Active network management for electrical distribution systems: problem formulation, benchmark, and approximate solution

With the increasing share of renewable and distributed generation in electrical distribution systems, active network management (ANM) becomes a valuable option for a distribution system operator to operate his system in a secure and cost-effective way without relying solely on network reinforcement. ANM strategies are short-term policies that control the power injected by generators and/or taken off by loads in order to avoid congestion or voltage issues. While simple ANM strategies consist in curtailing temporary excess generation, more advanced strategies rather attempt to move the consumption of loads to anticipated periods of high renewable generation. However, such advanced strategies imply that the system operator has to solve large-scale optimal sequential decision-making problems under uncertainty. The problems are sequential for several reasons. For example, decisions taken at a given moment constrain the future decisions that can be taken, and decisions should be communicated to the actors of the system sufficiently in advance to grant them enough time for implementation. Uncertainty must be explicitly accounted for because neither demand nor generation can be accurately forecasted. We first formulate the ANM problem, which in addition to be sequential and uncertain, has a nonlinear nature stemming from the power flow equations and a discrete nature arising from the activation of power modulation signals. This ANM problem is then cast as a stochastic mixed-integer nonlinear program, as well as second-order cone and linear counterparts, for which we provide quantitative results using state of the art solvers and perform a sensitivity analysis over the size of the system, the amount of available flexibility, and the number of scenarios considered in the deterministic equivalent of the stochastic program. To foster further research on this problem, we make available at http://www.montefiore.ulg.ac.be/~anm/ three test beds based on distribution networks of 5, 33, and 77 buses. These test beds contain a simulator of the distribution system, with stochastic models for the generation and consumption devices, and callbacks to implement and test various ANM strategies.

[1]  Warren B. Powell,et al.  Clearing the Jungle of Stochastic Optimization , 2014 .

[2]  R. Redner,et al.  Mixture densities, maximum likelihood, and the EM algorithm , 1984 .

[3]  Sean R Eddy,et al.  What is dynamic programming? , 2004, Nature Biotechnology.

[4]  Luis F. Ochoa,et al.  Assessing the Potential of Network Reconfiguration to Improve Distributed Generation Hosting Capacity in Active Distribution Systems , 2015, IEEE Transactions on Power Systems.

[5]  A. Monticelli State estimation in electric power systems : a generalized approach , 1999 .

[6]  Mevludin Glavic,et al.  Receding-horizon control of distributed Generation to correct voltage or thermal violations and track desired schedules , 2016, 2016 Power Systems Computation Conference (PSCC).

[7]  Alexander Shapiro,et al.  Lectures on Stochastic Programming: Modeling and Theory , 2009 .

[8]  Yurii Nesterov,et al.  Interior-point polynomial algorithms in convex programming , 1994, Siam studies in applied mathematics.

[9]  Csaba Szepesvári,et al.  Bandit Based Monte-Carlo Planning , 2006, ECML.

[10]  H. Jacobsen,et al.  Curtailment of renewable generation: Economic optimality and incentives , 2012 .

[11]  Radford M. Neal Pattern Recognition and Machine Learning , 2007, Technometrics.

[12]  John N. Tsitsiklis,et al.  Neuro-Dynamic Programming , 1996, Encyclopedia of Machine Learning.

[13]  Damien Ernst,et al.  Global capacity announcement of electrical distribution systems: A pragmatic approach , 2015 .

[14]  John A. Hartigan,et al.  Clustering Algorithms , 1975 .

[15]  David L. Woodruff,et al.  Pyomo — Optimization Modeling in Python , 2012, Springer Optimization and Its Applications.

[16]  N. Growe-Kuska,et al.  Scenario reduction and scenario tree construction for power management problems , 2003, 2003 IEEE Bologna Power Tech Conference Proceedings,.

[17]  Ufuk Topcu,et al.  Optimal power flow with distributed energy storage dynamics , 2011, Proceedings of the 2011 American Control Conference.

[18]  G. Nemhauser,et al.  Integer Programming , 2020 .

[19]  Jean-Michel Marin,et al.  Approximate Bayesian computational methods , 2011, Statistics and Computing.

[20]  Damien Ernst,et al.  Relaxations for multi-period optimal power flow problems with discrete decision variables , 2014, 2014 Power Systems Computation Conference.

[21]  Nikos D. Hatziargyriou,et al.  Integrating distributed generation into electric power systems: A review of drivers, challenges and opportunities , 2007 .

[22]  R. Jabr Radial distribution load flow using conic programming , 2006, IEEE Transactions on Power Systems.

[23]  Laurence A. Wolsey,et al.  Integer and Combinatorial Optimization , 1988 .

[24]  K. Mani Chandy,et al.  Quadratically Constrained Quadratic Programs on Acyclic Graphs With Application to Power Flow , 2012, IEEE Transactions on Control of Network Systems.

[25]  G. Harrison,et al.  DG Impact on Investment Deferral: Network Planning and Security of Supply , 2010, IEEE Transactions on Power Systems.

[26]  D. Ernst,et al.  Interior-point based algorithms for the solution of optimal power flow problems , 2007 .

[27]  Warren B. Powell,et al.  A Unified Framework for Optimization Under Uncertainty , 2016 .

[28]  T. Johansson,et al.  European renewable energy policy at crossroads--Focus on electricity support mechanisms , 2008 .

[29]  Ufuk Topcu,et al.  On the exactness of convex relaxation for optimal power flow in tree networks , 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

[30]  Bart De Schutter,et al.  Reinforcement Learning and Dynamic Programming Using Function Approximators , 2010 .

[31]  Bart De Schutter,et al.  Cross-Entropy Optimization of Control Policies With Adaptive Basis Functions , 2011, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[32]  Antonio J. Conejo,et al.  Multiperiod optimal power flow using Benders decomposition , 2000 .

[33]  Lorenz T. Biegler,et al.  Global optimization of multi-period optimal power flow , 2013, 2013 American Control Conference.

[34]  Damien Ernst,et al.  A Gaussian mixture approach to model stochastic processes in power systems , 2016, 2016 Power Systems Computation Conference (PSCC).

[35]  E. M. Davidson,et al.  Distribution Power Flow Management Utilizing an Online Optimal Power Flow Technique , 2012, IEEE Transactions on Power Systems.

[36]  Istvan Erlich,et al.  Reactive Power Capability of Wind Turbines Based on Doubly Fed Induction Generators , 2011, IEEE Transactions on Energy Conversion.

[37]  Dzung T. Phan,et al.  Lagrangian Duality and Branch-and-Bound Algorithms for Optimal Power Flow , 2012, Oper. Res..

[38]  Damien Ernst,et al.  Active network management: Planning under uncertainty for exploiting load modulation , 2013, 2013 IREP Symposium Bulk Power System Dynamics and Control - IX Optimization, Security and Control of the Emerging Power Grid.

[39]  Gaël Varoquaux,et al.  Scikit-learn: Machine Learning in Python , 2011, J. Mach. Learn. Res..

[40]  D. Ruppert The Elements of Statistical Learning: Data Mining, Inference, and Prediction , 2004 .

[41]  Eric Jones,et al.  SciPy: Open Source Scientific Tools for Python , 2001 .

[42]  Goran Strbac,et al.  Maximising penetration of wind generation in existing distribution networks , 2002 .

[43]  Damien Ernst,et al.  Monte Carlo Search Algorithm Discovery for Single-Player Games , 2013, IEEE Transactions on Computational Intelligence and AI in Games.

[44]  Marcos J. Rider,et al.  Optimal Operation of Distribution Networks Considering Energy Storage Devices , 2015, IEEE Transactions on Smart Grid.

[45]  D. Ernst,et al.  Multistage Stochastic Programming: A Scenario Tree Based Approach to Planning under Uncertainty , 2011 .

[46]  Lorenz T. Biegler,et al.  Global optimization of Optimal Power Flow using a branch & bound algorithm , 2012, 2012 50th Annual Allerton Conference on Communication, Control, and Computing (Allerton).

[47]  Ted K. Ralphs,et al.  Integer and Combinatorial Optimization , 2013 .

[48]  S. Zampieri,et al.  On the Existence and Linear Approximation of the Power Flow Solution in Power Distribution Networks , 2014, IEEE Transactions on Power Systems.

[49]  Dimitri P. Bertsekas,et al.  Stochastic optimal control : the discrete time case , 2007 .

[50]  José Fortuny-Amat,et al.  A Representation and Economic Interpretation of a Two-Level Programming Problem , 1981 .

[51]  William F. Tinney,et al.  Optimal Power Flow Solutions , 1968 .

[52]  C. Robert,et al.  ABC likelihood-free methods for model choice in Gibbs random fields , 2008, 0807.2767.

[53]  L.F. Ochoa,et al.  Distribution network capacity assessment: Variable DG and active networks , 2010, IEEE PES General Meeting.

[54]  Damien Ernst,et al.  Active Management of Low-Voltage Networks for Mitigating Overvoltages Due to Photovoltaic Units , 2016, IEEE Transactions on Smart Grid.

[55]  S. Low,et al.  Zero Duality Gap in Optimal Power Flow Problem , 2012, IEEE Transactions on Power Systems.

[56]  Ivana Kockar,et al.  Dynamic Optimal Power Flow for Active Distribution Networks , 2014, IEEE Transactions on Power Systems.