This paper describes the application of a Progressive Hedging (PH) algorithm to the least-cost var planning under uncertainty. The method PH is a scenario-based decomposition technique for solving stochastic programs, i.e., it decomposes a large scale stochastic problem into s deterministic subproblems and couples the decision from the s subproblems to form a solution for the original stochastic problem. The effectiveness and computational performance of the proposed methodology will be illustrated with var planning studies for the IEEE 24-bus system (5 operating scenarios), the 200-bus Bolivian system (1,152 operating scenarios) and the 1,600-bus Colombian system (180 scenarios).
@article{arxiv.2004.08466,
title = {Application of Progressive Hedging to Var Expansion Planning Under Uncertainty},
author = {Igor Carvalho and Tiago Andrade and Joaquim Dias Garcia and Maria de Lujan Latorre},
journal= {arXiv preprint arXiv:2004.08466},
year = {2020}
}