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 ...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.展开更多
This paper studies a distributed robust resource allocation problem with nonsmooth objective functions under polyhedral uncertain allocation parameters. In the considered distributed robust resource allocation problem...This paper studies a distributed robust resource allocation problem with nonsmooth objective functions under polyhedral uncertain allocation parameters. In the considered distributed robust resource allocation problem, the（nonsmooth） objective function is a sum of local convex objective functions assigned to agents in a multi-agent network. Each agent has a private feasible set and decides a local variable, and all the local variables are coupled with a global affine inequality constraint,which is subject to polyhedral uncertain parameters. With the duality theory of convex optimization,the authors derive a robust counterpart of the robust resource allocation problem. Based on the robust counterpart, the authors propose a novel distributed continuous-time algorithm, in which each agent only knows its local objective function, local uncertainty parameter, local constraint set, and its neighbors＇ information. Using the stability theory of differential inclusions, the authors show that the algorithm is able to find the optimal solution under some mild conditions. Finally, the authors give an example to illustrate the efficacy of the proposed algorithm.展开更多
Aiming at multi-agent coordinated scheduling problems in power systems under uncertainty,a generic projection and decomposition(P&D)approach is proposed in this letter.The canonical min-max-min two-stage robust op...Aiming at multi-agent coordinated scheduling problems in power systems under uncertainty,a generic projection and decomposition(P&D)approach is proposed in this letter.The canonical min-max-min two-stage robust optimization(TSRO)model with coupling constraints is equivalent to a concise robust optimization(RO)model in the version of mixed-integer linear programming(MILP)via feasible region projection.The decentralized decoupling of the non-convex MILP problem is realized through a dual decomposition algorithm,which ensures the fast convergence to a high-quality solution in the distributed optimization.Numerical tests verify the superior performance of the proposed P&D approach over the existing distributed TSRO method.展开更多
基金supported by the Science and Technology Project of State Grid Corporation of China(No.5108-202299259A-1-0-ZB)。
文摘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.
基金supported by the National Key Research and Development Program of China under Grant No.2016YFB0901902the National Natural Science Foundation of China under Grant Nos.61573344,61603378,61621063,and 61781340258+1 种基金Beijing Natural Science Foundation under Grant No.4152057Projects of Major International(Regional)Joint Research Program NSFC under Grant No.61720106011
文摘This paper studies a distributed robust resource allocation problem with nonsmooth objective functions under polyhedral uncertain allocation parameters. In the considered distributed robust resource allocation problem, the（nonsmooth） objective function is a sum of local convex objective functions assigned to agents in a multi-agent network. Each agent has a private feasible set and decides a local variable, and all the local variables are coupled with a global affine inequality constraint,which is subject to polyhedral uncertain parameters. With the duality theory of convex optimization,the authors derive a robust counterpart of the robust resource allocation problem. Based on the robust counterpart, the authors propose a novel distributed continuous-time algorithm, in which each agent only knows its local objective function, local uncertainty parameter, local constraint set, and its neighbors＇ information. Using the stability theory of differential inclusions, the authors show that the algorithm is able to find the optimal solution under some mild conditions. Finally, the authors give an example to illustrate the efficacy of the proposed algorithm.
基金supported in part by the National Research Foundation(NRF)of Singapore,Intra-CREATE(No.NRF2022-ITS010-0005)Ministry of Education Singapore under its Award Ac RF TIER 1 RG60/22the NRF of Singapore,Energy Market Authority under its Energy Programme(EP Award EMAEP004-EKJGC-0003)。
文摘Aiming at multi-agent coordinated scheduling problems in power systems under uncertainty,a generic projection and decomposition(P&D)approach is proposed in this letter.The canonical min-max-min two-stage robust optimization(TSRO)model with coupling constraints is equivalent to a concise robust optimization(RO)model in the version of mixed-integer linear programming(MILP)via feasible region projection.The decentralized decoupling of the non-convex MILP problem is realized through a dual decomposition algorithm,which ensures the fast convergence to a high-quality solution in the distributed optimization.Numerical tests verify the superior performance of the proposed P&D approach over the existing distributed TSRO method.
