738 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 37, NO.

1, JANUARY 2022

Distribution System Operation With Renewables and

Energy Storage: A Linear Programming Based
Multistage Robust Feasibility Approach
Zhongjie Guo , Wei Wei , Senior Member, IEEE, Laijun Chen , Member, IEEE,
Mohammad Shahidehpour , Fellow, IEEE, and Shengwei Mei , Fellow, IEEE

Abstract—Distribution systems are operated with an increasing A. Indices and Sets

level of uncertainty. Energy storage is playing an important role
in shaving the peak load and mitigating uncertainty. This paper t∈T Index of time slots.
proposes a multistage robust optimization model for distribution i∈B Index of buses.
system operation with energy storage under uncertainty. Unlike l∈L Index of branches.
the conventional robust optimization paradigm which minimizes S Set of buses with storages.
the worst-case cost, the proposed formulation optimizes the cost
in the nominal scenario. In analogy to dynamic programming, we H Set of buses with renewable plants.
define dynamic robust feasible regions in a recursive manner. In Ft DRFR in slot t.
each period, the dynamic robust feasible region is shown to be
polyhedral, and a linear programming based projection algorithm B. Abbreviations
is developed to compute such regions offline. In the online stage, the
method is executed following a rolling horizon manner: renewable DP Dynamic programming.
output is observed at the beginning of each period, and the cost of re- DRFR Dynamic robust feasible region.
maining periods in the forecast scenario is to be minimized subject ESU Energy storage unit.
to operation constraints and dynamic robust feasible regions, giving MRF Multistage robust feasibility.
rise to a linear program. In this way, the dispatch strategy ensures
multistage operation security regardless of future realizations of MSRO Multistage robust optimization.
renewable power. In numeric tests on a modified IEEE 33-bus dis- RDDP Robust dual dynamic programming.
tribution system, the dynamic robust feasible regions are visualized SDDP Stochastic dual dynamic programming.
and analyzed, and the proposed method is compared with two SoC State of charge.
prevailing robust optimization methods, verifying its advantages
in terms of optimality and robustness. C. Parameters
Index Terms—Energy storage, distribution system, renewable
generation, multistage robust feasibility, uncertainty.
h Time duration of one interval, h = 1 h.
ξt Electricity price at the slack bus in slot t.
δ Penalty coefficient for voltage deviation.
NOMENCLATURE Pjsm Power capacity of storage j.
r
Pj,t Dispatchable wind power at bus j in slot t.
The major symbols and notations used throughout the paper Sl Apparent power capacity of branch l.
are defined below for quick reference. Others are clarified after rl /xl Resistance and reactance on branch l.
their first appearance as required. ηjc /ηjd Charging/discharging efficiency of storage j.
Uil /Uil Lower/upper bound of squared voltage.
d
Manuscript received February 17, 2021; revised May 19, 2021 and June Pj,t /Qdj,t Active/reactive demand at bus j in slot t.
21, 2021; accepted July 4, 2021. Date of publication July 7, 2021; date of
current version December 23, 2021. This work was supported by the National
Ej /Ejsm
sn
SoC lower/upper bound of storage j.
Natural Science Foundation of China under Grants 51807101, 52077109, and
U1766203. Paper no. TPWRS-00275-2021. (Corresponding authors: Laijun D. Variables
Chen; Shengwei Mei.)
Zhongjie Guo, Wei Wei, and Shengwei Mei are with the State Key Lab- Pl,t Active power flow on branch l in slot t.
oratory of Power Systems, Department of Electrical Engineering, Tsinghua Ql,t Rective power flow on branch l in slot t.
University, Beijing 100084, China (e-mail: gzj18@mails.tsinghua.edu.cn; wei-
wei04@mails.tsinghua.edu.cn; meishengwei@mail.tsinghua.edu.cn). Ui,t Squared magnitude of voltage at bus i in slot t.
s
Laijun Chen is with the New Energy Industry Research Center, Qinghai Ej,t SoC of Storage j in slot t.
University, Xining 810016, China (e-mail: chenlaijun@tsinghua.edu.cn). sc
Pj,t Charging power of storage j in slot t.
Mohammad Shahidehpour is with the Electrical and Computer Engineering sd
Department, Illinois Institute of Technology, Chicago, IL 60616 USA (e-mail: Pj,t Fischarging power of storage j in slot t.
Shahidehpour,ms@iit.edu). Ptwg Power from wind turbine to grid in slot t.
Color versions of one or more figures in this article are available at
https://doi.org/10.1109/TPWRS.2021.3095281.
Ptsg Power from storage to grid in slot t.
Digital Object Identifier 10.1109/TPWRS.2021.3095281 xt Vector of state variables in slot t.

0885-8950 © 2021 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.
See https://www.ieee.org/publications/rights/index.html for more information.

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GUO et al.: DISTRIBUTION SYSTEM OPERATION WITH RENEWABLES AND ENERGY STORAGE
wt Vector of uncertain parameters in slot t.
yt Vector of non-state parameters in slot t.
γ Vector of dual variables.
I. INTRODUCTION
URING the past decades, the penetration of renewable
D energy in distribution systems has been steadily increas-
ing [1]. The volatile and intermittent nature of wind and solar
energy challenges system operation due to the lack of adequate
dispatchable resources such as thermal power plants [2]. Amid
the transition to a low-carbon power industry, energy storage unit
(ESU) is expected to provide flexible adjustment for load shifting
and uncertainty mitigation [3] in future distribution systems
with a high share of renewable generation. Currently, power
system operation with ESU and renewable generation has been
extensively studied.
Stochastic optimization is a mature technique for decision-
making problems in an uncertain environment. It assumes uncer-
tainty follows a certain empirical distribution, and considers pos-
sible realizations via sampled scenarios, or requires constraints
hold with a certain probability. Stochastic optimization has been
applied in typical power systems operation problems, such as
unit commitment [4], [5], economic dispatch, and optimal power
flow [6]. However, it may be difficult to procure an accurate
empirical distribution due to the lack of enough data. Therefore,
robust optimization has attracted researchers’ attention. This
approach assumes uncertain parameters vary in a pre-specified
set, and optimizes an objective function in the worst-case pa-
rameter while ensuring feasibility for all possible scenarios.
The renowned two-stage robust optimization framework are em-
ployed in unit commitment [7], [8], economic dispatch [9], [10]
for transmission network, and reactive power optimization [11]
as well as economic dispatch [12] for distribution networks.
However, storage dispatch entails a daily cycle that typically
involves 24 periods. If the two-stage robust optimization is
applied, a major drawback is that the dispatch sequence is
calculated under the assumption that the uncertain parameters
in all 24 periods are observed simultaneously, and the dispatch
strategy in every period depends on the entire realization of
uncertainty. As a result, the sequence is non-causal, because
in practice the uncertain parameters are observed sequentially,
and dispatch orders are deployed period-by-period. The dispatch
strategy in any period cannot depend on the future information
of uncertainty. Taking the unit commitment problem for an
example, it is shown in [13] that the unit on-off status provided by
the two-stage robust optimization approach leads to an infeasible
real-time dispatch if non-anticipativity is taken into account.
To tackle the non-anticipativity issue, the key is to find a time-
causal policy, which means that the dispatch strategy pt in period
t can only depend on the observed uncertain parameters dt up
to period t. A straightforward way is to employ
 the affine policy
suggested in [14]. It assumes pt = p0t + ti=1 Gi di , where the
gain matrix Gt and the offset p0t are to be determined. In this
way, the robust counterpart is a linear program [13], [14]. Affine
policy is also used in optimal power flow [15], [16] and real-time
dispatch [17] under uncertainty. However, affine policy restricts
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739
the flexibility in real-time dispatch, and the dispatch policy is
generally sub-optimal [18].
Dynamic programming (DP) offers another paradigm to ob-
tain non-anticipative solutions. Taking uncertainty into account,
in the stochastic dual dynamic programming (SDDP) proposed
in [19], uncertainty realization is modeled via a scenario tree, and
the cost-to-go functions are approximated via Benders cuts gen-
erated by the forward and backward swapping procedure. The
applications of SDDP cover real-time economic dispatch [20],
[21] and microgrid energy management [22]. In [23], J. Zou,
et al. introduces a unit commitment model under the framework
of SDDP, which explicitly tackles discrete variables. It is further
employed in distribution network planning and operation in [24].
Under the assumption of stage-wise independence, SDDP is
based on the scenario tree, whose size grows quickly with the
number of stages, so does the computational complexity [25]
[26]. In a similar vein, robust dual dynamic programming
(RDDP) [27] assumes interval uncertainty and computes the
worst-case cost-to-go function via forward and backward swap-
ping; RDDP has been applied in microgrid energy manage-
ment [28] and prosumer scheduling [29]. This approach allevi-
ates the computational difficulty caused by the high-dimensional
scenario tree; however, the results may be over-conservative
because the probability of the worst-case scenario happening
in every period is extremely low.
As mentioned above, non-anticipativity or time-causality is a
practical requirement in a multistage problem. However, con-
sidering time-causality does not guarantee multistage robust
feasibility (MRF), as discussed in [13]. To this end, a dedicated
formulation for unit commitment is investigated in [30], [31],
which ensures MRF by incorporating some vertex scenarios
of the hypercube uncertainty set. Nevertheless, explicitly char-
acterizing robust feasible region under the multistage setting
remains an open problem. This paper studies distribution system
operation with renewables and ESUs. The contributions are
threefold:
1) A multistage robust optimization (MSRO) model for dis-
tribution system operation is formulated. Decision variables
are categorized as state variables and non-state variables. The
formers consist of state-of-charge (SoC) of ESUs that couple
the operating status in consecutive periods; the latters refer to
power flow variables and control strategies that are stage-wise
independent. The dynamic robust feasible regions (DRFR) of
state variables are formally defined in a recursive manner. The
proposed MSRO model minimizes the cost in the nominal sce-
nario rather than the worst one, and more importantly, guarantees
MRF.
2) The DRFRs are explicitly characterized and proven to be
polyhedral. An recursive linear programming based polyhedral
projection algorithm is developed to calculate the hyperplane
expression of DRFRs. To the best of our knowledge, no other
method can compute analytical robust feasible regions of a
multistage optimization problem.
3) The rolling horizon robust dispatch of distribution systems
is proposed. At the beginning of each period, the renewable
output is observed; the cost of the remaining periods associated
with the latest forecast is minimized subject to network and
740 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 37, NO. 1, JANUARY 2022

operation constraints, as well as DRFRs calculated offline. The We assume it varies in a pre-specified uncertainty set, which
rolling horizon optimization gives rise to a linear program and will be discussed later; ΔPj,t
r
is the curtailed renewable power,
can be solved online. MRF is guaranteed by the DRFRs. which is a decision variable and satisfies
The rest of this paper is organized as follows. The system
0 ≤ ΔPj,t
r
≤ Pj,t
r
, ∀j ∈ H, ∀t ∈ T (2)
operation model and the definition of DRFRs are given in Sec-
tion II. The property of DRFRs and the projection algorithm are ESU operating constraints are given as follows:
presented in Section III, followed by the rolling horizon robust
0 ≤ Pj,t
sc
≤ Pjsm , 0 ≤ Pj,t
sd
≤ Pjsm , ∀j ∈ S, ∀t (3a)
dispatch model. Case studies are conducted in Section IV. The
remedy to handle discrete variables is discussed in Section V. s
Ej,t = Ej,t−1
s
+ h[Pj,t
sc c
ηj − Pj,t
sd
/ηjd ], ∀j ∈ S, ∀t (3b)
Conclusions are drawn in Section VI.
Ejsn ≤ Ej,t
s
≤ Ejsm , ∀j ∈ S, ∀t (3c)
II. MATHEMATICAL FORMULATION where (3a) limits the charging/discharging power of ESU. (3b)
This section first formulates constraints and the objective simulates SoC dynamics, where ηjc /ηjd denotes charging/ dis-
function of distribution system operation; then, the DRFRs are charging efficiency where h is the duration of one period (typi-
defined; finally, the MSRO model is formulated. In the following cally one hour); (3c) is the feasible interval of SoC, preventing
context, T = {1, . . . , T } is the set of time periods; L/B is the over charging and deep discharging.
set of branches/buses; H/S is the set of buses with renewable
plants/storages. B. Objective Function
The objective function to be minimized is expressed as
A. Lossless Distflow Model

T 
T 
The Distflow model is proposed in [32]. When lossy terms min ξt P0,t h + δ |Uj,t − Uref | (4)
are neglected, the model is linear. In period t, the power flow in t=1 t=1 ∀j∈B
branch l(i, j) from bus i to j can be expressed as:
 where ξt is the electricity price at the slack bus in period t,
inj
Pl,t + Pj,t = Pk,t , ∀l(i, j) ∈ L, ∀t ∈ T (1a) and P0,t stands for the active power imported from the main
∀k∈π(j) and delivered in the line starting at the slack bus; Uref is the
 reference value of nodal voltage magnitude (usually 1.0 p.u.).
Ql,t + Qinj
j,t = Qk,t , ∀l(i, j) ∈ L, ∀t ∈ T (1b) The first term in (4) is the purchasing cost paid to the main grid.
∀k∈π(j) δ is a penalty coefficient; the second term in (4) tries to improve
Uj,t = Ui,t − 2(rl Pl,t + xl Ql,t ), voltage profile by minimizing total voltage deviation.
By introducing auxiliary variables σj,t , the absolute value
∀l(i, j) ∈ L, ∀t ∈ T (1c)  
function in the last term can be replaced by Tt=1 ∀j∈B σj,t
Uil ≤ Ui,t ≤ Uiu , ∀i ∈ B, ∀t ∈ T (1d) with the following constraints:
σj,t ≥ Uj,t − Uref , σj,t ≥ Uref − Uj,t , ∀t ∈ T , ∀j ∈ B (5)
(Pl,t )2 + (Ql,t )2 ≤ Sl2 , ∀l(i, j) ∈ L, ∀t ∈ T (1e)
where Pl,t /Ql,t is the active/reactive power flow on branch Two remarks on the above operation model:
inj 1) With the first economic objective in (4), the complemen-
l; Pj,t /Qinj
j,t is the net injection of active/reactive power at
j,t · pj,t = 0 is relaxed in model (3), because
tarity constraint psc sd
bus j; π(j) represents the set of branches starting at bus j;
simultaneously charging and discharging a storage is an uneco-
Uj,t is the squared magnitude of voltage at bus j; rl /xl is
nomic dispatch due to imperfect energy conversion indicated by
the resistance/reactance on branch l. Constraints (1a) and (1b)
efficiencies ηjc and ηjd ; so even if it is relaxed, the solution still
represent nodal active and reactive power balance; (1c) describes
implicitly satisfies the complementarity constraint, as analyzed
the forward voltage drop along a branch; (1d) indicates that the
in [34].
squared magnitude of voltage at bus i is bounded below/above
l u 2) Summing up two sub-objectives with the weight δ is a
by Uj,t /Uj,t , respectively. (1e) is the power flow limit on branch
simple method; nevertheless, the objective does not affect the
l, whose apparent power capacity is Sl . The quadratic constraint
our concerned robust feasibility, so how to compromise two sub-
(1e) can be approximated by a series of linear constraints; please
objectives is not our main focus. Interested readers in multi-
see for [33] the details.
objective optimization are recommended with [35].
In (1a) and (1b), the net injection power Pl,t /Ql,t depends on
nodal demand Pj,t d
/Qdj,t , net export power (Pj,t
sd
− Pj,t
sc
) from
C. Compact Form and Dynamic Robust Feasible Regions
the ESU, and dispatched renewable power (Pj,t − ΔPj,tr r
), if
there is any. Local generators are omitted but can be considered Following the concept in DP, decision variables appearing
without any difficulty. Two reasons account for the neglect of in two consecutive periods are called state variables. In the
fossil fuel generators: first, decarbonization is a general trend considered problem, state variables are storage SoCs. In period
in the future; second, this work aims to highlight the value of t, state variable xt = [E1,t s s
, . . . , E|S|,t ]; uncertain parameters
ESU in distribution systems. The total dispatchable renewable representing renewable output are encapsulated into vector wt =
power Pj,tr
is uncertain and depends on the weather conditions. [P1,t
r r
, . . . , P|H|,t ]; non-state variable yt collects all remaining

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GUO et al.: DISTRIBUTION SYSTEM OPERATION WITH RENEWABLES AND ENERGY STORAGE
Fig. 1. Illustration of state transition between two consecutive periods.
variables in the power flow model that are stagewise inde-
pendent. Demand and price uncertainty, if necessary, can be
enclosed in wt without injuring the proposed method.
The state transition in two consecutive periods is illustrated
in Fig. 1. In period t, the state xt−1 is already known, and wt is
observed; By the notations defined above, the compact form of
constraints in (1)–(3) and (5) can be written as:
Axt + Byt + Cxt−1 ≤ bt + Dwt , ∀t ∈ T
where A, B, C, bt and D are coefficient matrices derived from
(1)–(3) and (5); any equality can be replaced by two opposite
inequalities. The objective function (4) can be expressed as:

T
min c t yt
t=1
where ct depends on the coefficients in (4).
Unlike the prevailing robust optimization paradigm which
optimizes the worst-case performance, the cost in the nominal
scenario is minimized in (7). Robustness refers to the feasibility
of (6) for any wt varying in set
Wt = {wt | 0 ≤ wt ≤ wu }
where wu is a vector representing the upper bound of wt , which
is equal to the installed capacity. The lower and upper bounds
can be adjusted according to the desired conservativeness. This
framework inherits the core feature of robust optimization, while
leads to more tractable computation, which will be discussed
hereinafter.
If there are only two stages, robust feasibility means that
when (x1 , y1 ) is determined, constraint (6) must be non-empty
for (x2 , y2 ) for any w2 ∈ W2 , which coincides with two-stage
robust optimization. On this basis, the concept of robust feasi-
bility can be extended to the multistage case: In period t, state
variable xt and non-state variable yt should be determined from
(6) based on the value of state variable xt−1 in the previous stage
and the observed uncertain parameter wt in period t, we denote
this dependence by (xt , yt ) ∈ Λ(xt−1 , wt ). MRF requires that
set Λ(xt−1 , wt ) must be non-empty for any wt ∈ Wt . Such
a requirement imposes further restrictions on (xt−1 , yt−1 ) in
addition to the basic operating constraint (6). Since non-state
variable yt is stage-wise independent, MRF constraints are
actually imposed on the state variable xt−1 connecting period
t − 1 and period t, inspiring the definition of dynamic robust
feasible regions.
Definition 1: Dynamic robust feasible regions {Ft−1 }Tt=2 for
state variable {xt−1 }Tt=2 are
   sets; their hyperplane representation can be retrieved offline by a

sm  ∀wt ∈ Wt
Ft−1 = xt−1 ∈ [E , E ]
sn
(9)
 Λ(xt−1 , wt ) = ∅
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741
where
⎧  ⎫
⎪  Axt + Byt + Cxt−1 ⎪
⎨  ⎬

Λ(xt−1 , wt ) = (xt , yt ) ≤ bt + Dwt (10)
⎪
⎩  ⎪
⎭
 x t ∈ Ft
with boundary condition FT = {xT |E sn ≤ xT ≤ E sm } where
vector E sn /E sm represents the lower/upper bounds of SoC of
all ESUs.
It should be noted that the above boundary condition is not
completely strict. Taking T = 24 as an example, the future
periods after period 24 will impact the feasibility of period 24;
in fact, the multistage robust feasibility couples infinitely many
periods. However, it is not viable to consider an infinite horizon,
whether in simulation or in practice. As a remedy, the proposed
method with a 24-period horizon can be implemented every 12
(6) periods. In detail, before period 1, we calculate the dynamic
robust feasible regions for period 1∼24 and use them in period
1∼12; before period 12, the dynamic robust feasible regions for
period 13∼36 are updated and used in period 13∼24... and so
on. In such a fashion, the impact of the future 12 periods on
(7) MRF can be considered.
From (9) and (10), DRFRs are given in a recursive manner. If
DRFRs can be analytically expressed, adding them in the MSRO
model guarantees operation feasibility in every period.
D. Distribution System Operation as MSRO
With constraints (6), (8)–(10) and the objective function (7),
the robust operation of distribution system can be cast as an
(8)
MSRO over periods t = 1, . . . , T as follows:
min c t yt
(xt ,yt )∈Λ(xt−1 ,wt )

T
+ min c τ yτ (11)
(xτ ,yτ )∈Λ(xτ −1 ,wτ ),τ =t+1,...,T
τ =t+1
where wt is the observation of renewable power in period t; wτ
is the prediction of uncertainty in period τ . DRFRs Ft appear
in constraints and maintain operating feasibility under dynamic
uncertainty. Some remarks on (11) are given.
1) Unlike traditional robust optimization paradigm such as
the two-stage formulation in [7] or the multistage formulation
in [27] which optimizes the worst-case performance, model (11)
minimizes the total cost in the predicted scenario and ensures
robust feasibility in all possible scenarios. Such a treatment
reduces the conservativeness while inherits the core advantage
of robust optimization [9].
2) Problem (11) is solved in a rolling horizon fashion with
the latest update on renewable prediction. However, standard
techniques, such as model predictive control, account for the
feasibility only for the forecast scenario; since DRFRs are
incorporated in (11), it warrants dispatch feasibility in every
period regardless of the sequence of uncertainty realization.
3) In the next section, we will prove DRFRs are polyhedral
linear programming based projection algorithm. Consequently,
MSRO (11) for distribution system operation comes down to
742 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 37, NO. 1, JANUARY 2022

solving linear programs and enjoys high efficiency, exhibiting all constraints in (10) can be expressed by
the potential of online use.
A
xt + B
yt ≤ b
t − C
xt−1 + D
wt (17)
III. SOLUTION METHODOLOGY where A
, B
, b
t , C
, D
correspond to the coefficients of con-
straints in (10) including those of xt ∈ Ft . Also, (16) can be
The analytical expressions of DRFRs Ft , t = 1, . . . , T are the
extended to each stage, i.e.
last barrier to solve (11). In this section, the polyhedral property 
of Ft is revealed first; then the projection algorithm is developed Ft−1 = Ft−1 (wt ), t = 2, . . . , T (18)
∀wt ∈vert(Wt )
to construct Ft explicitly; finally, the rolling horizon procedure
is discussed. To obtain the explicit expression of Ft−1 (wtk ) and further
calculate Ft−1 by (18), an efficient algorithm to compute poly-
A. Properties of Dynamic Robust Feasible Regions hedral projection is required. Foremost, we need a condition to
Consider a polyhedron in variable x with parameter u ∈ U : certify set Λ(xt−1 , wtk ) = ∅. Given a fixed wtk , we can test the
feasibility of (17) by solving the following linear program:
X(u) = {x|Ex ≤ F + Gu} (12)
min 1 z
where E, F and G are constant coefficients; U is a bounded xt ,yt ,z≥0

polyhedron. Let vert(U ) = {uk }K k=1 denote the set of vertices s.t. A
xt + B
yt − Iz ≤ b
t − C
xt−1 + D
wtk : γ (19)
of U . Thereis no extreme ray due to boundedness.
Claim 1: ∀u∈U X(u) = ∅ if ∀u∈vert(U) X(uk ) = ∅. where z is the vector of slack variables; γ following the colon
 is the dual variable; I is the identity matrix with a compatible
Proof: Let x∗ ∈ ∀u∈vert(U) X(uk ), which means x∗ is feasi-
dimension. If the optimum of (19) is zero, (17) is feasible, and
ble in constraints (12) for uk , k = 1, . . . , K, i.e.: Λ(xt−1 , wtk ) is non-empty. The dual problem of (19) reads:
Ex∗ ≤ F + Guk , k = 1, . . . , K (13) max γ  (b
t − C
xt−1 + D
wtk ) (20)
γ∈Γ
U is polyhedral and thus convex. Any u ∈ U can be expressed as
= where Γ = {γ | A
 γ = 0, B
 γ = 0, −1 ≤ γ ≤ 0} is the fea-
k λk u where
k
the convex combination
 of its vertices, i.e. u
λk ≥ 0 and k λk = 1. Multiplying both sides of (13) with λk sible set of dual variable γ. Hence, we have
and summing up the K inequalities together yields Claim 3: Ft−1 (wtk ) can be expressed as

Ex∗ ≤ F + Gu (14) Ft−1 (wtk )

   
which means x∗ ∈ X(u), ∀u ∈ U . Hence, ∀u∈U X(u) = ∅.   γC
x 

k
 t−1 ≥ γ (bt + D wt )
Claim 2: Ft , t = 1, . . . , T − 1 are polyhedral sets. = xt−1 ∈ [E , E ] sn sm
 ∀γ ∈ vert(Γ)
Proof: FT = {xT |0 ≤ xT ≤ E sm } is a hypercube and hence (21)
polyhedral, so is Λ(xT −1 , wT ). According to (9): Proof: As mentioned above, if the optimum of problem (19)

FT −1 = FT −1 (wT ) (15) is zero, then Λ(xt−1 , wtk ) is non-empty. By strong duality, the
∀wT ∈WT optimum of dual problem (20) should not be positive, i.e.:
where FT −1 (wT ) = {xT −1 | Λ(xT −1 , wT ) = ∅} is a set for γ  (b
t − C
xt−1 + D
wtk ) ≤ 0, ∀γ ∈ Γ (22)
fixed wT ∈ WT . Furthermore, by Claim 1, the union over WT
can be replaced by the union over a finite number of vertices: As (20) is a linear program whose optimum can always be found
 at some vertex, enumeration in (22) is equivalent to
FT −1 = FT −1 (wT ) (16)
∀wT ∈vert(WT ) γ  C
xt−1 ≥ γ  (b
t + D
wtk ), ∀γ ∈ vert(Γ) (23)
Define the following polyhedron So we have (21). 
⎧  ⎫
⎪  AxT + ByT + CxT −1 ⎪ Claim 3 gives the explicit hyperplane representation of set
⎪
⎪  ⎪
⎪
⎨  ≤ b + Dw ⎬ Ft−1 (wtk ), and Ft−1 can be further constructed by (18). The
 T T
PT −1 (wT ) = (xT , yT , xT −1 ) number of vertices in vert(Wt ) depends on the dimension of wt ,
⎪
⎪  x T ∈ FT ⎪
⎪
⎪
⎩  ⎪
⎭ which is generally not high, so (18) is computationally viable.
x
t−1 ∈ [E , E ]
sn sm
However, the vertex enumeration for Γ is not tractable because
According to the definition of projection operator, FT −1 (wT ) is the dimension of dual variable γ is high.
the projection of PT −1 (wT ) on the subspace spanned by the co-
ordinates of xT −1 . Because PT −1 (wT ) is a polyhedron, its pro- B. Linear Programming Based Projection Algorithm
jection FT −1 (wT ) remains polyhedral (Theorem B.2.5, [36]). An efficient polyhedral projection algorithm is developed to
Recall (16), FT −1 is the intersection of a finite number of poly- circumvent vertex enumeration in (21). To this end, formula (21)
hedral sets hence remains polyhedral. By a backward recursion, indicates that
Ft , t = 1, . . . , T − 1 are all polyhedra.  γ  C
xt−1 ≥ γ  (b
t + D
wtk ),
In the proof of Claim 2, it has been recognized that for any
t = 2, . . . , T , Λ(xt−1 , wt ) is polyhedra. So the compact form of ∀xt−1 ∈ Ft−1 (wtk ), ∀γ ∈ vert(Γ) (24)

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GUO et al.: DISTRIBUTION SYSTEM OPERATION WITH RENEWABLES AND ENERGY STORAGE 743

Algorithm 2: Rolling horizon procedure for multistage ro-

bust operation of distribution system.
Input: The initial state x0 .
For t = 1, . . . , T
Solve (30) with the last state xt−1 , the newly
observed wt and the predicted wτ , τ = t + 1, . . . , T ; the
optimal solution is (x∗t:T , yt:T
∗
).
Deploy the strategy yt∗ in period t, calculate the stage
cost ct yt∗ , and update the state variable xt = x∗t .
end 
Output: The total operating cost Tt=1 ct yt∗ and the
∗ ∗
Fig. 2. Illustration of the construction of Ft−1 (wtk ). dispatch strategies (xt , yt ), t = 1, . . . , T .

Algorithm 1: Calculation of dynamic robust feasible

dimension of xt−1 is low, so the vertices of F t−1 (wtk ) can be
regions.
located easily. In detail, assume that F t−1 (wtk ) has M vertices,
Input: For t = 2, . . . , T , F t−1 (wtk ) = [E sn , E sm ]; FT = named xm t−1 , m = 1, · · · M ; with fixed xt−1 , (26) becomes a
m

[E sn , E sm ]. linear program over γ, whose optimal solution is γm ∗

and optimal
For t = T, . . . , 2 ∗
value is Vm . Then, the optimal solution of the original bilinear
For ∀wtk ∈ vert(Wt ) program (26) is:
Step 1: Solve bilinear program (26); save V ∗ , γ ∗ .
Step 2: If V ∗ > 0, add the cutting plane (27) into (γ ∗ , x∗t−1 ) = (γm̂
∗
t−1 )
, xm̂ (28)
the set F t−1 (wtk ) and go back to step 1; else if V ∗ ≤ 0,
where
save Ft−1 (wtk ) = F t−1 (wtk ).
end  V ∗ = max{Vm∗ }, m̂ : Vm̂∗ = V ∗ (29)
Save Ft−1 = ∀wtk ∈vert(Wt ) Ft−1 (wtk ). m

end The above technique converts a bilinear program into M linear

Output: Ft−1 , t = 2, . . . , T . programs.
When a cut in (27) is added to F t−1 (wtk ), only a few new
vertices are generated. So we only need to solve linear program
If x∗t−1 ∈
/ Ft−1 (wtk ), there must be some γ ∗ ∈ vert(Γ) so that (20) corresponding to the newly generated vertices of F t−1 (wtk ),
and pick out the one leads to the maximal objective value. In
γ ∗ C
x∗t−1 < γ ∗ (b
t + D
wtk )
practice, we can retrieve a group of hyperplanes in (27) with
and the hyperplane multiple γi∗ , whose corresponding Vi∗ is larger than zero. Hence,
multiple cuts can be generated and added into F t−1 (wtk ) at one
γ ∗ C
xt−1 = γ ∗ (b
t + D
wtk ) (25)
time, thus accelerating algorithm convergence.
strictly separates x∗t−1 from Ft−1 (wtk ).
On this basis, the idea to construct Ft−1 (wtk ) is as follows: C. Rolling Horizon Robust Dispatch
initiate a large enough set F t−1 (wtk ) ⊇ Ft−1 (wtk ); then, identify
some xt−1 ∈ F t−1 (wtk ) not belonging to Ft−1 (wtk ), and remove The multistage robust operation of distribution system is
it from F t−1 (wt ), until condition (24) is met, as in Fig. 2. To implemented via a rolling horizon process: at the beginning of
check condition (24), we need to solve the following bilinear period t, the state xt−1 is known and wt is observed; with the
program: predicted wτ , τ = t + 1, . . . , T , we solve the following opti-
mization problem:
V ∗ = max γ  (b
t + D
wtk ) − γ  C
xt−1
γ,xt−1

T
min c τ yτ
s.t γ ∈ Γ, xt−1 ∈ F t−1 (wtk ) (26) xt:T ,yt:T
τ =t
The optimal value is V ∗ , and the optimal solution is (γ ∗ , x∗t−1 ). s.t. Axt + Byt + Cxt−1 ≤ bt + Dwt
If V ∗ > 0, then x∗t−1 ∈
/ Ft−1 (wtk ), and cutting plane
Axτ + Byτ + Cxτ −1 ≤ bτ + Dwτ , τ = t + 1, . . . , T
γ ∗ C
xt−1 ≥ γ ∗ (b
t + D
wtk ) (27)
xτ ∈ Fτ , τ = t, . . . , T (30)
is created in the hyperplane representation of F t−1 (wtk ); other-
wise, F t−1 (wtk ) = Ft−1 (wtk ) is certified. The optimal solutions are (x∗t:T , yt:T
∗
). Deploy the strategy
The projection algorithm is summarized in Algorithm 1. To yt∗ ;
in period t, leading to a stage cost of ct yt∗ , the state variable
solve bilinear program (26), notice that the optimal solution evolves to x∗t as calculated, and then proceed to the next stage.
must be found at some vertex of F t−1 (wtk ) and Γ [37]; the The rolling horizon procedure is summarized in Algorithm 2.

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744
Fig. 3. Structure of the modified IEEE 33-bus distribution system.
Fig. 4. Data used in case studies.
IV. CASE STUDIES
The modified IEEE 33-bus distribution system is used to test
the proposed method. Its topology is shown in Fig. 3. Bus #1
is the slack bus; the voltage is 1.0 p.u., and the import power
capacity is set to 4MW. The voltage at the remaining buses
can vary in the interval [0.93, 1.07] in per unit. Three identical
ESUs are deployed at bus #2, #6 and #16, respectively; a wind
turbine (WT) connects to the system at bus #30. The demand
curve and the electricity price are collected from PJM database
on April 7th, 2019 [38] and given in Fig. 4(a). Wind power
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IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 37, NO. 1, JANUARY 2022
TABLE I
SYSTEM PARAMETERS
prediction/observation curves are drawn in Fig. 4(b). Some
critical parameters are summarized in Table I. The complete
system data are provided in [39]. Optimization problems are
solved by CPLEX 12.6 on a laptop with Intel i5-8250 U CPU
and 8 GB memory.
A. Dynamic Robust Feasible Regions
The DRFRs are 24 polyhedra in R3 . Results provided by
Algorithm 1 are visualized in Fig. 5. As shown in Fig. 5(f),
in periods 1-16 and 22-24, the DRFRs are [E sn , E sm ], the same
as initiation. The reason is that in these periods, the load level is
not high; all the system operating constraints and MRF can be
satisfied regardless of the SoC level of ESUs within [E sn , E sm ].
For periods 17-21, the DRFRs are plotted in Figs. 5(a)–5(e).
As the load increases quickly during the evening peak hours,
the DRFRs in these periods are strict subsets of the initial
set [E sn , E sm ]. Cutting planes are generated to remove SoC
combinations that cannot guarantee system security considering
the uncertainty of wind generation. For example, as in Fig. 5(c),
the DRFR in period 19 incorporates three cutting planes:
0.9000x1 + 0.9000x2 + 0.9000x3 ≥ 2.4033
0.0010x1 + 0.0242x2 + 0.0575x3 ≥ 0.0519
0.7768x1 + 0.7999x2 + 0.8333x3 ≥ 2.1234 (31)
where xi is the SoC of the i-th ESU. Infeasibility is mainly
caused by network constraints: the maximum import power
is 4MW, and the voltage magnitude drops along branches; so
during evening peak hours, it is impossible to supply all load by
purchasing power from the main grid without the support from
ESUs. For example, in period 19, the SoC of ESUs must meet
the conditions in (31), which implies that all ESU must maintain
a certain level of storage in case that wind power drops down.
Moreover, the minimum storage levels are correlated, taking full
advantage of the power delivery capacity of the network.
B. Dispatch Results With Different Storage Capacities
Given the prediction and observation of wind power in
Fig. 4(b), we perform the rolling horizon procedure in
Algorithm 2.
As the wind power is observed period by period from t = 1
to t = 24, the rolling horizon dispatch achieves the total elec-
tricity purchasing cost of $519.0; the voltage deviation of all
the
 buses across the entire time horizon is 19.02 per unit, i.e.
∀i,t |ui,t − uref | = 19.02 where ui,t is the per-unit voltage
magnitude at bus i in period t and uref = 1.0 per unit is a
reference. The SoC dynamics of ESUs are given in Fig. 6. ESUs
are charged mainly in the late night and the afternoon when
GUO et al.: DISTRIBUTION SYSTEM OPERATION WITH RENEWABLES AND ENERGY STORAGE
Fig. 5. Dynamic robust feasible regions.
Fig. 6. SoC dynamics in rolling horizon dispatch.
the wind power is abundant while the demand and electricity
price are relatively low; the stored energy is discharged during
the evening peak in periods 18-22 when the load and electricity
price reach a high level at the same time. Correspondingly, the
power scheduling of each ESU are given in Fig. 7. It can be found
that for each ESU, charging and discharging are complementary,
even we use a relaxed ESU model without binary variables. The
reason, as explained in Section II-B, is that we have an economic
term in the objective function (4); simultaneously charging and
discharging is not an economic strategy due to the imperfect
energy conversion with efficiency η c and η d and thus generally
does not occur.
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745
To highlight the value of ESUs, we analyze the sensitivity of
optimums to the storage capacities; we multiply the capacity of
ESUs with a ratio ρ, and the power/energy capacity becomes
ρP sm /ρE sm ; then Algorithm 2 is executed. The results are
summarized in Table II. Without energy storage, dispatch is
infeasible because of limited line capacity and the interval con-
straints on nodal voltage. When ρ = 0.2, the total cost increases
by 4% and the voltage deviation by 3.5% compared with the
base case in which ρ = 1.0. The above findings reveal the value
of ESUs in supporting system operation.
C. Comparison With Traditional Robust Approaches
The proposed MSRO method is compared with two renowned
robust optimization approaches: two-stage robust optimization
(TSRO) [9] and multistage robust optimization with affine policy
(MSRO-AP) [13], from the perspectives of MRF and optimality.
To ensure comparability, the results come from the nominal
scenario where the realization of renewable power for each
compared method is the observation in Fig. 4(b); TSRO min-
imizes the costs under the nominal scenario while maintaining
the robust feasibility in the rest periods with the first-period
strategy; MSRO-AP also optimizes the nominal scenario and
calculates the robust affine policy. Results about optimality are
gathered in Table III. SoC dynamics and DRFRs in periods
19∼21 are illustrated in Fig. 8.
The third and fourth columns of Table III suggest the TSRO
gives a slightly lower operating cost and a mildly smaller voltage
deviation than the proposed method. The reason is that TSRO
746 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 37, NO. 1, JANUARY 2022

TABLE III
COMPARISON OF DIFFERENT METHODS ON OPTIMALITY AND SOLUTION TIME

assumes uncertainty can be spotted at one time, and determines

a non-causal dispatch strategy with full information on uncer-
tainty. However, such a strategy may be infeasible in a multistage
sense. This can be seen in Fig. 8 where storage SoC conditions
of TSRO in periods 19∼21 are relatively small and fall outside
the DRFRs. The lack of adequate wind power may trigger load
shedding or induce constraint violation such as over-low voltage
or line congestion.
As for MSRO-AP, although MRF is warranted, the designated
affine policy restricts the operational flexibility and leads to
sub-optimality. From the last column in Table III, the purchasing
cost corresponding to MSRO-AP is 5.07% higher than that
of MSRO, and the voltage deviation is 38.7% worse. Based
on the above observations, the proposed method enjoys better
optimality compared to the affine policy based approach, and
ensures MRF which may be wrecked in the classic two-stage
robust optimization method.
Lastly, the solution time is compared in the bottom row of
Table III. For MSRO, it takes 1.125 s to calculate the DRFRs
by Algorithm 1. TSRO and MSRO-AP consume 0.878 s and
0.605 s, respectively. Some discussions on the solution time:
1) Generally, all these three methods are computationally
cheap, since the distribution operation model is linear. Solving
linear programs is highly efficient.
2) The reason why the proposed MSRO method takes a longer
time is that it needs a backward recursion by Algorithm 1
while the other two methods solve larger but fewer optimization
problems.
3) Considering larger systems and more energy storage units
will definitely increase the solution time since the problem
(26) becomes larger. More significantly, the computational
burden heavily depends on the number of renewable plants
because in Algorithm 1, we need to enumerate the vertices
of uncertainty set; the number of vertices is 2N where N is
the number of renewable plants. Nevertheless, linear programs
are solved offline to obtain DRFRs by commercial solvers
Fig. 7. Scheduling of energy storages. with very high efficiency; so the solution time is a relatively
small concern. Therefore, the proposed method enjoys good
scalability.

TABLE II V. DISCUSSION
IMPACT OF STORAGE CAPACITY
The proposed method cannot directly handle binary variables,
because the discrete nature will injure the convexity of dynamic
robust feasible regions and the effectiveness of Algorithm 1 in
Section III.

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GUO et al.: DISTRIBUTION SYSTEM OPERATION WITH RENEWABLES AND ENERGY STORAGE 747

Fig. 8. Comparisons on multistage robust feasibility.

As a remedy, we can relax the binary variable {0, 1} to

continuous variable in the interval [0,1] and implement the
proposed method; the obtained DRFR is the convex hull of the
exact region with binary variables. Here we give two very simple
examples for illustration:
1) Consider a two-period problem, i.e. t = 1, 2, with con-
tinuous state variables xt , yt ∈ [−1, 1] and binary non-state
variables zt ∈ {0, 1}, as well as an external uncertainty pa-
rameter wt ∈ [−1.5, 1.5]. In slot t = 1, we decide x1 , y1 , z1
so that for any w2 ∈ [−1.5, 1.5], there is at least one solution
(x2 , y2 , z2 ) that satisfies the transition condition x2 + y2 − z2 ≤
w2 − (x1 + y1 ). Therefore, the dynamic robust feasible region
F1 is defined as
⎧  ⎫
⎪  ∀w2 ∈ [−2, 2], ∃(x2 , y2 , z2 ) : ⎪ Fig. 9. DRFR in the first illustrative example with discrete variables.
⎨  ⎬

F1 = (x1 , y1 ) ∈ [−1, 1]2  x2 + y2 − z2 ≤ w2 − (x1 + y1 )
⎪
⎩  ⎪
⎭
 x2 , y2 ∈ [−1, 1], z2 ∈ {0, 1} First, given z2 = 0 and w2 = −1 (the “worst” vertex of
[−1, 1] for the above ‘≤’ condition in terms of robust feasibility),
For such a simple problem, we can calculate the exact region. the maximum of w2 + z2 + x2 and w2 + z2 + y2 is 1; in this
Given w2 = −1.5, the ‘worst’ vertex of [−2, 2] for the above case, we have
‘≤’ condition in terms of robust feasibility, the minimum of
x2 + y2 − z2 is −3 by determining z2 = 1; hence, as long as F1case1 = {(x1 , y1 )|0 ≤ x1 ≤ 1, 0 ≤ x2 ≤ 1} (32)
x1 + y1 ≤ 1.5, transition condition can be satisfied, and we have
F1 = {(x1 , y1 ) ∈ [−1, 1]2 |x1 + y1 ≤ 1.5}. Then, we relax the Then, given z2 = 1 and w2 = −1, the maximum of w2 +
binary variable z2 to continuous variable in the interval [0,1] and z + x and w + z + y is 2; in this case, we have
2 2 2 2 2
recall the proposed Algorithm 1, we obtain the same region, as
plotted in Fig. 9.
F1case2 = {(x1 , y1 )|1 ≤ x1 ≤ 2, 1 ≤ x2 ≤ 2} (33)
2) Consider a two-period problem, i.e. t = 1, 2, with con-
tinuous state variables xt , yt ∈ [0, 2] and binary non-state vari-
ables zt ∈ {0, 1}, as well as an external uncertainty parameter The final dynamic robust feasible region F1 is the union set
wt ∈ [−1, 1]. In slot t = 1, we decide x1 , y1 , z1 so that for any of the F1case1 and F1case2 .
w2 ∈ [−1, 1], there is at least one solution (x2 , y2 , z2 ) that sat- By relaxing the binary z2 ∈ {0, 1} into z2 ∈ [0, 1], we employ
isfies z2 ≤ x1 ≤ w2 + z2 + x2 and z2 ≤ y1 ≤ w2 + z2 + y2 . the proposed Algorithm 1 to obtained the relaxed dynamic robust
Therefore, the dynamic robust feasible region F1 is defined as feasible region, named F1relaxed . Shown in Fig. 10, the relaxed
region is a convex hull of the exact region.
⎧  ⎫ From the above two illustrative examples, we conclude
⎪  ∀w ∈ [−1, 1], ∃(x2 , y2 , z2 ) : ⎪
⎪
⎪  2 ⎪
⎪ that the technique that relaxes binary variables to continu-
⎨ z ≤ x ≤ w + z + x ⎬
 2 1 2 2 2
F1 = (x1 , y1 ) ∈ [0, 2]2  ous ones can calculate exact dynamic robust feasible regions
⎪
⎪  z 2 ≤ y 1 ≤ w 2 + z 2 + y 2 ⎪
⎪ in some situations; generally, it can obtain a convex hull of
⎪
⎩  ⎪
 x , y ∈ [−1, 1], z ∈ {0, 1} ⎭ the exact region with binary variables. Generalizing the pro-
2 2 2
posed method to incorporate binary variables is our ongoing
For such a simple problem, we can calculate the exact region: work.

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748
Fig. 10. DRFR in the second illustrative example with discrete variables.
VI. CONCLUSION
This paper studies the operation of distribution systems with
renewable generations and energy storages from a multistage
robust optimization perspective. A multistage robust feasibil-
ity approach is proposed. It optimizes the cost in the nomi-
nal scenario while guarantees MRF through DRFRs on state
variables. The dynamic robust feasible regions are proven to
be polyhedral, and a linear programming based projection al-
gorithm is developed to calculate the hyperplane representa-
tions of these regions. Finally, the robust dispatch problem
comes down to solving linear programs in a rolling horizon
fashion.
Compared with renowned two-stage robust optimization, the
proposed method provides more reliable dispatch strategies
in the dynamic environment; compared with multistage ro-
bust optimization with affine policy, the proposed method is
less conservative, and the dispatch strategy is economically
better. The proposed method offers a brand new perspec-
tive for solving multistage decision-making problems under
uncertainty.
Nevertheless, the proposed method at the current stage can-
not handle discrete variables; because the discrete nature will
injure the convexity of DRFRs, as well as the effectiveness of
Algorithm 1. The remedy is discussed in Section V. Generaliz-
ing the method to incorporate binary variables is our ongoing
work. Besides, Algorithm 1 is a tool of visualization; in this
paper, it visualizes the multistage robust feasibility; as potential
applications, this method can be used in safety monitoring and
security region characterization. With a visual security region,
we can judge the operating condition of a system: if the oper-
ating point falls out of the region, the system is in danger, or
has collapsed already; otherwise, the system is safely running.
Furthermore, the distance from a normal operating point to the
nearest boundary of this region can be seen as a measurement of
system security margin. When the margin is small, the operating
condition needs adjustment in case of disturbances.
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Zhongjie Guo received the B.S. degree from Central
South University, Changsha, China, in 2018 and he
is currently working toward the Ph.D. degree with
Tsinghua University, Beijing, China.
His research interests include energy storage,
renewable power generation, and power system
operation.
Authorized licensed use limited to: Polytechnic University of Bucharest. Downloaded on October 19,2022 at 14:08:07 UTC from IEEE Xplore. Restrictions apply.
749
Wei Wei (Senior Member, IEEE) received the B.Sc.
and Ph.D. degrees in electrical engineering from Ts-
inghua University, Beijing, China, in 2008 and 2013,
respectively.
From 2013 to 2015, he was a Postdoctoral Research
Associate with Tsinghua University. In 2014, he was a
Visiting Scholar with Cornell University, Ithaca, NY,
USA, in 2015, and a Visiting Scholar with Harvard
University, Cambridge, MA, USA. He is currently an
Associate Professor with Tsinghua University. His
research interests include applied optimization and
energy system economics.
Laijun Chen (Member, IEEE) received the B.S. and
Ph.D. degrees in electrical engineering from Tsinghua
University, Beijing, China, in 2006 and 2011, respec-
tively. He is currently a Professor with Qinghai Uni-
versity, Xining, China. His research interests include
power system analysis and control, and renewable
energy integration.
Mohammad Shahidehpour (Fellow, IEEE) received
the Honorary Doctorate degree from the Polytechnic
University of Bucharest, Bucharest, Romania.
He is currently a University Distinguished Profes-
sor, and the Bodine Chair Professor and the Director
of the Robert W. Galvin Center for Electricity Innova-
tion with the Illinois Institute of Technology, Chicago,
IL, USA.
He was the recipient of the IEEE PES Ramaku-
mar Family Renewable Energy Excellence Award,
the IEEE PES Douglas M. Staszesky Distribution
Automation Award, and the IEEE PES Outstanding Power Engineering Educator
Award. He is a Member of the U.S. National Academy of Engineering, a Fellow
of the American Association for the Advancement of Science, and a Fellow of
the National Academy of Inventors.
Shengwei Mei (Fellow, IEEE) received the B.Sc.
degree in mathematics from Xinjiang University,
Urumqi, China, in 1984, the M.Sc. degree in oper-
ations research from Tsinghua University, Beijing,
China, in 1989, and the Ph.D. degree in automatic
control from the Chinese Academy of Sciences, Bei-
jing, China, in 1996. He is currently a Professor with
Tsinghua University. His research interests include
power system complexity and control, game theory,
and its application in power systems.