Distributionally Robust Solution to the Reserve Scheduling Problem With Partial Information of Wind Power

Author

Qiaoyan Bian ; Huanhai Xin ; Zhen Wang ; Deqiang Gan ; Kit Po Wong

Author_Institution

Dept. of Electr. Eng., Zhejiang Univ., Hangzhou, China

Volume

30

Issue

5

fYear

2015

fDate

Sept. 2015

Firstpage

2822

Lastpage

2823

Abstract

A distributionally robust optimization (DRO) model is presented for the reserve schedule decision-making problem with partial information of wind power, aiming to find a robust solution to the uncertainty of wind power probability distribution. The stochastic problem can be converted into an equivalent deterministic bilinear matrix inequality (BMI) problem. Numerical results verify the effectiveness of the proposed method.

Keywords

decision making; linear matrix inequalities; optimisation; power system simulation; probability; stochastic processes; wind power plants; BMI problem; DRO model; distributionally robust optimization; equivalent deterministic bilinear matrix inequality; reserve schedule decision-making problem; stochastic problem; wind power probability distribution; Optimization; Robustness; Schedules; Uncertainty; Vectors; Wind power generation; Distributionally robust optimization; reserve schedule; uncertainty; wind power;

fLanguage

English

Journal_Title

Power Systems, IEEE Transactions on

Publisher

ieee

ISSN

0885-8950

Type

jour

DOI

10.1109/TPWRS.2014.2364534

Filename

6937216