1 s2.0 S0360544217317887 Main
1 s2.0 S0360544217317887 Main
1 s2.0 S0360544217317887 Main
Energy
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Article history: A method based on chance constrained second-order cone programming (CCSOCP) is presented for the
Received 28 February 2017 optimal risk value control of power loss in distribution systems with the distributed generation (DG) of
Received in revised form renewable energy systems and electric vehicles (EVs). The charging power of the EV is seen as a random
15 October 2017
variable, and the risk value of the power loss e due to the uncertainties in the power output of
Accepted 18 October 2017
Available online 1 November 2017
distributed generation of renewable energy systems and charging power of electric vehicles e is studied.
Moreover, a second-order cone programming based method is also presented to constrain the potential
risk of power loss to an acceptable range by optimally coordinating the power output of DG and the EV
Keywords:
Distribution systems
charging power in a distribution system. A conditional value at risk (CVaR) model for the power loss of
Risk value control of power loss distribution systems is presented and CVaR is taken as a constraint to control the risk value of power loss
Distributed generation (DG) due to uncertainties in DG and EV charging. The results of a test on a 69-node system are used to verify
Electric vehicles (EV) the validity of the risk control method proposed in this paper.
Chance constrained second-order cone © 2017 Elsevier Ltd. All rights reserved.
programming (CCSOCP)
https://doi.org/10.1016/j.energy.2017.10.083
0360-5442/© 2017 Elsevier Ltd. All rights reserved.
324 J. Wu et al. / Energy 143 (2018) 323e336
probability method to evaluate uncertain events in forms such as [40,41]. Moreover, the cone programming model for the optimal
loss of load probability and expected unserved energy. Risk reconfiguration of a distribution network is solved by taking the
assessment uses the risk value calculation method to evaluate the switch in the lines as variables [42], and the optimal power flow
impact of uncertain events and consequences [8,10e22], some of model based on second-order cone programming is established
which relate to the DG of renewable energy [23e26]. However, using an objective function for minimizing active power loss,
minimal work has been carried out on the impact on the risk of reactive power loss, and generation cost [49]. In reality, the oper-
power grids in events of uncertainties related to EV charging. ating conditions of the power networks are always changing, and
In a distribution system with a large number of DG systems and the above literature fails to consider the impact of various un-
EVs injected at different nodes, the optimal coordination problem certainties on the power grid.
of DG and EV charging has drawn much attention. Moreover, It is not possible for a distribution system with DG and EVs to
certain experts and scholars have carried out a thorough study on operate with a strict constraint condition of power flow. Therefore,
the optimal penetration in distribution systems [27] and the it can be relaxed for the operation of the power network, and it only
charging influence on distribution networks [28]. The use of smart needs to meet the operating conditions under a certain degree of
metering and demand side management in distribution systems confidence. For example, considering the uncertainties of wind
was studied for charging coordination [29e32], which may alter power, the maximal grid-connected active power is calculated
the charging influence on distribution systems. A method for based on a conditional constraint [50]. Using an objective function
minimizing the power loss of distribution systems by coordinating of minimizing the total cost and power loss of distribution systems
EV charging [33,34] is studied. Some scenarios for controlling the with DG and EVs, and considering the uncertainties of the DG, load
charging of EVs, based on minimizing charging costs [35], were and EVs; a model based on chance-constrained programming is
presented. These scenarios aimed at putting forward a one-day constructed [51]. In this paper, we modify the second-order cone
charging pattern. However, peak load and uncertainties in the programming model, which is introduced in the original cone
charging demand of EVs are not taken into account in these studies. programming model, to solve the uncertain problem by intro-
Moreover, the uncertainties of EV charging are significant, and their ducing the chance-constrained condition to second-order cone
influence on the power loss and nodal voltage is also significant. At programming.
the same time, the power output of DG in distribution systems is In this paper, the charging power of the EV is seen as a random
always uncertain, and its influence on the power loss and nodal variable. Moreover, the risk value of power loss due to the un-
voltage is also significant. The uncertainties of EV charging depend certainties in the power output of the DG of renewable energy
on factors such as the battery characteristics, SOC levels, driving systems and charging power of EVs, is studied. Furthermore, a
distance, arrival times, departure times, and charger ratings. second-order cone programming based method is also presented to
The risk due to the power loss of a distribution network is constrain the potential risk of power loss to an acceptable range, by
described by the potential loss caused by the uncertainties, such as optimally coordinating the power output of DG and EV charging
the power flow change and shift in certain components, which may power in a distribution system. The proposed method can greatly
result in the increase in power loss in many cases. If the disturbance decrease the potential risk value caused by the large disturbance
is large, it will lead to a significant increase in power loss. In order to generated by EVs.
evaluate the potential consequences caused by the disturbance,
some methods for risk measurement are used to characterize the 2. Power loss of distributed generation with DGs and EVs
loss based on value at risk (VaR).
Value at risk is a popular risk measurement technique [36]- [38]. In this paper, it is assumed that a distribution system is installed
The VaR based method is not only widely used in the financial field, with the DG of renewable energy systems and charging systems for
but also in the field of power market, power generation cost, and so EVs at different nodes, as shown in Fig. 1. It is also assumed that the
on. Furthermore, the conditional value at risk (CVaR) based method DG of renewable energy systems includes a DG system and an
is used to set up a decision making model for purchasing electricity energy storage system. A DG system is based on wind power, solar
in the real-time market, long-term contract market and day-ahead energy, etc. The output power of the DG of a renewable energy
market [36]. Considering the randomness of wind power genera- system is dependent on the output power of the DG system, the
tion, the optimal limit capacity of the wind power grid-connected storage power of the energy storage system, and the load power at
to distribution systems is calculated using the CVaR based the local node. The renewable energy is fully utilized either by the
method [37e42]. CVaR risk based approach is used for dynamical local load or by the local storage, and the surplus power will be
scheduling optimization model for virtual power plant connected stored when the power of the local load is smaller than that
with wind-photovoltaic-energy storage system with uncertainties generated from renewable energy. With this assumption, control-
and demand response [43], robust coordinated reserve scheduling ling the renewable energy means controlling the power output of
[44], stochastic unit commitment in isolated systems with renew- renewable energy systems, and controlling the power output of
able penetration [45], agricultural water management [46], multi- renewable energy systems means the controlled power of the
product selective newsvendor problem [47], hedging problem in renewable energy is used for local storage. Controlling the renew-
incomplete markets [48]. able energy aims at minimizing system loss and the risk value of
The second-order cone programming is a special convex pro- power loss. In Fig. 1, it is assumed that Zij is the impedance between
gramming model [49e51], which is one of the important optimi- node i and j, SLossij is the power loss between node i and j due to
zation methods in mathematics, and has been applied to power impedance Zij .
systems [52]. Many scholars have applied the cone programming to
In the distribution system, there are three cases of flow-in po-
the power flow calculation of power systems. A great of nonlinear 0 0
wer, and four cases of flow-out power. Furthermore,SNi or SNj is a
constraint condition is transformed into linear in power flow
calculation, and the relationship between the cone sets of variables flow-in power injected from the main power grid; SDGi or SDGj is a
is presented so that calculation speed can be improved. For flow-in power injected by DG systems at node i or j; SBi or SBj is a
example, a power flow calculation model is proposed based on flow-in power injected by the DG systems in the sub-branch con-
conic programming [39]. A cone programming model for DG is nected to node i or j when the power of the distributed generation
obtained by minimizing the power loss as the objective function systems is greater than the power of the local load in the sub-
J. Wu et al. / Energy 143 (2018) 323e336 325
Fig. 1. A simplified 2-node distribution system with distributed generation and electric vehicles.
3.1. CVaR calculation b is obtained by minimizing the value of the proposed special
function.
VaR is a risk assessment method that is widely used in the In the calculation, the CVaRa value of the uncertain event is
current risk management, and the principle of VaR is that it uses the calculated by minimizing the function value of Fa ðx; bÞ, and then the
quantile of the loss distribution to evaluate the risk. Furthermore, corresponding value of b is the VaRa value of the uncertain event
because of this simple principle, i.e., being easy to use and easy to when minimizing the function value of Fa ðx; bÞ.
implement, VaR is widely used for the risk assessment of power
grids, and may also be used to estimate the maximum possible loss 3.2. Calculation method for risk value due to power loss
of a decision or grid configuration in a particular time period.
However, it ignores the thick tail incident, which makes the risk It is supposed that pDG ¼ fp1 ; p2 ; …pk g is a set of active output
assessment to the ideal. Moreover, because VaR does not satisfy the powers of DG, made up of k renewable generation systems.
second additivity, it is not a perfect tool for risk measuring. CVaR Moreover, pEV ¼ fpEV1 ; pEV2 ; …pEVn gis a set of active charging
was proposed after making some improvements to the traditional powers, made up of n electric vehicles. Taking the active output
VaR method. Conditional value at risk is used to evaluate the part of powers of renewable energy systems in different energy stations as
the loss distribution that is in excess of VaR; therefore, CVaR can be decision variables, and taking the charging powers of EVs as the
more fully considered as the risk loss beyond a certain limit suf- random variable set y ¼ pEV , then a loss function f ðPDG ; yÞ made up
fered by the event, and can be used to effectively evaluate the po- of decision variables and random variables is constructed:
tential risk of the event, which makes up the deficiency of the VaR
method for the tail estimation of risk. Moreover, CVaR is also widely X
n X
n
used in various risk assessments, because it is the consistent risk. f ðPDG ; yÞ ¼ Gij Vi2 þ Vj2 2Vi Vj cos qij (12)
Given thatxis a strategy for the investment portfolio, f ðx; yÞ is a i¼1 j¼1
loss function that is represented by a decision variable x and a If the confidence level is a, a special function Fa ðpDG ; bÞ can be
random variable y with a probability functionpðyÞ, the probability proposed as follows:
of f ðx; yÞ that does not exceed a given limit of b may then be
Z
expressed in the following form: þ
Fa ðPDG ; bÞ ¼ b þ ð1 aÞ1 ½f ðPDG ; yÞ b pðyÞdy (13)
Z
y2R
jðx; aÞ ¼ pðyÞdy (6)
f ðx;yÞb Using the proposed special function, CVaRa and VaRa may be
calculated.
J. Wu et al. / Energy 143 (2018) 323e336 327
Generally, the analytic expression of the probability density- as in equation (19). Given a risk limit ofbfor power loss, the con-
pðyÞof the random variable y is more complex, which makes the ditional risk value due to power loss is defined as a function of the
integral operation very difficult. Therefore, the historical data of yis output power of the DG of the renewable energy system and
used, or a number of sampling data obtained by using the Monte random variables in a confidence level a, and is formulated as
Carlo simulation method are used for solving the estimated values equation (20).
of equation (13).
If random variables are obtained from historical data or by using P DG
CVaRaloss ðPDG Þ PL0 (19)
the Monte Carlo simulation method to obtain a data set such
that:y1 ; y2 ; :::; yl (lis the number of random variables), then the
proposed special function may become: P DG X
l
CVaRaloss ðPDG Þ ¼ b þ ½lð1 aÞ1 Zi (20)
X
l i¼1
F~a ðPDG ; bÞ ¼ b þ ð1 aÞ1
þ
½f ðPDG ; yÞ b (14)
i¼1
Zi ½f ðPDG ; yÞ bpðyi Þ (21)
Based on equation (14), the risk value of CVaR and VaR due to
the power loss in distribution systems can be obtained, respec- Zi 0 (22)
tively, by the following two equations:
where PL0 is an acceptable loss value according to an expectation of
CVaRa ðPDG Þ ¼ miny2R F~a ðPDG ; bÞ (15) distribution systems under a certain operation state, which is set as
a value of 7% in this paper.
VaRa ðPDG Þ ¼ arg minðbÞ F~a ðPDG ; bÞ (16) 2) Equal constraint condition
1) Power loss constraints where I ij is the maximal limit current of branch Lij .
First, the conditional risk value due to power loss needs to be 5) Output power constraints for DGs
limited to an expected value, that is to say, the conditional risk
value needs not to be greater than its permitted maximum value, The output power of the DG of renewable energy systems must
and it may be formulated in such an unequal constraint condition satisfy constraint condition (17).
328 J. Wu et al. / Energy 143 (2018) 323e336
Yij ¼ Vi Vj cos qij or Yik ¼ Vi Vk cos qik (30) where SDGi is the maximal power limits of the DG of renewable
energy system i.
Zij ¼ Vi Vj sin qij or Zik ¼ Vi Vk sin qik (31) The output power of the DG of a renewable energy system needs
to meet the following conditions:
Replacing variables X,Yand Zin the original optimization prob-
lem with the variables of cone optimization, a second-order cone S2DGi PDGi
2 2
þ QDGi (43)
programming model for the original optimization problem is ob-
tained with an objective function of minimizing the power loss of where SDGi is the minimal power limits of the DG of renewable
the distribution system with DGs and EVs: energy system i.
Considering the uncertainties of load fluctuation and EV
X
n X
n pffiffiffi pffiffiffi
min DG
PLoss ¼ min Gij 2Xi þ 2Xj 2Yij (32) charging, it is not realistic to keep the grid at the normal level at
ðPDG ;X;Y;ZÞ every moment, which requires a higher control cost and much
i¼1 j¼1
more advanced control technology. Therefore, the constraint con-
pffiffiffi X ditions may be relaxed. In other words, it is accepted as long as the
2Gii Xi þ Gij Yij þ Bij Zij þ Gik Yik þ Bik Zik ¼ PDGi PDi PEVi constraint conditions, which related to the equal constraint con-
k2Ui
ditions (1)e(4), nodal voltage constraints in (23), branch power
(33) constraints in (24), output power constraints for DGs in (17), and
power loss constraints in (19) and (20), are satisfied under the
pffiffiffi X
2Bii Xi þ Gij Zij Bij Yij þ Gik Zik Bik Yik confidence level. After the verification in this paper, the distribu-
k2Ui tion system operating under the chance constraint requirement
may be sufficient to supply the user in a normal way and to reduce
¼ QDGi QDi QEVi (34)
the power supply costs of the distribution system.
pffiffiffi X A general model for chance constraint optimization may be
2Gjj Xj Gij Yij Bij Zij þ Gjk Yjk þ Bjk Zjk ¼ PDGj PDj PEVj expressed as:
k2Uj
1.2
EV charging power data
initialization
1
load power/p.u
0.6
Test for optimality
0.4
0
No 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
Test for chance Test for CVaR risk hour/h
constraint constraint
Fig. 4. Load curve in a day.
constraint in the form of CVaR is 95%. The risk constraint limits pL0
are set to the power loss values when the power loss rate of the
distribution system with EV charging is 7%. The confidence degree a
Simultaneously of the chance constraint is 95%.
satisfy? A load curve is shown in Fig. 4, and the charging power of EVs
and power output of the DG of renewable energy systems at
6:00e8:00, 14:00e16:00, and 20:00e22:00, are analysed. The
average loads are 3.020 þ j1.870 MVA, 3.455 þ j2.131 MVA, and
Yes 4.3622 þ j2.734 MVA, respectively, for the three time periods. In
this network, 200 EVs are considered, each of which is charged with
Output a charging power of 5 kW, and the total charging power of 200 EVs
in a day is shown in Fig. 5. It is assumed that these 200 EVs are
Fig. 2. Solving steps and solution flow chart. randomly switched to nodes 9, 26, 32, 38, 48 and 64 of the distri-
bution system, and the charging power of these EVs is controlled to
minimize the risk value due to power loss in the distribution sys-
6. Calculation and analysis for study case tems with DG and EVs.
In the following section, the output power coordination of the
A 69-node distribution system is used as a study example, as DG of renewable energy systems installed in different nodes in the
shown in Fig. 3. distribution system, is studied for two cases. The first case is that of
The average load power is 3.802 þ j2.694 MVA, the minimal load a 69-node distribution system only with EVs, and the other is that
power is 2.627 þ j1.57 MVA, and the maximal load power is of a 69-node distribution system with DGs and EVs.
4.684 þ 2.807 MVA. There is a charging station of EVs at nodes 9,
26, 32, 38, 48, and 64. A distributed generation system respectively
6.1. Study case for a 69-nodes distribution system only with EVs
with solar, wind is located at node 27, 50 and 54. The total active
power is 2.4 MW, and the rated capacity of each distributed
Table 1 shows a simulation result of the charging power of EVs
generator is 0.8 MW. The confidence level aof the power loss risk
in the above three time periods. The charging power of the EVs is
1800 Table 2
Risk value of power loss in the distribution system only with EVs under different
nodal voltage.
1600
Node No. 6:00e8:00 14:00e16:00 20:00e22:00
1400 amplitude/p.u amplitude/p.u amplitude/p.u
Table 1
Charging power of electric vehicles at different time period.
active power/MW reactive power/Mvar active power/MW reactive power/Mvar active power/MW reactive power/Mvar
0.5
Power loss/MWh
0.45 VaR Value of power loss/MWh
CVaR Value of power loss/MWh
0.4 Risk value of power loss/MWh
0.35
Risk value/MWh
0.3
0.25
0.2
0.15
0.1
0.05
0
1 2 3
Time period("1":6:00-8:00,"1":14:00-16:00,"1":20:00-22:00)
Fig. 6. Comparison in risk value due to power loss of distribution systems only with EVs.
four cases that are used to calculate the risk value: 1) the cases only 0.0421 MWh, 0.0380 MWh, 0.2163 MWh; and 0.0424 MWh,
with EVs; 2) the cases with EVs and DGs; 3) the cases with EVs, DGs 0.0508 MWh, 0.0481 MWh, 0.1791 MWh, respectively. Figs. 8 and 9
and DSs (distributed energy storage system) without storage loss, shows the change results of the nodal voltage and power loss when
that is to say the efficiency of the DS is not considered; 4) the cases distributed generators are injected in some nodes of the distribu-
with EVs, DGs and DSs considering DS efficiency. For these four tion system, and Table 6 shows the risk value of the system with
cases, the power loss, the CVaR value of power loss, the VaR value of EVs and DGs. It can be seen from the data in Table 5, Table 6,
power loss, and the risk value of power loss are 0.4299 MWh, Figs. 7e9 that the nodal voltage is lowered, and the risk due to
0.5022 MWh, 0.4775 MWh, 0.4731 MWh; 0.0803 MWh, power loss is decreased by coordinating the output power of DG,
0.0975 MWh, 0.0915 MWh, 0.2661 MWh; 0.0328 MWh, the power loss, the CVaR value of power loss, the VaR value of
Table 3
Optimal output power of DGs.
Chance constrained confidence Node No. Active power/ Reactive power/ Active power/ Reactive power/ Active power/ Reactive power/
level MW Mvar MW Mvar MW Mvar
Table 4
Sampling number ratios of bus voltages and branch currents.
Chance constrained confidence level Sampling number ratio 6:00e8:00 14:00e16:00 20:00e22:00
0.5 increase in the loss of risk value. The net loss risk of CVaR and VaR
increases to 0.2273 MWh (corresponding to a power loss rate of
3.48%) and 0.2071 MWh (corresponding to a power loss rate of
0.4
3.19%), respectively, as shown in Table 6.
It is seen from the Equation (19)e(22) that the values of CVaR
0.3 depend on the output power of the distributed generation systems
or the discharge power of the distributed energy storage system as
0.2 well as the random power of the uncontrollable load and the
controllable charging power of electric vehicles with uncertain
characteristics. Under the large branch power flow, the chance
0.1
constraint of nodal voltage and branch power will be possibly
destroyed, and the branch power may possibly exceed the
0 maximum allowable value. In the forward power flow, the large
1 2 3 4
Case No. branch power will reduce the nodal voltage even more; in the
reverse power flow, the large branch power will make the nodal
Fig. 7. Comparison in risk value due to power loss of distribution systems with EVs and voltage rise even greater.
DGs in the time period of 20:00e22:00 in a day (Note: “1”: Risk vale for cases only During heavy load periods, if the power of the electric vehicles is
with EVs, “2”: Risk value for cases with EVs and DGs, “3”: Risk value for cases with EVs,
DGs and DSs without storage loss, “4”: 'Risk value for cases with EVs, DGs and DSs
very large, it will cause very high power loss and lead to a great
considering DS efficiency). drop in the nodal voltage, which may be lower than its lower limit
in severe cases, in which the CVaR value may be greater than the
limit value and the nodal voltage may be lower than the chance
power loss. Moreover, the risk value of power loss becomes larger constraint limit. During light load periods, a reverse power flow on
when considering the charging efficiency of the energy storage the branch possibly forms due to the greater output power of the
devices.
Voltage/p.u
1 1
Voltage/p.u
Power loss for cases only with EVs Power loss for cases only with EVs
0.08 0.08 0.08 Power loss for cases only with EVs
Power loss for cases with DGs and EVs Power loss for cases with DGs and EVs
Power loss for cases with DGs and EVs
Power loss for cases with DGs,EVs and DSs
0.07 0.07 0.07 Power loss for cases with DGs,EVs and DSs
Power loss/kWh
Power loss/kWh
Power loss/kWh
0 0 0
0 10 20 30 40 50 60 70 0 10 20 30 40 50 60 70 0 10 20 30 40 50 60 70
Branch No. Branch No. Branch No.
distributed generation systems or the discharge power of the special kind of load, EV charging will significantly affect distri-
distributed energy storage systems, and this may lead to the rise of bution systems. As a new power supply, the DGs will greatly
the branch power loss and may make the CVaR value greater than benefit the grid. However, there are significant uncertainties
its limit, the branch power may possibly exceed the maximum concerning EV charging and the DG of renewable energy systems,
allowable value and the nodal voltage is greater than the upper which may result in potential risks in the operation of distribution
bound of its chance constraint. In these cases, it is possible that the systems. In this paper, the potential risk value caused by the po-
chance constraints and CVaR constraints are not satisfied simulta- wer loss due to the uncertainties of EV charging and DG is taken
neously. Some measures must taken for handling chance con- into constraints, and is described using the CVaR method. A
straints and CVaR constraints violation, for example, properly method based on CCSOCP is presented for the optimal risk value
decrease or increase the nodal load power sucking from the grid or control of power loss in distribution systems with DGs, DSs and
decrease or increase the charging power of electric vehicles at the EVs.
related nodes, or properly increase or decrease the output power of The risk index of power loss based on CVaR is constructed for
the distributed generation systems or the distributed energy stor- evaluating the impact of the significant uncertainties of the EV
age systems into the grid at the related nodes. charging and DG of renewable energy systems on the economic
operation of distribution systems, and it shows better results that
7. Conclusions the power loss, the CVaR value of power loss, the VaR value of
power loss, and the risk value of power loss considering EV, DG and
Electric vehicle charging and DGs are the factors that must be DS is lesser than that with EV and DG, as shown in Table 7. More-
considered in the development of distribution systems. As a over, the CVaR based method may provide new effective
Table 6
Risk Value of The system with EVs and DGs.
Loss value/MW Loss rate/% Loss value/MW Loss rate/% Loss value/MW Loss rate/%
Ploss in the table is the loss power obtained in the cases where DGs operate with an optimal output power.
Table 7
The risk index of power loss in different cases.
The power loss/MWh The CVaR value of power The VaR value of The risk value of
loss/MWh power loss/MWh power loss/MWh
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