Chance Constrained Distributed Optimisation for Interconnected Power Systems ⁎⁎This paper is based on the DAAD project 57611107 that has received funding from the Federal Ministry of Education and Research (BMBF), Germany. The responsibility for the content of this publication lies with the authors.

Microgrids have been attracted increasingly attention due to renewable energy integration. Multiple microgrids are often interconnected for benefiting each other. A significant challenge in operating such power systems lies in the uncertainties including intermittence in renewable energy sources and load demands estimation. Sharing state variables in interconnected systems poses additional difficulties. This paper proposes a numerical solution approach to a chance constrained distributed optimisation for interconnected power systems under uncertainty. The inner-outer approximation approach is used for the solution and ALADIN for numerical implementation. An interconnected optimal power flow problem with a three-bus and a four-bus system is solved as a case study.