Two-Stage Adjustable Robust Economic Dispatch Based on mRMR-XGboost-IDM Model

doi:10.12204/j.issn.1000-7229.2022.09.015

Abstract

Abstract:

Frequent wind curtailment and load shedding caused by the uncertainty of both source and load seriously affects the economy of microgrid operation. To effectively deal with the uncertainty of both source and load, this paper proposes a two-stage adjustable robust microgrid economic dispatch model based on the mRMR-XGboost-IDM model. Firstly, aiming at the problem that the uncertain ambiguity set based on the IDM model is highly dependent on the amount of historical data, mRMR-XGboost prediction method is introduced, and the volume of historical data is enlarged to improve the accuracy of the obtained uncertainty interval. Secondly, on the basis of the obtained uncertainty interval, a two-stage robust economic dispatch model of the microgrid is constructed, and adjustable robust parameters are introduced to coordinate economy and robustness. Finally, the column-and-constraint generation algorithm, duality theory, and big-M method are used to solve the optimal economic dispatch strategy. The experimental cases verify that the proposed model can improve the accuracy of the uncertainty interval description, effectively deal with the uncertainty of source and load and improve the economy of system operation.

Key words: adjustable robust optimization, data-driven, extreme gradient boosting, imprecise Dirichlet model, wind power uncertainty

CLC Number:

TM73

TENG Jiachen, LIU Yang, WU Jiayu, WANG Lei, ZHANG Jie. Two-Stage Adjustable Robust Economic Dispatch Based on mRMR-XGboost-IDM Model[J]. ELECTRIC POWER CONSTRUCTION, 2022, 43(9): 140-150.

Figures/Tables 10

Fig.1 Principle framework of mRMR-XGboost-IDM model

Fig.2 Model iterative solution process

Fig.3 Comparison of the wind power uncertainty interval between IDM based ambiguity set construction and cassette uncertainty set

Fig.4 Comparison of the wind power uncertainty interval generated by different historical data volume

Table 1 Average offset coefficient of upper and lower bounds of the wind power uncertainty interval %

Table 2

Table 3 Comparison of economic dispatch operating costs under different optimization methods

Fig.5 Scatter plot of total operating costs using different optimization methods in random scenarios

Fig.6 Optimal day-ahead economic dispatch

Table 4

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