A Two-Stage Robust Optimization Method Based on the Expected Scenario for Islanded Microgrid Energy Management

Abstract

One of the main challenges in microgrid system energy management is dealing with uncertainties such as the power output from renewable energy sources. The classic two-stage robust optimization (C-TSRO) method was proposed to cope with these uncertainties. However, this method is oriented to the worst-case scenario and is therefore somewhat conservative. In this study, focusing on the energy management of a typical islanded microgrid and considering uncertainties such as the power output of renewable energy sources and the power demand of loads, an expected-scenario-oriented two-stage robust optimization (E-TSRO) method is proposed to alleviate the conservative tendency of the C-TSRO method because the E-TSRO method chooses to optimize the system cost according to the expected scenario instead, while ensuring the feasibility of the first-stage variables for all possible scenarios, including the worst case. According to the structural characteristics of the proposed model based on the E-TSRO method, a column-and-constraint generation (C & CG) algorithm is utilized to solve the proposed model. Finally, the effectiveness of the E-TSRO model and the solution algorithm are analysed and validated through a series of experiments, thus obtaining some important conclusions, i.e., the economic efficiency of system operation can be improved at about 6.7% in comparison with the C-TSRO results.