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Register a new userData-Driven Assisted Chance-Constrained Energy and Reserve Scheduling with Wind Curtailment
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Chance-constrained optimization (CCO) has been widely used for uncertainty management in power system operation. With the prevalence of wind energy, it becomes possible to consider the wind curtailment as a dispatch variable in CCO. However, the wind curtailment will cause impulse for the uncertainty distribution, yielding challenges for the chance constraints modeling. To deal with that, a data-driven framework is developed. By modeling the wind curtailment as a cap enforced on the wind power output, the proposed framework constructs a Gaussian process (GP) surrogate to describe the relationship between wind curtailment and the chance constraints. This allows us to reformulate the CCO with wind curtailment as a mixed-integer second-order cone programming (MI-SOCP) problem. An error correction strategy is developed by solving a convex linear programming (LP) to improve the modeling accuracy. Case studies performed on the PJM 5-bus and IEEE 118-bus systems demonstrate that the proposed method is capable of accurately accounting the influence of wind curtailment dispatch in CCO.
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Recently, chance-constrained stochastic electricity market designs have been proposed to address the shortcomings of scenario-based stochastic market designs. In particular, the use of chance-constrained market-clearing avoids trading off in-expectation and per-scenario characteristics and yields unique energy and reserves prices. However, current formulations rely on symmetric control policies based on the aggregated system imbalance, which restricts balancing reserve providers in their energy and reserve commitments. This paper extends existing chance-constrained market-clearing formulations by leveraging node-to-node and asymmetric balancing reserve policies and deriving the resulting energy and reserve prices. The proposed node-to-node policy allows for relating the remuneration of balancing reserve providers and payment of uncertain resources using a marginal cost-based approach. Further, we introduce asymmetric balancing reserve policies into the chance-constrained electricity market design and show how this additional degree of freedom affects market outcomes.
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High penetration of renewable generation poses great challenge to power system operation due to its uncertain nature. In droop-controlled microgrids, the voltage volatility induced by renewable uncertainties is aggravated by the high droop gains. This paper proposes a chance-constrained optimal power flow (CC-OPF) problem with power flow routers (PFRs) to better regulate the voltage profile in microgrids. PFR refer to a general type of network-side controller that brings more flexibility to the power network. Comparing with the normal CC-OPF that relies on power injection flexibility only, the proposed model introduces a new dimension of control from power network to enhance system performance under renewable uncertainties. Since the inclusion of PFRs complicates the problem and makes common solvers no longer apply directly, we design an iterative solution algorithm. For the subproblem in each iteration, chance constraints are transformed into equivalent deterministic ones via sensitivity analysis, so that the subproblem can be efficiently solved by the convex relaxation method. The proposed method is verified on the modified IEEE 33-bus system and the results show that PFRs make a significant contribution to mitigating the voltage volatility and make the system operate in a more economic and secure way.
Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local linear-quadratic approximations of system dynamics and reward, such methods can find both a target-optimal trajectory and time-variant optimal feedback controllers. However, the local linear-quadratic assumptions are a major source of optimization bias that leads to catastrophic greedy updates, raising the issue of proper regularization. Moreover, the approximate models disregard for any physical state-action limits of the system causes further aggravation of the problem, as the optimization moves towards unreachable areas of the state-action space. In this paper, we address the issue of constrained systems in the scenario of online-fitted stochastic linear dynamics. We propose modeling state and action physical limits as probabilistic chance constraints linear in both state and action and introduce a new trajectory optimization technique that integrates these probabilistic constraints by optimizing a relaxed quadratic program. Our empirical evaluations show a significant improvement in learning robustness, which enables our approach to perform more effective updates and avoid premature convergence observed in state-of-the-art algorithms.
In this paper, a sample-based procedure for obtaining simple and computable approximations of chance-constrained sets is proposed. The procedure allows to control the complexity of the approximating set, by defining families of simple-approximating sets of given complexity. A probabilistic scaling procedure then allows to rescale these sets to obtain the desired probabilistic guarantees. The proposed approach is shown to be applicable in several problem in systems and control, such as the design of Stochastic Model Predictive Control schemes or the solution of probabilistic set membership estimation problems.
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