Two-Stage Robust Optimization Considering the Uncertainty of Sources and Loads in Virtual Power Plants

Virtual power plants (VPPs) aggregate controllable distributed power sources, distributed new energy sources, distributed energy storage devices, loads, and other resources. As the proportion of new energy in VPPs continues to rise, the impacts of the uncertainty of internal new energy output and lo...

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Main Authors: Shixun Qi, Duo Li, Liyong Hou, Haili Wang, Li Xin, Yaojie Jin, Yuanji Cai, Mingfei Ban
Format: Article
Language:English
Published: IEEE 2025-01-01
Series:IEEE Access
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Online Access:https://ieeexplore.ieee.org/document/11087958/
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author Shixun Qi
Duo Li
Liyong Hou
Haili Wang
Li Xin
Yaojie Jin
Yuanji Cai
Mingfei Ban
author_facet Shixun Qi
Duo Li
Liyong Hou
Haili Wang
Li Xin
Yaojie Jin
Yuanji Cai
Mingfei Ban
author_sort Shixun Qi
collection DOAJ
description Virtual power plants (VPPs) aggregate controllable distributed power sources, distributed new energy sources, distributed energy storage devices, loads, and other resources. As the proportion of new energy in VPPs continues to rise, the impacts of the uncertainty of internal new energy output and load have become increasingly significant, and the demand for flexible resources has also become more urgent. To address the challenges of system operation optimization and resource allocation caused by the integration of a large amount of renewable energy on the supply side of the energy system into VPPs and the flexible and changeable load on the demand side, this paper proposes a distributed robust optimization method that simultaneously considers the uncertainties of both the source and the load. First, regarding the uncertainties of wind power, photovoltaic output, and load, Monte Carlo scenario sampling and scenario reduction methods are employed to depict the typical scenarios of uncertainty, thereby determining the output interval ranges of wind power, photovoltaic, and load. On this basis, considering the uncertainties of renewable energy and load in multiple VPPs simultaneously, a distributed two-stage robust optimization model based on the min-max-min structure is established to obtain the optimal dispatching scheme for VPP operating costs under the most extreme scenarios. The model takes into account system power balance and output power constraints, demand response load constraints, and the interaction constraints of multiple VPPs. The uncertainty in VPPs is handled through an adjustable uncertainty control factor. Subsequently, the Benders decomposition algorithm is used to split the model into a master problem and a subproblem. Combining the duality theory, KKT conditions, and the Big-M method, the inner layer max-min optimization problem is transformed into a mixed integer linear programming problem. Finally, numerical simulations verify the correctness and effectiveness of the proposed model, as well as the positive role of this model in the economic and low-cost operation of VPPs when considering capacity configuration.
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spelling doaj-art-b41f2e5f94544f42be0c9a42880a6cff2025-08-20T02:47:39ZengIEEEIEEE Access2169-35362025-01-011313215513216910.1109/ACCESS.2025.359145911087958Two-Stage Robust Optimization Considering the Uncertainty of Sources and Loads in Virtual Power PlantsShixun Qi0Duo Li1Liyong Hou2Haili Wang3Li Xin4Yaojie Jin5Yuanji Cai6Mingfei Ban7https://orcid.org/0000-0003-0702-8295Inner Mongolia Power Trading Center Company Ltd., Hohhot, ChinaInner Mongolia Power Trading Center Company Ltd., Hohhot, ChinaInner Mongolia Power Trading Center Company Ltd., Hohhot, ChinaInner Mongolia Power Trading Center Company Ltd., Hohhot, ChinaInner Mongolia Power Trading Center Company Ltd., Hohhot, ChinaInner Mongolia Power Trading Center Company Ltd., Hohhot, ChinaSichuan Energy Internet Research Institute, Tsinghua University, Chengdu, ChinaSchool of Computer and Control Engineering, Northeast Forestry University, Harbin, ChinaVirtual power plants (VPPs) aggregate controllable distributed power sources, distributed new energy sources, distributed energy storage devices, loads, and other resources. As the proportion of new energy in VPPs continues to rise, the impacts of the uncertainty of internal new energy output and load have become increasingly significant, and the demand for flexible resources has also become more urgent. To address the challenges of system operation optimization and resource allocation caused by the integration of a large amount of renewable energy on the supply side of the energy system into VPPs and the flexible and changeable load on the demand side, this paper proposes a distributed robust optimization method that simultaneously considers the uncertainties of both the source and the load. First, regarding the uncertainties of wind power, photovoltaic output, and load, Monte Carlo scenario sampling and scenario reduction methods are employed to depict the typical scenarios of uncertainty, thereby determining the output interval ranges of wind power, photovoltaic, and load. On this basis, considering the uncertainties of renewable energy and load in multiple VPPs simultaneously, a distributed two-stage robust optimization model based on the min-max-min structure is established to obtain the optimal dispatching scheme for VPP operating costs under the most extreme scenarios. The model takes into account system power balance and output power constraints, demand response load constraints, and the interaction constraints of multiple VPPs. The uncertainty in VPPs is handled through an adjustable uncertainty control factor. Subsequently, the Benders decomposition algorithm is used to split the model into a master problem and a subproblem. Combining the duality theory, KKT conditions, and the Big-M method, the inner layer max-min optimization problem is transformed into a mixed integer linear programming problem. Finally, numerical simulations verify the correctness and effectiveness of the proposed model, as well as the positive role of this model in the economic and low-cost operation of VPPs when considering capacity configuration.https://ieeexplore.ieee.org/document/11087958/Virtual power plantdistributed two-stage robust optimizationbenders algorithmuncertaintyduality theory
spellingShingle Shixun Qi
Duo Li
Liyong Hou
Haili Wang
Li Xin
Yaojie Jin
Yuanji Cai
Mingfei Ban
Two-Stage Robust Optimization Considering the Uncertainty of Sources and Loads in Virtual Power Plants
IEEE Access
Virtual power plant
distributed two-stage robust optimization
benders algorithm
uncertainty
duality theory
title Two-Stage Robust Optimization Considering the Uncertainty of Sources and Loads in Virtual Power Plants
title_full Two-Stage Robust Optimization Considering the Uncertainty of Sources and Loads in Virtual Power Plants
title_fullStr Two-Stage Robust Optimization Considering the Uncertainty of Sources and Loads in Virtual Power Plants
title_full_unstemmed Two-Stage Robust Optimization Considering the Uncertainty of Sources and Loads in Virtual Power Plants
title_short Two-Stage Robust Optimization Considering the Uncertainty of Sources and Loads in Virtual Power Plants
title_sort two stage robust optimization considering the uncertainty of sources and loads in virtual power plants
topic Virtual power plant
distributed two-stage robust optimization
benders algorithm
uncertainty
duality theory
url https://ieeexplore.ieee.org/document/11087958/
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