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Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems.
- Source :
- Journal of Global Optimization; Jan2018, Vol. 70 Issue 1, p131-158, 28p
- Publication Year :
- 2018
-
Abstract
- 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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 09255001
- Volume :
- 70
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- Journal of Global Optimization
- Publication Type :
- Academic Journal
- Accession number :
- 127331187
- Full Text :
- https://doi.org/10.1007/s10898-017-0572-3