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Progressive Hedging Augmentations for Stochastic Frequency-Constrained Unit Commitment

A.O. Olasoji, D.T.O. Oyedokun, J.E. Sierra-Aguilar, M. Rajabdorri, M. Mditshwa, Ch.E. Okafor

8th IEEE Global Power, Energy and Communication Conference - IEEE GPECOM 2026, Naples (Italy). 03-05 June 2026


Summary:

This paper develops a two-stage stochastic frequency-constrained unit commitment (FCUC) model for low-inertia grids with wind-based synthetic inertia (SI) and solves it using Progressive Hedging (PH). Frequency-security limits on RoCoF, nadir and steady-state deviation are embedded through separable-programming linearisations. In the model, SI is not a free always-available input: its realised contribution is capped at 20% of wind-plant nameplate and linked to curtailment-gated SI power variables. The formulation is tested on the IEEE RTS-96 system under a high-wind, high-demand case with exogenous wind scenarios. Deterministic FCUC restores frequency security relative to conventional UC, while increasing SI from 0 s to 6 s reduces operating cost without losing non-negative frequency margins. For the stochastic FCUC, the extensive-form MILP is compared with two PH variants whose scenario subproblems become MIQPs because of quadratic proximal penalties on commitment variables. PH preserves the extensive-form frequency behaviour and cuts wall-clock time from 4451 s to 594–611 s, while keeping expected RoCoF and nadir margins non-negative. Index Terms-Frequency-constrained unit commitment (FCUC), synthetic inertia (SI), wind power integration, lowinertia power systems, mixed-integer linear programming (MILP), mixed-integer quadratic programming (MIQP), stochastic optimisation, progressive hedging (PH)


Spanish layman's summary:

Este artículo mejora un método para programar centrales eléctricas bajo incertidumbre, garantizando que la frecuencia del sistema se mantenga estable ante perturbaciones imprevistas.


English layman's summary:

This paper improves a method for scheduling power plants under uncertainty while ensuring that the electricity system remains frequency-stable after unexpected disturbances.


Keywords: Frequency-constrained unit commitment (FCUC), synthetic inertia (SI), wind power integration, lowinertia power systems, mixed-integer linear programming (MILP), mixed-integer quadratic programming (MIQP), stochastic optimisation, progressive hedging (PH)


DOI: DOI icon https://doi.org/10.1109/GPECOM70462.2026.11578656

Published in: Proceedings of the 2026 IEEE 8th Global Power, Energy and Communication Conference: IEEE GPECOM 2026, pp: 457-462, ISBN: 979-8-3315-5205-3

Publication date: 02-Jul-2026.


Citation:
A.O. Olasoji, D.T.O. Oyedokun, J.E. Sierra-Aguilar, M. Rajabdorri, M. Mditshwa, Ch.E. Okafor, "Progressive Hedging Augmentations for Stochastic Frequency-Constrained Unit Commitment", presented at 8th IEEE Global Power, Energy and Communication Conference - IEEE GPECOM 2026, Naples, Italy, 03-05 June 2026. In: Proceedings of the 2026 IEEE 8th Global Power, Energy and Communication Conference: IEEE GPECOM 2026, pp. 457-462, doi: 10.1109/GPECOM70462.2026.11578656

    Research topics:
  • Risk management models
  • Stability: Large disturbance stability, tuning of frequency loadshedding schemes, excitation control, small disturbance stability, tuning of power system stabilizers, identification of AVR and governor models
    Research groups:
  • Instituto de Investigación Tecnológica (IIT)
    ODS:
  • Goal 7: Affordable and clean energy
  • Goal 9: Industry, innovation and infrastructure
  • Goal 13: Climate action

IIT-26-251C

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