A data-driven mixed integer programming approach for joint chance-constrained optimal power flow under uncertainty
James Ciyu Qin, Rujun Jiang, Huadong Mo, Daoyi Dong
Abstract
Abstract This paper introduces a novel mixed integer programming (MIP) reformulation for the joint chance-constrained optimal power flow problem under uncertain load and renewable energy generation. Unlike traditional models, our approach incorporates a comprehensive evaluation of system-wide risk without decomposing joint chance constraints into individual constraints, thus preventing overly conservative solutions and ensuring robust system security. A significant innovation in our method is the use of historical data to form a sample average approximation that directly informs the MIP model, bypassing the need for distributional assumptions to enhance solution robustness. Additionally, we implement a model improvement strategy to reduce the computational burden, making our method more scalable for large-scale power systems. Our approach is validated against benchmark systems, i.e., IEEE 14-, 57- and 118-bus systems, demonstrating superior performance in terms of cost-efficiency and robustness, with lower computational demand compared to existing methods.