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In this paper, an optimization problem with uncertain objective function coefficients is considered. The uncertainty is specified by providing a discrete scenario set, containing possible realizations of the objective function coefficients.…

Data Structures and Algorithms · Computer Science 2023-03-10 Marc Goerigk , Romain Guillaume , Adam Kasperski , Paweł Zieliński

In many parts of the world, electric power systems have seen a significant shift towards generation from renewable energy and natural gas. Because of their ability to flexibly adjust power generation in real time, gas-fired power plants are…

Systems and Control · Electrical Eng. & Systems 2020-06-26 Line A. Roald , Kaarthik Sundar , Anatoly Zlotnik , Sidhant Misra , Göran Andersson

This paper proposes a reformulation of the scenario-based two-stage unit commitment problem under uncertainty that allows finding unit-commitment plans that perform reasonably well both in expectation and for the worst case realization of…

Optimization and Control · Mathematics 2016-06-21 Ignacio Blanco , Juan M. Morales

The increase of renewables in the grid and the volatility of the load create uncertainties in the day-ahead prices of electricity markets. Adaptive robust optimization (ARO) and stochastic optimization have been used to make commitment and…

Optimization and Control · Mathematics 2023-09-18 Dimitris Bertsimas , Angelos G. Koulouras

Electric grid faults can cause catastrophic wildfires, particularly in regions with high winds and low humidity. In real-time operations, electric utilities are often left with few options for wildfire risk mitigation, leading to use of…

Systems and Control · Electrical Eng. & Systems 2020-11-17 Noah Rhodes , Lewis Ntaimo , Line Roald

Short-term probabilistic wind power forecasting can provide critical quantified uncertainty information of wind generation for power system operation and control. As the complicated characteristics of wind power prediction error, it would…

Machine Learning · Computer Science 2017-02-14 You Lin , Ming Yang , Can Wan , Jianhui Wang , Yonghua Song

In this paper a class of discrete optimization problems with uncertain costs is discussed. The uncertainty is modeled by introducing a scenario set containing a finite number of cost scenarios. A probability distribution in the scenario set…

Data Structures and Algorithms · Computer Science 2015-10-09 Adam Kasperski , Pawel Zielinski

The deployment of distributed energy resource (DER) devices plays a critical role in distribution grids, offering multiple value streams, including decarbonization, provision of ancillary services, non-wire alternatives, and enhanced grid…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Yiyuan Pan , Yiheng Xie , Steven Low

Uncertainty analysis in the form of probabilistic forecasting can provide significant improvements in decision-making processes in the smart power grid for better integrating renewable energies such as wind. Whereas point forecasting…

Machine Learning · Statistics 2018-03-30 Kostas Hatalis , Shalinee Kishore , Katya Scheinberg , Alberto Lamadrid

In recent years, electricity generation has been responsible for more than a quarter of the greenhouse gas emissions in the US. Integrating a significant amount of renewables into a power grid is probably the most accessible way to reduce…

The transmission-constrained unit commitment (TC-UC) problem is one of the most relevant problems solved by independent system operators for the daily operation of power systems. Given its computational complexity, this problem is usually…

Optimization and Control · Mathematics 2020-01-27 Salvador Pineda , Juan Miguel Morales , Asunción Jiménez-Cordero

The issue of the accuracy of wind speed/power forecasts is becoming more and more important as wind power production continues to increase year after year. Having accurate forecasts for the energy market clashes with intrinsic difficulties…

Atmospheric and Oceanic Physics · Physics 2022-06-23 Gabriele Casciaro , Francesco Ferrari , Mattia Cavaiola , Andrea Mazzino

Solving problems related to planning and operations of large-scale power systems is challenging on classical computers due to their inherent nature as mixed-integer and nonlinear problems. Quantum computing provides new avenues to approach…

Quantum Physics · Physics 2025-05-02 Willie Aboumrad , Phani R V Marthi , Suman Debnath , Martin Roetteler , Evgeny Epifanovsky

Implementing economy-wide decarbonization strategies based on decarbonizing the power grid via variable renewable energy (VRE) expansion and electrification of end-uses requires new approaches for energy infrastructure planning that…

Systems and Control · Electrical Eng. & Systems 2025-09-11 Rahman Khorramfar , Dharik Mallapragada , Saurabh Amin

Electric utilities must make massive capital investments in the coming years to respond to explosive growth in demand, aging assets and rising threats from extreme weather. Utilities today already have rigorous frameworks for capital…

Artificial Intelligence · Computer Science 2026-04-06 Emma Benjaminson

In this paper, we consider a chance-constrained formulation of the optimal power flow problem to handle uncertainties resulting from renewable generation and load variability. We propose a tuning method that iterates between solving an…

Optimization and Control · Mathematics 2020-05-28 Ashley M. Hou , Line A. Roald

This paper introduces a new approach to quantify the impact of forward propagated demand and weather uncertainty on power system planning and operation models. Recent studies indicate that such sampling uncertainty, originating from demand…

Applications · Statistics 2020-11-17 Adriaan P Hilbers , David J Brayshaw , Axel Gandy

In this paper, we develop a distributionally robust chance-constrained formulation of the Optimal Power Flow problem (OPF) whereby the system operator can leverage contextual information. For this purpose, we exploit an ambiguity set based…

Optimization and Control · Mathematics 2022-10-05 Adrián Esteban-Pérez , Juan M. Morales

Seasonal climate variations affect electricity demand, which in turn affects month-to-month electricity planning and operations. Electricity system planning at the monthly timescale can be improved by adapting climate forecasts to estimate…

Systems and Control · Electrical Eng. & Systems 2019-11-12 A. R. de Queiroz , D. Mulcahy , A. Sankarasubramanian , J. P. Deane , G. Mahinthakumar , N. Lu , J. F. DeCarolis

Chance constrained optimal power flow (OPF) has been recognized as a promising framework to manage the risk from variable renewable energy (VRE). In presence of VRE uncertainties, this paper discusses a distributionally robust chance…

Optimization and Control · Mathematics 2018-05-01 Chao Duan , Wanliang Fang , Lin Jiang , Li Yao , Jun Liu