system as well as guaranteeing the nonanticipativity.