Integrating unimodality into distributionally robust optimal power flow

Bowen Li (), Ruiwei Jiang () and Johanna L. Mathieu ()
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Bowen Li: Argonne National Laboratory
Ruiwei Jiang: University of Michigan
Johanna L. Mathieu: University of Michigan

TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, 2022, vol. 30, issue 3, No 7, 594-617

Abstract: Abstract To manage renewable generation and load consumption uncertainty, chance-constrained optimal power flow (OPF) formulations have been proposed. However, conventional solution approaches often rely on accurate estimates of uncertainty distributions, which are rarely available in reality. When the distributions are not known but can be limited to a set of plausible candidates, termed an ambiguity set, distributionally robust (DR) optimization can reduce out-of-sample violation of chance constraints. Nevertheless, a DR model may yield conservative solutions if the ambiguity set is too large. In view that most practical uncertainty distributions for renewable generation are unimodal, in this paper, we integrate unimodality into a moment-based ambiguity set to reduce the conservatism of a DR-OPF model. We review exact reformulations, approximations, and an online algorithm for solving this model. We extend these results to derive a new, offline solution algorithm. Specifically, this algorithm uses a parameter selection approach that searches for an optimal approximation of the DR-OPF model before solving it. This significantly improves the computational efficiency and solution quality. We evaluate the performance of the offline algorithm against existing solution approaches for DR-OPF using modified IEEE 118-bus and 300-bus systems with high penetrations of renewable generation. Results show that including unimodality reduces solution conservatism and cost without degrading reliability significantly.

Keywords: Optimal power flow; Chance constraints; Distributionally robust optimization; $$\alpha$$ α -Unimodality; 90C15; 90C22; 90C34 (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s11750-022-00634-4

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