Adaptive Robust Optimization with Dynamic Uncertainty Sets for Multi-Period Economic Dispatch under Significant Wind

The exceptional benefits of wind power as an environmentally responsible renewable energy resource have led to an increasing penetration of wind energy in today's power systems. This trend has started to reshape the paradigms of power system operations, as dealing with uncertainty caused by the highly intermittent and uncertain wind power becomes a significant issue. Motivated by this, we present a new framework using adaptive robust optimization for the economic dispatch of power systems with high level of wind penetration. In particular, we propose an adaptive robust optimization model for multi-period economic dispatch, and introduce the concept of dynamic uncertainty sets and methods to construct such sets to model temporal and spatial correlations of uncertainty. We also develop a simulation platform which combines the proposed robust economic dispatch model with statistical prediction tools in a rolling horizon framework. We have conducted extensive computational experiments on this platform using real wind data. The results are promising and demonstrate the benefits of our approach in terms of cost and reliability over existing robust optimization models as well as recent look-ahead dispatch models.Comment: Accepted for publication at IEEE Transactions on Power System

The role of large-scale energy storage design and dispatch in the power grid: A study of very high grid penetration of variable renewable resources

We present a result of hourly simulation performed using hourly load data and the corresponding simulated output of wind and solar technologies distributed throughout the state of California. We examined how we could achieve very high-energy penetration from intermittent renewable system into the electricity grid. This study shows that the maximum threshold for the storage need is significantly less than the daily average demand. In the present study, we found that the approximate network energy storage is of the order of 186. GW. h/22. GW (approximately 22% of the average daily demands of California). Allowing energy dumping was shown to increase storage use, and by that way, increases grid penetration and reduces the required backup conventional capacity requirements. Using the 186. GW. h/22. GW storage and at 20% total energy loss, grid penetration was increased to approximately 85% of the annual demand of the year while also reducing the conventional backup capacity requirement to 35. GW. This capacity was sufficient to supply the year round hourly demand, including 59 GW peak demand, plus a distribution loss of about 5.3%. We conclude that designing an efficient and least cost grid may require the capability to capture diverse physical and operational policy scenarios of the future grid. © 2014 Elsevier Ltd

Commitment and Dispatch of Heat and Power Units via Affinely Adjustable Robust Optimization

The joint management of heat and power systems is believed to be key to the integration of renewables into energy systems with a large penetration of district heating. Determining the day-ahead unit commitment and production schedules for these systems is an optimization problem subject to uncertainty stemming from the unpredictability of demand and prices for heat and electricity. Furthermore, owing to the dynamic features of production and heat storage units as well as to the length and granularity of the optimization horizon (e.g., one whole day with hourly resolution), this problem is in essence a multi-stage one. We propose a formulation based on robust optimization where recourse decisions are approximated as linear or piecewise-linear functions of the uncertain parameters. This approach allows for a rigorous modeling of the uncertainty in multi-stage decision-making without compromising computational tractability. We perform an extensive numerical study based on data from the Copenhagen area in Denmark, which highlights important features of the proposed model. Firstly, we illustrate commitment and dispatch choices that increase conservativeness in the robust optimization approach. Secondly, we appraise the gain obtained by switching from linear to piecewise-linear decision rules within robust optimization. Furthermore, we give directions for selecting the parameters defining the uncertainty set (size, budget) and assess the resulting trade-off between average profit and conservativeness of the solution. Finally, we perform a thorough comparison with competing models based on deterministic optimization and stochastic programming.Comment: 31 page

Application of pattern search method to power system valve-point economic load dispatch

Direct search (DS) methods are evolutionary algorithms used to solve constrained optimization problems. DS methods do not require any information about the gradient of the objective function at hand, while searching for an optimum solution. One of such methods is pattern search (PS) algorithm. This study presents a new approach based on a constrained pattern search algorithm to solve well-known power system economic load dispatch problem (ELD) with valve-point effect. For illustrative purposes, the proposed PS technique has been applied to various test systems to validate its effectiveness. Furthermore, convergence characteristics and robustness of the proposed method has been assessed and investigated through comparison with results reported in literature. The outcome is very encouraging and proves that pattern search (PS) is very applicable for solving power system economic load dispatch problem