Comparing scenario reduction methods for stochastic transmission planning
Comparing scenario reduction methods for stochastic transmission planning
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DOI：
10.1049/iet-gtd.2018.6362
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发表时间：
2019-04
期刊：
影响因子：
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通讯作者：
Sangwook Park;Qingyu Xu;B. Hobbs
中科院分区：
文献类型：
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作者：
Sangwook Park;Qingyu Xu;B. Hobbs
政策、技术和经济上的不确定因素会影响电网加固的净效益，在规划时应予以考虑。随机优化可以提高传输计划的稳健性和预期性能，但由于考虑的场景越多，模型规模越大，因此计算密集。因此，在发现少量场景的同时仍能获取随机编程的好处的能力至关重要。在这项研究中，作者评估了几种有前景的情景抽样方法的性能。比较的标准包括简化情景的经济后果指数(朴素解决方案的预期成本)、第一阶段投资决策的变化以及最大遗憾。在西部电力协调委员会系统的十年规划中的应用结果表明，无论是基于距离的方法还是基于矩匹配概率的分层情景截面法选择的情景，解的效果都很好。特别是，对于这种应用，这些方法的结果非常类似于使用完整场景集从更大的模型获得的解决方案，并且令人惊讶的是，它们具有较低的最坏情况遗憾。因此，仔细的情景简化可以得到有用的模型，这些模型更容易求解，或者可以扩展以适应电力系统和市场的其他重要特征。
Policy, technology, and economic uncertainties affect the net benefits of grid reinforcements, and should be considered in planning. Stochastic optimisation can improve the robustness and expected performance of transmission plans, but is computationally intensive because model size grows as more scenarios are considered. Therefore, the ability to find a small number of scenarios while still capturing the benefits of stochastic programming is crucial. In this study, the authors evaluate the performance of several promising scenario sampling methods. Criteria for comparison include an index of the economic consequences of simplifying scenarios (the expected cost of naive solution), changes in first-stage investment decisions, and maximum regret. The results of an application to multidecadal planning of the Western Electricity Coordinating Council system show that solutions perform well when based on scenarios chosen by either a distance-based method or the stratified scenario section method with moment-matched probabilities. In particular, for this application, these methods' results closely resemble solutions obtained from a much larger model using the full scenario set, and surprisingly have a lower worst case regret. Thus, careful scenario reduction can result in useful models that are more easily solved or, alternatively, can be expanded to accommodate other important features of power systems and markets.