Convex Reformulation for Two-sided Distributionally Robust Chance Constraints with Inexact Moment Information
Constraints on each node and line in power systems generally have upper and lower bounds, denoted as two-sided constraints. Most existing power system optimization methods with the distributionally robust (DR) chance-constrained program treat the two-sided DR chance constraint separately, which is a...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
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IEEE
2022-01-01
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| Series: | Journal of Modern Power Systems and Clean Energy |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/9557233/ |
| _version_ | 1818469147602845696 |
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| author | Lun Yang Yinliang Xu Zheng Xu Hongbin Sun |
| author_facet | Lun Yang Yinliang Xu Zheng Xu Hongbin Sun |
| author_sort | Lun Yang |
| collection | DOAJ |
| description | Constraints on each node and line in power systems generally have upper and lower bounds, denoted as two-sided constraints. Most existing power system optimization methods with the distributionally robust (DR) chance-constrained program treat the two-sided DR chance constraint separately, which is an inexact approximation. This letter derives an equivalent reformulation for the generic two-sided DR chance constraint under the interval moment based ambiguity set, which does not require the exact moment information. The derived reformulation is a second-order cone program (SOCP) formulation and is then applied to the optimal power flow (OPF) problem under uncertainty. Numerical results on several IEEE systems demonstrate the effectiveness of the proposed SOCP formulation and show the differences with other DR chance-constrained OPF approaches. |
| first_indexed | 2024-04-13T21:20:19Z |
| format | Article |
| id | doaj.art-2afcaf5f8327456db3fdd9c10754eb7f |
| institution | Directory Open Access Journal |
| issn | 2196-5420 |
| language | English |
| last_indexed | 2024-04-13T21:20:19Z |
| publishDate | 2022-01-01 |
| publisher | IEEE |
| record_format | Article |
| series | Journal of Modern Power Systems and Clean Energy |
| spelling | doaj.art-2afcaf5f8327456db3fdd9c10754eb7f2022-12-22T02:29:30ZengIEEEJournal of Modern Power Systems and Clean Energy2196-54202022-01-011041060106510.35833/MPCE.2021.0001609557233Convex Reformulation for Two-sided Distributionally Robust Chance Constraints with Inexact Moment InformationLun Yang0Yinliang Xu1Zheng Xu2Hongbin Sun3Tsinghua-Berkeley Shenzhen Institute, Tsinghua Shenzhen International Graduate School, Tsinghua University,Shenzhen,China,518055Tsinghua-Berkeley Shenzhen Institute, Tsinghua Shenzhen International Graduate School, Tsinghua University,Shenzhen,China,518055Tsinghua-Berkeley Shenzhen Institute, Tsinghua Shenzhen International Graduate School, Tsinghua University,Shenzhen,China,518055State Key Laboratory of Power Systems, Tsinghua University,Department of Electrical Engineering,Beijing,China,100084Constraints on each node and line in power systems generally have upper and lower bounds, denoted as two-sided constraints. Most existing power system optimization methods with the distributionally robust (DR) chance-constrained program treat the two-sided DR chance constraint separately, which is an inexact approximation. This letter derives an equivalent reformulation for the generic two-sided DR chance constraint under the interval moment based ambiguity set, which does not require the exact moment information. The derived reformulation is a second-order cone program (SOCP) formulation and is then applied to the optimal power flow (OPF) problem under uncertainty. Numerical results on several IEEE systems demonstrate the effectiveness of the proposed SOCP formulation and show the differences with other DR chance-constrained OPF approaches.https://ieeexplore.ieee.org/document/9557233/Two-sided chance constraintdistributionally robustconic reformulationinterval momentoptimal power flow |
| spellingShingle | Lun Yang Yinliang Xu Zheng Xu Hongbin Sun Convex Reformulation for Two-sided Distributionally Robust Chance Constraints with Inexact Moment Information Journal of Modern Power Systems and Clean Energy Two-sided chance constraint distributionally robust conic reformulation interval moment optimal power flow |
| title | Convex Reformulation for Two-sided Distributionally Robust Chance Constraints with Inexact Moment Information |
| title_full | Convex Reformulation for Two-sided Distributionally Robust Chance Constraints with Inexact Moment Information |
| title_fullStr | Convex Reformulation for Two-sided Distributionally Robust Chance Constraints with Inexact Moment Information |
| title_full_unstemmed | Convex Reformulation for Two-sided Distributionally Robust Chance Constraints with Inexact Moment Information |
| title_short | Convex Reformulation for Two-sided Distributionally Robust Chance Constraints with Inexact Moment Information |
| title_sort | convex reformulation for two sided distributionally robust chance constraints with inexact moment information |
| topic | Two-sided chance constraint distributionally robust conic reformulation interval moment optimal power flow |
| url | https://ieeexplore.ieee.org/document/9557233/ |
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