Journal of Shanghai Jiao Tong University

Journal of Shanghai Jiaotong University >

2023 , Vol. 57 >Issue 11: 1455 - 1464

DOI: https://doi.org/10.16183/j.cnki.jsjtu.2022.053

New Type Power System and the Integrated Energy

Robust Optimization of Power Grid Investment Decision-Making Considering Regional Development Stage Uncertainties

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  • 1. Key Laboratory of Control of Power Transmission and Conversion of the Ministry of Education, Shanghai Jiao Tong University, Shanghai 200240, China
    2. Economic and Technological;Research Institute, State Grid Jiangsu Electric Power Co., Ltd., Nanjing 210008, China

Received date: 2022-03-05

  Revised date: 2022-06-14

  Accepted date: 2022-07-13

  Online published: 2023-12-01

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Abstract

Aimed at the problem of uncertainties in the regional development stage and the difficulties in quantifying regional investment demand in different development stages, a robust optimization method for power grid investment decision-making considering regional development stage uncertainties is proposed to promise the matching degree between power grid investment decisions and development needs, and to improve the ability of decision-making results to deal with portfolio risks and uncertainties in regional development stage. First, investment risk constraints are constructed based on the modern portfolio theory. Then, a box uncertainty set is used to characterize uncertainties in regional development stage, and a robust optimization model for power grid investment decision-making considering uncertainties in development stage is established. In the optimization model, the outer minimization problem is used to solve the uncertain variables in regional development stage in the worst scenario, while inner maximization problem is used to obtain the decision-making plan that can maximize investment return in the worst scenario. Furthermore, according to the strong duality theory, the double-layer optimization model is transformed into a single-layer model that can be solved directly, and the big-M method is used to solve the model proposed. Finally, an actual example of 13 cities in an eastern coastal province verifies the applicability and effectiveness of the power grid investment decision-making model.

Key words： uncertainty in development stage; power grid investment decision-making; portfolio risk; robust optimization; strong dual theory

Cite this article

HUANG Wandi, ZHANG Shenxi, CHENG Haozhong, CHEN Dan, ZHAI Xiaomeng, WU Shuang . Robust Optimization of Power Grid Investment Decision-Making Considering Regional Development Stage Uncertainties[J]. Journal of Shanghai Jiaotong University, 2023 , 57(11) : 1455 -1464 . DOI: 10.16183/j.cnki.jsjtu.2022.053

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