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A Linear Programming Approximation of Distributionally Robust Chance-Constrained Dispatch With Wasserstein Distance

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This paper proposes a data-driven distributionally robust chance constrained real-time dispatch (DRCC-RTD) considering renewable generation forecasting errors. The proposed DRCC-RTD model minimizes the expected quadratic cost function and guarantees that… Click to show full abstract

This paper proposes a data-driven distributionally robust chance constrained real-time dispatch (DRCC-RTD) considering renewable generation forecasting errors. The proposed DRCC-RTD model minimizes the expected quadratic cost function and guarantees that the two-sided chance constraints are satisfied for any distribution in the ambiguity set. The Wasserstein-distance-based ambiguity set, which is a family of distributions centered at an empirical distribution, is employed to hedge against data perturbations. By applying the reformulation linearization technique (RLT) to relax the quadratic constraints of the worst-case costs and constructing linear reformulations of the DRCCs, the proposed DRCC-RTD model is cast into a deterministic linear programming (LP) problem, which can be solved efficiently by off-the-shelf solvers. Case studies are carried out on a 6-bus system and the IEEE 118-bus system to validate the effectiveness and efficiency of the proposed approach.

Keywords: wasserstein distance; linear programming; chance; distributionally robust; robust chance; chance constrained

Journal Title: IEEE Transactions on Power Systems
Year Published: 2020

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