A Novel Interval Programming Method and Its Application in Power System Optimization Considering Uncertainties in Load Demands and Renewable Power Generation

Abstract

This paper expresses the output power of renewable generators and load demand as interval data and develops the interval economic dispatch (IED), as well as interval reactive power optimization (IRPO) models. The two models are generalized into a specific type of linear interval programming (LIP) and nonlinear interval programming (NLIP), respectively. A security limits method (SLM) is proposed to solve LIP and NLIP problems. As for the LIP, the maximum radii of the interval variables are first calculated by the optimizing-scenarios method (OSM) for defining security limits, and the LIP is transformed into deterministic linear programming (LP), for which its constraints are the security limits, which can be solved by the simplex method. As for the NLIP, Monte Carlo simulations were used to obtain the maximum radii of the interval variables, and the average interval ratio of the interval variables is defined to compute the security limits for transforming the NLIP to deterministic nonlinear programming (NLP), which can be solved by using the interior point method. Finally, the IED and IRPO are used to verify the effectiveness and engineering of the proposed SLM.

Keywords

• interval uncertainty
• linear
• nonlinear
• security limits method