Multistage Scheduling of Regional Power Grids Against Sequential Outage and Power Uncertainties

Qiu, Haifeng; Wang, Lu; Gu, Wei; Pan, Guangsheng; Ning, Chao; Wu, Zhi; Sun, Qirun

doi:10.1109/tsg.2022.3181228

Cited by 8 publications

(3 citation statements)

References 47 publications

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“…where z g 0 = z p k,i,t , z ru k,i,t , z rd k,i,t denotes the binary pre-dispatch state variables in (11). M 1 is the coefficient matrix that selects certain variables of z g 0 .…”

Section: Improved Sddip Algorithmmentioning

confidence: 99%

“…For RO-based method, reference [10] proposed a multistage robust network-constrained unit commitment model with non-fixed recourse. In [11], a multistage robust scheduling model is proposed for regional power grids considering uncertain sequential outages and renewable-load power. A multistage robust resilient scheduling model with binary recourses is developed in [12] for regional power grids considering sequential realizations of uncertainties under tropical cyclone.…”

Section: Introductionmentioning

confidence: 99%

See 1 more Smart Citation

A Multistage Distributionally Robust Optimization Approach for Generation Dispatch with Demand Response under Endogenous and Exogenous Uncertainties

Huang

Tai

et al. 2023

Preprint

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Decision-dependent (endogenous) uncertainties (DDUs), as a new type of uncertainties revealed recently, couple dispatch decisions with uncertainty parameters and thus render power system dispatch more challenging. However, most previous works handled various DDUs via stochastic programming (SP) or robust optimization (RO) in a two-stage framework, which undoubtedly introduces the drawbacks of SP and RO, and cannot meet the nonanticipativity requirements in power scheduling. In this paper, we propose a multistage distributionally robust optimization (DRO) method for generation dispatch with demand response (DR) considering the DDUs of deferrable loads and the decision-independent (exogenous) uncertainties (DIUs) of wind power and regular loads. By analyzing the structure of decision-dependency parameters, a novel data-driven decision-dependent ambiguity set is proposed, which provides a generic framework for formulating DDUs and DIUs simultaneously. Then a multistage DRO model with nested max-min structure is developed to integrate the merits of DRO and nonanticipativity into generation dispatch. The proposed model is solved by tailored reformulation method and improved stochastic dual dynamic integer programming (SDDiP). Case studies illustrate the effectiveness of the proposed approach by comparing with the multistage SP, RO, and decision-independent DRO methods.

show abstract

“…where z g 0 = z p k,i,t , z ru k,i,t , z rd k,i,t denotes the binary pre-dispatch state variables in (11). M 1 is the coefficient matrix that selects certain variables of z g 0 .…”

Section: Improved Sddip Algorithmmentioning

confidence: 99%

Section: Introductionmentioning

confidence: 99%

A Multistage Distributionally Robust Optimization Approach for Generation Dispatch with Demand Response under Endogenous and Exogenous Uncertainties

Huang

Tai

et al. 2023

Preprint

View full text Add to dashboard Cite

show abstract

“…For RO‐based method, reference [13] proposed a multistage robust network‐constrained unit commitment model with non‐fixed recourse. In [14], a multistage robust scheduling model is proposed for regional power grids considering uncertain sequential outages and renewable‐load power. A multistage robust resilient scheduling model with binary recourses is developed in [15] for regional power grids considering sequential realizations of uncertainties under tropical cyclone.…”

Section: Introductionmentioning

confidence: 99%

A multistage distributionally robust optimization approach for generation dispatch with demand response under endogenous and exogenous uncertainties

Huang,

Tai

et al. 2023

IET Generation Trans & Dist

View full text Add to dashboard Cite

Decision‐dependent (endogenous) uncertainties (DDUs), as a new type of uncertainties revealed recently, couple dispatch decisions with uncertainty parameters and thus render power system dispatch more challenging. However, most previous works handled various DDUs via stochastic programming (SP) or robust optimization (RO) in a two‐stage framework, which undoubtedly introduces the drawbacks of SP and RO, and cannot meet the nonanticipativity requirements in power scheduling. In this paper, a multistage distributionally robust optimization (DRO) method for generation dispatch with demand response (DR) is proposed considering the DDUs of deferrable loads and the decision‐independent (exogenous) uncertainties (DIUs) of wind power and regular loads. By analyzing the structure of decision‐dependency parameters, a novel data‐driven decision‐dependent ambiguity set is proposed, which provides a generic framework for formulating DDUs and DIUs simultaneously. Then a multistage DRO model with nested max‐min structure is developed to integrate the merits of DRO and nonanticipativity into generation dispatch. The proposed model is solved by tailored reformulation method and improved stochastic dual dynamic integer programming (SDDiP). Case studies illustrate the effectiveness of the proposed approach by comparing with the multistage SP, RO, and decision‐independent DRO methods.

show abstract

Optimality-feasibility-aware multistage unit commitment considering nonanticipative realization of uncertainty

Qiu

Sun

et al. 2022

Applied Energy

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Multistage Scheduling of Regional Power Grids Against Sequential Outage and Power Uncertainties

Cited by 8 publications

References 47 publications

A Multistage Distributionally Robust Optimization Approach for Generation Dispatch with Demand Response under Endogenous and Exogenous Uncertainties

A Multistage Distributionally Robust Optimization Approach for Generation Dispatch with Demand Response under Endogenous and Exogenous Uncertainties

A multistage distributionally robust optimization approach for generation dispatch with demand response under endogenous and exogenous uncertainties

Optimality-feasibility-aware multistage unit commitment considering nonanticipative realization of uncertainty

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