Enhanced Wasserstein Distributionally Robust OPF With Dependence Structure and Support Information

This paper goes beyond the current state of the art related to Wasserstein distributionally robust optimal power flow problems, by adding dependence structure (correlation) and support information. In view of the space-time dependencies pertaining to the stochastic renewable power generation uncertainty, we apply a moment-metric-based distributionally robust optimization, which includes a constraint on the second-order moment of uncertainty. Aiming at further excluding unrealistic probability distributions from our proposed decision-making model, we enhance it by adding support information. We reformulate our proposed model, resulting in a semi-definite program, and show its satisfactory performance in terms of the operational results achieved and the computational time.