Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems

作者：Tong, Xiaojiao; Sun, Hailin^*; Luo, Xiao; Zheng, Quanguo

来源：Journal of Global Optimization, 2018, 70(1): 131-158.

DOI：10.1007/s10898-017-0572-3

• Economic dispatch
• Renewable energy integrated systems
• Distributionally robust optimization
• Chance constraint
• CVaR approximation

Distributionally robust optimization (DRO) has become a popular research topic since it can solve stochastic programs with ambiguous distribution information. In this paper, as the background of economic dispatch (ED) in renewable integration systems, we present a new DRO-based ED optimization framework (DRED). The new DRED is addressed with a coupled format of distribution uncertainty for objective and chance constraints, which is different from most existing DRO frameworks. Some approximation strategies are adopted to handle the complicated DRED: the data-driven approach, the approximation of chance constraints by conditional value-at-risk, and the discrete scheme. The approximate reformulations are solvable nonconvex nonlinear programming problems. The approximation error analysis and convergence analysis are also established. Numerical results using an IEEE-30 buses system are presented to demonstrate the approach proposed in this paper.

• 出版日期2018-1
• 单位南京理工大学; 湖南第一师范学院