Distributionally Robust Co-Optimization of Power Dispatch and Do-Not-Exceed Limits

Ma, Hongyan; Jiang, Ruiwei; Yan, Zheng

doi:10.1109/tpwrs.2019.2941635

Cited by 26 publications

(13 citation statements)

References 45 publications

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“…Remark on convergence of Algorithm 2: The convergence criteria of Algorithm 2 is that (13) is met for all w in W D s . The region W D s is a polyhedron with a finite number of plane faces and the closed-form in (15) based on enumerating the vertices of U. However, when the dimension of U is high, it is challenging to list all its extreme points.…”

Section: Linear Programming Based Projection Algorithmmentioning

confidence: 99%

“…Three alternative approaches were developed to derive dispatch strategies. Extensive works have been carried out to further improve the DNEL based dispatch method by taking into account historical data [11], [12], corrective topology control [13], [14], and different kinds of supporting sets [15]. Another well-known concept is the dispatchable region [16], which contains a set of renewable output scenarios under which the DC power flow model has at least one feasible solution.…”

Section: Introductionmentioning

confidence: 99%

See 1 more Smart Citation

An Energy Sharing Mechanism Achieving the Same Flexibility as Centralized Dispatch

Chen

Wei

Wang

et al. 2021

IEEE Trans. Smart Grid

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Deploying distributed renewable energy at the demand side is an important measure to implement a sustainable society. However, the massive small solar and wind generation units are beyond the control of a central operator. To encourage users to participate in energy management and reduce the dependence on dispatchable resources, a peer-to-peer energy sharing scheme is proposed which releases the flexibility at the demand side. Every user makes decision individually considering only local constraints; the microgrid operator announces the sharing prices subjective to the coupling constraints without knowing users' local constraints. This can help protect privacy. We prove that the proposed mechanism can achieve the same disutility and flexibility as centralized dispatch, and develop an effective modified best-response based algorithm for reaching the market equilibrium. The concept of "absorbable region" is presented to measure the operating flexibility under the proposed energy sharing mechanism. A linear programming based polyhedral projection algorithm is developed to compute that region. Case studies validate the theoretical results and show that the proposed method is scalable.

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Section: Linear Programming Based Projection Algorithmmentioning

confidence: 99%

Section: Introductionmentioning

confidence: 99%

An Energy Sharing Mechanism Achieving the Same Flexibility as Centralized Dispatch

Chen

Wei

Wang

et al. 2021

IEEE Trans. Smart Grid

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“…Xie et al (2019) study the Bonferroni approximation of distributionally robust joint chance constraints under a moment-based ambiguity set which matches the exact mean and covariance. Ma et al (2019) apply a similar joint chance constraint, which further requires unimodality, to a power dispatch problem with do-not-exceed limits.…”

Section: Relevant Literaturementioning

confidence: 99%

Building Load Control using Distributionally Robust Chance-Constrained Programs with Right-Hand Side Uncertainty and the Risk-Adjustable Variants

Zhang

Dong

2021

Preprint

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Aggregation of heating, ventilation, and air conditioning (HVAC) loads can provide reserves to absorb volatile renewable energy, especially solar photo-voltaic (PV) generation. However, the time-varying PV generation is not perfectly known when the system operator decides the HVAC control schedules. To consider the unknown uncertain PV generation, in this paper, we formulate a distributionally robust chance-constrained (DRCC) building load control problem under two typical ambiguity sets: the moment-based and Wasserstein ambiguity sets. We derive mixed integer linear programming (MILP) reformulations for DRCC problems under both sets. Especially, for the DRCC problem under the Wasserstein ambiguity set, we utilize the righthand side (RHS) uncertainty to derive a more compact MILP reformulation than the commonly known MILP reformulations with big-M constants. All the results also apply to general individual chance constraints with RHS uncertainty. Furthermore, we propose an adjustable chance-constrained variant to achieve a trade-off between the operational risk and costs. We derive MILP reformulations under the Wasserstein ambiguity set and second-order conic programming (SOCP) reformulations under the moment-based set. Using real-world data, we conduct computational studies to demonstrate the efficiency of the solution approaches and the effectiveness of the solutions.

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“…In (14d) and (14e), the wind power spillage and load shedding power are technically upper bounded. In realistic circumstances, power regulations are usually avoided during the pre‐dispatch stage, which means

{\bar{θ}}^{WS}, {\bar{θ}}^{LS}

are usually set to zero [25].…”

Section: Problem Formulationmentioning

confidence: 99%

“…During this re‐dispatch stage, the pre‐dispatched output power of units is allowed to change within an admissible region due to the physical limit. We formulate the constraints in the re‐dispatch stage as follows [25]:

\begin{matrix} right leftthickmathspace.5em \\ {false\sum}_{k = 1}^{K} p_{k, t}^{gen} + {false\sum}_{m = 1}^{M} {\bar{P}}_{m, t}^{dch} + {false\sum}_{i = 1}^{I} ()(, {\overset{false¯}{u}}_{i, t} + {\overset{false~}{u}}_{i, t}) \\ - P_{t}^{normalWS} = {false\sum}_{m = 1}^{M} {\bar{P}}_{m, t}^{ch} + P_{t}^{normalLd} - P_{t}^{normalLS} \end{matrix}

p_{k, \min}^{gen} \leq p_{k, t}^{gen} \leq p_{k, \max}^{gen}

- p_{k}^{dn} normalΔ t \leq p_{k, t}^{gen} - p_{k, t - 1}^{gen} \leq p_{k}^{up} normalΔ t

0 \leq P_{t}^{WS} \leq θ^{WS} \sum_{i = 1}^{I} (...)

…”

Section: Problem Formulationmentioning

confidence: 99%

DRO‐MPC‐based data‐driven approach to real‐time economic dispatch for islanded microgrids

Lyu

Jia

2020

IET Generation, Transmission & Distribution

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Distributionally Robust Co-Optimization of Power Dispatch and Do-Not-Exceed Limits

Cited by 26 publications

References 45 publications

An Energy Sharing Mechanism Achieving the Same Flexibility as Centralized Dispatch

An Energy Sharing Mechanism Achieving the Same Flexibility as Centralized Dispatch

Building Load Control using Distributionally Robust Chance-Constrained Programs with Right-Hand Side Uncertainty and the Risk-Adjustable Variants

DRO‐MPC‐based data‐driven approach to real‐time economic dispatch for islanded microgrids

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