Design of Experiments for the Stochastic Unit Commitment with Economic Dispatch Models

We develop a Design and Analysis of the Computer Experiments (DACE) approach to the stochastic unit commitment problem for power systems with significant renewable integration. For this purpose, we use a two-stage stochastic programming formulation of the stochastic unit commitment-economic dispatch problem. Typically, a sample average approximation of the true problem is solved using a cutting plane method (such as the L-shaped method) or scenario decomposition (such as Progressive Hedging) algorithms. However, when the number of scenarios increases, these solution methods become computationally prohibitive. To address this challenge, we develop a novel DACE approach that exploits the structure of the first-stage unit commitment decision space in a design of experiments, uses features based upon solar generation, and trains a multivariate adaptive regression splines model to approximate the second stage of the stochastic unit commitment-economic dispatch problem. We conduct experiments on two modified IEEE-57 and IEEE-118 test systems and assess the quality of the solutions obtained from both the DACE and the L-shaped methods in a replicated procedure. The results obtained from this approach attest to the significant improvement in the computational performance of the DACE approach over the traditional L-shaped method.