Date: Thursday, May 18, 2023

Time: Noon – 1:00 pm

Location: 9th floor Atrium in Coda Building (756 W Peachtree St NW, Atlanta, GA 30308)

Speaker: Jehum Cho

Exact Mixed-Integer Programming Approach for Chance-Constrained Multi-Area Reserve Sizing

Abstract: An exact algorithm is developed 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. Existing mixed-integer algorithms that can be applied directly to a two-stage stochastic program can only address small-scale problems that are not practical. We have found the minimal description of the projection of our problem onto the space of the first-stage variables. This enables us to directly apply more general Integer Programming techniques for mixing sets, that arise in chance-constrained problems. Combining the advantages of the minimal projection and the strengthening reformulation from IP techniques, our method can tackle real-world problems. We specifically consider a case study of the 10-zone Nordic network with 100,000 scenarios where the optimal solution can be found in approximately 5 minutes.

Bio: Jehum Cho is a PhD candidate at the Center for Operations Research and Econometrics (CORE), UCLouvain, under the supervision of Anthony Papavasiliou. His interests include electricity market design, renewable energy integration in power systems, distributed optimization and stochastic programming. He obtained his MS in Industrial Engineering and Operations Research from University of California Berkeley, and his BS in Industrial Engineering from Seoul National University (South Korea).

Lunch will be served at the seminar. So, please stop by 15 minutes before the seminar to pick up lunch.