On the Solution of Large-Scale Robust Transmission Network Expansion Planning Under Uncertain Demand and Generation Capacity

摘要: Two-stage robust optimization has emerged as a relevant approach to deal with uncertain demand and generation capacity in the transmission network expansion planning problem. Unfortunately, solution of practical large-scale instances remains challenge. In order address this issue, paper presents an alternative column-and-constraint algorithm wherein max–min problem associated second stage is solved by block coordinate descent method. As major salient feature, proposed does not rely on transformation second-stage single-level equivalent. consequence, bilinear terms involving dual variables or Lagrange multipliers do arise, thereby precluding use computationally expensive big-M-based linearization schemes. Thus, only computational effort reduced, but also typically overlooked case-dependent, nontrivial, time-consuming tuning bounding parameters for avoided. The applicability methodology confirmed numerical testing several benchmarks including case based Polish 2383-bus system, which well beyond capability methods available literature.