1. On the Solution of Large-Scale Robust Transmission Network Expansion Planning Under Uncertain Demand and Generation Capacity.
- Author
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Minguez, Roberto, Garcia-Bertrand, Raquel, Arroyo, Jose M., and Alguacil, Natalia
- Subjects
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ELECTRIC power transmission , *INDUSTRIAL expansion , *ELECTRIC power production forecasting , *ECONOMIC demand , *ROBUST optimization - Abstract
Two-stage robust optimization has emerged as a relevant approach to deal with uncertain demand and generation capacity in the transmission network expansion planning problem. Unfortunately, the solution of practical large-scale instances remains a challenge. In order to address this issue, this paper presents an alternative column-and-constraint generation algorithm wherein the max–min problem associated with the second stage is solved by a block coordinate descent method. As a major salient feature, the proposed approach does not rely on the transformation of the second-stage problem to a single-level equivalent. As a consequence, bilinear terms involving dual variables or Lagrange multipliers do not arise, thereby precluding the use of computationally expensive big-M-based linearization schemes. Thus, not only is the computational effort reduced, but also the typically overlooked case-dependent, nontrivial, and time-consuming tuning of bounding parameters for dual variables or Lagrange multipliers is avoided. The practical applicability of the proposed methodology is confirmed by numerical testing on several benchmarks including a case based on the Polish 2383-bus system, which is well beyond the capability of the robust methods available in the literature. [ABSTRACT FROM AUTHOR]
- Published
- 2018
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