Title
Stochastic Optimal Power Flow Based On Data-Driven Distributionally Robust Optimization
Abstract
We propose a data-driven method to solve a stochastic optimal power flow (OPF) problem based on limited information about forecast error distributions. The objective is to determine power schedules for controllable devices in a power network to balance operational cost and conditional value-at risk (CVaR) of device and network constraint violations. These decisions include scheduled power output adjustments and reserve policies, which specify planned reactions to forecast errors in order to accommodate fluctuating renewable energy sources. Instead of assuming the uncertainties across the networks follow prescribed probability distributions, we assume the distributions are only observable through a finite training dataset. By utilizing the Wasserstein metric to quantify differences between the empirical data-based distribution and the real data generating distribution, we formulate a distributionally robust optimization OPF problem to search for power schedules and reserve policies that are robust to sampling errors inherent in the dataset. A multi-stage closed-loop control strategy based on model predictive control (MPC) is also discussed. A simple numerical example illustrates inherent tradeoffs between operational cost and risk of constraint violation, and we show how our proposed method offers a data-driven framework to balance these objectives.
Year
DOI
Venue
2018
10.23919/acc.2018.8431542
2018 ANNUAL AMERICAN CONTROL CONFERENCE (ACC)
DocType
Volume
ISSN
Conference
abs/1706.04267
0743-1619
Citations 
PageRank 
References 
2
0.45
1
Authors
5
Name
Order
Citations
PageRank
Yi Guo1163.05
Kyri Baker2155.55
Emiliano Dall'Anese336038.11
Zechun Hu48014.70
Tyler H. Summers524130.84