Study Of The Influence Of The Quantity And Quality Of Scenario On The Solution Of The Stochastic Unit Commitment Problem

In the application of scenario analysis to simulate the uncertainty of the stochastic unit commitment (SUC) problem, large number of scenarios will be generally generated in order to adequately model uncertainty variables. However, the computation of the SUC problem steeply increases with the number of scenario, and the solution which is quickly obtained is difficult. On the contrast,if the number of scenario is inefficient, uncertainty factors are not easily modeled, and the effectiveness of the solution of the SUC problem may be not guaranteed. On the other hand, the same number of scenario which have different quality have the difference in the accuracy of modeled uncertainty, which can bring about the different effectiveness of the solution of the SUC problem. Therefore, it is necessary to study the influence of the quantity and quality of scenario on the solution of the SUC problem.Using the SUC problem considering price uncertainty as the research object, the study of the influence of the quantity and quality of scenario on the solution of the SUC problem is carried out:Firstly, the research background is summarily introduced, and based on the review of the solution method of the SUC problem, scenario generation and scenario reduction algorithm, the ideas and arrangement of this paper are given.Secondly, the mathematical model of traditional unit commitment (UC) problem and the SUC problem are formulated, and their constraints are given, respectively. Then, the solution methods of the traditional UC problem and the SUC problem are analyzed and explained.Thirdly, it introduces scenario and its construction, and then Monte Carlo simulation method and Moment Matching method which are applied to scenario generated, forward selection algorithm, backward reduction algorithm and discrete particle swarm optimization (PSO) algorithm which are applied to scenario reduction.Fourthly, the influence of the quantity of scenario on the solution of the SUC problem is analyzed, then the methods which are measured the quality of scenario set are introduced, and the influence of the quality of scenario on the solution of the SUC problem is analyzed.Finally, the example test of the influence of the quantity and quality of scenario on the solution of the SUC problem is given. Based on the statistical analysis of the result of example test, the influence of the quantity and quality of scenario on the solution of the SUC problem is verified.