progressive hedging
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Processes ◽  
2021 ◽  
Vol 9 (12) ◽  
pp. 2112
Author(s):  
Tianen Huang ◽  
Zhenjie Wu ◽  
Yuantao Wang ◽  
Jian Tang ◽  
Xiang Li ◽  
...  

Pre-dispatch is an important way for distribution networks to cope with typhoon weather, enhance resilience and reduce economic losses. In order to accurately describe the faults and consequences of components’ failure in the distribution network, this paper establishes a pre-dispatch model to cope with typhoon weather based on line failures consequence analysis. First, Monte Carlo simulation is used to sample the typical fault scenarios of vulnerable lines. According to the location of switchgear, the distribution network is partitioned and a block breaker correlation matrix is established. Combined with the line fault status, a fault consequence model of distribution lines related to the pre-dispatching strategy is established. Then, the objective function is given to minimize the sum of the cost of the pre-dispatch operation and the power outage, and then establish a pre-dispatch model for the distribution network. In order to reduce the computational complexity, PH (Progressive Hedging) algorithm is used to solve the model. Finally, the IEEE-69 test system is used to analyze the effectiveness of the method. The results show that the proposed dispatching model can effectively avoid potential risks, reduce system economic losses and improve the resilience of power grids.


2021 ◽  
Author(s):  
Nouralden Mohammed ◽  
Montaz Ali

Abstract In this paper, we have dealt with the solution of a two-stage stochastic programming problem using ADMM. We have formulated the problem into a deterministic three-block separable optimization problem, and then we applied ADMM to solve it. We have established the theoretical convergence of ADMM to the optimal solution based on the concept of lower semicontinuity and the Kurdyka-Lojasiewicz property. We have compared ADMM with Progressive Hedging in terms of performance criteria using five benchmark problems from the literature. The comparison shows that ADMM outperforms Progressive Hedging.


2021 ◽  
Vol 9 (2) ◽  
pp. 130-141
Author(s):  
Jesús María López Lezama ◽  
Juan Esteban Sierra Aguilar ◽  
Cristian Camilo Marín Cano ◽  
Alvaro Jaramillo Duque

Objetivo: Validar una metodología computacionalmente eficiente para resolver el problema de despacho económico multiperiodo estocástico con restricciones de seguridad. Metodología: Se utilizan factores lineales de sensibilidad para calcular flujos de carga de forma rápida y precisa. También se usa un método iterativo, que identifica y agrega como cortes de usuario, las restricciones de seguridad activas. Estas restricciones establecen la región factible de un modelo embebido dentro de un algoritmo Progressive Hedging, el cual descompone el problema principal en un conjunto de sub-problemas computacionalmente más tratables, al relajar las restricciones de acoplamiento entre escenarios. Resultados: Los resultados numéricos sobre el sistema IEEE RTS96, muestran que la estrategia propuesta entrega soluciones de alta calidad en bajos tiempos de cálculo. Conclusiones: La metodología propuesta permite solucionar el despacho económico multiperiodo estocástico seguro hasta 50 veces más rápido cuando se compara con su formulación extensiva.


Author(s):  
Wenjing Guo ◽  
Bilge Atasoy ◽  
Wouter Beelaerts van Blokland ◽  
Rudy R. Negenborn

AbstractThis paper investigates a dynamic and stochastic shipment matching problem faced by network operators in hinterland synchromodal transportation. We consider a platform that receives contractual and spot shipment requests from shippers, and receives multimodal services from carriers. The platform aims to provide optimal matches between shipment requests and multimodal services within a finite horizon under spot request uncertainty. Due to the capacity limitation of multimodal services, the matching decisions made for current requests will affect the ability to make good matches for future requests. To solve the problem, this paper proposes an anticipatory approach which consists of a rolling horizon framework that handles dynamic events, a sample average approximation method that addresses uncertainties, and a progressive hedging algorithm that generates solutions at each decision epoch. Compared with the greedy approach which is commonly used in practice, the anticipatory approach has total cost savings up to 8.18% under realistic instances. The experimental results highlight the benefits of incorporating stochastic information in dynamic decision making processes of the synchromodal matching system.


Author(s):  
Bismark Singh ◽  
Bernard Knueven

AbstractWe develop a stochastic optimization model for scheduling a hybrid solar-battery storage system. Solar power in excess of the promise can be used to charge the battery, while power short of the promise is met by discharging the battery. We ensure reliable operations by using a joint chance constraint. Models with a few hundred scenarios are relatively tractable; for larger models, we demonstrate how a Lagrangian relaxation scheme provides improved results. To further accelerate the Lagrangian scheme, we embed the progressive hedging algorithm within the subgradient iterations of the Lagrangian relaxation. We investigate several enhancements of the progressive hedging algorithm, and find bundling of scenarios results in the best bounds. Finally, we provide a generalization for how our analysis extends to a microgrid with multiple batteries and photovoltaic generators.


2021 ◽  
Vol 128 ◽  
pp. 105182
Author(s):  
Xiaoping Jiang ◽  
Ruibin Bai ◽  
Stein W. Wallace ◽  
Graham Kendall ◽  
Dario Landa-Silva

2020 ◽  
Vol 2020 ◽  
pp. 1-17
Author(s):  
Martin B. Bagaram ◽  
Sándor F. Tóth ◽  
Weikko S. Jaross ◽  
Andrés Weintraub

Long time horizons, typical of forest management, make planning more difficult due to added exposure to climate uncertainty. Current methods for stochastic programming limit the incorporation of climate uncertainty in forest management planning. To account for climate uncertainty in forest harvest scheduling, we discretize the potential distribution of forest growth under different climate scenarios and solve the resulting stochastic mixed integer program. Increasing the number of scenarios allows for a better approximation of the entire probability space of future forest growth but at a computational expense. To address this shortcoming, we propose a new heuristic algorithm designed to work well with multistage stochastic harvest-scheduling problems. Starting from the root-node of the scenario tree that represents the discretized probability space, our progressive hedging algorithm sequentially fixes the values of decision variables associated with scenarios that share the same path up to a given node. Once all variables from a node are fixed, the problem can be decomposed into subproblems that can be solved independently. We tested the algorithm performance on six forests considering different numbers of scenarios. The results showed that our algorithm performed well when the number of scenarios was large.


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