Multi-Objective Stochastic Scheduling Optimization Model For Connecting
Multi-Objective Stochastic Scheduling Optimization Model For Connecting
a r t i c l e i n f o a b s t r a c t
Article history: A stochastic chance-constrained planning method is applied to build a multi-objective optimization
Received 5 May 2016 model for virtual power plant scheduling. Firstly, the implementation cost of demand response is calcu-
Received in revised form 17 September lated using the system income difference. Secondly, a wind power plant, photovoltaic power, an electric
2016
vehicle group and a conventional power plant are aggregated into a virtual power plant. A stochastic
Accepted 23 September 2016
scheduling model is proposed for the virtual power plant, considering uncertainties under three objective
functions. Thirdly, a three-stage hybrid intelligent solution algorithm is proposed, featuring the particle
swarm optimization algorithm, the entropy weight method and the fuzzy satisfaction theory. Finally, the
Keywords:
Virtual power plant
Yunnan distributed power demonstration project in China is utilized for example analysis. Simulation
Demand response results demonstrate that when considering uncertainties, the system will reduce the grid connection
Electric vehicle group of the wind power plant and photovoltaic power to decrease the power shortage punishment cost. The
Multi-objective average reduction of the system power shortage punishment cost and the operation revenue of virtual
Uncertainties power plant are 61.5% and 1.76%, respectively, while the average increase of the system abandoned
energy cost is 40.4%. The output of the virtual power plant exhibits a reverse distribution with the con-
fidence degree of the uncertainty variable. The proposed algorithm rapidly calculates a global optimal set.
The electric vehicle group could provide spinning reserve to ensure stability of the output of the virtual
power plant. Demand response could optimize customers’ power consumption behaviors and improve
the grid connection space of the virtual power plant. The electric vehicle group and demand response
could achieve a linkage optimization effect between the generation side and demand side, achieving opti-
mal system scheduling objectives.
Ó 2016 Elsevier Ltd. All rights reserved.
http://dx.doi.org/10.1016/j.enconman.2016.09.072
0196-8904/Ó 2016 Elsevier Ltd. All rights reserved.
L. Ju et al. / Energy Conversion and Management 128 (2016) 160–177 161
Nomenclature
L0s load demand before PBDR
Abbreviations DP t electricity price changes after PBDR at time t
VPP virtual power plant d high price compensation rate
DR demand response s discount price rate
PBDR price-based DR u shape factor
IBDR incentive-based DR # scale factor
WPP wind power plant v w;t real-time wind velocity at time t
PV photovoltaic generators gR WPP rated output
CPP conventional power plant v in cut-in wind velocity
EVG plug-in electric vehicle group b6 confidence levels for upstream reserve constraint
GC generating companies b7 confidence levels for downstream reserve constraint
ISO independent system operator r1 reserve coefficient of the load
DERs distributed energy resource r2 reserve coefficient of the WPP
PDF probability density function r3 reserve coefficient of the PV
r4 reserve coefficient of the EV
Set
DLmaxt maximum curtailment load at time t
s, t index for time v out cut-out wind velocity
W index for WPP v rated rated wind velocity
PV index for PV w; f shape parameters of the Beta distribution
g max maximum PV output power
EV index for EV PV
t T on
CPP;t1 continuous operation time of the CPP at time t1
di information deviation of f i M off
CPP shortest downtime of the CPP
ki weight coefficient of f i T off continuous downtime of the CPP at time t1
CPP;t1
uCPP;t status variable of the CPP at time t; 1 means the CPP is
Parameter in operation, and 0 means the CPP is not in operation
est demand-price elasticity Qt storage energy of the EVG at time t
P0t electricity price before PBDR qEV loss rate of charging-discharging power
162 L. Ju et al. / Energy Conversion and Management 128 (2016) 160–177
gchr
EV;t maximum charging power of the EVG at time t T P;off minimum load downtime time of PBDR
gdis maximum discharging power of the EVG at time t X I;on
t1 continuous operation time of IBDR
EV;t
b2 confidence levels of the EVG charging power constraint X I;off
t continuous downtime of IBDR
b3 confidence levels of the EVG discharging power con- T I;on minimum load operation time of IBDR
straint T I;off minimum load downtime time of IBDR
DLmax
t maximum curtailment load at time t SI;max upper limitation of the IBDR demand response time
b4 ; b5 confidence levels of the load curtailment constraint DLIt virtual output produced by IBDR at time t
LPD lower climbing limitation of the load produced by PBDR DLPt virtual output produced by PBDR at time t
LPU upper climbing limitation of the load produced by PBDR DLPt maximum output of PBDR at time t
LID lower climbing limitation of the load produced by IBDR DLIt maximum output of IBDR at time t
Q0 storage energy of the EVG at the initial time sPt status variable of PBDR; 1 means PBDR is scheduled, and
X P;on
t1 continuous operation time of PBDR 0 means PBDR is not scheduled
X P;off
t continuous downtime of PBDR sIt status variable of IBDR; 1 means PBDR is scheduled, and
I
LU upper climbing limitation of the load produced by IBDR 0 means PBDR is not scheduled
T P;on minimum load operation time of PBDR
photovoltaic power (PV), an energy storage system and power Yang et al. [25] introduced a robust optimization method to opti-
transmission [9]. In 2014 in Xiaozhongdian, China, a wind- mize the scheduling scheme by adjusting the robust coefficient
photovoltaic-hydro distributed power demonstration project suc- to obtain a scheme set. Braslavsky et al. [26] presented an optimal
cessfully connected the China Southern Power Grid and began scheduling model and construct a simulation method with five
commercial operation [10]. classical scenarios for uncertainty factors. Morteza et al. [27] pre-
Research regarding VPP generally begins from a VPP itself and sented a robust optimization-based decision-making tool for self-
focuses on how to optimize VPP operation based on capacity con- scheduling of a VPP in the uncertain environment of electricity
figuration and operation coordination. Spyros et al. [11] defined markets. The proposed methods and models may be effective for
the concept and control mode of a VPP. Moghaddam et al. [12] overcoming the uncertainty influence, but they can only handle
summarized the essential status quo and development prospect the constraint conditions and do not address objective functions
of domestic and foreign VPPs. Omid et al. [13] described the prin- with stochastic variables. Then, with the rapid development of
ciples of a VPP considering the operational concepts and require- the smart grid, customers can actively respond to system schedul-
ments from participation in active network management. ing. The research regarding how to cooperate with VPP operation
Compared with micro-grids, VPPs particularly emphasize top- by utilizing customers should be further developed.
down control to achieve controllable output through multi- Two-way interactive technology could provide a technological
resource, multi-time and multi-space coordinate scheduling [14]. foundation for demand-side participation in optimal scheduling
Then, mathematical models are constructed for VPP scheduling. of the generation side. Customer guidance measures could opti-
Tascikaraoglu et al. [15] evaluated the virtual power plant strategy, mize customer behavior to respond to system power generation
including a hybrid system consisting of wind, solar, hydrogen and scheduling. Demand response (DR) refers to the market-oriented
thermal power systems. Shayeghi et al. [16] presented the optimal consumption behavior in electricity grids. DR can be classified into
integrated participation model of wind and PV energy, including price-based demand responses (PBDRs) and incentive-based
storage devices and dispatchable distributed generations to demand responses (IBDRs) [20]. Dimopoulos et al. [16] analyzed
increase their revenues. Riveros et al. [17] presented a methodol- the economic benefits of small-scale generation and electric vehi-
ogy to evaluate the optimal bidding strategy of a VPP composed cles under different demand response strategies. Bracco et al.
of a combined heat and power system coupled with district heat- [28] designed a dynamic optimization-based architecture for poly-
ing and renewable-energy sources. The above works from the liter- generation microgrids with tri-generation, storage system demand
ature study the basic concept, operation optimization and response and electrical vehicles. DR could result in load peak-
scheduling model of a VPP but fail to analyze the uncertainty influ- valley shifting and reduce the uncertainty caused by renewable
ence of the WPP, PV and other factors on the system’s stable energy grid connections [29]. In addition, DR plays an increasingly
operation. important role in balancing short-term supply and load demand
Some studies have focused on how to overcome the fluctuation and dealing with fluctuations in renewable energy supplies. How-
problem of VPP output. Perfumo et al. [18] developed a mathemat- ever, the application of the DR model has not been sufficiently dis-
ical model aimed at the design of a model-based feedback control cussed in previous studies of VPP management.
strategy. Zhang et al. [19] studied the optimal scheduling model of Previous studies have already studied the optimization of VPP
a VPP considering smart homes’ energy consumption. Controllable operation and achieved favorable results. However, various insuffi-
units, energy storage systems and controllable loads often provide ciencies still exist. Firstly, some studies took the uncertainty of the
backup service for VPP power generation [20]. Shafie-khah et al. WPP and PV into consideration and analyzed the uncertainty influ-
[21] proposed a market-based VPP model to allow individual DER ence on VPP operation. The robust optimization method is the
units to access the current electricity markets. A VPP can optimally main tool to analyze the uncertainties of the WPP and PV. How-
operate the generation units, including a wind turbine, a solar unit, ever, the method could only handle the constraint conditions with-
a fuel cell and a storage battery [22]. Then, to describe the output out discussing the objective functions with stochastic variables.
uncertainty of the WPP and PV, Peik-Herfeh et al. [23] used a two- The paper uses a stochastic chance-constrained planning method
point assessment method to obtain two values on each side of the to overcome the uncertainty factors, which could handle the
predicted value to present the output fluctuation of the unit. Yang stochastic variables in the constraint conditions and objective
et al. [24] assumed that wind velocity obeys the Weibull distribu- functions. Secondly, DR could optimize customers’ power con-
tion and used the maximum likelihood estimation to obtain the sumption behavior. Customers will increase power consumption
distribution parameters and calculate the wind turbine’s output. in valley periods and decrease power consumption in peak periods.
L. Ju et al. / Energy Conversion and Management 128 (2016) 160–177 163
In particular, when power supply cannot meet power demand, cus- If the electricity price changes in diverse periods, customers can
tomers can reduce power consumption. The curtailed load can be respond in two ways. In the first way, they can only be on or off in
regarded as virtual power output. The virtual power output can the case that some loads are not able to move from one period to
provide reserve capacity for the WPP and PV, which could ensure another (e.g., illuminating loads). Such loads have sensitivity in a
stable VPP output and optimize VPP scheduling results. However, single period called ‘‘self-elasticity,” which always has a negative
the previous studies rarely discuss the influence of demand value [30]. In the second way, some consumption can be trans-
response on VPPs, especially PBDR. The paper integrates IBDR into ferred from the peak period to off-peak or low periods (e.g., process
VPP components and discusses the influence of PBDR on VPP oper- loads). Such behavior is called multi-period sensitivity and is eval-
ation. Thirdly, because VPP operation has plural requirements, the uated by ‘‘cross-elasticity,” which is always positive [31]. The
VPP scheduling model has multiple objectives. A reasonable math- detailed mathematical description is as follows:
ematical model and solution algorithm are important for optimal
operation of a VPP. The contributions of this study are as follows: (1) If s = t, est is called self-elasticity. Only demand curtailment
can occur in this method. Therefore, est is always negative,
A multi-objective optimization model for VPP stochastic and the load change is always negative.
scheduling considering uncertainties and DR is proposed. The (2) If s – t, est is called cross-elasticity. Demand shifting can
model considers the uncertain factors of the DR, WPP, PV and occur in this method. est is always positive, and the load
EVG. The minimum system compensation cost, the minimum change is always positive.
abandoned power cost and the maximum VPP operation
income are taken as the optimization objective functions. According to the above analysis, both demand curtailment and
A stochastic chance-constrained method is introduced to over- demand shift can occur in the PBDR. The load change after the
come the uncertainties of the DR, WPP, PV and EVG. The study PBDR previously calculated in literature [32] does not discuss the
focuses on analyzing the risk level and choosing the optimal detailed calculation method. The load change Lt after PBDR is given
confidence degree of VPP scheduling. Spinning reserve con- by Eq. (2).
straints are satisfied with certain confidence degrees to discuss 8 9
>
> >
>
the risk level of VPP scheduling under different confidence >
> >
>
< ½Pt P0t X
24
½Ps P0s =
degrees and risk coefficients. 0
Lt ¼ Lt 1 þ ett þ e st ð2Þ
The particle swarm optimization algorithm, entropy weight >
> P0t P0s > >
>
> s¼1 >
>
method and fuzzy satisfaction theory are applied to construct : ;
a three-stage hybrid intelligent solution algorithm. Cloud evolu-
s–t
tionary thought and stochastic technology are used to evolve an Combining Eqs. (1) and (2), the system power sale income
excellent particle swarm. The entropy method can solve the sin- change before and after PBDR can be calculated by Eq. (3):
gle objective weight to form a comprehensive optimization
model. The fuzzy satisfaction theory can select the optimal C Pt ¼ P0t L0t ðP0t þ DPt ÞLt ð3Þ
decision. where in the first term and the second term are the system power
sale income before and after PBDR, respectively.
The remainder of this paper is organized as follows. Section 2
presents the demand response model, including a PBDR model 2.2. Incentive-based DR model
and IBDR model. Section 3 constructs a multi-objective optimiza-
tion model for VPP stochastic scheduling, including model assump- IBDR utilizes incentive policies to encourage customers to par-
tions, uncertainty analyses and model formulation. Section 4 ticipate in market adjustment, which could maintain system sup-
proposes a three-stage hybrid intelligent solution algorithm based ply and demand balance [33]. Customers can participate in
on the particle swarm optimization algorithm, the entropy method system upstream/downstream reserve [32]. The load curtailment
and the fuzzy satisfaction theory. China’s Yunnan distributed and incremental cost of implementing IBDR can be calculated by
energy demonstration project is taken as a case study in Section 5. Eqs. (4) and (5).
Section 6 presents the study’s primary conclusions.
C It ¼ sI;d I;d I;u
t dP t DLt þ st ð1 sÞP t DLt
I;u
ð4Þ
2. Demand response model
DLIt ¼ sI;d I;d I;u
t DLt þ st DLt
I;u
ð5Þ
Demand response mainly includes price-based demand Eq. (4) calculates the system incremental cost of implementing
response (PBDR) and incentive-based demand response (IBDR). IBDR, including upstream reserve cost and downstream reserve
DR can optimize customers’ power consumption behavior to par-
cost. Eq. (5) ensures that sI;d I;u
t and st cannot be 1 simultaneously.
ticipate in the dynamic scheduling of VPP operation.
PBDR can optimize customers’ power consumption behavior This section constructs a stochastic optimization model of VPP
and transfer power consumption period by implementing a time- scheduling. Firstly, the basic structure of a VPP is proposed. Sec-
of-use (TOU) price. The influence of PBDR on customers’ behavior ondly, the uncertainty factors of VPP operation are analyzed, which
can be described by power demand-price elasticity in Eq. (1) [10]. includes VPP uncertainty and DR uncertainty. Thirdly, the dynamic
scheduling model for VPP operation is proposed based on the
DLs =L0s est < 0; if s ¼ t stochastic chance constraint planning theory.
est ¼ ð1Þ
DPt =P0t est P 0; if s – t
3.1. Proposed model
Eq. (1) describes the relationship between load demand and elec-
tricity price. When P 0t , DPt , L0s and est are known, DLs can be In this study, the VPP consists of a WPP, PV, EVG and CPP. A
obtained. day-ahead market structure is used in Fig. 1 [34]. An independent
164 L. Ju et al. / Energy Conversion and Management 128 (2016) 160–177
Incentive-based DR
Price-based DR
(up reserve, down reserve)
change
Reserve
service
signals
signals
Load
Price
Price
Generating companies
TRANSCOs
(GC)
ISO
(Day-ahead market)
Schedule
Schedule
Bids
Virtual Power Plant(VPP)
Wind power plant Photovoltaic Conventional gas Electric Vehicle
(WPP) power (PV) turbine (CPP) Group (EVG)
system operator (ISO) receives bids from generating companies 3.2.1. VPP uncertainty
(GC) and the VPP to provide energy. Then, according to customers’ The uncertainty factors of VPP operation are primarily derived
power demand, the ISO sends signals to customers corresponding from the uncertain output of the WPP, PV and EVG. The EVG’s
to the power price adjustment range and reserve price. Customers uncertainty is primarily influenced by customer subjectivity.
change their load demand after receiving price signals. Finally, the
ISO simultaneously schedules energy and reserves in the power (1) WPP output uncertainty
system considering system constraints and different objective
functions. WPP output uncertainty depends on the stochastic characteris-
The WPP and PV are the primary power resources to meet the tic of wind velocity. Though wind velocity appears stochastic in
load demand; the EVG and CPP could provide reserve services for both the short term and long term, large statistical datasets have
power recourses with uncertainty output. The EVG must be regis- shown that wind velocity can be approximately described by the
tered in the VPP central controller before the scheduling period Weibull distribution [32] based on the probability density function
[10]. The VPP central controller can issue orders to the EVG accord- (PDF) in Eq. (6):
ing to the real-time power output state of the WPP and PV by con-
u v u1
f ðv Þ ¼ eðv =#Þ
u
trolling its charging-discharging behavior. Similar to an energy ð6Þ
storage system, the EVG could provide a reserve service via the # #
charging-discharging power. Furthermore, the EVG could also con-
Eq. (6) can be used to gain the average value and variance of the
nect the demand side and generation side to achieve a linked opti-
wind velocity for the corresponding period. After obtaining u and
mization effect. Therefore, this study introduces an EVG instead of
#, the wind velocity can be simulated using MATLAB tools. The rela-
an energy storage system.
tionship between WPP output and real-time wind velocity can be
PBDR and IBDR are both discussed in this study. PBDR optimizes
described by Eq. (7).
customers’ behaviors to optimize VPP operation. IBDR guides cus-
8
tomers to provide reserve services by providing upstream/down- >
> 0; 0 6 v t < v in ; v t > v out
stream spinning reserve price signals. Because VPP scheduling < v 3 v 3
g w;t ðv w;t Þ ¼ t in
v 3rated v 3in gR ; v in 6 v t 6 v rated ð7Þ
depends on perfect communication infrastructure, this study >
>
:
assumes that a smart grid and its communication infrastructure R; v rated 6 v t 6 v out
have already been in operation [35].
GVPP ¼ g W;t ð1 uW Þ þ g PV;t ð1 uPV Þ þ ðNdis dis sPt LPD 6 DLPt DLPt1 6 sPt LPU ð32Þ
t EV;t g EV;t
Nchr
EV;t g EV;t Þ þ g CPP;t ð1 uCPP Þ
chr
ð19Þ sIt LID 6 DLIt DLIt1 6 sIt LIU ð33Þ
Because the outputs of the WPP, PV and EVG are stochastic vari- sPt sIt
wherein and are the operation states of PBDR and IBDR, respec-
ables, constraint (18) should be rewritten as follows: tively, and are both 0–1 variables. 1 indicates operation, and 0 indi-
PrfGVPP þ g GC;t ¼ Lt sdt DLdt þ sut DLut g P b1 ð20Þ cates shutdown.
t
ðT off M off
CPP ÞðuCPP;t uCPP;t1 Þ P 0 ð24Þ
CPP;t1 ½X tP;off T P;off ðsPt sPt1 Þ P 0 ð35Þ
wherein uCPP;t is a 0–1 variable; 1 indicates that the CPP is sched-
uled, and 0 indicates that the CPP is not scheduled. ½X I;on
t1 T
I;on
ðsIt1 sIt Þ P 0 ð36Þ
Prf0 6 DLPt 6 sPt DLPt g P b4 ð30Þ The VPP scheduling model is characterized by multiple con-
straints, multiple variables and non-linearity. Generally, traditional
Prf0 6 DLIt 6 sIt DLIt g P b5 ð31Þ optimization solution methods are slow and have poor
convergence, which make them not able to address large-scale
L. Ju et al. / Energy Conversion and Management 128 (2016) 160–177 167
calculations in VPP scheduling problems. Swarm intelligent algo- find the optimal solution. Therefore, PSO cannot exceed its limita-
rithms refer to biological group-evolution processes that search tions and is liable to fall into local optima, known as ‘early-
for the optimal solution, which can overcome the insufficiency of maturing.’ During the search progress, the optimal solution and
traditional algorithms. Therefore, this study puts forward a three- other solutions are not completely separated but have a continu-
stage hybrid intelligent algorithm to solve the proposed model. ous relationship, i.e., they obey a stealth law. Cloud evolve thought
In the first stage, an improved particle swarm algorithm with could aid in building the uncertainly model to transfer a qualitative
stochastic imitate technology and cloud evolve thought (SC-PSO) concept into a quantitative value by finding this stealth law [40].
is built to solve the optimization model with a single objective Cloud evolve generates a normally distributed cloud swarm around
function. In the second stage, a decision attribute table of objective the excellent cloud droplets and improves the proportion of excel-
functions is calculated with the results of the single objective mod- lent cloud droplets via iteration and updating. Therefore, cloud
els. Then, the entropy weight method is used to obtain the weight evolve thought can involve early-maturing and identify the global
of each objective. In the third stage, the model decision-making optimal.
method is constructed with the fuzzy satisfaction theory (SFT- The definition of a cloud is as follows: assume that U is a quan-
Decision Making Method) to calculate the satisfactory optimiza- titative discussion domain represented by an accurate numeral. C
tion result. is a qualitative concept on U, and for any element x of the discus-
sion domain, x is a random implementation of the qualitative con-
4.1. First-stage: SC-PSO algorithm cept C. The certainty degree of x is bðxÞ ! ½0; 1, a random variable
with a stable trend.
4.1.1. Particle swarm algorithm
b : U ! ½0; 1 X ! bðxÞ ð43Þ
Particle swarm optimization (PSO) was put forward by Kennedy
and Eberhart in 1995. The PSO algorithm initializes a particle The overall concept feature of the cloud model can be reflected
swarm and adjusts its search direction and position to gain the by digital features of the cloud. The expected value Ex , the entropy
optimal solution by learning from the individual extreme value En and the hyper entropy He can represent a cloud. Using three
and the global value to find the optimal solution. During the search numbers to describe the overall characteristic of the concept, writ-
progress, the particles adjust their search direction and speed and ten as CðEx ; En ; He Þ, the detailed calculation method and cloud
update their position to fine the optimal particle. PSO has four evolve search method is introduced in [41]. This study introduces
characteristics: (1) each particle is initialized with a stochastic cloud evolve thought into particle swarm optimization and
velocity and moves in the entire problem space, (2) each individual chooses excellent particles according to the fitness calculation
has a memory function, (3) individual evolution is primarily real- result. Then, a vector is constructed by those excellent particles,
ized by cooperation and competition between individuals, and and the vectors construct an evolve cloud. Fig. 2 shows the particle
(4) PSO is a simple method and has a deep intelligence background. distribution of the cloud evolve model.
A detailed introduction of PSO is presented in [39].
4.1.3. Stochastic simulation technology
4.1.2. Cloud evolve thought There are two ways to solve the stochastic chance constraint
Particle fitness changes greatly due to the uncertainty output of planning. (1) Transform the chance constraint planning into deter-
the VPP and DR. The majority of the particles are of a low fitness mined planning to solve the problem by determined planning the-
level, which makes it more difficult for the particles to efficiently ory. However, some constraints are difficult to transfer. (2) Address
Excellent particle
Ordinary particles
Progeny particles
Table 1
The decision attribute table of objective functions.
Annotation: ⁄denotes setting the objective as the optimization objective and solving the model.
8
the chance constraints with stochastic imitate technology and then >
>
> max ~f
>
>
Prf~f P f g P minfai g
solve the problem with an intelligent algorithm [41]. This study >
>
< s:t:
chooses the second method to address the stochastic constraints.
Xk ð50Þ
Prðg j ðx; nÞ 6 0; j ¼ 1; 2; . . . ; mÞ P bj ð44Þ >
> ~f ¼ kif 0i
>
>
>
>
>
:
i¼1
For an unconditional variable x, set N1 = 0 and then generate N i ¼ 1; 2; 3
random variables according to the PDF. If the random variable n
and the decision variable x meet the inequality wherein f 0i is the objective function that is obtained from Eqs. (45)
g j ðx; nÞ 6 0; j ¼ 1; 2; . . . ; m, then increment N1 by 1. When N is large and (46).
enough, Eq. (44) comes into play according to the big-number law; Then, Eq. (50) is set as the optimization objective function with
thus, N 1 =N P bj . Conversely, if N 1 =N < bj , the passed particle the constraints from Eqs. (19)–(42). The SC-PSO algorithm is used
would not meet the confidence level of Eq. (44), indicating that to solve the model and obtain the global optimal solution set.
the particle should be abandoned and replaced by a new particle
until all particles meet the constraint of N 1 =N P bj .
4.3. Third-stage: SFT-decision making method
4.2. Second-stage: function weight model
The method in Sections 4.1 and 4.2 could obtain a global opti-
Based on the SC-PSO algorithm described in Section 4.1, this mal solution set considering all objectives, namely the Pareto opti-
mal frontier. Then, the decision-maker needs to choose the best
study sets f i ði ¼ 1; 2; . . . ; kÞ as the optimization objectives for
compromise solution according to the specific preferences for dif-
obtaining the solution set. The decision attribute table of the objec-
ferent applications. The fuzzy satisfaction method is introduced to
tive functions is listed in Table 1.
build the decision-making method [42]. The membership function
According to the decision attribute table, the decision matrix of
of objective function i in Pareto optimization scheme r is defined as
the objectives can be obtained as ½r ij kk ði; j ¼ 1; 2; . . . ; kÞ. Both cost-
uri . The drop-gradient membership function is introduced to
objective and benefit-objective exist in the objective set. Different
address the cost-objective, and the ascending half-line member-
objectives have different orders of magnitude, which require a pre-
ship function is introduced to address the benefit-objective, as
handle before weighting the objectives. The detailed handle
follows:
method is as follows.
8 f r 6 minðf n Þ
>
> 1
For cost-objective, they should be handled by Eq. (45): < n
maxðf n Þf rn
urn ¼ minðf n Þ 6 f rn 6 maxðf n Þ ; n ¼ 1; 2; . . . ; k
> maxðf n Þminðf n Þ
>
maxi r ij r ij : f r P maxðf n Þ
r 0ij ¼ ; j ¼ 1; 2; . . . ; k ð45Þ 0; n
maxi r ij mini r ij ð51Þ
For benefit-objective, they should be handled by Eq. (46):
8
r ij mini r ij > 1; f r P maxðf m Þ
r 0ij ¼ ; j ¼ 1; 2; . . . ; k ð46Þ >
>
<
m
maxi r ij mini r ij f r f min
urm ¼ i 3
; minðf m Þ 6 f rm 6 maxðf m Þ ; m – n; m ¼ 1; 2; . . . ; k
>
> f max f min
After Eqs. (45) and (46), the decision matrix after the pre-handle >
:
3
0; f r 6 minðf m Þ
½r 0ij kk can be obtained. Then, the entropy weight method is intro- m
ð52Þ
duced to solve the weights of the objectives [10]:
Calculate the entropy Ei of objective f i :
X
n X
k
Ei ¼ w rij lnðr 0ij Þ; i ¼ 1; 2; . . . ; k ð47Þ ki uri
i¼1
j¼1
ur ¼ ð53Þ
X
R X
k
wherein w ¼ 1= lnðnÞ, a constant related to the sample number, to ki uri
Pn 0
make Ei 2 ½0; 1, r 0ij satisfies 0 < r 0ij < 1 and j¼1 r ij ¼ 1, and when
r¼1 i¼1
r ij ¼ 0, r ij lnðrij Þ ¼ 0.
where in m and n are the indexes of the objective function, i = n + m,
Calculate the weights of the objective functions:
r is the index for the Pareto solution set, R is the Pareto solution set,
di ¼ 1 Ei ; i ¼ 1; 2; . . . ; k ð48Þ
and f ri and uri are the objective values f ri and its membership degree
di value Pareto optimization scheme r, respectively. The solution with
ki ¼ Pi ; i ¼ 1; 2; . . . ; k ð49Þ the maximum membership function is the most preferred compro-
i¼1 di
mise solution based on the adopted weight factors, which is also
Then, the weights of the single objectives with their weight selected as the best Pareto-optimal solution or the final solution
coefficients are used to synthesize the objective function as of the optimization problem. Fig. 3 shows the three-stage hybrid
follows: intelligent solution algorithm flow chart.
L. Ju et al. / Energy Conversion and Management 128 (2016) 160–177 169
Start
1.Parameter of random chance constrained The minimum cost of The minimum cost of VPP The maximum revenue of
programming system implementing DR abandoning Energy VPP generation power
2.Parameter of the objective function
confidence level Objective functions
3.Parameter of constraints confidence level
Whether particles
meet the confidence level N
Requirement?
Obtain model optimization results , the solution
could reconcile the various optimization
Y objectives, namely Pareto frontier
Y Result
5. Case study
Case 1: The basic scenario, VPP scheduling without the EVG and
DR. This scenario did not consider the EVG and DR but analyzed the
applicability of the proposed stochastic scheduling model and cor-
responding algorithm in overcoming the uncertainty factors of VPP
operation.
Case 2: EVG scenario, VPP scheduling with only the EVG. This Fig. 4. Predicted values (24 h) for load, WPP and PV.
Table 3
CPP operation parameters.
Table 4
The decision attribute table of the objective functions (unit: Yuan).
16 reduce the power output of the WPP and PV. Based on the decision
(a)
14 attribute table (Table 3), to analyze the VPP output structure with
and without uncertainty, this study used the entropy weight
12
method (Eqs. (44)–(53)) to weight multiple objective functions
10 and make the optimal decision. Then, the VPP operation scheduling
8 is obtained as shown in Fig. 5 (Schedule 1).
6
If considering uncertainty, the power output of the WPP and PV
would decrease, whereas the CPP output would increase. The aban-
4
Power output/MW
Using the proposed algorithm to solve the models with and with-
out uncertainty, the time to solve the model is 70 s and 78 s, which 5.3.2. Case 2: VPP scheduling with only EVG
are less than the solution times in the basic PSO algorithm (95 s This section discusses the EVG’s optimization effect on VPP
and 102 s) and the non-dominated sorting genetic-II (NSGA-II) scheduling. The parameter values are similar to those in Case 1.
algorithm (85 s and 97 s) [47]. The computational time for the Then, the optimization result shows that the system operation
other three cases are 85 s, 88 s and 95 s. Table 4 is the decision cost, abandoned energy cost and VPP operation income are
attribute table of the objective functions. 6599.91 Yuan, 12222.41 Yuan and 184563.1 Yuan, respectively.
Compared with the objective function value without uncer- According to the simulation results, the EVG can only alleviate
tainty, the system operation cost is reduced from 183.95 million the influence of uncertainty on system power generation. How-
to 71.33 million Yuan when the uncertainty is considered. How- ever, compared with Case 1, the system operation cost and aban-
ever, the system abandoned energy cost would increase, which doned energy cost are markedly reduced, whereas the VPP
indicates that the grid connection power and operation income operation income is increased. The output of the WPP and PV
of the VPP are reduced. To reduce the electricity shortage cost increased by 2.97 MW h and 0.94 MW h, respectively. Fig. 6 is
due to the VPP output uncertainty, system scheduling would the scheduling results of VPP in Case 2.
Table 5
System scheduling results under different confidence levels.
0.8
the system generally reduces the power purchasing from the GC,
0.6
which indicates that the system power shortage is alleviated.
Therefore, the VPP could make use of the EVG to meet the load
0.4 demand with EV charging power during the valley load periods
and discharging power during the peak load periods.
0.2
24
703.56 Yuan. The load demand curve before and after PBDR and
22 IBDR is shown in Fig. 9.
According to Fig. 9, both PBDR and IBDR show good peak-valley
20
shifting effects. Compared with the original load demand curve, the
18 peak-valley ratio of the load demand curves after PBDR and IBDR
16
are 1.57 and 1.55, respectively. IBDR has a more obvious peak-
valley shifting effect on the load demand curve. For PBDR, cus-
14 tomer responses lag behind the TOU price. Therefore, some load
12 will also shift and increase during the float load period. For IBDR,
the load demand is almost constant during the float period.
GC power output/MW
10
0
1 3 5 7 9 11 13 15 17 19 21 23
Time/h
Fig. 8. Sensitivity analysis results for the electric vehicle number in Case 3.
In Case 2, the VPP consists of a WPP, PV, CPP and EVG. The EVG
and CPP both provide reserve services for the WPP and PV. Com-
pared with Case 1, the system operation cost decreases and VPP Fig. 9. Load demand curve before and after PBDR and IBDR.
L. Ju et al. / Energy Conversion and Management 128 (2016) 160–177 173
Therefore, the load demand curve after IBDR is smoother than that maximizes the VPP grid connection power. The load demand distri-
after PBDR. When both PBDR and IBDR are introduced, the load bution for the four cases is shown in Fig. 11 (Schedule 5).
demand curve is smoothed to the maximum extent. The peak load According to Fig. 11, when both EVG and DR are introduced, the
is 25.31 MW, the valley load is 16.39 MW, and the peak-valley load demand is smoothed to the maximum extent. In Case 4, the
ratio is 1.54. The optimization result of VPP scheduling in Case 3 peak load and the valley load are 24.85 MW and 17.02 MW, respec-
is shown in Fig. 10 (Schedule 4). tively. Compared with Case 1, the peak-valley ratio decreased from
Compared with Fig. 5, the load demand curve considering DR is 1.74 to 1.46, reaching the minimum point, which indicates that the
smoother. The WPP grid connection power increased by EVG and DR have a coordinated optimization effect. The EVG pro-
3.46 MW h, the PV grid connection power increased by vides reserve service for the VPP on the generation side. DR
1.67 MW h, the CPP output decreased by 4.45 MW h. According smoothes the load demand on the demand side to improve the
to the IBDR load distribution, customers provide positive output VPP grid connection. In this manner, a chain reaction between
(load) to consume the VPP power output during the valley load the generation side and demand side is created. The VPP schedul-
periods. In addition, customers provide negative output (curtail- ing optimization result in Case 4 is shown in Fig. 12 (Schedule 6).
ment load) to reduce the CPP output to provide more reserve ser- Compared with the other cases, the VPP grid connection power
vice capacity for the WPP and PV during the peak load periods. reaches a maximum in Case 4. The outputs of the WPP, PV and CPP
are 96.32 MW h, 46.16 MW h and 314.79 MW h, respectively.
Compared with Case 1, the WPP output increased by 5.43 MW h,
5.3.4. Case 4: VPP scheduling with EVG and DR and the PV output increased by 2.6 MW h, whereas the CPP output
This section discusses the optimization effect with both EVG decreased by 4.76 MW h. The EVG could substitute the CPP to pro-
and DR. The parameter values are the same as in the above scenar- vide reserve service for the VPP by charging or discharging power.
ios. The simulation result shows that the system operation cost, In addition, the IBDR output would be reduced, which indicates
abandoned energy cost and VPP operation income are that the EVG can reduce the system reserve cost. The VPP power
6990.46 Yuan, 5691.58 Yuan and 188307.53 Yuan, respectively. output in the four cases is shown in Fig. 13 (Schedule 7).
Therefore, when both EVG and DR are introduced, the system oper- According to Fig. 13, the VPP outputs in the four scenarios are
ation result is optimized, which not only makes use of the EVG 453.525 MW h, 455.65 MW h, 456.68 MW h and 458.83 MW h,
charging-discharging capacity to provide reserve service for the respectively. Compared with Case 1, the EVG can output in the
WPP and PV but also smoothes the load demand curve to expand peak load periods and consume power in the valley load periods
the VPP grid connection space. Compared with Case 3, the EVG in Case 2, which makes the peak-valley ratio of the VPP output
alleviates the uncertainty influence of the VPP output on system curve larger than the original curve, e.g., 1:00–5:00 and 9:00–
scheduling and reduces the system operation cost. Compared with 15:00. In addition, compared with Case 1, DR could smooth the
Case 2, PBDR could smooth the load demand curve, and IBDR pro- load demand curve in Case 3. The load in the peak load period
vides reserve service for the VPP from the demand side, which
Fig. 11. Load demand distribution in the four cases. Fig. 13. VPP power output in the four cases.
174 L. Ju et al. / Energy Conversion and Management 128 (2016) 160–177
Table 6
The optimized system operation results for the four cases.
decreased, and the load in the valley load period increased. The (1) If considering uncertainties, the system will reduce the VPP
VPP output power distribution curve is identical to the load power generation and decrease the power shortage cost.
demand curve. In Case 4, both the EVG and DR are incorporated. This could control the influence of the uncertainty of the
The VPP output combined its characteristics in Case 2 and Case WPP and PV on system operation. The grid connection
3, namely, the VPP output curve is smoother, and the grid connec- power of the VPP will decreases more with a higher confi-
tion power reaches the maximum. Table 6 shows the optimization dence level. That is, stochastic chance constraint planning
scheduling results of the four scenarios. can be applied to overcome VPP uncertainties and provide
According to Table 6, compared with the other three cases, the risk control tools for decision-makers.
scheduling scheme is optimal in Case 4. For the objective values, (2) The proposed three-stage hybrid intelligent solution algo-
compared with Case 2, the system operation cost increased, the rithm could obtain the optimal decision solution of the
system abandoned energy cost decreased, and the VPP operation VPP scheduling model. The cloud evolve thought is intro-
income was optimized, which indicate that the system operation duced into the traditional particle swarm algorithm by using
result reached the optimal level. The VPP power generation the cloud evolve model to update the excellent particles.
reached the maximum of 458.83 MW h, which is more than the Stochastic simulation technology could prevent the early
453.525 MW h in Case 1. For the peak-valley ratio, the EVG, IBDR maturation problem and obtain the global optimal particles.
and PBDR have the same effect on peak-valley shifting. The peak The entropy weight method and the fuzzy satisfaction the-
load decreased by 1.36 MW, the valley load increased by ory could solve the weight coefficients of the objective func-
1.93 MW, and the peak-valley ratio reached the minimum of tions and obtain the optimal decision solution of the multi-
1.46. For the VPP output structure, the EVG replaced the CPP to objective model.
provide reserve service. Compared with Case 1 and Case 2, the (3) The system operation cost and abandoned energy cost will
CPP output in Case 4 decreased by 1.49 MW and 4.76 MW, respec- reach minimum values and the VPP operation income will
tively. For the DR implementation effect, the EVG helps overcome reach a maximum value when the EVG and DR are both
the VPP output uncertainty, which alleviates the pressure on DR. introduced. The EVG could replace the CPP output to provide
Therefore, the PBDR and IBDR outputs were less than those in spinning reserve service for the WPP and PV and ensure the
Case 2. stability of VPP output. DR can smooth the demand load
curve, expand the VPP grid connection space and achieve
linkage optimization of the generation side and demand
side.
6. Conclusions
In this study, a WPP, PV, EVG and CPP are aggregated in a VPP.
Stochastic chance constraint planning is introduced to overcome Acknowledgments
the uncertainties of VPP scheduling. Then, a stochastic scheduling
model for the VPP is proposed with the objective functions of min- This study was supported by the National Science Foundation of
imum system compensation cost, minimum abandoned energy China (Grant Nos. 71273090 and 71573084) and the Fundamental
cost and maximum VPP operation income. Then, a three-stage Research Funds for the Central Universities (2015XS29).
hybrid intelligent solution algorithm is developed to solve the pro-
posed model using the particle swarm algorithm, the entropy Appendix A
weight method and the fuzzy satisfaction theory. The simulation
results show: See Schedules 1–7.
Schedule 1
The scheduling result comparison of VPP in Case 1 (unit: MW h) (Fig. 5).
Schedule 2
The scheduling result comparison of VPP in Case 1 (Fig. 7).
Charge power Discharge power Charge power Discharge power Charge power Discharge power
1 1000 0 9 0 1000 17 497.2 502.8
2 1000 0 10 0 1000 18 400 600
3 1000 0 11 0 1000 19 0 1000
4 1000 0 12 0 1000 20 0 1000
5 1000 0 13 0 1000 21 0 1000
6 700 300 14 260 740 22 800 200
7 600 400 15 400 600 23 1000 0
8 400 600 16 600 400 24 1000 0
Schedule 3
Sensitive analysis results for electric vehicle number in Case 3 (unit: MW h) (Fig. 8).
None 1000 1200 1400 1600 1800 2000 None 1000 1200 1400 1600 1800 2000
1 18 19.8 20.16 20.52 20.88 21.24 21.6 13 19.85 19.24 19.05 18.85 18.45 18.23 18.05
2 16.41 18.21 18.57 18.93 19.29 19.65 20.01 14 20.91 20.12 19.962 19.804 19.646 19.488 19.33
3 15.88 17.68 18.04 18.4 18.76 19.12 19.48 15 20.65 20.35 20.29 20.23 20.17 20.11 20.05
4 15.09 16.89 17.25 17.61 17.97 18.33 18.69 16 20.91 21.31 21.39 21.47 21.55 21.63 21.71
5 15.09 16.89 17.25 17.61 17.97 18.33 18.69 17 23.82 23.86 23.87 23.88 23.88 23.89 23.9
6 15.35 16.1 16.25 16.4 16.55 16.7 16.85 18 25.12 24.82 24.76 24.7 24.64 24.58 24.52
7 16.15 16.55 16.63 16.71 16.79 16.87 16.95 19 24.88 23.18 22.84 22.5 22.16 21.82 21.48
8 19.59 19.29 19.23 19.17 19.11 19.05 18.99 20 25.94 24.24 23.9 23.56 23.22 22.88 22.54
9 21.97 20.27 19.93 19.59 19.25 18.91 18.57 21 26.21 24.51 24.17 23.83 23.49 23.15 22.81
10 20.91 19.21 18.87 18.53 18.19 17.85 17.51 22 25.15 24.85 24.79 24.73 24.67 24.61 24.55
11 22.24 20.54 20.2 19.86 19.52 19.18 18.84 23 21.71 23.51 23.87 24.23 24.59 24.95 25.31
12 21.44 19.74 19.4 19.06 18.72 18.38 18.04 24 20.65 22.45 22.81 23.17 23.53 23.89 24.25
Schedule 4
The optimization result of VPP scheduling in Case 3 (unit: MW h) (Fig. 10).
Schedule 5
Load demand distribution in four cases (unit: MW h) (Fig. 11).
Schedule 6
VPP scheduling optimization result in Case 4(unit: MW h) (Fig. 12).
Schedule 7
VPP power output in four cases (unit: MW h) (Fig. 13).
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