IDEAS home Printed from https://ideas.repec.org/a/spr/jglopt/v80y2021i4d10.1007_s10898-021-01041-y.html
   My bibliography  Save this article

Lagrangian relaxation based heuristics for a chance-constrained optimization model of a hybrid solar-battery storage system

Author

Listed:
  • Bismark Singh

    (Friedrich-Alexander-Universität Erlangen-Nürnberg
    Friedrich-Alexander-Universität Erlangen-Nürnberg)

  • Bernard Knueven

    (National Renewable Energy Laboratory)

Abstract

We develop a stochastic optimization model for scheduling a hybrid solar-battery storage system. Solar power in excess of the promise can be used to charge the battery, while power short of the promise is met by discharging the battery. We ensure reliable operations by using a joint chance constraint. Models with a few hundred scenarios are relatively tractable; for larger models, we demonstrate how a Lagrangian relaxation scheme provides improved results. To further accelerate the Lagrangian scheme, we embed the progressive hedging algorithm within the subgradient iterations of the Lagrangian relaxation. We investigate several enhancements of the progressive hedging algorithm, and find bundling of scenarios results in the best bounds. Finally, we provide a generalization for how our analysis extends to a microgrid with multiple batteries and photovoltaic generators.

Suggested Citation

  • Bismark Singh & Bernard Knueven, 2021. "Lagrangian relaxation based heuristics for a chance-constrained optimization model of a hybrid solar-battery storage system," Journal of Global Optimization, Springer, vol. 80(4), pages 965-989, August.
    • Handle: RePEc:spr:jglopt:v:80:y:2021:i:4:d:10.1007_s10898-021-01041-y
    DOI: 10.1007/s10898-021-01041-y
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10898-021-01041-y
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10898-021-01041-y?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
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Golestaneh, Faranak & Gooi, Hoay Beng & Pinson, Pierre, 2016. "Generation and evaluation of space–time trajectories of photovoltaic power," Applied Energy, Elsevier, vol. 176(C), pages 80-91.
    2. Jean-Paul Watson & David Woodruff, 2011. "Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems," Computational Management Science, Springer, vol. 8(4), pages 355-370, November.
    3. Zhou, Wei & Lou, Chengzhi & Li, Zhongshi & Lu, Lin & Yang, Hongxing, 2010. "Current status of research on optimum sizing of stand-alone hybrid solar-wind power generation systems," Applied Energy, Elsevier, vol. 87(2), pages 380-389, February.
    4. R. T. Rockafellar & Roger J.-B. Wets, 1991. "Scenarios and Policy Aggregation in Optimization Under Uncertainty," Mathematics of Operations Research, INFORMS, vol. 16(1), pages 119-147, February.
    5. Ma, Tao & Yang, Hongxing & Lu, Lin & Peng, Jinqing, 2014. "Technical feasibility study on a standalone hybrid solar-wind system with pumped hydro storage for a remote island in Hong Kong," Renewable Energy, Elsevier, vol. 69(C), pages 7-15.
    6. Jean-Paul Watson & Roger J-B Wets & David L. Woodruff, 2010. "Scalable Heuristics for a Class of Chance-Constrained Stochastic Programs," INFORMS Journal on Computing, INFORMS, vol. 22(4), pages 543-554, November.
    7. Bekele, Getachew & Palm, Björn, 2010. "Feasibility study for a standalone solar-wind-based hybrid energy system for application in Ethiopia," Applied Energy, Elsevier, vol. 87(2), pages 487-495, February.
    8. Parida, Bhubaneswari & Iniyan, S. & Goic, Ranko, 2011. "A review of solar photovoltaic technologies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 15(3), pages 1625-1636, April.
    9. Zhao, Bo & Zhang, Xuesong & Li, Peng & Wang, Ke & Xue, Meidong & Wang, Caisheng, 2014. "Optimal sizing, operating strategy and operational experience of a stand-alone microgrid on Dongfushan Island," Applied Energy, Elsevier, vol. 113(C), pages 1656-1666.
    10. Ould Bilal, B. & Sambou, V. & Ndiaye, P.A. & Kébé, C.M.F. & Ndongo, M., 2010. "Optimal design of a hybrid solar–wind-battery system using the minimization of the annualized cost system and the minimization of the loss of power supply probability (LPSP)," Renewable Energy, Elsevier, vol. 35(10), pages 2388-2390.
    11. Fernando Veliz & Jean-Paul Watson & Andres Weintraub & Roger Wets & David Woodruff, 2015. "Stochastic optimization models in forest planning: a progressive hedging solution approach," Annals of Operations Research, Springer, vol. 232(1), pages 259-274, September.
    12. Andrzej Ruszczyński & Alexander Shapiro, 2006. "Optimization of Convex Risk Functions," Mathematics of Operations Research, INFORMS, vol. 31(3), pages 433-452, August.
    13. Juan M. Morales & Antonio J. Conejo & Henrik Madsen & Pierre Pinson & Marco Zugno, 2014. "Integrating Renewables in Electricity Markets," International Series in Operations Research and Management Science, Springer, edition 127, number 978-1-4614-9411-9, September.
    14. Bhuiyan, M.M.H & Asgar, M.Ali & Mazumder, R.K & Hussain, M, 2000. "Economic evaluation of a stand-alone residential photovoltaic power system in Bangladesh," Renewable Energy, Elsevier, vol. 21(3), pages 403-410.
    15. Ma, Tao & Yang, Hongxing & Lu, Lin, 2014. "A feasibility study of a stand-alone hybrid solar–wind–battery system for a remote island," Applied Energy, Elsevier, vol. 121(C), pages 149-158.
    16. N. H. Agnew & R. A. Agnew & J. Rasmussen & K. R. Smith, 1969. "An Application of Chance Constrained Programming to Portfolio Selection in a Casualty Insurance Firm," Management Science, INFORMS, vol. 15(10), pages 512-520, June.
    17. Li, S. X., 1995. "An insurance and investment portfolio model using chance constrained programming," Omega, Elsevier, vol. 23(5), pages 577-585, October.
    18. Huan Xu & Constantine Caramanis & Shie Mannor, 2012. "Optimization Under Probabilistic Envelope Constraints," Operations Research, INFORMS, vol. 60(3), pages 682-699, 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. Tania Itzel Serrano-Arévalo & Javier Tovar-Facio & José María Ponce-Ortega, 2023. "Optimal Incorporation of Intermittent Renewable Energy Storage Units and Green Hydrogen Production in the Electrical Sector," Energies, MDPI, vol. 16(6), pages 1-25, March.

    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. Mahesh, Aeidapu & Sandhu, Kanwarjit Singh, 2015. "Hybrid wind/photovoltaic energy system developments: Critical review and findings," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 1135-1147.
    2. González, Arnau & Riba, Jordi-Roger & Rius, Antoni, 2016. "Combined heat and power design based on environmental and cost criteria," Energy, Elsevier, vol. 116(P1), pages 922-932.
    3. Das, Barun K. & Al-Abdeli, Yasir M. & Kothapalli, Ganesh, 2017. "Optimisation of stand-alone hybrid energy systems supplemented by combustion-based prime movers," Applied Energy, Elsevier, vol. 196(C), pages 18-33.
    4. González, Arnau & Riba, Jordi-Roger & Rius, Antoni & Puig, Rita, 2015. "Optimal sizing of a hybrid grid-connected photovoltaic and wind power system," Applied Energy, Elsevier, vol. 154(C), pages 752-762.
    5. Hu, Shaolong & Han, Chuanfeng & Dong, Zhijie Sasha & Meng, Lingpeng, 2019. "A multi-stage stochastic programming model for relief distribution considering the state of road network," Transportation Research Part B: Methodological, Elsevier, vol. 123(C), pages 64-87.
    6. Thomas, Dimitrios & Deblecker, Olivier & Ioakimidis, Christos S., 2016. "Optimal design and techno-economic analysis of an autonomous small isolated microgrid aiming at high RES penetration," Energy, Elsevier, vol. 116(P1), pages 364-379.
    7. William López-Castrillón & Héctor H. Sepúlveda & Cristian Mattar, 2021. "Off-Grid Hybrid Electrical Generation Systems in Remote Communities: Trends and Characteristics in Sustainability Solutions," Sustainability, MDPI, vol. 13(11), pages 1-29, May.
    8. Kuang, Yonghong & Zhang, Yongjun & Zhou, Bin & Li, Canbing & Cao, Yijia & Li, Lijuan & Zeng, Long, 2016. "A review of renewable energy utilization in islands," Renewable and Sustainable Energy Reviews, Elsevier, vol. 59(C), pages 504-513.
    9. Ma, Tao & Yang, Hongxing & Lu, Lin, 2014. "Solar photovoltaic system modeling and performance prediction," Renewable and Sustainable Energy Reviews, Elsevier, vol. 36(C), pages 304-315.
    10. Zhang, Hengxu & Cao, Yongji & Zhang, Yi & Terzija, Vladimir, 2018. "Quantitative synergy assessment of regional wind-solar energy resources based on MERRA reanalysis data," Applied Energy, Elsevier, vol. 216(C), pages 172-182.
    11. Ahadi, Amir & Kang, Sang-Kyun & Lee, Jang-Ho, 2016. "A novel approach for optimal combinations of wind, PV, and energy storage system in diesel-free isolated communities," Applied Energy, Elsevier, vol. 170(C), pages 101-115.
    12. Zhang, Dahai & Fan, Wei & Yang, Jing & Pan, Yiwen & Chen, Ying & Huang, Haocai & Chen, Jiawang, 2016. "Reviews of power supply and environmental energy conversions for artificial upwelling," Renewable and Sustainable Energy Reviews, Elsevier, vol. 56(C), pages 659-668.
    13. Zubi, Ghassan & Dufo-López, Rodolfo & Pasaoglu, Guzay & Pardo, Nicolás, 2016. "Techno-economic assessment of an off-grid PV system for developing regions to provide electricity for basic domestic needs: A 2020–2040 scenario," Applied Energy, Elsevier, vol. 176(C), pages 309-319.
    14. Javed, Muhammad Shahzad & Song, Aotian & Ma, Tao, 2019. "Techno-economic assessment of a stand-alone hybrid solar-wind-battery system for a remote island using genetic algorithm," Energy, Elsevier, vol. 176(C), pages 704-717.
    15. Yuansheng Huang & Lei Yang & Shijian Liu & Guangli Wang, 2018. "Cooperation between Two Micro-Grids Considering Power Exchange: An Optimal Sizing Approach Based on Collaborative Operation," Sustainability, MDPI, vol. 10(11), pages 1-21, November.
    16. Das, Barun K. & Hoque, Najmul & Mandal, Soumya & Pal, Tapas Kumar & Raihan, Md Abu, 2017. "A techno-economic feasibility of a stand-alone hybrid power generation for remote area application in Bangladesh," Energy, Elsevier, vol. 134(C), pages 775-788.
    17. Munir Husein & Hyung-Ju Kim & Il-Yop Chung, 2020. "The Impact of Policy and Technology Parameters on the Economics of Microgrids for Rural Electrification: A Case Study of Remote Communities in Bolivia," Energies, MDPI, vol. 13(4), pages 1-26, February.
    18. Arnau González & Jordi-Roger Riba & Antoni Rius, 2015. "Optimal Sizing of a Hybrid Grid-Connected Photovoltaic–Wind–Biomass Power System," Sustainability, MDPI, vol. 7(9), pages 1-20, September.
    19. Goel, Sonali & Sharma, Renu, 2017. "Performance evaluation of stand alone, grid connected and hybrid renewable energy systems for rural application: A comparative review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 78(C), pages 1378-1389.
    20. Erdinc, O. & Uzunoglu, M., 2012. "Optimum design of hybrid renewable energy systems: Overview of different approaches," Renewable and Sustainable Energy Reviews, Elsevier, vol. 16(3), pages 1412-1425.

    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:spr:jglopt:v:80:y:2021:i:4:d:10.1007_s10898-021-01041-y. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.