Article ID: | iaor20173829 |
Volume: | 51 |
Issue: | 2 |
Start Page Number: | 391 |
End Page Number: | 416 |
Publication Date: | Apr 2017 |
Journal: | RAIRO - Operations Research |
Authors: | Schultz Rdiger, Wollenberg Tobias |
Keywords: | networks, decision, combinatorial optimization, stochastic processes, heuristics |
This paper addresses unit commitment under uncertainty of load and power infeed from renewables in alternating current (AC) power systems. Beside traditional unit‐commitment constraints, the physics of power flow are included. To gain globally optimal solutions a recent semidefinite programming approach is used, which leads us to risk averse two‐stage stochastic mixed integer semidefinite programs for which a decomposition algorithm is presented.