Optimal reactive power dispatch using stochastic chance-constrained programming

Deterministic Optimal Reactive Power Dispatch problem has been extensively studied, such that the demand power and the availability of shunt reactive power compensators are known and fixed. Give this background, a two-stage stochastic optimization model is first formulated under the presumption that the load demand can be modeled as specified random parameters. A second stochastic chance-constrained model is presented considering uncertainty on the demand and the equivalent availability of shunt reactive power compensators. Simulations on six-bus and 30-bus test systems are used to illustrate the validity and essential features of the proposed models. This simulations shows that the proposed models can prevent to the power system operator about of the deficit of reactive power in the power system and suggest that shunt reactive sourses must be dispatched against the unavailability of any reactive source. © 2012 IEEE.

Reservoir Operation for Hydropower Optimization: A Chance-Constrained Approach

This paper presents a chance-constrained linear programming formulation for reservoir operation of a multipurpose reservoir. The release policy is defined by a chance constraint that the probability of irrigation release in any period equalling or exceeding the irrigation demand is at least equal to a specified value P (called reliability level). The model determines the maximum annual hydropower produced while meeting the irrigation demand at a specified reliability level. The model considers variation in reservoir water level elevation and also the operating range within which the turbine operates. A linear approximation for nonlinear power production function is assumed and the solution obtained within a specified tolerance limit. The inflow into the reservoir is considered random. The chance constraint is converted into its deterministic equivalent using a linear decision rule and inflow probability distribution. The model application is demonstrated through a case study.

Reactive power planning under conditional-value-at-risk assessment using chance-constrained optimisation

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Chance constrained uncertain classification via robust optimization

This paper studies the problem of constructing robust classifiers when the training is plagued with uncertainty. The problem is posed as a Chance-Constrained Program (CCP) which ensures that the uncertain data points are classified correctly with high probability. Unfortunately such a CCP turns out to be intractable. The key novelty is in employing Bernstein bounding schemes to relax the CCP as a convex second order cone program whose solution is guaranteed to satisfy the probabilistic constraint. Prior to this work, only the Chebyshev based relaxations were exploited in learning algorithms. Bernstein bounds employ richer partial information and hence can be far less conservative than Chebyshev bounds. Due to this efficient modeling of uncertainty, the resulting classifiers achieve higher classification margins and hence better generalization. Methodologies for classifying uncertain test data points and error measures for evaluating classifiers robust to uncertain data are discussed. Experimental results on synthetic and real-world datasets show that the proposed classifiers are better equipped to handle data uncertainty and outperform state-of-the-art in many cases.

Transient Earth system responses to cumulative carbon dioxide emissions: linearities, uncertainties, and probabilities in an observation-constrained model ensemble

Information on the relationship between cumulative fossil CO2 emissions and multiple climate targets is essential to design emission mitigation and climate adaptation strategies. In this study, the transient response of a climate or environmental variable per trillion tonnes of CO2 emissions, termed TRE, is quantified for a set of impact-relevant climate variables and from a large set of multi-forcing scenarios extended to year 2300 towards stabilization. An  ∼ 1000-member ensemble of the Bern3D-LPJ carbon–climate model is applied and model outcomes are constrained by 26 physical and biogeochemical observational data sets in a Bayesian, Monte Carlo-type framework. Uncertainties in TRE estimates include both scenario uncertainty and model response uncertainty. Cumulative fossil emissions of 1000 Gt C result in a global mean surface air temperature change of 1.9 °C (68 % confidence interval (c.i.): 1.3 to 2.7 °C), a decrease in surface ocean pH of 0.19 (0.18 to 0.22), and a steric sea level rise of 20 cm (13 to 27 cm until 2300). Linearity between cumulative emissions and transient response is high for pH and reasonably high for surface air and sea surface temperatures, but less pronounced for changes in Atlantic meridional overturning, Southern Ocean and tropical surface water saturation with respect to biogenic structures of calcium carbonate, and carbon stocks in soils. The constrained model ensemble is also applied to determine the response to a pulse-like emission and in idealized CO2-only simulations. The transient climate response is constrained, primarily by long-term ocean heat observations, to 1.7 °C (68 % c.i.: 1.3 to 2.2 °C) and the equilibrium climate sensitivity to 2.9 °C (2.0 to 4.2 °C). This is consistent with results by CMIP5 models but inconsistent with recent studies that relied on short-term air temperature data affected by natural climate variability.

Optimal sitting and sizing of distributed generators considering plug-in electric vehicles

Some uncertainties such as the stochastic input/output power of a plug-in electric vehicle due to its stochastic charging and discharging schedule, that of a wind unit and that of a photovoltaic generation source, volatile fuel prices and future uncertain load growth, all together could lead to some risks in determining the optimal siting and sizing of distributed generators (DGs) in distributed systems. Given this background, under the chance constrained programming (CCP) framework, a new method is presented to handle these uncertainties in the optimal sitting and sizing problem of DGs. First, a mathematical model of CCP is developed with the minimization of DGs investment cost, operational cost and maintenance cost as well as the network loss cost as the objective, security limitations as constraints, the sitting and sizing of DGs as optimization variables. Then, a Monte Carolo simulation embedded genetic algorithm approach is developed to solve the developed CCP model. Finally, the IEEE 37-node test feeder is employed to verify the feasibility and effectiveness of the developed model and method. This work is supported by an Australian Commonwealth Scientific and Industrial Research Organisation (CSIRO) Project on Intelligent Grids Under the Energy Transformed Flagship, and Project from Jiangxi Power Company.

Lower partial moment and information entropy-based dynamic electricity purchasing strategy

In the electricity market environment, load-serving entities (LSEs) will inevitably face risks in purchasing electricity because there are a plethora of uncertainties involved. To maximize profits and minimize risks, LSEs need to develop an optimal strategy to reasonably allocate the purchased electricity amount in different electricity markets such as the spot market, bilateral contract market, and options market. Because risks originate from uncertainties, an approach is presented to address the risk evaluation problem by the combined use of the lower partial moment and information entropy (LPME). The lower partial moment is used to measure the amount and probability of the loss, whereas the information entropy is used to represent the uncertainty of the loss. Electricity purchasing is a repeated procedure; therefore, the model presented represents a dynamic strategy. Under the chance-constrained programming framework, the developed optimization model minimizes the risk of the electricity purchasing portfolio in different markets because the actual profit of the LSE concerned is not less than the specified target under a required confidence level. Then, the particle swarm optimization (PSO) algorithm is employed to solve the optimization model. Finally, a sample example is used to illustrate the basic features of the developed model and method.

Cost-effective biodiversity restoration with uncertain growth in forest habitat quality

This paper develops a dynamic model for cost-effective selection of sites for restoring biodiversity when habitat quality develops over time and is uncertain. A safety-first decision criterion is used for ensuring a minimum level of habitats, and this is formulated in a chance-constrained programming framework. The theoretical results show; (i) inclusion of quality growth reduces overall cost for achieving a future biodiversity target from relatively early establishment of habitats, but (ii) consideration of uncertainty in growth increases total cost and delays establishment, and (iii) cost-effective trading of habitat requires exchange rate between sites that varies over time. An empirical application to the red listed umbrella species - white-backed woodpecker - shows that the total cost of achieving habitat targets specified in the Swedish recovery plan is doubled if the target is to be achieved with high reliability, and that equilibrating price on a habitat trading market differs considerably between different quality growth combinations. © 2013 Elsevier GmbH.

Staffing Optimization with Chance Constraints in Call Centers

Les centres d’appels sont des éléments clés de presque n’importe quelle grande organisation. Le problème de gestion du travail a reçu beaucoup d’attention dans la littérature. Une formulation typique se base sur des mesures de performance sur un horizon infini, et le problème d’affectation d’agents est habituellement résolu en combinant des méthodes d’optimisation et de simulation. Dans cette thèse, nous considérons un problème d’affection d’agents pour des centres d’appels soumis a des contraintes en probabilité. Nous introduisons une formulation qui exige que les contraintes de qualité de service (QoS) soient satisfaites avec une forte probabilité, et définissons une approximation de ce problème par moyenne échantillonnale dans un cadre de compétences multiples. Nous établissons la convergence de la solution du problème approximatif vers celle du problème initial quand la taille de l’échantillon croit. Pour le cas particulier où tous les agents ont toutes les compétences (un seul groupe d’agents), nous concevons trois méthodes d’optimisation basées sur la simulation pour le problème de moyenne échantillonnale. Étant donné un niveau initial de personnel, nous augmentons le nombre d’agents pour les périodes où les contraintes sont violées, et nous diminuons le nombre d’agents pour les périodes telles que les contraintes soient toujours satisfaites après cette réduction. Des expériences numériques sont menées sur plusieurs modèles de centre d’appels à faible occupation, au cours desquelles les algorithmes donnent de bonnes solutions, i.e. la plupart des contraintes en probabilité sont satisfaites, et nous ne pouvons pas réduire le personnel dans une période donnée sont introduire de violation de contraintes. Un avantage de ces algorithmes, par rapport à d’autres méthodes, est la facilité d’implémentation.

Constraining a North Atlantic Ocean general circulation model with chlorofluorocarbon observations

Measurements of anthropogenic tracers such as chlorofluorocarbons and tritium must be quantitatively combined with ocean general circulation models as a component of systematic model development. The authors have developed and tested an inverse method, using a Green's function, to constrain general circulation models with transient tracer data. Using this method chlorofluorocarbon-11 and -12 (CFC-11 and -12) observations are combined with a North Atlantic configuration of the Miami Isopycnic Coordinate Ocean Model with 4/3 degrees resolution. Systematic differences can be seen between the observed CFC concentrations and prior CFC fields simulated by the model. These differences are reduced by the inversion, which determines the optimal gas transfer across the air-sea interface, accounting for uncertainties in the tracer observations. After including the effects of unresolved variability in the CFC fields, the model is found to be inconsistent with the observations because the model/data misfit slightly exceeds the error estimates. By excluding observations in waters ventilated north of the Greenland-Scotland ridge (sigma (0) < 27.82 kg m(-3); shallower than about 2000 m), the fit is improved, indicating that the Nordic overflows are poorly represented in the model. Some systematic differences in the model/data residuals remain and are related, in part, to excessively deep model ventilation near Rockall and deficient ventilation in the main thermocline of the eastern subtropical gyre. Nevertheless, there do not appear to be gross errors in the basin-scale model circulation. Analysis of the CFC inventory using the constrained model suggests that the North Atlantic Ocean shallower than about 2000 m was near 20% saturated in the mid-1990s. Overall, this basin is a sink to 22% of the total atmosphere-to-ocean CFC-11 flux-twice the global average value. The average water mass formation rates over the CFC transient are 7.0 and 6.0 Sv (Sv = 10(6) m(3) s(-1)) for subtropical mode water and subpolar mode water, respectively.

GNSS ambiguity resolution with controllable failure rate for long baseline network RTK

Many large-scale GNSS CORS networks have been deployed around the world to support various commercial and scientific applications. To make use of these networks for real-time kinematic positioning services, one of the major challenges is the ambiguity resolution (AR) over long inter-station baselines in the presence of considerable atmosphere biases. Usually, the widelane ambiguities are fixed first, followed by the procedure of determination of the narrowlane ambiguity integers based on the ionosphere-free model in which the widelane integers are introduced as known quantities. This paper seeks to improve the AR performance over long baseline through efficient procedures for improved float solutions and ambiguity fixing. The contribution is threefold: (1) instead of using the ionosphere-free measurements, the absolute and/or relative ionospheric constraints are introduced in the ionosphere-constrained model to enhance the model strength, thus resulting in the better float solutions; (2) the realistic widelane ambiguity precision is estimated by capturing the multipath effects due to the observation complexity, leading to improvement of reliability of widelane AR; (3) for the narrowlane AR, the partial AR for a subset of ambiguities selected according to the successively increased elevation is applied. For fixing the scalar ambiguity, an error probability controllable rounding method is proposed. The established ionosphere-constrained model can be efficiently solved based on the sequential Kalman filter. It can be either reduced to some special models simply by adjusting the variances of ionospheric constraints, or extended with more parameters and constraints. The presented methodology is tested over seven baselines of around 100 km from USA CORS network. The results show that the new widelane AR scheme can obtain the 99.4 % successful fixing rate with 0.6 % failure rate; while the new rounding method of narrowlane AR can obtain the fix rate of 89 % with failure rate of 0.8 %. In summary, the AR reliability can be efficiently improved with rigorous controllable probability of incorrectly fixed ambiguities.

Video coding mode decision as a classification problem

In this paper, we show that it is possible to reduce the complexity of Intra MB coding in H.264/AVC based on a novel chance constrained classifier. Using the pairs of simple mean-variances values, our technique is able to reduce the complexity of Intra MB coding process with a negligible loss in PSNR. We present an alternate approach to address the classification problem which is equivalent to machine learning. Implementation results show that the proposed method reduces encoding time to about 20% of the reference implementation with average loss of 0.05 dB in PSNR.

Robust formulations for clustering-based large-scale classification

Chebyshev-inequality-based convex relaxations of Chance-Constrained Programs (CCPs) are shown to be useful for learning classifiers on massive datasets. In particular, an algorithm that integrates efficient clustering procedures and CCP approaches for computing classifiers on large datasets is proposed. The key idea is to identify high density regions or clusters from individual class conditional densities and then use a CCP formulation to learn a classifier on the clusters. The CCP formulation ensures that most of the data points in a cluster are correctly classified by employing a Chebyshev-inequality-based convex relaxation. This relaxation is heavily dependent on the second-order statistics. However, this formulation and in general such relaxations that depend on the second-order moments are susceptible to moment estimation errors. One of the contributions of the paper is to propose several formulations that are robust to such errors. In particular a generic way of making such formulations robust to moment estimation errors is illustrated using two novel confidence sets. An important contribution is to show that when either of the confidence sets is employed, for the special case of a spherical normal distribution of clusters, the robust variant of the formulation can be posed as a second-order cone program. Empirical results show that the robust formulations achieve accuracies comparable to that with true moments, even when moment estimates are erroneous. Results also illustrate the benefits of employing the proposed methodology for robust classification of large-scale datasets.