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A Linear Programming Approximation of Distributionally Robust Chance-Constrained Dispatch With Wasserstein Distance.

Authors :
Zhou, Anping
Yang, Ming
Wang, Mingqiang
Zhang, Yuming
Source :
IEEE Transactions on Power Systems. Sep2020, Vol. 35 Issue 5, p3366-3377. 12p.
Publication Year :
2020

Abstract

This paper proposes a data-driven distributionally robust chance constrained real-time dispatch (DRCC-RTD) considering renewable generation forecasting errors. The proposed DRCC-RTD model minimizes the expected quadratic cost function and guarantees that the two-sided chance constraints are satisfied for any distribution in the ambiguity set. The Wasserstein-distance-based ambiguity set, which is a family of distributions centered at an empirical distribution, is employed to hedge against data perturbations. By applying the reformulation linearization technique (RLT) to relax the quadratic constraints of the worst-case costs and constructing linear reformulations of the DRCCs, the proposed DRCC-RTD model is cast into a deterministic linear programming (LP) problem, which can be solved efficiently by off-the-shelf solvers. Case studies are carried out on a 6-bus system and the IEEE 118-bus system to validate the effectiveness and efficiency of the proposed approach. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
08858950
Volume :
35
Issue :
5
Database :
Academic Search Index
Journal :
IEEE Transactions on Power Systems
Publication Type :
Academic Journal
Accession number :
145287501
Full Text :
https://doi.org/10.1109/TPWRS.2020.2978934