Chance Constrained Programming for Optimal Power Flow Under Uncertainty

作者: Hui Zhang , Pu Li

DOI: 10.1109/TPWRS.2011.2154367

关键词: Random variableApproximation theoryLinear approximationNormal distributionElectric power systemComputational complexity theoryNonlinear systemLinear programmingMathematicsMathematical optimization

摘要: Solution approaches to chance constrained programming (CCP) have been recently developed and applied in many areas for optimization under uncertainty. Due to the nonlinear model with multiple uncertain variables as well as multiple output constraints, CCP has not been directly applied to optimal power flow (OPF) under uncertainty. The objective of this paper is twofold. First, we introduce the CCP approach to OPF under uncertainty and analyze the computational complexity of the chance constrained OPF …

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