Data-driven Wasserstein distributionally robust chance-constrained optimization for crude oil scheduling under uncertainty

Crude oil scheduling optimization is an effective method to enhance the economic benefits of oil refining.But uncertainties,including uncertain demands of crude distillation units(CDUs),might make the production plans made by the traditional deterministic optimization models infeasible.A data-driven Wasserstein distributionally robust chance-constrained(WDRCC)optimization approach is proposed in this paper to deal with demand uncertainty in crude oil scheduling.First,a new deterministic crude oil scheduling optimization model is developed as the basis of this approach.The Wasserstein distance is then used to build ambiguity sets from historical data to describe the possible realizations of probability distributions of uncertain demands.A cross-validation method is advanced to choose suitable radii for these ambiguity sets.The deterministic model is reformulated as a WDRCC optimization model for crude oil scheduling to guarantee the demand constraints hold with a desired high probability even in the worst situation in ambiguity sets.The proposed WDRCC model is transferred into an equivalent conditional value-at-risk representation and further derived as a mixed-integer nonlinear programming counterpart.Industrial case studies from a real-world refinery are conducted to show the effectiveness of the proposed method.Out-of-sample tests demonstrate that the solution of the WDRCC model is more robust than those of the deterministic model and the chance-constrained model.

Distributionally robust optimization based chance-constrained energy management for hybrid energy powered cellular networks

Energy harvesting has been recognized as a promising technique with which to effectively reduce carbon emis-sions and electricity expenses of base stations.However,renewable energy is inherently stochastic and inter-mittent,imposing formidable challenges on reliably satisfying users'time-varying wireless traffic demands.In addition,the probability distribution of the renewable energy or users’wireless traffic demand is not always fully known in practice.In this paper,we minimize the total energy cost of a hybrid-energy-powered cellular network by jointly optimizing the energy sharing among base stations,the battery charging and discharging rates,and the energy purchased from the grid under the constraint of a limited battery size at each base station.In solving the formulated non-convex chance-constrained stochastic optimization problem,a new ambiguity set is built to characterize the uncertainties in the renewable energy and wireless traffic demands according to interval sets of the mean and covariance.Using this ambiguity set,the original optimization problem is transformed into a more tractable second-order cone programming problem by exploiting the distributionally robust optimization approach.Furthermore,a low-complexity distributionally robust chance-constrained energy management algo-rithm,which requires only interval sets of the mean and covariance of stochastic parameters,is proposed.The results of extensive simulation are presented to demonstrate that the proposed algorithm outperforms existing methods in terms of the computational complexity,energy cost,and reliability.

A Distributionally Robust Optimization Method for Passenger Flow Control Strategy and Train Scheduling on an Urban Rail Transit Line

Regular coronavirus disease 2019(COVID-19)epidemic prevention and control have raised new require-ments that necessitate operation-strategy innovation in urban rail transit.To alleviate increasingly seri-ous congestion and further reduce the risk of cross-infection,a novel two-stage distributionally robust optimization(DRO)model is explicitly constructed,in which the probability distribution of stochastic scenarios is only partially known in advance.In the proposed model,the mean-conditional value-at-risk(CVaR)criterion is employed to obtain a tradeoff between the expected number of waiting passen-gers and the risk of congestion on an urban rail transit line.The relationship between the proposed DRO model and the traditional two-stage stochastic programming(SP)model is also depicted.Furthermore,to overcome the obstacle of model solvability resulting from imprecise probability distributions,a discrepancy-based ambiguity set is used to transform the robust counterpart into its computationally tractable form.A hybrid algorithm that combines a local search algorithm with a mixed-integer linear programming(MILP)solver is developed to improve the computational efficiency of large-scale instances.Finally,a series of numerical examples with real-world operation data are executed to validate the pro-posed approaches.

Distributionally Robust Newsvendor Model for Fresh Products under Cap-and-Offset Regulation

The cap-and-offset regulation is a practical scheme to lessen carbon emissions.The retailer selling fresh products can adopt sustainable technologies to lessen greenhouse gas emissions.We aim to analyze the optimal joint strategies on order quantity and sustainable technology investment when the retailer faces stochastic market demand and can only acquire the mean and variance of distribution information.We construct a distributionally robust optimization model and use the Karush-Kuhn-Tucker(KKT)conditions to solve the analytic formula of optimal solutions.By comparing the models with and without investing in sustainable technologies,we examine the effect of sustainable technologies on the operational management decisions of the retailer.Finally,some computational examples are applied to analyze the impact of critical factors on operational strategies,and some managerial insights are given based on the analysis results.

Reliability-based Robust Optimization Design of Automobile Components with Non-normal Distribution Parameters

In the reliability designing procedure of the vehicle components, when the distribution styles of the random variables are unknown or non-normal distribution, the result evaluated contains great error or even is wrong if the reliability value R is larger than 1 by using the existent method, in which case the formula is necessary to be revised. This is obviously inconvenient for programming. Combining reliability-based optimization theory, robust designing method and reliability based sensitivity analysis, a new method for reliability robust designing is proposed. Therefore the influence level of the designing parameters’ changing to the reliability of vehicle components can be obtained. The reliability sensitivity with respect to design parameters is viewed as a sub-objective function in the multi-objective optimization problem satisfying reliability constraints. Given the first four moments of basic random variables, a fourth-moment technique and the proposed optimization procedure can obtain reliability-based robust design of automobile components with non-normal distribution parameters accurately and quickly. By using the proposed method, the distribution style of the random parameters is relaxed. Therefore it is much closer to the actual reliability problems. The numerical examples indicate the following: (1) The reliability value obtained by the robust method proposed increases (】0.04%) comparing to the value obtained by the ordinary optimization algorithm; (2) The absolute value of reliability-based sensitivity decreases (】0.01%), and the robustness of the products’ quality is improved accordingly. Utilizing the reliability-based optimization and robust design method in the reliability designing procedure reduces the manufacture cost and provides the theoretical basis for the reliability and robust design of the vehicle components.

Distributionally Robust Optimal Dispatch of Virtual Power Plant Based on Moment of Renewable Energy Resource

Virtual power plants can effectively integrate different types of distributed energy resources,which have become a new operation mode with substantial advantages such as high flexibility,adaptability,and economy.This paper proposes a distributionally robust optimal dispatch approach for virtual power plants to determine an optimal day-ahead dispatch under uncertainties of renewable energy sources.The proposed distributionally robust approach characterizes probability distributions of renewable power output by moments.In this regard,the faults of stochastic optimization and traditional robust optimization can be overcome.Firstly,a second-order cone-based ambiguity set that incorporates the first and second moments of renewable power output is constructed,and a day-ahead two-stage distributionally robust optimization model is proposed for virtual power plants participating in day-ahead electricity markets.Then,an effective solution method based on the affine policy and second-order cone duality theory is employed to reformulate the proposed model into a deterministic mixed-integer second-order cone programming problem,which improves the computational efficiency of the model.Finally,the numerical results demonstrate that the proposed method achieves a better balance between robustness and economy.They also validate that the dispatch strategy of virtual power plants can be adjusted to reduce costs according to the moment information of renewable power output.

A dynamical neural network approach for distributionally robust chance-constrained Markov decision process

In this paper,we study the distributionally robust joint chance-constrained Markov decision process.Utilizing the logarithmic transformation technique,we derive its deterministic reformulation with bi-convex terms under the moment-based uncertainty set.To cope with the non-convexity and improve the robustness of the solution,we propose a dynamical neural network approach to solve the reformulated optimization problem.Numerical results on a machine replacement problem demonstrate the efficiency of the proposed dynamical neural network approach when compared with the sequential convex approximation approach.

Data-driven Distributionally Adjustable Robust Chance-constrained DG Capacity Assessment

Moving away from fossil fuels towards renewable sources requires system operators to determine the capacity of distribution systems to safely accommodate green and distributed generation(DG).However,the DG capacity of a distribution system is often underestimated due to either overly conservative electrical demand and DG output uncertainty modelling or neglecting the recourse capability of the available components.To improve the accuracy of DG capacity assessment,this paper proposes a distributionally adjustable robust chance-constrained approach that utilises uncertainty information to reduce the conservativeness of conventional robust approaches.The proposed approach also enables fast-acting devices such as inverters to adjust to the real-time realisation of uncertainty using the adjustable robust counterpart methodology.To achieve a tractable formulation,we first define uncertain chance constraints through distributionally robust conditional value-at-risk(CVaR),which is then reformulated into convex quadratic constraints.We subsequently solve the resulting large-scale,yet convex,model in a distributed fashion using the alternating direction method of multipliers(ADMM).Through numerical simulations,we demonstrate that the proposed approach outperforms the adjustable robust and conventional distributionally robust approaches by up to 15%and 40%,respectively,in terms of total installed DG capacity.

Distributionally robust optimization configuration method for island microgrid considering extreme scenarios

The marine climate conditions are intricate and variable. In scenarios characterized by high proportions of wind and solar energy access, the uncertainty regarding the energy sources for island microgrid is significantly exacerbated, presenting challenges to both the economic viability and reliability of the capacity configuration for island microgrids. To address this issue, this paper proposes a distributionally robust optimization (DRO) method for island microgrids, considering extreme scenarios of wind and solar conditions. Firstly, to address the challenge of determining the probability distribution functions of wind and solar in complex island climates, a conditional generative adversarial network (CGAN) is employed to generate a scenario set for wind and solar conditions. Then, by combining k-means clustering with an extreme scenario selection method, typical scenarios and extreme scenarios are selected from the generated scenario set, forming the scenario set for the DRO model of island microgrids. On this basis, a DRO model based on multiple discrete scenarios is constructed with the objective of minimizing the sum of investment costs, operation and maintenance costs, fuel purchase costs, penalty costs of wind and solar curtailment, and penalty costs of load loss. The model is subjected to equipment operation and power balance constraints, and solved using the columns and constraints generation (CCG) algorithm. Finally, through typical examples, the effectiveness of this paper’s method in balancing the economic viability and robustness of the configuration scheme for the island microgrid, as well as reducing wind and solar curtailment and load loss, is verified.

Risk Constrained Self-scheduling of AA-CAES Facilities in Electricity and Heat Markets:A Distributionally Robust Optimization Approach

Advanced adiabatic compressed air energy storage(AA-CAES)has the advantages of large capacity,long service time,combined heat and power generation(CHP),and does not consume fossil fuels,making it a promising storage technology in a low-carbon society.An appropriate self-scheduling model can guarantee AA-CAES’s profit and attract investments.However,very few studies refer to the cogeneration ability of AA-CAES,which enables the possibility to trade in the electricity and heat markets at the same time.In this paper,we propose a multimarket self-scheduling model to make full use of heat produced in compressors.The volatile market price is modeled by a set of inexact distributions based on historical data through-divergence.Then,the self-scheduling model is cast as a robust risk constrained program by introducing Stackelberg game theory,and equivalently reformulated as a mixed-integer linear program(MILP).The numerical simulation results validate the proposed method and demonstrate that participating in multienergy markets increases overall profits.The impact of uncertainty parameters is also discussed in the sensibility analysis.

Distributed Robust Optimal Dispatch for the Microgrid Considering Output Correlation between Wind and Photovoltaic

As an effective carrier of integrated clean energy,the microgrid has attracted wide attention.The randomness of renewable energies such as wind and solar power output brings a significant cost and impact on the economics and reliability of microgrids.This paper proposes an optimization scheme based on the distributionally robust optimization(DRO)model for a microgrid considering solar-wind correlation.Firstly,scenarios of wind and solar power output scenarios are generated based on non-parametric kernel density estimation and the Frank-Copula function;then the generated scenario results are reduced by K-means clustering;finally,the probability confidence interval of scenario distribution is constrained by 1-norm and∞-norm.The model is solved by a column-and-constraint generation algorithm.Experimental studies are conducted on a microgrid system in Jiangsu,China and the obtained scheduling solution turned out to be superior under wind and solar power uncertainties,which verifies the effectiveness of the proposed DRO model.

Two-stage distributionally robust optimization-based coordinated scheduling of integrated energy system with electricity-hydrogen hybrid energy storage

A coordinated scheduling model based on two-stage distributionally robust optimization(TSDRO)is proposed for integrated energy systems(IESs)with electricity-hydrogen hybrid energy storage.The scheduling problem of the IES is divided into two stages in the TSDRO-based coordinated scheduling model.The first stage addresses the day-ahead optimal scheduling problem of the IES under deterministic forecasting information,while the sec-ond stage uses a distributionally robust optimization method to determine the intraday rescheduling problem under high-order uncertainties,building upon the results of the first stage.The scheduling model also considers col-laboration among the electricity,thermal,and gas networks,focusing on economic operation and carbon emissions.The flexibility of these networks and the energy gradient utilization of hydrogen units during operation are also incor-porated into the model.To improve computational efficiency,the nonlinear formulations in the TSDRO-based coordinated scheduling model are properly linearized to obtain a Mixed-Integer Linear Programming model.The Column-Constraint Generation(C&CG)algorithm is then employed to decompose the scheduling model into a mas-ter problem and subproblems.Through the iterative solution of the master problem and subproblems,an efficient analysis of the coordinated scheduling model is achieved.Finally,the effectiveness of the proposed TSDRO-based coordinated scheduling model is verified through case studies.The simulation results demonstrate that the proposed TSDRO-based coordinated scheduling model can effectively accomplish the optimal scheduling task while consider-ing the uncertainty and flexibility of the system.Compared with traditional methods,the proposed TSDRO-based coordinated scheduling model can better balance conservativeness and robustness.

Coordinated Dispatch Based on Distributed Robust Optimization for Interconnected Urban Integrated Energy and Transmission Systems

To improve the economic efficiency of urban integrated energy systems(UIESs)and mitigate day-ahead dispatch uncertainty,this paper presents an interconnected UIES and transmission system(TS)model based on distributed robust optimization.First,interconnections are established between a TS and multiple UIESs,as well as among different UIESs,each incorporating multiple energy forms.The Bregman alternating direction method with multipliers(BADMM)is then applied to multi-block problems,ensuring the privacy of each energy system operator(ESO).Second,robust optimization based on wind probability distribution information is implemented for each ESO to address dispatch uncertainty.The column and constraint generation(C&CG)algorithm is then employed to solve the robust model.Third,to tackle the convergence and practicability issues overlooked in the existing studies,an external C&CG with an internal BADMM and corresponding acceleration strategy is devised.Finally,numerical results demonstrate that the adoption of the proposed model and method for absorbing wind power and managing its uncertainty results in economic benefits.

Distributionally Robust Optimal Dispatch of Offshore Wind Farm Cluster Connected by VSC-MTDC Considering Wind Speed Correlation

Multi-terminal voltage source converter-based highvoltage direct current(VSC-MTDC)transmission technology has become an important mode for connecting adjacent offshore wind farms(OWFs)to power systems.Optimal dispatch of an OWF cluster connected by the VSC-MTDC can improve economic operation under the uncertainty of wind speeds.A two-stage distributionally robust optimal dispatch(DROD)model for the OWF cluster connected by VSC-MTDC is established.The first stage in this model optimizes the unit commitment of wind turbines to minimize mechanical loss cost of units under the worst joint probability distribution(JPD)of wind speeds,while the second stage searches for the worst JPD of wind speeds in the ambiguity set(AS)and optimizes active power output of wind turbines to minimize the penalty cost of the generation deviation and active power loss cost of the system.Based on the Kullback–Leibler(KL)divergence distance,a data-driven AS is constructed to describe the uncertainty of wind speed,considering the correlation between wind speeds of adjacent OWFs in the cluster by their joint PD.The original solution of the two-stage DROD model is transformed into the alternating iterative solution of the master problem and the sub-problem by the column-and-constraint generation(C&CG)algorithm,and the master problem is decomposed into a mixedinteger linear programming and a continuous second-order cone programming by the generalized Benders decomposition method to improve calculation efficiency.Finally,case studies on an actual OWF cluster with three OWFs demonstrate the correctness and efficiency of the proposed model and algorithm.

Multi-period Two-stage Robust Optimization of Radial Distribution System with Cables Considering Time-of-use Price

In the existing multi-period robust optimization methods for the optimal power flow in radial distribution systems,the capability of distributed generators(DGs)to regulate the reactive power,the operation costs of the regulation equipment,and the current of the shunt capacitor of the cables are not considered.In this paper,a multi-period two-stage robust scheduling strategy that aims to minimize the total cost of the power supply is developed.This strategy considers the time-ofuse price,the capability of the DGs to regulate the active and reactive power,the action costs of the regulation equipment,and the current of the shunt capacitors of the cables in a radial distribution system.Furthermore,the numbers of variables and constraints in the first-stage model remain constant during the iteration to enhance the computation efficiency.To solve the second-stage model,only the model of each period needs to be solved.Then,their objective values are accumulated,revealing that the computation rate using the proposed method is much higher than that of existing methods.The effectiveness of the proposed method is validated by actual 4-bus,IEEE 33-bus,and PG 69-bus distribution systems.

考虑移动氢能存储的港口多能微网两阶段分布鲁棒优化调度

为有效应对海上风电固有的间歇及波动性给港口多能微网带来的不确定性风险,提出一种考虑移动氢能存储的港口多能微网两阶段分布鲁棒优化调度模型。首先,结合Wasserstein距离实现风电出力概率分布模糊集的精确刻画,并通过非参数核密度估计拟合海上风电预测误差概率分布,获得不同置信水平下风电出力区间及场景。其次,分析氢能船舶、汽车等移动氢能存储资源对间歇性风电出力的能源存储潜力,并结合用能心理、交通属性差异,将两者分别建模为激励型、价格型需求响应,实现港口移动氢能存储灵活性资源的高效聚合。再次,针对含移动氢能存储的港口多能微网,构建基于概率分布模糊集的日前-日内两阶段分布鲁棒优化调度模型,并运用线性决策规则与强对偶理论将其转换为混合整数线性规划模型求解。最后,基于海上风电实测数据进行仿真验证。结果证明,移动氢能存储可显著提升港口多能微网的低碳灵活性,所提模型在兼顾港口多能微网经济性的同时,可进一步保证风电不确定性风险下的鲁棒性。

Multi-stage Coordinated Robust Optimization for Soft Open Point Allocation in Active Distribution Networks with PV

To optimize the placement of soft open points(SOPs)in active distribution networks(ADNs),many aspects should be considered,including the adjustment of transmission power,integration of distributed generations(DGs),coordination with conventional control methods,and maintenance of economic costs.To address this multi-objective planning problem,this study proposes a multi-stage coordinated robust optimization model for the SOP allocation in ADNs with photovoltaic(PV).First,two robust technical indices based on a robustness index are proposed to evaluate the operation conditions and robust optimality of the solutions.Second,the proposed coordinated allocation model aims to optimize the total cost,robust voltage offset index,robust utilization index,and voltage collapse proximity index.Third,the optimization methods of the multiand single-objective models are coordinated to solve the proposed multi-stage problem.Finally,the proposed model is implemented on an IEEE 33-node distribution system to verify its effectiveness.Numerical results show that the proposed index can better reveal voltage offset conditions as well as the SOP utilization,and the proposed model outperforms conventional ones in terms of robustness of placement plans and total cost.

基于分布鲁棒优化的车-站-网日前能量管理与交易

为考虑上级电网电价、光伏出力等多重多层级不确定性对车-站-网互动博弈模型的影响,且充分体现配电网主动管理技术支撑效果,文中提出了一种基于分布鲁棒优化的车-站-网能量管理与交易方法。首先,针对主动配电网内多元主体能量管理与交易问题,建立了配电网运营商、充电站和电动汽车的日前市场互动框架。其次,融合主动网络管理技术和网络约束,在配电网运营商与聚合了电动汽车的多个充电站之间构建了以多主体各自利益最大为目标的双层Wasserstein分布鲁棒互动博弈模型。然后,提出了结合Karush-Kuhn-Tucker条件、对偶原理和大M法的化简方法以解决多层级不确定性造成的求解难题,将双层Wasserstein分布鲁棒模型转化为单层混合整数二阶锥规划模型,并利用商业求解器YALMIP/GUROBI进行了求解。最后,通过算例仿真验证了所提模型和方法的有效性。

冷能梯级利用的港口多能微网双层不确定性经济调度

为有效挖掘港口液化天然气(LNG)冷能利用的低碳灵活性潜力,充分发挥多时间尺度协同优化效应,提出一种考虑LNG冷能梯级利用的港口多能微网(MEMG)鲁棒-随机双层不确定性经济调度模型。首先,考虑LNG深冷-中冷-浅冷等各个温区的低碳灵活性潜力,建立低温碳捕集-冷能发电-直接冷却的冷能梯级利用模型,并以此为基础形成捕集-存储-利用协同的碳处理流程。其次,根据等概率逆变换生成考虑预测误差时序相关性的风电场景,并基于Wasserstein距离的0-1规划模型进行场景削减。再次,针对风电预测误差随时间尺度增加而增大的特性,构建多时间尺度优化的鲁棒-随机双层不确定性经济调度模型,上层通过分布鲁棒优化保证日前预调度决策鲁棒性,下层通过随机优化保证日内滚动调度决策经济性。最后,仿真结果表明,所提考虑冷能梯级利用的鲁棒-随机双层调度模型在解决日前长时间尺度预测精度低与日内短时间尺度易陷入局部最优矛盾的同时,可赋予港口MEMG更多经济性、低碳性及供电灵活性。

基于KL散度距离处理风电不确定性的负荷恢复分布鲁棒优化

在构建以新能源为主体的新型电力系统的背景下,在恢复控制过程中积极利用新能源并充分应对其对运行安全带来的潜在风险对于减小停电损失具有重要意义。首先,为了表征风电出力的不确定性,采用KL散度(Kullback-Leibler)距离作为筛选极端风电出力场景的控制条件,并据此构建模糊集作为风电出力典型场景。在满足相关运行安全约束的前提下,建立了以最大化加权负荷恢复量为优化目标的分布鲁棒优化模型以制定计及风电的负荷恢复方案。经松弛处理和对偶转换所得到的混合整数二阶锥模型可调用商业求解器求解。以接入规模风电场的IEEE 10机39母线系统为例进行仿真,结果表明:相比于传统的鲁棒优化方法,该方法降低了优化结果的保守性,有助于加快负荷恢复,减小停电损失。