Bad-scenario-set Robust Power Economic Dispatch with Wind Power

This paper studies an uncertain economic dispatch problem for power systems with wind power. Uncertain wind power is described by discrete scenarios. A threshold of wind power is introduced to define a new concept called a bad scenario set. The bad-scenario-set robust optimization model is established to minimize the total penalty caused by the increase of the generation cost under bad scenarios. A hybrid particle swarm optimization algorithm is developed by incorporating particle swarm optimization with simulated annealing operators to solve the established problem. The simulated annealing operators are performed in a neighborhood which is defined based on the unit commitment constraints. Finally, the established model and the developed algorithm are verified by a 10-unit system with a wind farm. The computational results show that the established model can provide robust solutions with less conservativeness, and the developed hybrid algorithm outperforms other possible alternative algorithms.