Chance constrained optimal power flow (OPF) has been recognized as a promising framework to manage the risk from variable renewable energy (VRE). In the presence of VRE uncertainties, this paper discusses a distributionally robust chance constrained approximate ac-OPF. The power flow model employed in the proposed OPF formulation combines an exact ac power flow model at the nominal operation point and an approximate linear power flow model to reflect the system response under uncertainties. The ambiguity set employed in the distributionally robust formulation is the Wasserstein ball centered at the empirical distribution. The proposed OPF model minimizes the expectation of the quadratic cost function w.r.t. the worst-case probability distribution and guarantees the chance constraints satisfied for any distribution in the ambiguity set. The whole method is data-driven in the sense that the ambiguity set is constructed from historical data without any presumption on the type of the probability distribution, and more data leads to smaller ambiguity set and less conservative strategy. Moreover, special problem structures of the proposed problem formulation are exploited to develop an efficient and scalable solution approach. Case studies are carried out on the IEEE 14 and 118 bus systems to show the accuracy and necessity of the approximate ac model and the attractive features of the distributionally robust optimization approach compared with other methods to deal with uncertainties.
18 August 2017 in IEEE Transactions on Power Systems
This paper proposes a data-driven affinely adjustable distributionally robust method for unit commitment considering uncertain load and renewable generation forecasting errors. The proposed formulation minimizes expected total operation costs, including the costs of generation, reserve, wind curtailment, and load shedding, while guaranteeing the system security. Without any presumption about the probability distribution of the uncertainties, the proposed method constructs an ambiguity set of distributions using historical data and immunizes the operation strategies against the worst case distribution in the ambiguity set. The more historical data is available, the smaller the ambiguity set is and the less conservative the solution is. The formulation is finally cast into a mixed integer linear programming whose scale remains unchanged as the amount of historical data increases. Numerical results and Monte Carlo simulations on the 118- and 1888-bus systems demonstrate the favorable features of the proposed method.
6 May 2017 in IEEE Transactions on Industrial Informatics
In this paper, the distributionally robust optimization approach (DROA) is proposed to schedule the energy consumption of the heating, ventilation and air conditioning (HVAC) system with consideration of the weather forecast error. The maximum interval of the outdoor temperature is partitioned into subintervals, and the proposed DROA constructs the ambiguity set of the probability distribution of the outdoor temperature based on the probabilistic information of these subintervals of historical weather data. The actual energy consumption will be adjusted according to the forecast error and the scheduled consumption in real time. The energy consumption scheduling of HVAC through the proposed DROA is formulated as a nonlinear problem with distributionally robust chance constraints. These constraints are reformulated to be linear and then the problem is solved via linear programming. Compared with the method that takes into account the weather forecast error based on the mean and the variance of historical data, simulation results demonstrate that the proposed DROA effectively reduces the electricity cost with less computation time, and the electricity cost is reduced compared with the traditional robust method.
28 December 2021 in Proceedings of the National Academy of Sciences
Significance: Observing the states of a network is fundamental to our ability to explore and control the dynamics of complex natural, social, and technological systems. The problem of determining whether the system is observable has been addressed by network control researchers over the past decade. Progress on the further problem of actually designing and implementing efficient algorithms to infer the states from limited measurements has been hampered by the high dimensionality of large-scale networks. Noting that often only a small number of state variables in a network are essential for control, intervention, and monitoring purposes, this work develops a graph-based theory and highly scalable methods that achieve accurate estimation of target variables of network systems with minimal sensing and computational resources.
18 December 2017 in IEEE Transactions on Power Systems
When plug-in electric vehicles (PEVs) participate in grid operation, the inter-temporal feature of PEVs charging transforms the traditional optimal power flow (OPF) problem into multiperiod OPF (MOPF) problem. In the case that the population of PEVs is huge, the large number of variables and constraints render the centralized solution technique unsuitable to solve the MOPF problem. Therefore, a distributed algorithm based on alternating direction method of multipliers (ADMM) is developed to decompose the MOPF into two update steps that are solved in an alternating and iterative style. To improve the solution efficiency, the second update step is transformed into a Euclidean projection problem by approximating the original objective with a surrogate function. Then a projection algorithm is utilized to solve the approximate problem. Numerical results show that this reformulated model obtains suboptimal solutions with small relative error, but gains considerable speedup. Furthermore, its scalability and effectiveness are tested in the 119-bus and 906-bus distribution networks.
9 November 2017 in IEEE Transactions on Industrial Informatics
This paper proposes distributionally robust energy-reserve-storage co-dispatch model and method to facilitate the integration of variable and uncertain renewable energy. The uncertainties of renewable generation forecasting errors are characterized through an ambiguity set which is a set of probability distributions consistent with observed historical data. The proposed model minimizes the expected operation costs corresponding to the worst-case distribution in the ambiguity set. Distributionally robust chance constraints are employed to guarantee reserve and transmission adequacy. The more historical data is available, the smaller the ambiguity set is and the less conservative the solution is. The formulation is finally cast into a mixed integer linear programming whose scale remains unchanged as the amount of historical data increases. Inactive constraint identification and convex relaxation techniques are introduced to reduce the computational burden. Numerical results and Monte Carlo simulations on IEEE 118-bus systems demonstrate the effectiveness and efficiency of the propose method.