Prediction-Free Coordinated Dispatch of Microgrid: A Data-Driven Online Optimization Approach

Abstract: Traditional prediction-dependent dispatch methods can face challenges when renewables and prices predictions are unreliable in microgrid. Instead, this paper proposes a novel prediction-free two-stage coordinated dispatch approach in microgrid. Empirical learning is conducted during the offline stage, where we calculate the offline optimal state of charge (SOC) sequences for generic energy storage under different historical scenarios. During the online stage, we synthesize a dynamically updated reference for SOC and a dynamic opportunity price (DOP) based on empirical learning and real-time observations. They provide a global vision for online operation and effectively address the myopic tendencies inherent to online decision-making. The real-time control action, generated from online optimization algorithm, aims to minimize the operational costs while tracking the reference and considering DOP. Additionally, we develop an adaptive virtual-queue-based online optimization algorithm based on online convex optimization (OCO) framework. We provide theoretical proof that the proposed algorithm outperforms the existing OCO algorithms and achieves sublinear dynamic regret bound and sublinear strict constraint violation bound. Simulation-based studies demonstrate that, compared with model predictive control-based methods, it reduces operational costs and voltage violation rate by 5% and 9%, respectively.