High penetration of renewable energy sources and the increasing share of stochastic loads require the explicit representation of uncertainty in tools such as the optimal power flow (OPF). Current approaches follow either a linearized approach or an iterative approximation of non-linearities. This paper proposes a semidefinite relaxation of a chance constrained AC-OPF which is able to provide guarantees for global optimality. Using a piecewise affine policy, we can ensure tractability, accurately model large power deviations, and determine suitable corrective control policies for active power, reactive power, and voltage. We state a tractable formulation for two types of uncertainty sets. Using a scenario-based approach and making no prior assumptions about the probability distribution of the forecast errors, we obtain a robust formulation for a rectangular uncertainty set. Alternatively, assuming a Gaussian distribution of the forecast errors, we propose an analytical reformulation of the chance constraints suitable for semidefinite programming. We demonstrate the performance of our approach on the IEEE 24 and 118 bus system using realistic day-ahead forecast data and obtain tight near-global optimality guarantees.
We study quasi-convex optimization problems, where only a subset of the constraints can be sampled, and yet one would like a probabilistic guarantee on the obtained solution with respect to the initial (unknown) optimization problem. Even though our results are partly applicable to general quasi-convex problems, in this work we introduce and study a particular subclass, which we call "quasi-linear problems". We provide optimality conditions for these problems. Thriving on this, we extend the approach of chance-constrained convex optimization to quasi-linear optimization problems. Finally, we s…
The uncertainty of multiple power loads and renewable energy generations (PLREG) in power systems increases the complexity of power flow analysis for decision-makers. The chance-constrained method can be applied to model the optimization problems of power flow under uncertainty. This paper develops a novel solution approach for chance-constrained AC optimal power flow (CCACOPF) problem based on the data-driven convexification of power flow and a fast algorithm for scenario technique (FAST). This method is computationally effective for mainly two reasons. First, the original nonconvex AC power …
The problem of optimizing affine feedback laws that explicitly steer the mean and covariance of an uncertain system state in the presence of a Gaussian random field is considered. Spatially-dependent disturbances are successively approximated with respect to a nominal trajectory by a sequence of jointly Gaussian random vectors. Sequential updates to the nominal control inputs are computed via convex optimization that includes the effect of affine state feedback, the perturbing effects of spatial disturbances, and chance constraints on the closed-loop state and control. The developed method is …
Heating, ventilation, and air-conditioning (HVAC) systems are ideal demand-side flexible resources to provide regulation services. However, finding the best hourly regulation capacity offers for HVAC systems in a power market ahead of time is challenging because they are affected by non-Gaussian uncertainties from regulation signals. Moreover, since HVAC systems need to frequently regulate their power according to regulation signals, numerous thermodynamic constraints are introduced, leading to a huge computational burden. This paper proposes a tractable chance-constrained model to address the…
This work investigates the finite-horizon optimal covariance steering problem for discrete-time linear systems subject to both additive and multiplicative uncertainties as well as state and input chance constraints. In particular, a tractable convex approximation of the optimal covariance steering problem is developed by tightening the chance constraints and by introducing a suitable change of variables. The solution of the convex approximation is shown to be a valid (albeit potentially suboptimal) solution to the original chance-constrained covariance steering problem.
This paper investigates the impact of the changes in the demand of power systems on the quality of the solution procured by the convex relaxation methods for the AC optimal power flow (ACOPF) problem. This investigation needs various measures to evaluate the tightness of the solution procured by the convex relaxation approaches. Therefore, three tightness measures are leveraged to illustrate the performance of convex relaxation methods under different demand scenarios. The main issue of convex relaxation methods is recovering an optimal solution which is not necessarily feasible for the origin…
The scenario approach is a general data-driven algorithm to chance-constrained optimization. It seeks the optimal solution that is feasible to a carefully chosen number of scenarios. A crucial step in the scenario approach is to compute the cardinality of essential sets, which is the smallest subset of scenarios that determine the optimal solution. This paper addresses the challenge of efficiently identifying essential sets. For convex problems, we demonstrate that the sparsest dual solution of the scenario problem could pinpoint the essential set. For non-convex problems, we show that two sim…
California Institute of Technology（加州理工学院）；Jet Propulsion Laboratory（喷气推进实验室）
We present gPC-SCP: Generalized Polynomial Chaos-based Sequential Convex Programming to compute a sub-optimal solution for a continuous-time chance-constrained stochastic nonlinear optimal control (SNOC) problem. The approach enables motion planning for robotic systems under uncertainty. The gPC-SCP method involves two steps. The first step is to derive a surrogate problem of \emph{deterministic} nonlinear optimal control (DNOC) with convex constraints by using gPC expansion and the distributionally-robust convex subset of the chance constraints. The second step is to solve the DNOC problem us…
This paper is motivated by addressing open questions in distributionally robust chance-constrained programs (DRCCP) using the popular Wasserstein ambiguity sets. Specifically, the computational techniques for those programs typically place restrictive assumptions on the constraint functions and the size of the Wasserstein ambiguity sets is often set using costly cross-validation (CV) procedures or conservative measure concentration bounds. In contrast, we propose a practical DRCCP algorithm using kernel maximum mean discrepancy (MMD) ambiguity sets, which we term MMD-DRCCP, to treat general no…
In this letter, we propose a data-driven warm start approach, empowered by artificial neural networks, to boost the efficiency of convex relaxations in optimal gas flow. Case studies show that this approach significantly decreases the number of iterations for the convex-concave procedure algorithm, and optimality and feasibility of the solution can still be guaranteed.
Optimal power flow (OPF) is the fundamental mathematical model in power system operations. Improving the solution quality of OPF provide huge economic and engineering benefits. The convex reformulation of the original nonconvex alternating current OPF (ACOPF) model gives an efficient way to find the global optimal solution of ACOPF but suffers from the relaxation gaps. The existence of relaxation gaps hinders the practical application of convex OPF due to the AC-infeasibility problem. We evaluate and improve the tightness of the convex ACOPF model in this paper. Various power networks and noda…
While many techniques have been developed for chance constrained stochastic optimal control with Gaussian disturbance processes, far less is known about computationally efficient methods to handle non-Gaussian processes. In this paper, we develop a method for solving chance constrained stochastic optimal control problems for linear time-invariant systems with general additive disturbances with finite moments and unimodal chance constraints. We propose an open-loop control scheme for multi-vehicle planning, with both target sets and collision avoidance constraints. Our method relies on the one-…
While techniques have been developed for chance constrained stochastic optimal control using sample disturbance data that provide a probabilistic confidence bound for chance constraint satisfaction, far less is known about how to use sample data in a manner that can provide almost surely guarantees of chance constraint satisfaction. In this paper, we develop a method for solving chance constrained stochastic optimal control problems for linear time-invariant systems with unknown but sampled additive disturbances. We propose an open-loop control scheme for multi-vehicle planning, with both targ…
Combined heat and power dispatch promotes interactions and synergies between electric power systems and district heating systems. However, nonlinear and nonconvex heating flow imposes significant challenges on finding qualified solutions efficiently. Most existing methods rely on constant flow assumptions to derive a linear heating flow model, sacrificing optimality for computational simplicity. This paper proposes a novel convex combined heat and power dispatch model based on model simplification and constraint relaxation, which improves solution quality and avoids assumptions on operating re…
In this paper, we demonstrate the exactness proof for the energy-efficient train control (EETC) model based on convex optimization. The proof of exactness shows that the convex optimization model will share the same optimization results with the initial model on which the convex relaxations are conducted. We first show how the relaxation on the initial non-convex model is conducted and provide analysis to show that the relaxations are convex constraints and the relaxed model is thus a convex model. Subsequently, we prove that the relaxed convex model will always achieve its optimal solution on…
