The model introduced in this paper is the first to propose a decentralized robust optimal scheduling of MG operation under uncertainty and risk. The power trading of the MG with the main grid is the first stage variable and power generation of DGs and power charging/discharging of the battery are the second stage variables. The uncertain term of the initial objective function is transformed into a constraint using robust optimization approach. Addressing the Decision Maker’s (DMs) risk aversion level through Conditional Value at Risk (CVaR) leads to a bi-level programming problem using a data-driven approach. The model is then transformed into a robust single-level using Karush–Kahn–Tucker (KKT) conditions. To investigate the effectiveness of the model and its solution methodology, it is applied on a MG. The results clearly demonstrate the robustness of the model and indicate a strong almost linear relationship between cost and the DMs various levels of risk aversion. The analysis also outlines original characterization of the cost and the MGs behavior using three well-known goodness-of-fit tests on various Probability Distribution Functions (PDFs), Beta, Gumbel Max, Normal, Weibull, and Cauchy. The Gumbel Max and Normal PDFs, respectively, exhibit the most promising goodness-of-fit for the cost, while the power purchased from the grid are well fitted by Weibull, Beta, and Normal PDFs, respectively. At the same time, the power sold to the grid is well fitted by the Cauchy PDF.
Mots-clés : Microgrid, mixed integer linear programming, robust optimization, conditional value at risk, goodness of fit test
@article{RO_2020__54_4_993_0,
author = {Golp{\^\i}ra, H\^eriș and Bahramara, Salah and Khan, Syed Abdul Rehman and Zhang, Yu},
title = {Robust bi-level risk-based optimal scheduling of microgrid operation against uncertainty},
journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
pages = {993--1012},
publisher = {EDP-Sciences},
volume = {54},
number = {4},
year = {2020},
doi = {10.1051/ro/2019046},
mrnumber = {4091857},
language = {en},
url = {http://archive.numdam.org/articles/10.1051/ro/2019046/}
}
TY - JOUR AU - Golpîra, Hêriș AU - Bahramara, Salah AU - Khan, Syed Abdul Rehman AU - Zhang, Yu TI - Robust bi-level risk-based optimal scheduling of microgrid operation against uncertainty JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 2020 SP - 993 EP - 1012 VL - 54 IS - 4 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/ro/2019046/ DO - 10.1051/ro/2019046 LA - en ID - RO_2020__54_4_993_0 ER -
%0 Journal Article %A Golpîra, Hêriș %A Bahramara, Salah %A Khan, Syed Abdul Rehman %A Zhang, Yu %T Robust bi-level risk-based optimal scheduling of microgrid operation against uncertainty %J RAIRO - Operations Research - Recherche Opérationnelle %D 2020 %P 993-1012 %V 54 %N 4 %I EDP-Sciences %U http://archive.numdam.org/articles/10.1051/ro/2019046/ %R 10.1051/ro/2019046 %G en %F RO_2020__54_4_993_0
Golpîra, Hêriș; Bahramara, Salah; Khan, Syed Abdul Rehman; Zhang, Yu. Robust bi-level risk-based optimal scheduling of microgrid operation against uncertainty. RAIRO - Operations Research - Recherche Opérationnelle, Tome 54 (2020) no. 4, pp. 993-1012. doi : 10.1051/ro/2019046. http://archive.numdam.org/articles/10.1051/ro/2019046/
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