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Center for Nonlinear Studies |
Optimal power flow (OPF) is an optimization problem solved in real time over a large geographic region which is used to to fix generation levels and set energy prices. Formulations used in practice are deterministic and cannot properly account for uncertainties, which include increasingly significant production from renewable sources like wind. We present a mathematical formulation and accompanying software for taking into account uncertainties by imposing the constraint that physical limits are satisfied with high probability under the worse-case distribution of the uncertainties. We discuss possible extensions to nonlinear formulations for power flow, reviewing some recent theoretical developments on the tractability of uncertainty sets in nonlinear optimization.
Host: Russell Bent