Distributionally Robust Joint Chance-Constrained Optimal Power Flow using Relative Entropy
Abstract
Designing robust algorithms for the optimal power flow (OPF) problem is critical for the control of large-scale power systems under uncertainty. The chance-constrained OPF (CCOPF) problem provides a natural formulation of the trade-off between the operating cost and the constraint satisfaction rate. In this work, we propose a new data-driven algorithm for the CCOPF problem, based on distributionally robust optimization (DRO). \revise{We show that the proposed reformulation of the distributionally robust chance constraints is exact, whereas other approaches in the CCOPF literature rely on conservative approximations. We establish out-of-sample robustness guarantees for the distributionally robust solution and prove that the solution is the most efficient among all approaches enjoying the same guarantees.} We apply the proposed algorithm to the the CCOPF problem and compare the performance of our approach with existing methods using simulations on IEEE benchmark power systems.
Cite
@article{arxiv.2501.03543,
title = {Distributionally Robust Joint Chance-Constrained Optimal Power Flow using Relative Entropy},
author = {Eli Brock and Haixiang Zhang and Javad Lavaei and Somayeh Sojoudi},
journal= {arXiv preprint arXiv:2501.03543},
year = {2025}
}