IDEAS home Printed from https://ideas.repec.org/a/inm/orijoc/v34y2022i2p690-709.html
   My bibliography  Save this article

Optimal Power Flow in Distribution Networks Under N – 1 Disruptions: A Multistage Stochastic Programming Approach

Author

Listed:
  • Haoxiang Yang

    (Center for Nonlinear Studies, Los Alamos National Laboratory, Los Alamos, New Mexico 87545; School of Data Science, The Chinese University of Hong Kong, Shenzhen 518172, China)

  • Harsha Nagarajan

    (Theoretical Division (T-5), Los Alamos National Laboratory, Los Alamos, New Mexico 87545)

Abstract

Contingency research to find optimal operations and postcontingency recovery plans in distribution networks has gained major attention in recent years. To this end, we consider a multiperiod optimal power flow problem in distribution networks, subject to the N – 1 contingency in which a line or distributed energy resource fails. The contingency can be modeled as a stochastic disruption, an event with random magnitude and timing. Assuming a specific recovery time, we formulate a multistage stochastic convex program and develop a decomposition algorithm based on stochastic dual dynamic programming. Realistic modeling features, such as linearized AC power flow physics, engineering limits, and battery devices with realistic efficiency curves, are incorporated. We present extensive computational tests to show the efficiency of our decomposition algorithm and out-of-samplex performance of our solution compared with its deterministic counterpart. Operational insights on battery utilization, component hardening, and length of recovery phase are obtained by performing analyses from stochastic disruption-aware solutions. Summary of Contribution: Stochastic disruptions are random in time and can significantly alter the operating status of a distribution power network. Most of the previous research focuses on the magnitude aspect with a fixed set of time points in which randomness is observed. Our paper provides a novel multistage stochastic programming model for stochastic disruptions, considering both the uncertainty in timing and magnitude. We propose a computationally efficient cutting-plane method to solve this large-scale model and prove the theoretical convergence of such a decomposition algorithm. We present computational results to substantiate and demonstrate the theoretical convergence and provide operational insights into how making infrastructure investments can hedge against stochastic disruptions via sensitivity analyses.

Suggested Citation

  • Haoxiang Yang & Harsha Nagarajan, 2022. "Optimal Power Flow in Distribution Networks Under N – 1 Disruptions: A Multistage Stochastic Programming Approach," INFORMS Journal on Computing, INFORMS, vol. 34(2), pages 690-709, March.
  • Handle: RePEc:inm:orijoc:v:34:y:2022:i:2:p:690-709
    DOI: 10.1287/ijoc.2021.1080
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/ijoc.2021.1080
    Download Restriction: no

    File URL: https://libkey.io/10.1287/ijoc.2021.1080?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
    ---><---

    References listed on IDEAS

    as
    1. Antonio Frangioni & Claudio Gentile, 2006. "Solving Nonlinear Single-Unit Commitment Problems with Ramping Constraints," Operations Research, INFORMS, vol. 54(4), pages 767-775, August.
    2. Shapiro, Alexander, 2011. "Analysis of stochastic dual dynamic programming method," European Journal of Operational Research, Elsevier, vol. 209(1), pages 63-72, February.
    3. Zhou, Huansheng & Zheng, J.H. & Li, Zhigang & Wu, Q.H. & Zhou, X.X., 2019. "Multi-stage contingency-constrained co-planning for electricity-gas systems interconnected with gas-fired units and power-to-gas plants using iterative Benders decomposition," Energy, Elsevier, vol. 180(C), pages 689-701.
    4. Oscar Dowson & Lea Kapelevich, 2021. "SDDP.jl : A Julia Package for Stochastic Dual Dynamic Programming," INFORMS Journal on Computing, INFORMS, vol. 33(1), pages 27-33, January.
    5. Z. L. Chen & W. B. Powell, 1999. "Convergent Cutting-Plane and Partial-Sampling Algorithm for Multistage Stochastic Linear Programs with Recourse," Journal of Optimization Theory and Applications, Springer, vol. 102(3), pages 497-524, September.
    6. Birge, John R. & Louveaux, Francois V., 1988. "A multicut algorithm for two-stage stochastic linear programs," European Journal of Operational Research, Elsevier, vol. 34(3), pages 384-392, March.
    7. Geunyeong Byeon & Pascal Van Hentenryck & Russell Bent & Harsha Nagarajan, 2020. "Communication-Constrained Expansion Planning for Resilient Distribution Systems," INFORMS Journal on Computing, INFORMS, vol. 32(4), pages 968-985, October.
    8. K. Linowsky & A. B. Philpott, 2005. "On the Convergence of Sampling-Based Decomposition Algorithms for Multistage Stochastic Programs," Journal of Optimization Theory and Applications, Springer, vol. 125(2), pages 349-366, May.
    9. Haoxiang Yang & David P. Morton & Chaithanya Bandi & Krishnamurthy Dvijotham, 2021. "Robust Optimization for Electricity Generation," INFORMS Journal on Computing, INFORMS, vol. 33(1), pages 336-351, January.
    Full references (including those not matched with items on IDEAS)

    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. Murwan Siddig & Yongjia Song, 2022. "Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse," Computational Optimization and Applications, Springer, vol. 81(1), pages 201-250, January.
    2. W. Ackooij & X. Warin, 2020. "On conditional cuts for stochastic dual dynamic programming," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 8(2), pages 173-199, June.
    3. Soares, Murilo Pereira & Street, Alexandre & Valladão, Davi Michel, 2017. "On the solution variability reduction of Stochastic Dual Dynamic Programming applied to energy planning," European Journal of Operational Research, Elsevier, vol. 258(2), pages 743-760.
    4. de Queiroz, Anderson Rodrigo, 2016. "Stochastic hydro-thermal scheduling optimization: An overview," Renewable and Sustainable Energy Reviews, Elsevier, vol. 62(C), pages 382-395.
    5. Saif Benjaafar & Daniel Jiang & Xiang Li & Xiaobo Li, 2022. "Dynamic Inventory Repositioning in On-Demand Rental Networks," Management Science, INFORMS, vol. 68(11), pages 7861-7878, November.
    6. Martin Šmíd & Václav Kozmík, 2024. "Approximation of multistage stochastic programming problems by smoothed quantization," Review of Managerial Science, Springer, vol. 18(7), pages 2079-2114, July.
    7. Wim Ackooij & Welington Oliveira & Yongjia Song, 2019. "On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems," Computational Optimization and Applications, Springer, vol. 74(1), pages 1-42, September.
    8. Arnab Bhattacharya & Jeffrey P. Kharoufeh & Bo Zeng, 2023. "A Nonconvex Regularization Scheme for the Stochastic Dual Dynamic Programming Algorithm," INFORMS Journal on Computing, INFORMS, vol. 35(5), pages 1161-1178, September.
    9. P. Girardeau & V. Leclere & A. B. Philpott, 2015. "On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs," Mathematics of Operations Research, INFORMS, vol. 40(1), pages 130-145, February.
    10. Davi Valladão & Thuener Silva & Marcus Poggi, 2019. "Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns," Annals of Operations Research, Springer, vol. 282(1), pages 379-405, November.
    11. Escudero, Laureano F. & Monge, Juan F. & Rodríguez-Chía, Antonio M., 2020. "On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty," European Journal of Operational Research, Elsevier, vol. 287(1), pages 262-279.
    12. Martin Biel & Mikael Johansson, 2022. "Efficient Stochastic Programming in Julia," INFORMS Journal on Computing, INFORMS, vol. 34(4), pages 1885-1902, July.
    13. Vitor L. de Matos & David P. Morton & Erlon C. Finardi, 2017. "Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling," Annals of Operations Research, Springer, vol. 253(2), pages 713-731, June.
    14. Weini Zhang & Hamed Rahimian & Güzin Bayraksan, 2016. "Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty," INFORMS Journal on Computing, INFORMS, vol. 28(3), pages 385-404, August.
    15. Nils Löhndorf & David Wozabal & Stefan Minner, 2013. "Optimizing Trading Decisions for Hydro Storage Systems Using Approximate Dual Dynamic Programming," Operations Research, INFORMS, vol. 61(4), pages 810-823, August.
    16. D. Ávila & A. Papavasiliou & N. Löhndorf, 2022. "Parallel and distributed computing for stochastic dual dynamic programming," Computational Management Science, Springer, vol. 19(2), pages 199-226, June.
    17. Hua, Yikang & Zhao, Dongfang & Wang, Xin & Li, Xiaopeng, 2019. "Joint infrastructure planning and fleet management for one-way electric car sharing under time-varying uncertain demand," Transportation Research Part B: Methodological, Elsevier, vol. 128(C), pages 185-206.
    18. Lee, Jinkyu & Bae, Sanghyeon & Kim, Woo Chang & Lee, Yongjae, 2023. "Value function gradient learning for large-scale multistage stochastic programming problems," European Journal of Operational Research, Elsevier, vol. 308(1), pages 321-335.
    19. Pedro Borges, 2022. "Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS," Computational Optimization and Applications, Springer, vol. 82(3), pages 617-647, July.
    20. Guigues, Vincent & Sagastizábal, Claudia, 2012. "The value of rolling-horizon policies for risk-averse hydro-thermal planning," European Journal of Operational Research, Elsevier, vol. 217(1), pages 129-140.

    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:inm:orijoc:v:34:y:2022:i:2:p:690-709. 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: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    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.