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Piecewise Affine Recourse Policies for Optimal Power Flow


P. Beuchat

Master Thesis, HS13 (10293)

This thesis is focused on applying piecewise affine reserve recourse policies to power systems with a high proportion of in-feed from intermittent renewable sources. The uncertainty set, describing the range of measurable prediction errors possible for the intermittent in-feed, is assumed to be given and is handled using robust optimisation. Each dimension of the uncertainty set is split into a finite number of pieces and the piecewise affine policy is allowed to react differently to each piece. The theory is first given for segregated policies, where each uncertainty dimension is split into 2 pieces about zero. The theory is then extended to general piecewise affine policies. The complication of expressing the uncertainty set after splitting up each dimension is handled by using an outer approximation of the piecewise uncertainty set and enforcing robustness to the outer approximation. The complexity of the optimisation problem formulated, to obtain the coefficients of the piecewise affine policy, is linear in the number of pieces. The segregated and piecewise affine policies are compared to affine (1-piece) policies where costs are expressed as an increase over the deterministic case of "perfect prediction" information. For the system considered the segregated policies achieved an average cost reduction, compared to the affine policies, of greater than 80%, and it was indicated that using a sufficient number of pieces in the policy was more important than choosing the "best" split points.


Type of Publication:

(12)Diploma/Master Thesis

J. Warrington

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% Autogenerated BibTeX entry
@PhdThesis { Xxx:2014:IFA_4767
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