A Branch-and-Cut Algorithm for Chance-Constrained Multi-Area Reserve Sizing

Cho, Jehum;Papavasiliou, Anthony
(2022) , 6 pages

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  • Cho, JehumUCLouvain
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  • Papavasiliou, Anthonyorcid-logoUCLouvain
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Abstract
We implement an exact mixed-integer programming algorithm for the chance-constrained multi-area reserve sizing problem in the presence of transmission network constraints. The problem can be cast as a two-stage stochastic mixed integer linear program using sample approximation. Due to the complicated structure of the problem, existing methods attempt to find a feasible solution based on heuristics. However, a recent development of integer programming techniques allow us to reformulate the problem into a form where we can solve it to optimality. In this paper, we apply this integer programming approach to solve our problem to optimality and compare the results with that of the existing heuristics.
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Cho, J., & Papavasiliou, A. (2022). A Branch-and-Cut Algorithm for Chance-Constrained Multi-Area Reserve Sizing (LIDAM Discussion Paper CORE 2022/18). https://hdl.handle.net/2078.5/273275