A holistic robust method for optimizing multi-timescale operations of a wind farm with energy storages

To ramp-up the utilization of wind energy, the uncertainty of wind power needs to be properly addressed in its integration into the power grid. The main challenge is to well tackle the risk induced by the uncertain wind power generation in different operation stages of a wind farm. This paper studies a novel bi-level multi-timescale scheduling approach for accommodating the wind power uncertainty via a robust optimization formulation. Wind farm day-ahead and intra-day operations consider different scheduling timescales. A two-stage robust optimization model is developed to plan the day-ahead power generation commitments to the power grid. A multi-stage robust optimization model is proposed to refine intra-day wind farm operation instructions. The overall decision-making process aims to minimize the wind farm operational cost. The proposed models are solved by using computationally tractable optimization methods, which offer a desired performance guarantee. A comprehensive case study based on real datasets to demonstrate the effectiveness and robustness of the proposed approach is carried out. Average cost reductions of 46.648% and 6.883% are achieved by comparing with the deterministic method and the static robust method, respectively. Results verify that the proposed method can provide optimal and robust wind farm operations schedules with a lower cost, higher flexibility, and less conservativeness. Results also demonstrate the feasibility of applying the proposed approach to the real-world wind farm and providing reliable operation guidelines.