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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, Nápoles (Italia). 03-05 junio 2026


Resumen:

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)


Resumen divulgativo:

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


Palabras clave: 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

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

Fecha de publicación: 02-jul-2026


Cita:
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", presentado en 8th IEEE Global Power, Energy and Communication Conference - IEEE GPECOM 2026, Nápoles, Italia, 03-05 junio 2026. En: Proceedings of the 2026 IEEE 8th Global Power, Energy and Communication Conference: IEEE GPECOM 2026, pp. 457-462, doi: 10.1109/GPECOM70462.2026.11578656

    Líneas de investigación:
  • Modelos de gestión de riesgos
  • Estabilidad: Estabilidad de gran perturbación, ajuste de protecciones de deslastre de cargas por frecuencia, control de la excitación, estabilidad de pequeña perturbación, ajuste de estabilizadores del sistema de potencia, identificación de modelos de reguladores
    Grupos de investigación:
  • Instituto de Investigación Tecnológica (IIT)
    ODS:
  • Objetivo 7: Energía asequible y no contaminante
  • Objetivo 9: Industria, innovación e infraestructuras
  • Objetivo 13: Acción por el clima

IIT-26-251C

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