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Data-driven distributionally robust joint chance-constrained energy management for multi-energy microgrid

Junyi Zhai, Sheng Wang, Lei Guo, Yuning Jiang, Zhongjian Kang and Colin N. Jones

Applied Energy, 2022, vol. 326, issue C, No S0306261922011965

Abstract: Multi-energy microgrid (MEMG) has the potential to improve the energy utilization efficiency. However, the uncertainty caused by distributed renewable energy resources brings an urgent need for multi-energy co-optimization to ensure secure operation. This paper focuses on the distributionally robust energy management problem for MEMG. Various flexible resources in different energy sectors are utilized for uncertainty mitigation, then, a data-driven Wasserstein distance-based distributionally robust joint chance-constrained (DRJCC) energy management model is proposed. To make the DRJCC model tractable, an optimized conditional value-at-risk (CVaR) approximation (OCA) formulation is proposed to transfer the joint chance-constrained model into a tractable form. Then, an iterative sequential convex optimization algorithm is tailored to reduce the solution conservatism by tuning OCA. Numerical result illustrates the effectiveness of the proposed model.

Keywords: Multi-energy microgrid (MEMG); Distributionally robust joint chance-constrained (DRJCC); Optimized conditional value-at-risk (CVaR) approximation (OCA); Sequential convex optimization (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (6)

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DOI: 10.1016/j.apenergy.2022.119939

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