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Open AccessArticle

Distributionally Robust Model of Energy and Reserve Dispatch Based on Kullback–Leibler Divergence

1
Department of Control Science and Engineering, University of Shanghai for Science and Technology, Shanghai 200093, China
2
Department of Electrical Engineering, University of Shanghai for Science and Technology, Shanghai 200093, China
*
Author to whom correspondence should be addressed.
Electronics 2019, 8(12), 1454; https://doi.org/10.3390/electronics8121454
Received: 30 September 2019 / Revised: 26 November 2019 / Accepted: 29 November 2019 / Published: 1 December 2019
(This article belongs to the Section Power Electronics)
This paper proposes a distance-based distributionally robust energy and reserve (DB-DRER) dispatch model via Kullback–Leibler (KL) divergence, considering the volatile of renewable energy generation. Firstly, a two-stage optimization model is formulated to minimize the expected total cost of energy and reserve (ER) dispatch. Then, KL divergence is adopted to establish the ambiguity set. Distinguished from conventional robust optimization methodology, the volatile output of renewable power generation is assumed to follow the unknown probability distribution that is restricted in the ambiguity set. DB-DRER aims at minimizing the expected total cost in the worst-case probability distributions of renewables. Combining with the designed empirical distribution function, the proposed DB-DRER model can be reformulated into a mixed integer nonlinear programming (MINLP) problem. Furthermore, using the generalized Benders decomposition, a decomposition method is proposed and sample average approximation (SAA) method is applied to solve this problem. Finally, simulation result of the proposed method is compared with those of stochastic optimization and conventional robust optimization methods on the 6-bus system and IEEE 118-bus system, which demonstrates the effectiveness and advantages of the method proposed.
Keywords: energy and reserve dispatch; distributionally robust; Kullback–Leibler divergence energy and reserve dispatch; distributionally robust; Kullback–Leibler divergence
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MDPI and ACS Style

Yang, C.; Han, D.; Sun, W.; Tian, K. Distributionally Robust Model of Energy and Reserve Dispatch Based on Kullback–Leibler Divergence. Electronics 2019, 8, 1454.

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