IDEAS home Printed from https://ideas.repec.org/a/eee/appene/v333y2023ics0306261922018359.html
   My bibliography  Save this article

DP based multi-stage ARO for coordinated scheduling of CSP and wind energy with tractable storage scheme: Tight formulation and solution technique

Author

Listed:
  • Xiong, Houbo
  • Yan, Mingyu
  • Guo, Chuangxin
  • Ding, Yi
  • Zhou, Yue

Abstract

The concentrating solar power plants (CSP) have well potential in coordinating with the ever-increasing wind energy during power scheduling. However, the existing studies individually design the day-ahead or intra-day optimization of coordinated scheduling between CSP and wind power, which makes the scheduling decisions not optimal in terms of economic and environmental benefits. Additionally, the non-anticipativity of scheduling decisions are not considered in most of them. This paper proposes a novel dynamic programming (DP) formulated multi-stage robust reserve scheduling (DPMRS) model, which is the first attempt to realize the day-ahead and intra-day joint optimization for coordinated scheduling of CSP and wind power. Under the framework of multi-stage adaptive robust optimization (ARO), DPMRS model enforces the non-anticipativity of scheduling. Besides, a convex modelling technique for thermal energy storage (TES) is presented to ensure the tractability of DPMRS model, whose effectiveness is proved mathematically. Moreover, to efficient solve the DPMRS model, a robust dual dynamic programming with accelerated upper approximation (RDDP-AU) solution methodology is developed, and the mathematical proof for its convergence is provided. Numerical studies on the modified IEEE RTS-79 system and a real-world system in Northwest China validate the effectiveness of the proposed scheduling model and solution methodology. The simulation results demonstrate the DPMRS model brings a 17.22% reduction in scheduling cost, and reduces 57.39% curtailment of renewable energy. Compared with the conventional algorithm, the RDDP-AU significantly reduces the computational consumption by 87.56%, and with the error less than 0.074%.

Suggested Citation

  • Xiong, Houbo & Yan, Mingyu & Guo, Chuangxin & Ding, Yi & Zhou, Yue, 2023. "DP based multi-stage ARO for coordinated scheduling of CSP and wind energy with tractable storage scheme: Tight formulation and solution technique," Applied Energy, Elsevier, vol. 333(C).
    • Handle: RePEc:eee:appene:v:333:y:2023:i:c:s0306261922018359
    DOI: 10.1016/j.apenergy.2022.120578
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0306261922018359
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.apenergy.2022.120578?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Keyif, Enes & Hornung, Michael & Zhu, Wanshan, 2020. "Optimal configurations and operations of concentrating solar power plants under new market trends," Applied Energy, Elsevier, vol. 270(C).
    2. Yanıkoğlu, İhsan & Gorissen, Bram L. & den Hertog, Dick, 2019. "A survey of adjustable robust optimization," European Journal of Operational Research, Elsevier, vol. 277(3), pages 799-813.
    3. Fang, Xiaolun & Dong, Wei & Wang, Yubin & Yang, Qiang, 2022. "Multiple time-scale energy management strategy for a hydrogen-based multi-energy microgrid," Applied Energy, Elsevier, vol. 328(C).
    4. Abdin, Adam F. & Caunhye, Aakil & Zio, Enrico & Cardin, Michel-Alexandre, 2022. "Optimizing generation expansion planning with operational uncertainty: A multistage adaptive robust approach," Applied Energy, Elsevier, vol. 306(PA).
    5. Pousinho, H.M.I. & Silva, H. & Mendes, V.M.F. & Collares-Pereira, M. & Pereira Cabrita, C., 2014. "Self-scheduling for energy and spinning reserve of wind/CSP plants by a MILP approach," Energy, Elsevier, vol. 78(C), pages 524-534.
    6. Álvaro Lorca & X. Andy Sun & Eugene Litvinov & Tongxin Zheng, 2016. "Multistage Adaptive Robust Optimization for the Unit Commitment Problem," Operations Research, INFORMS, vol. 64(1), pages 32-51, February.
    7. Angelos Georghiou & Angelos Tsoukalas & Wolfram Wiesemann, 2019. "Robust Dual Dynamic Programming," Operations Research, INFORMS, vol. 67(3), pages 813-830, May.
    8. Amir Ardestani-Jaafari & Erick Delage, 2016. "Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems," Operations Research, INFORMS, vol. 64(2), pages 474-494, April.
    9. Sadeghi, Delnia & Ahmadi, Seyed Ehsan & Amiri, Nima & Satinder, & Marzband, Mousa & Abusorrah, Abdullah & Rawa, Muhyaddin, 2022. "Designing, optimizing and comparing distributed generation technologies as a substitute system for reducing life cycle costs, CO2 emissions, and power losses in residential buildings," Energy, Elsevier, vol. 253(C).
    10. Du, Ershun & Zhang, Ning & Hodge, Bri-Mathias & Kang, Chongqing & Kroposki, Benjamin & Xia, Qing, 2018. "Economic justification of concentrating solar power in high renewable energy penetrated power systems," Applied Energy, Elsevier, vol. 222(C), pages 649-661.
    11. Islam, Shirazul & Iqbal, Atif & Marzband, Mousa & Khan, Irfan & Al-Wahedi, Abdullah M.A.B., 2022. "State-of-the-art vehicle-to-everything mode of operation of electric vehicles and its future perspectives," Renewable and Sustainable Energy Reviews, Elsevier, vol. 166(C).
    12. Karasu, Seçkin & Altan, Aytaç, 2022. "Crude oil time series prediction model based on LSTM network with chaotic Henry gas solubility optimization," Energy, Elsevier, vol. 242(C).
    13. Zhao, Yuxuan & Liu, Shengyuan & Lin, Zhenzhi & Wen, Fushuan & Ding, Yi, 2021. "Coordinated scheduling strategy for an integrated system with concentrating solar power plants and solar prosumers considering thermal interactions and demand flexibilities," Applied Energy, Elsevier, vol. 304(C).
    14. Dominguez, R. & Baringo, L. & Conejo, A.J., 2012. "Optimal offering strategy for a concentrating solar power plant," Applied Energy, Elsevier, vol. 98(C), pages 316-325.
    15. Zhou, Yuzhou & Zhao, Jiexing & Zhai, Qiaozhu, 2021. "100% renewable energy: A multi-stage robust scheduling approach for cascade hydropower system with wind and photovoltaic power," Applied Energy, Elsevier, vol. 301(C).
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Li, Jing & Lu, Tianguang & Yi, Xinning & Hao, Ran & Ai, Qian & Guo, Yu & An, Molin & Wang, Shaorui & He, Xueqian & Li, Yixiao, 2024. "Concentrated solar power for a reliable expansion of energy systems with high renewable penetration considering seasonal balance," Renewable Energy, Elsevier, vol. 226(C).
    2. Xiong, Houbo & Zhou, Yue & Guo, Chuangxin & Ding, Yi & Luo, Fengji, 2023. "Multi-stage risk-based assessment for wind energy accommodation capability: A robust and non-anticipative method," Applied Energy, Elsevier, vol. 350(C).
    3. Xiong, Houbo & Luo, Fengji & Yan, Mingyu & Yan, Lei & Guo, Chuangxin & Ranzi, Gianluca, 2024. "Distributionally robust and transactive energy management scheme for integrated wind-concentrated solar virtual power plants," Applied Energy, Elsevier, vol. 368(C).
    4. Zhang, Liu & Zheng, Zhong & Chai, Yi & Zhang, Kaitian & Lian, Xiaoyuan & Zhang, Kai & Zhao, Liuqiang, 2024. "Enhancing robustness: Multi-stage adaptive robust scheduling of oxygen systems in steel enterprises under demand uncertainty," Applied Energy, Elsevier, vol. 359(C).
    5. Li, Haobin & Lu, Xinhui & Zhou, Kaile & Shao, Zhen, 2024. "Distributionally robust optimal dispatching method for integrated energy system with concentrating solar power plant," Renewable Energy, Elsevier, vol. 229(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Xiong, Houbo & Zhou, Yue & Guo, Chuangxin & Ding, Yi & Luo, Fengji, 2023. "Multi-stage risk-based assessment for wind energy accommodation capability: A robust and non-anticipative method," Applied Energy, Elsevier, vol. 350(C).
    2. Vasallo, Manuel Jesús & Cojocaru, Emilian Gelu & Gegúndez, Manuel Emilio & Marín, Diego, 2021. "Application of data-based solar field models to optimal generation scheduling in concentrating solar power plants," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 190(C), pages 1130-1149.
    3. Qiu, Haifeng & Sun, Qirun & Lu, Xi & Beng Gooi, Hoay & Zhang, Suhan, 2022. "Optimality-feasibility-aware multistage unit commitment considering nonanticipative realization of uncertainty," Applied Energy, Elsevier, vol. 327(C).
    4. Xiao, Xiangsheng & Wang, JianXiao & Hill, David J., 2022. "Impact of Large-scale concentrated solar power on energy and auxiliary markets," Applied Energy, Elsevier, vol. 318(C).
    5. Luyu Wang & Houbo Xiong & Yunhui Shi & Chuangxin Guo, 2023. "Rolling Horizon Robust Real-Time Economic Dispatch with Multi-Stage Dynamic Modeling," Mathematics, MDPI, vol. 11(11), pages 1-20, June.
    6. Yıldıran, Uğur, 2023. "Robust multi-stage economic dispatch with renewable generation and storage," European Journal of Operational Research, Elsevier, vol. 309(2), pages 890-909.
    7. Xiong, Houbo & Luo, Fengji & Yan, Mingyu & Yan, Lei & Guo, Chuangxin & Ranzi, Gianluca, 2024. "Distributionally robust and transactive energy management scheme for integrated wind-concentrated solar virtual power plants," Applied Energy, Elsevier, vol. 368(C).
    8. Angelos Georghiou & Angelos Tsoukalas & Wolfram Wiesemann, 2020. "A Primal–Dual Lifting Scheme for Two-Stage Robust Optimization," Operations Research, INFORMS, vol. 68(2), pages 572-590, March.
    9. Baringo, Luis & Boffino, Luigi & Oggioni, Giorgia, 2020. "Robust expansion planning of a distribution system with electric vehicles, storage and renewable units," Applied Energy, Elsevier, vol. 265(C).
    10. Aras Selvi & Aharon Ben-Tal & Ruud Brekelmans & Dick den Hertog, 2022. "Convex Maximization via Adjustable Robust Optimization," INFORMS Journal on Computing, INFORMS, vol. 34(4), pages 2091-2105, July.
    11. Zhang, Liu & Zheng, Zhong & Chai, Yi & Zhang, Kaitian & Lian, Xiaoyuan & Zhang, Kai & Zhao, Liuqiang, 2024. "Enhancing robustness: Multi-stage adaptive robust scheduling of oxygen systems in steel enterprises under demand uncertainty," Applied Energy, Elsevier, vol. 359(C).
    12. Marc Goerigk & Adam Kasperski & Paweł Zieliński, 2022. "Robust two-stage combinatorial optimization problems under convex second-stage cost uncertainty," Journal of Combinatorial Optimization, Springer, vol. 43(3), pages 497-527, April.
    13. Sun, Shitong & Kazemi-Razi, S. Mahdi & Kaigutha, Lisa G. & Marzband, Mousa & Nafisi, Hamed & Al-Sumaiti, Ameena Saad, 2022. "Day-ahead offering strategy in the market for concentrating solar power considering thermoelectric decoupling by a compressed air energy storage," Applied Energy, Elsevier, vol. 305(C).
    14. T. D. Chuong & V. Jeyakumar & G. Li & D. Woolnough, 2021. "Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity," Journal of Global Optimization, Springer, vol. 81(4), pages 1095-1117, December.
    15. repec:cte:wsrepe:38369 is not listed on IDEAS
    16. Ju, Liwei & Bai, Xiping & Li, Gen & Gan, Wei & Qi, Xin & Ye, Fan, 2024. "Two-stage robust transaction optimization model and benefit allocation strategy for new energy power stations with shared energy storage considering green certificate and virtual energy storage mode," Applied Energy, Elsevier, vol. 362(C).
    17. Georgios E. Arnaoutakis & Georgia Kefala & Eirini Dakanali & Dimitris Al. Katsaprakakis, 2022. "Combined Operation of Wind-Pumped Hydro Storage Plant with a Concentrating Solar Power Plant for Insular Systems: A Case Study for the Island of Rhodes," Energies, MDPI, vol. 15(18), pages 1-23, September.
    18. Abiodun, Kehinde & Hood, Karoline & Cox, John L. & Newman, Alexandra M. & Zolan, Alex J., 2023. "The value of concentrating solar power in ancillary services markets," Applied Energy, Elsevier, vol. 334(C).
    19. van Eekelen, Wouter, 2023. "Distributionally robust views on queues and related stochastic models," Other publications TiSEM 9b99fc05-9d68-48eb-ae8c-9, Tilburg University, School of Economics and Management.
    20. Wang, Pengya & Wang, Jianxiao & Jin, Ruiyang & Li, Gengyin & Zhou, Ming & Xia, Qing, 2022. "Integrating biogas in regional energy systems to achieve near-zero carbon emissions," Applied Energy, Elsevier, vol. 322(C).
    21. Coronas, Sergio & Martín, Helena & de la Hoz, Jordi & García de Vicuña, Luis & Castilla, Miguel, 2021. "MONTE-CARLO probabilistic valuation of concentrated solar power systems in Spain under the 2014 retroactive regulatory framework," Renewable and Sustainable Energy Reviews, Elsevier, vol. 138(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:appene:v:333:y:2023:i:c:s0306261922018359. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/405891/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.