Distributionally Robust Chance-Constrained Generation Expansion Planning

Pourahmadi, Farzaneh; Kazempour, Jalal; Ordoudis, Christos; Hosseini, Seyed Hamid

doi:10.1109/tpwrs.2019.2958850

Cited by 60 publications

(47 citation statements)

References 59 publications

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“…In this regard, based on the big-M concept, Equation (19) is substituted by the following equations, i.e. Equations (28) to (33), in order to relax the non-linear terms. In this regard, the following formulations aim to determine the direction of the gas flow in a linearised form and set the value of operational variables based on the determined gas flow direction:…”

Section: Co-operation Of Electrical and Gas Gridsmentioning

confidence: 99%

Flexibility‐based operational management of a microgrid considering interaction with gas grid

Kamrani

Fattaheian‐Dehkordi

Abbaspour

et al. 2021

IET Generation Trans & Dist

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Power systems have been undergoing significant restructuring as a result of increasing independently operated local resources. Consequently, new entities, i.e. microgrids (MGs), are developed, which facilitate the integration of local resources, specifically renewable energy sources (RESs), into the operation of power systems. Despite many benefits, the integration of RESs could cause severe rampings in the net-load, which would challenge the reliable operation of the system. Therefore, it seems essential that flexible local resources in an MG should be employed to provide flexibility services to the main grid, thus ensuring that ramping in the MG's net-load would meet the ramping capability in the upper-level system. Accordingly, this study aims to develop an energy management framework to schedule local resources in an MG considering system's ramping limits. In this regard, the interaction between electricity and gas grid as a potential future flexible resource for energy systems is considered in the developed scheme. Moreover, the chance-constrained methodology is employed to address the uncertainty associated with the operational management of RESs. Finally, the proposed energy management model is analysed from different perspectives to show the importance of the contribution of flexible local resources to the efficient improvement of the power system flexibility.

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Section: Co-operation Of Electrical and Gas Gridsmentioning

confidence: 99%

Flexibility‐based operational management of a microgrid considering interaction with gas grid

Kamrani

Fattaheian‐Dehkordi

Abbaspour

et al. 2021

IET Generation Trans & Dist

View full text Add to dashboard Cite

show abstract

“…For different probability distributions, different −1 (1 − ) should be defined. A larger uncertain margin can give a lower violation probability, which indicates that a lower value of −1 (1 − ) is necessary [34]. The exact expressions of the different probability distributions are illustrated in [26].…”

Section: A Tractable Reformulation Of Optimal Problemmentioning

confidence: 99%

“…The true OROC and violation probabilities of chance constraints should be evaluated by the coupled datasets { ̅ , Ξ̇}, where ̅ is the training dataset from the independent in-sample data and Ξ̇ is the test dataset from the out-of-sample data. Assuming that the random variable that derives from the forecast errors of the RES power producer follows the Gaussian distribution [34], the problem can be solved by the GCC, whose solutions may be compared with the results of the DRCC-based approach. Therefore, the ambiguous chance constraints with a Gaussian distribution are specially described in Appendix D. Moreover, a certain model (CM) without uncertain variables can be defined.…”

Section: A Out-of-sample Risk Analysis For Drcc-based Crommentioning

confidence: 99%

Optimal Risk Operation for a Coupled Electricity and Heat System Considering Different Operation Modes

et al. 2021

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The coupled electricity and heat system (CEHS) is considered one of the most efficient energy utilization schemes for the energy transition to solve energy crises and environmental problems. However, the individual data between the power system (PS) and heat system (HS) probably limit the high share and optimization operation. Moreover, the uncertain renewables and complex coupled network create challenges regarding the operation risk of CEHS. Given that the CEHS may be affiliated with different operation entities, this paper proposes two operation modes to achieve the solution of the optimal risk operation model (OROM), including the distributionally robust chance constraint (DRCC)-based centralized risk operation mode (CROM) and the DRCC-based alternating direction method of multipliers (ADMM) distributed risk operation mode (DROM). By formulating the moment-based ambiguity set estimated from historical data and introducing the operation risk constraints, a tractable reformulation of two-stage DRCC OROM problems is presented under CROM. Moreover, the DRCC-based ADMM distributed algorithm with the guarantee of convergence is developed to optimize the PS and HS independently under DROM considering the operation risk. The two operation modes achieve the minimum amount of information shared between the two systems regarding the underlying distribution. In the numerical case, the approximate OROM solution is obtained between CROM and DROM. The two proposed approaches based on different operation modes outperform the existing methods according to the risk level depicted by different forms of the violation probability and the risk cost compared with Gaussian chance constraint (GCC) under CROM, while the safety coefficient is set as 0.25. Then, the impact of the iteration number on the convergence is also discussed with comparison of the classical ADMM under DROM.

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“…In the EH constraints, Equations ( 16)-( 17) enforce the balance of electric power and heat power. The constraint (18) restricts the electric power to the bound, while the chance constraint (19) ensures that the EH heat power respects the EH capacity limits, which implies that the overlimit risk should be retained at a certain confidence level. Thus, the chance constraints are controlled by the parameters that are defined as the violation ratio ∈ (0,1), which implies that the risk level of the coupled system is controlled by adjusting .…”

Section: Epsmentioning

confidence: 99%

“…However, the DRO approach can not quantify the risk level. The distributionally robust chance-constrained (DRCC) introduces the chance constraints into the DRO to hedge against the uncertainty of probability distributions and mitigate the violation risk of overlimit chance constraints, which provides the security risk constraints holding with a specified risk probability level [16]- [19]. But the DRCC approach can not provide the specific risk indices.…”

Section: Introductionmentioning

confidence: 99%

Multistage Model Predictive Control Co-Risk Dispatch for Coupled Electricity and Heat System

et al. 2021

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The energy transition can facilitate the rapid development of the coupled electricity and heat system (CEHS), accommodating the higher share of renewable energy. However, uncertain renewable energy sources (RESs) and overlimit risk can bring significant challenges for the safe operation of the CEHS. Considering uncertain RESs integration and overlimit risk within the upper and lower bounds jointly with high probability, the multistage model predictive control (MPC) co-risk dispatch model for the CEHS can be proposed in this paper. The model can hedge against the operational risk for the multistage rolling dispatch. In the context of the multistage real-time risk dispatch, the MPC framework is presented, which contains three processes, autoregressive moving average (ARMA) model prediction process, risk-based optimization process, and penalty-based feedback correction process. In the prediction process, the ARMA method can be employed to accurately predict the RESs power, which is characterized as the merit of the short-term forecast. In the optimization process, the violation risk of overlimit chance constraints caused by the output power fluctuation can be mitigated using the distributionally robust chance-constrained (DRCC) under the Wasserstein ambiguity set. The tractable approximation reformulation can be obtained by adopting the Worst-Case Conditional Value-at-Risk (WC-CVaR) approximation method. In the feedback correction process, penalty-based load shedding and RESs spillage can lower the risk level by minimizing the risk penalty cost. In the numerical case, the risk performance analysis based on the modified Barry Island system is implemented. The analysis demonstrates that the daily average violation probability can be mainly affected by the Wasserstein radius while the total cost can be affected by the violation probability . The dispatch energy for the CEHS is obtained using the proposed approach, which outperforms the existing robust optimization (RO) approach.

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Distributionally Robust Chance-Constrained Generation Expansion Planning

Cited by 60 publications

References 59 publications

Flexibility‐based operational management of a microgrid considering interaction with gas grid

Flexibility‐based operational management of a microgrid considering interaction with gas grid

Optimal Risk Operation for a Coupled Electricity and Heat System Considering Different Operation Modes

Multistage Model Predictive Control Co-Risk Dispatch for Coupled Electricity and Heat System

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