scholarly journals ESSAYS ON TWO-STAGE ROBUST MODELS FOR POWER SYSTEMS: MODELING CONTRIBUTIONS AND APPLICATIONS OF THE COLUMN-AND-CONSTRAINT-GENERATION ALGORITHM

2020 ◽  
Author(s):  
ALEXANDRE VELLOSO PEREIRA RODRIGUES
Keyword(s):  
Power Systems ◽  
Systems Modeling ◽  
Two Stage ◽  
Generation Algorithm ◽  
Constraint Generation

scholarly journals A column-and-constraint generation algorithm for two-stage stochastic programming problems

Top ◽  
2021 ◽  
Author(s):  
Denise D. Tönissen ◽  
Joachim J. Arts ◽  
Zuo-Jun Max Shen
Keyword(s):  
Stochastic Programming ◽  
Benders Decomposition ◽  
Equivalent Model ◽  
Computational Time ◽  
Two Stage ◽  
Generation Algorithm ◽  
Constraint Generation ◽  
Deterministic Equivalent ◽  
Location Routing ◽  
Relative Tolerance

AbstractThis paper presents a column-and-constraint generation algorithm for two-stage stochastic programming problems. A distinctive feature of the algorithm is that it does not assume fixed recourse and as a consequence the values and dimensions of the recourse matrix can be uncertain. The proposed algorithm contains multi-cut (partial) Benders decomposition and the deterministic equivalent model as special cases and can be used to trade-off computational speed and memory requirements. The algorithm outperforms multi-cut (partial) Benders decomposition in computational time and the deterministic equivalent model in memory requirements for a maintenance location routing problem. In addition, for instances with a large number of scenarios, the algorithm outperforms the deterministic equivalent model in both computational time and memory requirements. Furthermore, we present an adaptive relative tolerance for instances for which the solution time of the master problem is the bottleneck and the slave problems can be solved relatively efficiently. The adaptive relative tolerance is large in early iterations and converges to zero for the final iteration(s) of the algorithm. The combination of this relative adaptive tolerance with the proposed algorithm decreases the computational time of our instances even further.

scholarly journals Oracle-based algorithms for binary two-stage robust optimization

2020 ◽  
Vol 77 (2) ◽  
pp. 539-569
Author(s):  
Nicolas Kämmerling ◽  
Jannis Kurtz
Keyword(s):  
Robust Optimization ◽  
Branch And Bound ◽  
Optimization Problems ◽  
Capital Budgeting ◽  
Hub Location Problem ◽  
Two Stage ◽  
Generation Algorithm ◽  
Constraint Generation ◽  
Deterministic Problem ◽  
Objective Uncertainty

Abstract In this work we study binary two-stage robust optimization problems with objective uncertainty. We present an algorithm to calculate efficiently lower bounds for the binary two-stage robust problem by solving alternately the underlying deterministic problem and an adversarial problem. For the deterministic problem any oracle can be used which returns an optimal solution for every possible scenario. We show that the latter lower bound can be implemented in a branch and bound procedure, where the branching is performed only over the first-stage decision variables. All results even hold for non-linear objective functions which are concave in the uncertain parameters. As an alternative solution method we apply a column-and-constraint generation algorithm to the binary two-stage robust problem with objective uncertainty. We test both algorithms on benchmark instances of the uncapacitated single-allocation hub-location problem and of the capital budgeting problem. Our results show that the branch and bound procedure outperforms the column-and-constraint generation algorithm.

scholarly journals Constraint Generation for Two-Stage Robust Network Flow Problems

2019 ◽  
Vol 1 (1) ◽  
pp. 49-70 ◽  
Author(s):  
David Simchi-Levi ◽  
He Wang ◽  
Yehua Wei
Keyword(s):  
Network Flow ◽  
Network Flow Problems ◽  
Two Stage ◽  
Constraint Generation ◽  
Flow Problems ◽  
Robust Network

scholarly journals Robust Day-Ahead Dispatch for Integrated Power-Heat-Gas Microgrid considering Wind Power Uncertainty

2020 ◽  
Vol 2020 ◽  
pp. 1-12 ◽  
Author(s):  
Yang Liu ◽  
Yanli Ye ◽  
Xianbang Chen ◽  
Huaqiang Li ◽  
Yuan Huang
Keyword(s):  
Wind Power ◽  
Deterministic Model ◽  
Economic Dispatch ◽  
Two Stage ◽  
Worst Case ◽  
Constraint Generation ◽  
Second Stage ◽  
Robust Model ◽  
Operation Cost ◽  
Made In

Wind power generation has been widely deployed in the modern power system due to the issues of energy crisis and environment pollution. Meanwhile, the microgrid is gradually regarded as a feasible way to connect and accommodate the distributed wind power generations. Recently, more research studies also focus on incorporating various energy systems, for example, heat and gas into the microgrid in terms of satisfying different types of load demands. However, the uncertainty of wind power significantly impacts the economy of the integrated power-heat-gas microgrid. To deal with this issue, this paper presents a two-stage robust model to achieve the optimal day-ahead economic dispatch strategy considering the worst-case wind power scenarios. The first stage makes the initial day-ahead dispatch decision before the observation of uncertain wind power. The additional adjustment action is made in the second stage once the wind power uncertainty is observed. Based on the duality theory and Big-M approach, the original second-stage problem can be dualized and linearized. Therefore, the column-and-constraint generation algorithm can be further implemented to achieve the optimal day-ahead economic dispatch strategy for the integrated power-heat-gas microgrid. The experimental results indicate the effectiveness of the presented approach for achieving operation cost reduction and promoting wind power utilization. The robustness and the economy of the two-stage robust model can be balanced, of which the performances significantly outperform those of the single-stage robust model and the deterministic model.

scholarly journals Weekly Two-Stage Robust Generation Scheduling for Hydrothermal Power Systems

2016 ◽  
Vol 31 (6) ◽  
pp. 4554-4564 ◽  
Author(s):  
Hossein Dashti ◽  
Antonio J. Conejo ◽  
Ruiwei Jiang ◽  
Jianhui Wang
Keyword(s):  
Power Systems ◽  
Two Stage ◽  
Generation Scheduling

scholarly journals Comprehensive Review on Main Topologies of Impedance Source Inverter Used in Electric Vehicle Applications

2020 ◽  
Vol 11 (2) ◽  
pp. 37 ◽  
Author(s):  
Daouda Mande ◽  
João Pedro Trovão ◽  
Minh Cao Ta
Keyword(s):  
Power Systems ◽  
Power Electronics ◽  
Electric Vehicles ◽  
High Efficiency ◽  
Current Source ◽  
Input Voltage ◽  
Industrial Applications ◽  
Voltage Source ◽  
Two Stage ◽  
And Performance

Power electronics play a fundamental role for electric transportation, renewable energy conversion and many other industrial applications. They have the ability to help achieve high efficiency and performance in power systems. However, traditional inverters such as voltage source and current source inverters present some limitations. Consequently, many research efforts have been focused on developing new power electronics converters suitable for many applications. Compared with the conventional two-stage inverter, Z-source inverter (ZSI) is a single-stage converter with lower design cost and high efficiency. It is a power electronics circuit of which the function is to convert DC input voltage to a symmetrical AC output voltage of desired magnitude and frequency. Recently, ZSIs have been widely used as a replacement for conventional two-stage inverters in the distributed generation systems. Several modifications have been carried out on ZSI to improve its performance and efficiency. This paper reviews the-state-of-art impedance source inverter main topologies and points out their applications for multisource electric vehicles. A concise review of main existing topologies is presented. The basic structural differences, advantages and limitations of each topology are illustrated. From this state-of-the-art review of impedance source inverters, the embedded quasi-Z-source inverter presents one of the promising architectures which can be used in multisource electric vehicles, with better performance and reliability. The utilization of this new topology will open the door to several development axes, with great impact on electric vehicles (EVs).

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