IDEAS home Printed from https://ideas.repec.org/a/eee/energy/v67y2014icp186-199.html
   My bibliography  Save this article

An inexact two-stage stochastic robust programming for residential micro-grid management-based on random demand

Author

Listed:
  • Ji, L.
  • Niu, D.X.
  • Huang, G.H.

Abstract

In this paper a stochastic robust optimization problem of residential micro-grid energy management is presented. Combined cooling, heating and electricity technology (CCHP) is introduced to satisfy various energy demands. Two-stage programming is utilized to find the optimal installed capacity investment and operation control of CCHP (combined cooling heating and power). Moreover, interval programming and robust stochastic optimization methods are exploited to gain interval robust solutions under different robustness levels which are feasible for uncertain data. The obtained results can help micro-grid managers minimizing the investment and operation cost with lower system failure risk when facing fluctuant energy market and uncertain technology parameters. The different robustness levels reflect the risk preference of micro-grid manager. The proposed approach is applied to residential area energy management in North China. Detailed computational results under different robustness level are presented and analyzed for providing investment decision and operation strategies.

Suggested Citation

  • Ji, L. & Niu, D.X. & Huang, G.H., 2014. "An inexact two-stage stochastic robust programming for residential micro-grid management-based on random demand," Energy, Elsevier, vol. 67(C), pages 186-199.
    • Handle: RePEc:eee:energy:v:67:y:2014:i:c:p:186-199
    DOI: 10.1016/j.energy.2014.01.099
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0360544214001212
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.energy.2014.01.099?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. Dong, C. & Huang, G.H. & Cai, Y.P. & Xu, Y., 2011. "An interval-parameter minimax regret programming approach for power management systems planning under uncertainty," Applied Energy, Elsevier, vol. 88(8), pages 2835-2845, August.
    2. Maqsood, Imran & Huang, Guo H. & Scott Yeomans, Julian, 2005. "An interval-parameter fuzzy two-stage stochastic program for water resources management under uncertainty," European Journal of Operational Research, Elsevier, vol. 167(1), pages 208-225, November.
    3. Al-Mayyahi, Mohmmad A. & Hoadley, Andrew F.A. & Rangaiah, G.P., 2013. "A novel graphical approach to target CO2 emissions for energy resource planning and utility system optimization," Applied Energy, Elsevier, vol. 104(C), pages 783-790.
    4. Bale, Catherine S.E. & Foxon, Timothy J. & Hannon, Matthew J. & Gale, William F., 2012. "Strategic energy planning within local authorities in the UK: A study of the city of Leeds," Energy Policy, Elsevier, vol. 48(C), pages 242-251.
    5. Tan, Q. & Huang, G.H. & Cai, Y.P., 2011. "Radial interval chance-constrained programming for agricultural non-point source water pollution control under uncertainty," Agricultural Water Management, Elsevier, vol. 98(10), pages 1595-1606, August.
    6. Arcuri, P. & Florio, G. & Fragiacomo, P., 2007. "A mixed integer programming model for optimal design of trigeneration in a hospital complex," Energy, Elsevier, vol. 32(8), pages 1430-1447.
    7. Yu, Chian-Son & Li, Han-Lin, 2000. "A robust optimization model for stochastic logistic problems," International Journal of Production Economics, Elsevier, vol. 64(1-3), pages 385-397, March.
    8. Chen, Yen-Haw & Lu, Su-Ying & Chang, Yung-Ruei & Lee, Ta-Tung & Hu, Ming-Che, 2013. "Economic analysis and optimal energy management models for microgrid systems: A case study in Taiwan," Applied Energy, Elsevier, vol. 103(C), pages 145-154.
    9. Motevasel, Mehdi & Seifi, Ali Reza & Niknam, Taher, 2013. "Multi-objective energy management of CHP (combined heat and power)-based micro-grid," Energy, Elsevier, vol. 51(C), pages 123-136.
    10. Lund, Henrik & Clark, Woodrow W., 2002. "Management of fluctuations in wind power and CHP comparing two possible Danish strategies," Energy, Elsevier, vol. 27(5), pages 471-483.
    11. Vazhayil, Joy P. & Balasubramanian, R., 2013. "Optimization of India's power sector strategies using weight-restricted stochastic data envelopment analysis," Energy Policy, Elsevier, vol. 56(C), pages 456-465.
    12. Yeo, In-Ae & Yoon, Seong-Hwan & Yee, Jurng-Jae, 2013. "Development of an Environment and energy Geographical Information System (E-GIS) construction model to support environmentally friendly urban planning," Applied Energy, Elsevier, vol. 104(C), pages 723-739.
    13. Wu, Jing-yi & Wang, Jia-long & Li, Sheng, 2012. "Multi-objective optimal operation strategy study of micro-CCHP system," Energy, Elsevier, vol. 48(1), pages 472-483.
    14. Birge, John R. & Louveaux, Francois V., 1988. "A multicut algorithm for two-stage stochastic linear programs," European Journal of Operational Research, Elsevier, vol. 34(3), pages 384-392, March.
    15. Niknam, Taher & Golestaneh, Faranak & Shafiei, Mehdi, 2013. "Probabilistic energy management of a renewable microgrid with hydrogen storage using self-adaptive charge search algorithm," Energy, Elsevier, vol. 49(C), pages 252-267.
    16. Cai, Y.P. & Huang, G.H. & Tan, Q. & Chen, B., 2011. "Identification of optimal strategies for improving eco-resilience to floods in ecologically vulnerable regions of a wetland," Ecological Modelling, Elsevier, vol. 222(2), pages 360-369.
    17. Moradi, Mohammad H. & Hajinazari, Mehdi & Jamasb, Shahriar & Paripour, Mahmoud, 2013. "An energy management system (EMS) strategy for combined heat and power (CHP) systems based on a hybrid optimization method employing fuzzy programming," Energy, Elsevier, vol. 49(C), pages 86-101.
    18. Mehleri, Eugenia D. & Sarimveis, Haralambos & Markatos, Nikolaos C. & Papageorgiou, Lazaros G., 2012. "A mathematical programming approach for optimal design of distributed energy systems at the neighbourhood level," Energy, Elsevier, vol. 44(1), pages 96-104.
    19. Klaassen, R.E. & Patel, M.K., 2013. "District heating in the Netherlands today: A techno-economic assessment for NGCC-CHP (Natural Gas Combined Cycle combined heat and power)," Energy, Elsevier, vol. 54(C), pages 63-73.
    20. Cai, Y.P. & Huang, G.H. & Yang, Z.F. & Tan, Q., 2009. "Identification of optimal strategies for energy management systems planning under multiple uncertainties," Applied Energy, Elsevier, vol. 86(4), pages 480-495, April.
    21. Zhou, Zhe & Zhang, Jianyun & Liu, Pei & Li, Zheng & Georgiadis, Michael C. & Pistikopoulos, Efstratios N., 2013. "A two-stage stochastic programming model for the optimal design of distributed energy systems," Applied Energy, Elsevier, vol. 103(C), pages 135-144.
    22. Xie, Y.L. & Li, Y.P. & Huang, G.H. & Li, Y.F., 2010. "An interval fixed-mix stochastic programming method for greenhouse gas mitigation in energy systems under uncertainty," Energy, Elsevier, vol. 35(12), pages 4627-4644.
    23. John M. Mulvey & Robert J. Vanderbei & Stavros A. Zenios, 1995. "Robust Optimization of Large-Scale Systems," Operations Research, INFORMS, vol. 43(2), pages 264-281, April.
    24. Dong, C. & Huang, G.H. & Cai, Y.P. & Liu, Y., 2012. "An inexact optimization modeling approach for supporting energy systems planning and air pollution mitigation in Beijing city," Energy, Elsevier, vol. 37(1), pages 673-688.
    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. Akbari, Kaveh & Jolai, Fariborz & Ghaderi, Seyed Farid, 2016. "Optimal design of distributed energy system in a neighborhood under uncertainty," Energy, Elsevier, vol. 116(P1), pages 567-582.
    2. Ji, Ling & Huang, Guo-He & Huang, Lu-Cheng & Xie, Yu-Lei & Niu, Dong-Xiao, 2016. "Inexact stochastic risk-aversion optimal day-ahead dispatch model for electricity system management with wind power under uncertainty," Energy, Elsevier, vol. 109(C), pages 920-932.
    3. Karan, Ebrahim & Asadi, Somayeh & Ntaimo, Lewis, 2016. "A stochastic optimization approach to reduce greenhouse gas emissions from buildings and transportation," Energy, Elsevier, vol. 106(C), pages 367-377.
    4. Si, Fangyuan & Han, Yinghua & Zhao, Qiang & Wang, Jinkuan, 2020. "Cost-effective operation of the urban energy system with variable supply and demand via coordination of multi-energy flows," Energy, Elsevier, vol. 203(C).
    5. Guan, Zhimin & Lu, Chunyan & Li, Yiming & Wang, Jiangjiang, 2023. "Chance-constrained optimization of hybrid solar combined cooling, heating and power system considering energetic, economic, environmental, and flexible performances," Renewable Energy, Elsevier, vol. 212(C), pages 908-920.
    6. Fu, D.Z. & Zheng, Z.Y. & Shi, H.B. & Xiao, Rui & Huang, G.H. & Li, Y.P., 2017. "A multi-fuel management model for a community-level district heating system under multiple uncertainties," Energy, Elsevier, vol. 128(C), pages 337-356.
    7. Azzopardi, Brian & Gabriel-Buenaventura, Alejandro, 2014. "Feasibility assessment for high penetration of distributed photovoltaics based on net demand planning," Energy, Elsevier, vol. 76(C), pages 233-240.
    8. Ying Chen & Krystel K. Castillo-Villar & Bing Dong, 2021. "Stochastic control of a micro-grid using battery energy storage in solar-powered buildings," Annals of Operations Research, Springer, vol. 303(1), pages 197-216, August.
    9. Arasteh, Hamidreza & Sepasian, Mohammad Sadegh & Vahidinasab, Vahid, 2016. "An aggregated model for coordinated planning and reconfiguration of electric distribution networks," Energy, Elsevier, vol. 94(C), pages 786-798.
    10. Huang, Yun-Hsun & Wu, Jung-Hua & Hsu, Yu-Ju, 2016. "Two-stage stochastic programming model for the regional-scale electricity planning under demand uncertainty," Energy, Elsevier, vol. 116(P1), pages 1145-1157.
    11. de la Hoz, Jordi & Martín, Helena & Alonso, Alex & Carolina Luna, Adriana & Matas, José & Vasquez, Juan C. & Guerrero, Josep M., 2019. "Regulatory-framework-embedded energy management system for microgrids: The case study of the Spanish self-consumption scheme," Applied Energy, Elsevier, vol. 251(C), pages 1-1.
    12. Wang, Yuwei & Tang, Liu & Yang, Yuanjuan & Sun, Wei & Zhao, Huiru, 2020. "A stochastic-robust coordinated optimization model for CCHP micro-grid considering multi-energy operation and power trading with electricity markets under uncertainties," Energy, Elsevier, vol. 198(C).
    13. Ji, Ling & Huang, Guo-He & Xie, Yu-Lei & Niu, Dong-Xiao & Song, Yi-Hang, 2017. "Explicit cost-risk tradeoff for renewable portfolio standard constrained regional power system expansion: A case study of Guangdong Province, China," Energy, Elsevier, vol. 131(C), pages 125-136.
    14. Yuwei Wang & Yuanjuan Yang & Liu Tang & Wei Sun & Huiru Zhao, 2019. "A Stochastic-CVaR Optimization Model for CCHP Micro-Grid Operation with Consideration of Electricity Market, Wind Power Accommodation and Multiple Demand Response Programs," Energies, MDPI, vol. 12(20), pages 1-33, October.
    15. Mavromatidis, Georgios & Orehounig, Kristina & Carmeliet, Jan, 2018. "A review of uncertainty characterisation approaches for the optimal design of distributed energy systems," Renewable and Sustainable Energy Reviews, Elsevier, vol. 88(C), pages 258-277.
    16. Majewski, Dinah Elena & Lampe, Matthias & Voll, Philip & Bardow, André, 2017. "TRusT: A Two-stage Robustness Trade-off approach for the design of decentralized energy supply systems," Energy, Elsevier, vol. 118(C), pages 590-599.
    17. Jixian Cui & Chenghao Liao & Ling Ji & Yulei Xie & Yangping Yu & Jianguang Yin, 2021. "A Short-Term Hybrid Energy System Robust Optimization Model for Regional Electric-Power Capacity Development Planning under Different Pollutant Control Pressures," Sustainability, MDPI, vol. 13(20), pages 1-20, October.
    18. Mo, Qiu & Liu, Fang, 2020. "Modeling and optimization for distributed microgrid based on Modelica language," Applied Energy, Elsevier, vol. 279(C).
    19. Huiru Zhao & Hao Lu & Xuejie Wang & Bingkang Li & Yuwei Wang & Pei Liu & Zhao Ma, 2020. "Research on Comprehensive Value of Electrical Energy Storage in CCHP Microgrid with Renewable Energy Based on Robust Optimization," Energies, MDPI, vol. 13(24), pages 1-22, December.
    20. Kia, M. & Shafiekhani, M. & Arasteh, H. & Hashemi, S.M. & Shafie-khah, M. & Catalão, J.P.S., 2020. "Short-term operation of microgrids with thermal and electrical loads under different uncertainties using information gap decision theory," Energy, Elsevier, vol. 208(C).
    21. Ji, Ling & Zhang, Bei-Bei & Huang, Guo-He & Xie, Yu-Lei & Niu, Dong-Xiao, 2018. "Explicit cost-risk tradeoff for optimal energy management in CCHP microgrid system under fuzzy-risk preferences," Energy Economics, Elsevier, vol. 70(C), pages 525-535.

    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. Xie, Y.L. & Huang, G.H. & Li, W. & Ji, L., 2014. "Carbon and air pollutants constrained energy planning for clean power generation with a robust optimization model—A case study of Jining City, China," Applied Energy, Elsevier, vol. 136(C), pages 150-167.
    2. Ji, Ling & Huang, Guo-He & Huang, Lu-Cheng & Xie, Yu-Lei & Niu, Dong-Xiao, 2016. "Inexact stochastic risk-aversion optimal day-ahead dispatch model for electricity system management with wind power under uncertainty," Energy, Elsevier, vol. 109(C), pages 920-932.
    3. Piao, M.J. & Li, Y.P. & Huang, G.H. & Nie, S., 2015. "Risk analysis for Shanghai's electric power system under multiple uncertainties," Energy, Elsevier, vol. 87(C), pages 104-119.
    4. Xie, Y.L. & Xia, D.H. & Ji, L. & Zhou, W.N. & Huang, G.H., 2017. "An inexact cost-risk balanced model for regional energy structure adjustment management and resources environmental effect analysis-a case study of Shandong province, China," Energy, Elsevier, vol. 126(C), pages 374-391.
    5. Elsied, Moataz & Oukaour, Amrane & Gualous, Hamid & Hassan, Radwan, 2015. "Energy management and optimization in microgrid system based on green energy," Energy, Elsevier, vol. 84(C), pages 139-151.
    6. Cai, Yanpeng & Applegate, Scott & Yue, Wencong & Cai, Jianying & Wang, Xuan & Liu, Gengyuan & Li, Chunhui, 2017. "A hybrid life cycle and multi-criteria decision analysis approach for identifying sustainable development strategies of Beijing's taxi fleet," Energy Policy, Elsevier, vol. 100(C), pages 314-325.
    7. Ma, Weiwu & Fang, Song & Liu, Gang, 2017. "Hybrid optimization method and seasonal operation strategy for distributed energy system integrating CCHP, photovoltaic and ground source heat pump," Energy, Elsevier, vol. 141(C), pages 1439-1455.
    8. Wu, Qiong & Ren, Hongbo & Gao, Weijun & Ren, Jianxing & Lao, Changshi, 2017. "Profit allocation analysis among the distributed energy network participants based on Game-theory," Energy, Elsevier, vol. 118(C), pages 783-794.
    9. Chen, Yizhong & Lu, Hongwei & Li, Jing & Huang, Guohe & He, Li, 2016. "Regional planning of new-energy systems within multi-period and multi-option contexts: A case study of Fengtai, Beijing, China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 65(C), pages 356-372.
    10. Li, G.C. & Huang, G.H. & Lin, Q.G. & Zhang, X.D. & Tan, Q. & Chen, Y.M., 2011. "Development of a GHG-mitigation oriented inexact dynamic model for regional energy system management," Energy, Elsevier, vol. 36(5), pages 3388-3398.
    11. Bracco, Stefano & Delfino, Federico & Pampararo, Fabio & Robba, Michela & Rossi, Mansueto, 2014. "A mathematical model for the optimal operation of the University of Genoa Smart Polygeneration Microgrid: Evaluation of technical, economic and environmental performance indicators," Energy, Elsevier, vol. 64(C), pages 912-922.
    12. Liu, Y. & Huang, G.H. & Cai, Y.P. & Cheng, G.H. & Niu, Y.T. & An, K., 2009. "Development of an inexact optimization model for coupled coal and power management in North China," Energy Policy, Elsevier, vol. 37(11), pages 4345-4363, November.
    13. Lu, Yuehong & Wang, Shengwei & Sun, Yongjun & Yan, Chengchu, 2015. "Optimal scheduling of buildings with energy generation and thermal energy storage under dynamic electricity pricing using mixed-integer nonlinear programming," Applied Energy, Elsevier, vol. 147(C), pages 49-58.
    14. Zarrinpoor, Naeme & Fallahnezhad, Mohammad Saber & Pishvaee, Mir Saman, 2018. "The design of a reliable and robust hierarchical health service network using an accelerated Benders decomposition algorithm," European Journal of Operational Research, Elsevier, vol. 265(3), pages 1013-1032.
    15. Dong, Cong & Huang, Guohe & Cai, Yanpeng & Li, Wei & Cheng, Guanhui, 2014. "Fuzzy interval programming for energy and environmental systems management under constraint-violation and energy-substitution effects: A case study for the City of Beijing," Energy Economics, Elsevier, vol. 46(C), pages 375-394.
    16. Ye Liu & Guohe Huang & Yanpeng Cai & Cong Dong, 2011. "An Inexact Mix-Integer Two-Stage Linear Programming Model for Supporting the Management of a Low-Carbon Energy System in China," Energies, MDPI, vol. 4(10), pages 1-30, October.
    17. Urban, Kristof L. & Scheller, Fabian & Bruckner, Thomas, 2021. "Suitability assessment of models in the industrial energy system design," Renewable and Sustainable Energy Reviews, Elsevier, vol. 137(C).
    18. Sarmadi, Kamran & Amiri-Aref, Mehdi & Dong, Jing-Xin & Hicks, Christian, 2020. "Integrated strategic and operational planning of dry port container networks in a stochastic environment," Transportation Research Part B: Methodological, Elsevier, vol. 139(C), pages 132-164.
    19. Fu, Xueqian & Guo, Qinglai & Sun, Hongbin & Pan, Zhaoguang & Xiong, Wen & Wang, Li, 2017. "Typical scenario set generation algorithm for an integrated energy system based on the Wasserstein distance metric," Energy, Elsevier, vol. 135(C), pages 153-170.
    20. Hashem Omrani & Farzane Adabi & Narges Adabi, 2017. "Designing an efficient supply chain network with uncertain data: a robust optimization—data envelopment analysis approach," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(7), pages 816-828, July.

    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:eee:energy:v:67:y:2014:i:c:p:186-199. 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: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/energy .

    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.