IDEAS home Printed from https://ideas.repec.org/a/inm/orijoc/v34y2022i3p1531-1547.html
   My bibliography  Save this article

Building Load Control Using Distributionally Robust Chance-Constrained Programs with Right-Hand Side Uncertainty and the Risk-Adjustable Variants

Author

Listed:
  • Yiling Zhang

    (Department of Industrial and Systems Engineering, University of Minnesota, Minneapolis, Minnesota 55455)

  • Jin Dong

    (Electrification and Energy Infrastructures Division, Oak Ridge National Laboratory, Oak Ridge, Tennessee 37831)

Abstract

Aggregation of heating, ventilation, and air conditioning (HVAC) loads can provide reserves to absorb volatile renewable energy, especially solar photo-voltaic (PV) generation. In this paper, we decide HVAC control schedules under uncertain PV generation, using a distributionally robust chance-constrained (DRCC) building load control model under two typical ambiguity sets: the moment-based and Wasserstein ambiguity sets. We derive mixed integer linear programming (MILP) reformulations for DRCC problems under both sets. Especially, for the Wasserstein ambiguity set, we use the right-hand side (RHS) uncertainty to derive a more compact MILP reformulation than the commonly known MILP reformulations with big-M constants. All the results also apply to general individual chance constraints with RHS uncertainty. Furthermore, we propose an adjustable chance-constrained variant to achieve tradeoff between the operational risk and costs. We derive MILP reformulations under the Wasserstein ambiguity set and second-order conic programming (SOCP) reformulations under the moment-based set. Using real-world data, we conduct computational studies to demonstrate the efficiency of the solution approaches and the effectiveness of the solutions. Summary of Contribution: The problem studied in this paper is motivated by a building load control problem that uses the aggregation of heating, ventilation, and air conditioning (HVAC) loads as flexible reserves to absorb uncertain solar photovoltaic (PV) generation. The problem is formulated as distributionally robust chance-constrained (DRCC) programs with right-hand side (RHS) uncertainty. In addition, we propose a risk-adjustable variant of the DRCC programs, where the risk level, instead of being predetermined, is treated as a decision variable. The paper aims to provide tractable reformulations and solution algorithms for both the (general) DRCC and the (general) adjustable DRCC models with RHS uncertainty.

Suggested Citation

  • Yiling Zhang & Jin Dong, 2022. "Building Load Control Using Distributionally Robust Chance-Constrained Programs with Right-Hand Side Uncertainty and the Risk-Adjustable Variants," INFORMS Journal on Computing, INFORMS, vol. 34(3), pages 1531-1547, May.
  • Handle: RePEc:inm:orijoc:v:34:y:2022:i:3:p:1531-1547
    DOI: 10.1287/ijoc.2021.1152
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/ijoc.2021.1152
    Download Restriction: no

    File URL: https://libkey.io/10.1287/ijoc.2021.1152?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Insoon Yang, 2019. "Data-Driven Distributionally Robust Stochastic Control of Energy Storage for Wind Power Ramp Management Using the Wasserstein Metric," Energies, MDPI, vol. 12(23), pages 1-14, December.
    2. Cui, Borui & Fan, Cheng & Munk, Jeffrey & Mao, Ning & Xiao, Fu & Dong, Jin & Kuruganti, Teja, 2019. "A hybrid building thermal modeling approach for predicting temperatures in typical, detached, two-story houses," Applied Energy, Elsevier, vol. 236(C), pages 101-116.
    3. Kocaman, Ayse Selin & Ozyoruk, Emin & Taneja, Shantanu & Modi, Vijay, 2020. "A stochastic framework to evaluate the impact of agricultural load flexibility on the sizing of renewable energy systems," Renewable Energy, Elsevier, vol. 152(C), pages 1067-1078.
    4. Lejeune, Miguel A. & Shen, Siqian, 2016. "Multi-objective probabilistically constrained programs with variable risk: Models for multi-portfolio financial optimization," European Journal of Operational Research, Elsevier, vol. 252(2), pages 522-539.
    5. William H. Evers, 1967. "A New Model for Stochastic Linear Programming," Management Science, INFORMS, vol. 13(9), pages 680-693, May.
    6. Stinner, Sebastian & Huchtemann, Kristian & Müller, Dirk, 2016. "Quantifying the operational flexibility of building energy systems with thermal energy storages," Applied Energy, Elsevier, vol. 181(C), pages 140-154.
    7. Yin, Rongxin & Kara, Emre C. & Li, Yaping & DeForest, Nicholas & Wang, Ke & Yong, Taiyou & Stadler, Michael, 2016. "Quantifying flexibility of commercial and residential loads for demand response using setpoint changes," Applied Energy, Elsevier, vol. 177(C), pages 149-164.
    8. James E. Smith & Robert L. Winkler, 2006. "The Optimizer's Curse: Skepticism and Postdecision Surprise in Decision Analysis," Management Science, INFORMS, vol. 52(3), pages 311-322, March.
    9. Erick Delage & Yinyu Ye, 2010. "Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems," Operations Research, INFORMS, vol. 58(3), pages 595-612, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zhang, Mengling & Jiao, Zihao & Ran, Lun & Zhang, Yuli, 2023. "Optimal energy and reserve scheduling in a renewable-dominant power system," Omega, Elsevier, vol. 118(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Chen, Yongbao & Chen, Zhe & Xu, Peng & Li, Weilin & Sha, Huajing & Yang, Zhiwei & Li, Guowen & Hu, Chonghe, 2019. "Quantification of electricity flexibility in demand response: Office building case study," Energy, Elsevier, vol. 188(C).
    2. Shunichi Ohmori, 2021. "A Predictive Prescription Using Minimum Volume k -Nearest Neighbor Enclosing Ellipsoid and Robust Optimization," Mathematics, MDPI, vol. 9(2), pages 1-16, January.
    3. Awan, Muhammad Bilal & Sun, Yongjun & Lin, Wenye & Ma, Zhenjun, 2023. "A framework to formulate and aggregate performance indicators to quantify building energy flexibility," Applied Energy, Elsevier, vol. 349(C).
    4. Oliveira Panão, Marta J.N. & Mateus, Nuno M. & Carrilho da Graça, G., 2019. "Measured and modeled performance of internal mass as a thermal energy battery for energy flexible residential buildings," Applied Energy, Elsevier, vol. 239(C), pages 252-267.
    5. Shehadeh, Karmel S. & Cohn, Amy E.M. & Jiang, Ruiwei, 2020. "A distributionally robust optimization approach for outpatient colonoscopy scheduling," European Journal of Operational Research, Elsevier, vol. 283(2), pages 549-561.
    6. Li, Han & Johra, Hicham & de Andrade Pereira, Flavia & Hong, Tianzhen & Le Dréau, Jérôme & Maturo, Anthony & Wei, Mingjun & Liu, Yapan & Saberi-Derakhtenjani, Ali & Nagy, Zoltan & Marszal-Pomianowska,, 2023. "Data-driven key performance indicators and datasets for building energy flexibility: A review and perspectives," Applied Energy, Elsevier, vol. 343(C).
    7. Marla, Lavanya & Rikun, Alexander & Stauffer, Gautier & Pratsini, Eleni, 2020. "Robust modeling and planning: Insights from three industrial applications," Operations Research Perspectives, Elsevier, vol. 7(C).
    8. Monika Hall & Achim Geissler, 2020. "Load Control by Demand Side Management to Support Grid Stability in Building Clusters," Energies, MDPI, vol. 13(19), pages 1-15, October.
    9. Georgia Perakis & Melvyn Sim & Qinshen Tang & Peng Xiong, 2023. "Robust Pricing and Production with Information Partitioning and Adaptation," Management Science, INFORMS, vol. 69(3), pages 1398-1419, March.
    10. Pang, Simian & Zheng, Zixuan & Xiao, Xianyong & Huang, Chunjun & Zhang, Shu & Li, Jie & Zong, Yi & You, Shi, 2022. "Collaborative power tracking method of diversified thermal loads for optimal demand response: A MILP-Based decomposition algorithm," Applied Energy, Elsevier, vol. 327(C).
    11. Maximilian Blesch & Philipp Eisenhauer, 2023. "Robust Decision-Making under Risk and Ambiguity," Rationality and Competition Discussion Paper Series 463, CRC TRR 190 Rationality and Competition.
    12. Bampoulas, Adamantios & Pallonetto, Fabiano & Mangina, Eleni & Finn, Donal P., 2022. "An ensemble learning-based framework for assessing the energy flexibility of residential buildings with multicomponent energy systems," Applied Energy, Elsevier, vol. 315(C).
    13. Zhu, Jie & Niu, Jide & Tian, Zhe & Zhou, Ruoyu & Ye, Chuang, 2022. "Rapid quantification of demand response potential of building HAVC system via data-driven model," Applied Energy, Elsevier, vol. 325(C).
    14. Tang, Hong & Wang, Shengwei & Li, Hangxin, 2021. "Flexibility categorization, sources, capabilities and technologies for energy-flexible and grid-responsive buildings: State-of-the-art and future perspective," Energy, Elsevier, vol. 219(C).
    15. Erick Delage & Ahmed Saif, 2022. "The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems," INFORMS Journal on Computing, INFORMS, vol. 34(1), pages 333-353, January.
    16. Guopeng Song & Roel Leus, 2022. "Parallel Machine Scheduling Under Uncertainty: Models and Exact Algorithms," INFORMS Journal on Computing, INFORMS, vol. 34(6), pages 3059-3079, November.
    17. Ming Zhao & Nickolas Freeman & Kai Pan, 2023. "Robust Sourcing Under Multilevel Supply Risks: Analysis of Random Yield and Capacity," INFORMS Journal on Computing, INFORMS, vol. 35(1), pages 178-195, January.
    18. Aakil M. Caunhye & Douglas Alem, 2023. "Practicable robust stochastic optimization under divergence measures with an application to equitable humanitarian response planning," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 45(3), pages 759-806, September.
    19. Zhengjie You & Michel Zade & Babu Kumaran Nalini & Peter Tzscheutschler, 2021. "Flexibility Estimation of Residential Heat Pumps under Heat Demand Uncertainty," Energies, MDPI, vol. 14(18), pages 1-19, September.
    20. Wei Liu & Li Yang & Bo Yu, 2022. "Kernel density estimation based distributionally robust mean-CVaR portfolio optimization," Journal of Global Optimization, Springer, vol. 84(4), pages 1053-1077, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:orijoc:v:34:y:2022:i:3:p:1531-1547. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.