Distributed Real-Time Energy Scheduling in Smart Grid: Stochastic Model and Fast Optimization

We develop a stochastic energy scheduling model for a local-area smart-grid system with a single energy source and multiple energy consumers. The tasks of the energy consumers are classified into two categories, namely, the stochastic background tasks and the deterministic dynamic tasks. The objective is to schedule the energy consumptions of the dynamic tasks to maximize the expected system utility under the given energy consumption and energy generation constraints. To make this problem tractable, using rolling horizon optimization and Gaussian approximation we transform the original stochastic optimization problem into a convex optimization problem with linear constraints. We then derive a distributed Newton's method to solve this problem, and design a message-passing mechanism for a distributed implementation of the algorithm with limited information exchange between the energy consumers and the energy source. In simulations, the proposed distributed Newton's method converges for the system under consideration, while the traditional dual decomposition method does not converge to a primary feasible solution; and thus it is a powerful practical tool for real-time control of smart-grid systems.

I. Introduction

Energy scheduling [1]–[4] is one of the key enabling techniques for smart-grid systems by maximizing the total system utility of an electrical power network under various energy usage constraints. Recent research on energy scheduling can be classified into two types, residential energy scheduling [5]–[8] and local-area energy scheduling [9], [10]. For residential energy scheduling, a residential controller schedules the energy consumption of various devices according to the tasks to be fulfilled and the price of electricity at different times. For local-area energy scheduling, local-area energy controllers schedule the energy generation by the sources and the energy consumption of the consumers, to maximize the system utility, usually in a distributive manner.