Distributionally robust optimal power flow with contextual information

A Two-Step Approach to Wasserstein Distributionally Robust Chance- and Security-Constrained Dispatch

“…Our work is broadly also related to [34], [35], [36], [37], [38]. In [34], generation planning problem with distributionally robust CVaR constraints is considered where a box-type ambiguity set is used.…”

“…They term this method as ALSO-X, which consists of solving a bilevel optimization problem using an iterative method. Recent works [36], [37] have looked at removing implausible distributions from the ambiguity set to bring down the conservativeness of DR methods. However, the computational burden of these methods is high for a large dataset.…”

Integrating Automatic and Manual Reserves in Optimal Power Flow via Chance Constraints

“…The SOPF aims to minimize expected operational cost and avoid constraint violations while considering the uncertainty in its random parameters. Existing works deal with uncertainty in SOPF using different approaches such as multi-stage stochastic programming [7], robust or worst-case optimization [8]- [10] or chanceconstraints [11]- [18]. The major challenge is to design a model that captures the risk of constraint violations and accurately reflects the operation of power systems, while maintaining computational tractability.…”

“…Thus, a more common approach is to apply the affine control policy, but explicitly disregard constraint satisfaction in a fraction of the most severe operating conditions. This is typically done by introducing chance constraints that allow violations in a (typically small) percentage of scenarios [11], [12], [14]- [18], [23], or by solving robust optimization formulations where the uncertainty set has been designed to contain a certain probability mass [24]. Unfortunately, by failing to model the impact of the worst scenarios (those for which the constraint satisfaction is discarded), a chanceconstrained formulation may leave the system vulnerable to large disruptions that include generator and line outages, or load shed.…”