A Linear Solution Method of Generalized Robust Chance Constrained Real-time Dispatch

TL;DR

This paper introduces a linear solution approach for generalized robust chance constrained real-time dispatch that effectively handles wind power uncertainty by transforming complex models into solvable linear programs.

Contribution

It proposes a novel reformulation technique that simplifies complex GRCC models into deterministic linear programs for efficient solution.

Findings

The method effectively manages wind power uncertainty in real-time dispatch.

Numerical results demonstrate the approach's efficiency and effectiveness.

The reformulation enables use of standard linear programming solvers.

Abstract

In this letter, a novel solution method of generalized robust chance constrained real-time dispatch (GRCC-RTD) considering wind power uncertainty is proposed. GRCC models are advantageous in dealing with distributional uncertainty, however, they are difficult to solve because of the complex ambiguity set. By constructing traceable counterparts of the robust chance constraints and using the reformulation linearization technique, the model is equivalently transformed into a deterministic linear programming problem, which can be solved efficiently by off-the-shelf solvers. Numerical results verify the effectiveness and efficiency of the approach.