Optimal Wind Farm Allocation in Multi-Area Power Systems Using Distributionally Robust Optimization Approach

• Published in: IEEE transactions on power systems Vol. 33; no. 1; pp. 536 - 544
• Main Authors: Alismail, Fahad, Peng Xiong, Singh, Chanan
• Format: Journal Article
• Language: English
• Published: IEEE 01.01.2018
• Subjects: Distributionally robust optimization; generator failures; linear decision rule; Optimization; Random variables; Resource management; Robustness; Uncertainty; Wind farms; wind power distribution; Wind power generation; wind power planning
• ISSN: 0885-8950; 1558-0679
• DOI: 10.1109/TPWRS.2017.2695002

This paper presents a distributionally robust planning model to determine the optimal allocation of wind farms in a multi-area power system, so that the expected energy not served (EENS) is minimized under uncertain wind power and generator forced outages. Unlike conventional stochastic programming approaches that rely on detailed information of the exact probability distribution, the proposed method attempts to minimize the expectation term over a collection of distributions characterized by accessible statistical measures, so it is more practical in cases where the detailed distribution data is unavailable. This planning model is formulated as a two-stage problem, where the wind power capacity allocation decisions are determined in the first stage, before the observation of uncertainty outcomes, and operation decisions are made in the second stage under specific uncertainty realizations. In this paper, the second-stage decisions are approximated by linear decision rule functions, so that the distributionally robust model can be reformulated into a tractable second-order cone programming problem. Case studies based on a five-area system are conducted to demonstrate the effectiveness of the proposed method.