A robust optimization approach to wind farm diversification

Wind farm diversification can smooth out the fluctuations in wind power generation and reduce the associated system balancing and reliability costs. Recent research has shown that wind farm diversification can be approached using mean–variance method. Traditional mean–variance wind farm diversification method is sensitive to the input data. To overcome the problem of lack of robustness, this paper proposes a novel wind farm diversification method based on robust optimization model. Under box and ellipsoidal uncertainty structures, the proposed robust optimization model can be formulated as a coupled problem composed of a linear programming problem and a conic quadratic programming problem. This model could be efficiently solved. Case studies are provided to demonstrate application of the model.