Distributionally Robust Optimal Power Flow via Ellipsoidal Approximation

This paper proposes a distributionally robust joint chance-constrained AC optimal power flow to manage the risk of operational limits violations which are caused by uncertain renewable generation. By determining the dispatch schedule, this approach can help to decrease the risk of renewable curtailment, load shedding, or emergency redispatch in real-time. To model the proposed approach, the renewable uncertainty is first modeled as a distributionally robust ellipsoidal bound based on the Wasserstein metric. This bound is built upon a limited historical renewable forecast errors dataset without any assumption on the probability distribution of uncertainty. Then, this uncertainty bound is adopted within a semidefinite relaxation of the optimal power flow. The system responses to the renewable generation forecast errors are modeled as linear sensitivities, where all conventional generators are responsible for compensating the impacts of renewable forecast errors. Numerical experiments on IEEE 14-bus and 118-bus systems show the validity and scalability of the proposed method. Furthermore, the effectiveness of the proposed approach in terms of meeting probabilistic guarantees, cost-effectiveness and computational time is also demonstrated in the experiments.