2019
DOI: 10.1109/tpwrs.2018.2890714
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A Data-Driven Model of Virtual Power Plants in Day-Ahead Unit Commitment

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Cited by 96 publications
(38 citation statements)
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References 37 publications
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“…To eliminate the max operator on the right‐hand side, the maximisation problem can be transformed into a minimisation problem based on dual theory, and the minimisation problem is equivalent to the existence of a feasible solution where the min operator can be neglected. Take constraint (37a) as an example, and we can get the dual problem of the right maximisation based on conic duality [33, 38] as follows: right left right left right left right left right left right left0.278em 2em 0.278em 2em 0.278em 2em 0.278em 2em 0.278em 2em 0.278em3ptminbold-italicψw¯normal⊤bold-italicδfalse¯w_normal⊤δ~bold-italicμnormal⊤bold-italicθfalse¯12bold1normal⊤θ~+12bold1normal⊤θ^tk[1:t]l=ktbold1normal⊤bold-italicμlρ¯kt12bold1normal⊤ρ~+12bold1normal⊤ρ^ right left right left right left right left right left right left0.278em 2em 0.278em 2em 0.278em 2em 0.278em 2em 0.278em 2em 0.278em3ptδfalse~ntδ¯nt+θ¯nt+k=1tl=tTρ¯kl=bold-italicentnormal⊤(η(bold-italicbnormal⊤bold-italicXbold-italicw)1pt),…”
Section: Solution Methodologymentioning
confidence: 99%
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“…To eliminate the max operator on the right‐hand side, the maximisation problem can be transformed into a minimisation problem based on dual theory, and the minimisation problem is equivalent to the existence of a feasible solution where the min operator can be neglected. Take constraint (37a) as an example, and we can get the dual problem of the right maximisation based on conic duality [33, 38] as follows: right left right left right left right left right left right left0.278em 2em 0.278em 2em 0.278em 2em 0.278em 2em 0.278em 2em 0.278em3ptminbold-italicψw¯normal⊤bold-italicδfalse¯w_normal⊤δ~bold-italicμnormal⊤bold-italicθfalse¯12bold1normal⊤θ~+12bold1normal⊤θ^tk[1:t]l=ktbold1normal⊤bold-italicμlρ¯kt12bold1normal⊤ρ~+12bold1normal⊤ρ^ right left right left right left right left right left right left0.278em 2em 0.278em 2em 0.278em 2em 0.278em 2em 0.278em 2em 0.278em3ptδfalse~ntδ¯nt+θ¯nt+k=1tl=tTρ¯kl=bold-italicentnormal⊤(η(bold-italicbnormal⊤bold-italicXbold-italicw)1pt),…”
Section: Solution Methodologymentioning
confidence: 99%
“…However, there is an unrealistic assumption that non‐anticipativity is not considered in the second stage. In other words, it is assumed that the second‐stage dispatch decisions are optimised simultaneously with the disclosure of all uncertainty realisations in the beginning [33]. However, the uncertain wind power is revealed sequentially in practice and the dispatch decisions can only be made according to the uncertainty realisations up to current period, i.e.…”
Section: Problem Formulationmentioning
confidence: 99%
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“…In [6], the "Big Bang Big Crunch" optimization method has been used to minimize the annual purchase of electricity in unbalanced distribution networks. Other works have applied stochastic optimization ( [7], [8]) and non-linear optimization programming ( [9], [10]). However, the most frequently applied optimization technique has been mixed-integer linear programming since it suits the characteristics of dispatch problems ( [11]- [17]).…”
Section: Introductionmentioning
confidence: 99%
“…The study in [7] has provided a combination of adaptive robust and stochastic optimization for VPP models that participate in dayahead and real-time electricity markets. In [9], the distributionally robust optimization approach has been proposed to determine the optimal values of parameters for the bidding strategy, such as capacity or cost curve. The authors of [10] have presented a fuzzy optimization technique to address the bidding problem and have achieved lower computation times with this method than with other deterministic and probabilistic methods.…”
Section: Introductionmentioning
confidence: 99%