A Data-driven Robust Model for Day-ahead Operation Planning of Microgrids Considering Distributed Energy Resources and Demand Response

The optimization of microgrids present challenges such as managing distributed energy resources (DERs) and the high reliance on intermittent generation such as PV and wind turbines, which present an aleatory behavior. The most popular techniques to deal with the uncertainties are stochastic optimization, which comes with a high computational burden, and adaptive robust optimization (ARO), which is often criticized for the conservativeness of its solutions. In response to these drawbacks, this work proposes a mixed-integer linear programming (MILP) model using a data-driven robust optimization approach (DDRO) solved by a two-stage decomposition using the column-and-constraint generation algorithm (C&CG). The DDRO model uses historic data to create the bounds of its uncertainty set, eliminating the conservativeness created by the arbitrary definition of the uncertainty set that is seen in ARO while maintaining a low computational burden. The DDRO model applied was not previously utilized in MGs, only in bulk power systems. A benchmark MG system was simulated for a 24-hour period without uncertainties, with uncertainties using ARO (15% uncertainty budget) and with uncertainties and DDRO. The operational costs without uncertainty were $124,600,60, while the ARO approach rose those costs by 32.5% ($ 165,137.18). Finally, the DDRO approach managed to keep the costs in $ 126,934.54, a mere 1.8% increase from the base case without uncertainty. All simulations were performed in less than 1 minute. The results confirm a) the advantages of bounding the uncertainty set with historical data instead of an arbitrary definition of bounds and b) the fast-converging times of DDRO.