Semi-definite Programming Approach to Stochastic Combined Heat and Power Environmental/Economic Dispatch Problem

This article presents a solution to the stochastic multi-objective combined heat and power environmental/economic dispatch problem using the semi-definite programming formulation. The vector objective is reduced to an equivalent scalar objective using the weighted sum method. The resulting optimization problem is formulated as a convex optimization via semi-definite programming relaxation. The convex optimization problem was solved to obtain Pareto-optimal solutions. Improvement in the distribution of solution set was achieved through non-linear selection of the weight factor. Simulation was performed on a test problem to investigate the effectiveness of the proposed approach. Results showed that the semi-definite programming based weighted sum method has inherently good convergence property and can have its diversity property improved through weight adaptation.