Engineering Optimization

ISSN: 0305-215X (Print) 1029-0273 (Online) Journal homepage: http://www.tandfonline.com/loi/geno20

Robust multi-objective optimization for energy

production scheduling in microgrids

Luhao Wang, Qiqiang Li, Bingying Zhang, Ran Ding & Mingshun Sun

To cite this article: Luhao Wang, Qiqiang Li, Bingying Zhang, Ran Ding & Mingshun Sun (2018):
Robust multi-objective optimization for energy production scheduling in microgrids, Engineering
Optimization, DOI: 10.1080/0305215X.2018.1457655

To link to this article: https://doi.org/10.1080/0305215X.2018.1457655

Published online: 18 Apr 2018.

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ENGINEERING OPTIMIZATION, 2018
https://doi.org/10.1080/0305215X.2018.1457655

Robust multi-objective optimization for energy production

scheduling in microgrids
Luhao Wanga , Qiqiang Lib , Bingying Zhangb , Ran Dingb and Mingshun Sunc
a School of Electrical Engineering, University of Jinan, Jinan, People’s Republic of China; b School of Control Science
and Engineering, Shandong University, Jinan, People’s Republic of China; c Electrical and Computer Engineering,
Arizona State University, Tucson, AZ, USA

ABSTRACT ARTICLE HISTORY

In order to achieve better economic and environmental benefits of micro- Received 10 November 2016
grids (MGs) under multiple uncertainties in renewable energy resources Accepted 22 March 2018
and loads, a novel energy production scheduling method is proposed KEYWORDS
based on robust multi-objective optimization with minimax criterion. Microgrid; robust
Firstly, a mixed integer minimax multi-objective formulation is developed multi-objective optimization;
to capture uncertainties as well as minimize economic and environmen- scheduling; uncertainty
tal objectives. Secondly, the primal problem is decomposed into a bi-level
optimization problem, which attempts to seek robust scheduling scheme
set under the worst-case realization of uncertainties in a multi-objective
framework. Finally, a hierarchical meta-heuristic solution strategy, includ-
ing multi-objective cross entropy algorithm and δ+ indicator, is designed
to solve the reconstructed problem. Numerical results demonstrate that the
proposed scheduling method can effectively attenuate the disturbance of
uncertainties as well as reduce energy costs and emissions, as compared
with single-objective robust optimization and multi-objective optimization
scheduling approaches. This study could offer useful insights which help
decision-makers balance robustness and comprehensive benefits in the
operation of MGs.

1. Introduction
Microgrids (MGs) integrated with renewable energy resources, conventional power generators and
energy storages have been recognized for various advantages in energy and electricity field. Com-
pared with centralized power plants, MGs including intermittent renewable energy resources and
stochastic loads are multi-energy flow coupling systems with internal and external disturbances.
Therefore, the operation of MGs is a complex decision-making process, in which it is difficult to
guarantee cooling, heating and power balances when disturbances happen in supply and demand
simultaneously. Moreover, environmental concerns change the classical economic scheduling prob-
lem into a multi-objective (MO) economic and environmental scheduling problem (Ren et al. 2010).
Multiple operational objectives may at times be contradictory, which increase the optimization scale
of MGs. Although great progress in the operation of MGs has been made, the energy production
scheduling (EPS) problem taking into account the simultaneous minimization of economic costs
and environmental impacts under multiple uncertainties still represents an open challenge. There-
fore, it is necessary to design an efficient scheduling method to improve robustness and operational
performance of MGs.

CONTACT Luhao Wang wlhbeyond@gmail.com

© 2018 Informa UK Limited, trading as Taylor & Francis Group

2 L. WANG ET AL.

For intrinsic uncertainties in MGs, some handling approaches including purchasing more energy
from the utility, expanding spinning reserve and energy storage, and so on, have been studied to
maintain security operation of the system. However, these measures might cause waste of resources
as well as increased energy costs and emissions in the operation of MGs (Ahn et al. 2013; Xie et
al. 2014). Therefore, several works have focused on scheduling energy sources of MGs to attenuate
the disturbances of renewable energy resources and loads. A generation schedule tracking method is
proposed in Zhang et al. (2017), in which the battery energy storage system is controlled to compen-
sate stochastic power deviations between wind power and the predetermined generation schedules.
Considering charge and discharge limits of energy storage system, an adaptive power management
strategy is presented to maintain the voltage and frequency under diverse conditions of renewable
energy sources and loads (Korada and Mishra 2017). Although uncertainties can be covered by these
methods, the excessive dependence on energy storage systems is not a sensible measure due to the
expensive depreciation cost of energy storage devices.
More scheduling approaches based on stochastic programming and robust optimization are being
developed to cope with uncertainties in MGs. A two-stage stochastic MG operation model is proposed
to make an optimal energy transaction decision in the first stage while mimicking the real-time wind
and solar power variability in the second stage (Su, Wang, and Roh 2014). To reduce the impact of
natural disasters, the scheduling problem of a resilient MG is formulated as a two-stage stochastic
programming (Gholami et al. 2016). Along this line, a stochastic MG management model in mar-
ket equilibrium is developed to determine optimal operating strategies (Hu, Lu, and Chen 2016).
Moreover, chance-constrained optimization is used to minimize operational cost and ensure energy
exchange commitments between MG and macrogrid (Zachar and Daoutidis 2017). However, as dis-
cussed in Wang et al. (2017), stochastic programming-based scheduling approaches only provide
probabilistic guarantees to the system’s reliability because they rely on a probability distribution of
uncertainties. Also, these approaches might increase the computational burden. By contrast, robust
optimization only requires boundary information about underlying uncertainties, and the derived
robust optimal solution can immunize against all realizations of uncertainty with upper and lower
bounds (Bertsimas et al. 2013). Considering forecast errors in load and variable renewable genera-
tion, a robust planning approach is developed to divide the MG planning problem into an investment
master problem and an operation subproblem (Khodaei, Bahramirad, and Shahidehpour 2015). To
maximize the total exchange cost, a scenario-based robust energy management approach is proposed
in Xiang, Liu, and Liu (2016) for MG. Moreover, a new flexible robust optimization model of MGs
can be found in Wang, Wang, and Xiao (2015), which incorporates probabilistic information into a
robust set. To reduce unnecessary costs in the worst case of demands, tariffs and renewable energy
outputs, a robust optimization approach with conservative regulation is applied in distributed energy
systems (Akbari et al. 2014). Similarly, a minimax regret nonlinear formulation is proposed for a
hybrid energy system, in which operational cost is adjusted by controlling the range of uncertainties
(Wang et al. 2016). However, environmental benefits are either ignored or roughly translated into
economic costs in the above studies, which might make it tricky for their outcomes to meet different
focuses in economy and environment. In this article, the optimization of economic and environmen-
tal objectives while handling multiple uncertainties is studied through robust multi-objective (RMO)
optimization-based EPS method.
To serve various purposes including enhancing reliability, reducing emissions and maximizing
economic profits, scheduling in MGs can be posed as a MO programming problem to seek compro-
mised operation schemes (Panwar, Suryanarayanan, and Hovsapian 2017). Generally, these objective
functions may be contradictory during the operation of MGs. Some linear combination approaches
such as the weighted sum method and penalty cost transformation are adopted to convert all objective
functions into an aggregated objective. But, it is difficult to extend these approaches to practical appli-
cations due to lack of mature prior knowledge. The lexicographic goal programming approach, which
is used in Choobineh and Mohagheghi (2016) for energy and asset management in an industrial MG,
 ENGINEERING OPTIMIZATION 3

needs only a few preference parameters in objective functions. An optimal MO design method is pre-
sented in Zhang et al. (2015) based on -constraint to discriminate impacts of individual objectives on
combined heat and power-based MGs. However, renewable energy and load uncertainties have not
been considered in the abovementioned literature. A stochastic multi-objective (SMO) scheduling
framework for MGs is presented to handle uncertain islanding events, and a Pareto-based evolution-
ary algorithm is used to optimize multiple objectives simultaneously (Farzin, Fotuhi-Firuzabad, and
Moeini-Aghtaie 2017). A similar scheduling approach can be found in Jirdehi et al. (2017), in which
the optimal scheduling of MG is modeled as a mixed integer linear program aiming at minimizing
cost and pollution at the same time under uncertain environment. But most SMO scheduling meth-
ods do not get rid of the defects of stochastic programming; expensive costs of calculation and risk
may exist in the operation of MGs. In this article, therefore, robust decision-making and compromise
programming of multiple objectives are applied to guarantee the robustness and the optimal trade-off
of scheduling schemes.
Compared with the existing work, in this article, a novel perspective for optimal scheduling of
energy production in MGs is developed based on RMO optimization. Firstly, the underlying uncer-
tainties in renewable energy generation and various loads are covered by symmetric interval sets with
budget of uncertainty. Moreover, differences of uncertainty scenarios between operation costs and
emissions are distinguished. Finally, the effective algorithm for the proposed model and case study of
MGs are investigated. Hence, the main contributions of this article are listed as follows:
A RMO optimization-based EPS method is proposed for a MG, which mitigates the disturbances
of renewable energy and loads, and optimizes operation costs and emissions simultaneously.
A mixed integer minimax multi-objective (MIMMO) model is developed, which allows system
operators to adjust the robustness of scheduling schemes in a MO framework based on the scope of
the worst-case scenario of uncertainties in MGs.
The primal problem is converted into a maximum multi-objective optimization problem
(MMOOP) and a minimum set-valued optimization problem (MSVOP), which can be effectively
solved by a hierarchical meta-heuristic solution strategy (HMHSS) including δ+ indicator and
multi-objective cross entropy (MOCE) algorithm.

2. Problem statement
In this article, the MG structure is a hybrid configuration with multiple energy resources, depicted
in Figure 1. The combined cooling heating and power (CCHP) runs in thermal load tracking mode,
and the remaining required heating or cooling energy can be imported from a ground source heat
pump (GSHP). All electricity demands, including customers and the GSHP, are collectively fulfilled
by photovoltaic (PV) generation and the CCHP. If there is excess electricity, it is made to charge the
battery (BT) or sell to the power grid (PG), and vice versa. Note that on a daily and hourly basis,
geothermal energy is a stable energy relative to solar energy. Moreover, it is difficult to accurately
predict customer demands that contribute to changes in electrical loads, heating loads and cooling
loads day after day. Then, loads and the PV output power are considered as uncertainties in the MG
operation. Throughout the article, let E represents electrical energy and Q represents heating/cooling
energy. T= { 1, 2 . . . , T} denotes the set of time slots, where T = 24. The EPS problem of the MG
is based on scheduling the existing distributed generation (DG) units to alleviate the disturbance of
uncertainties in each time interval t, as well as minimize the operational costs and emissions in the
24-h period. t is the time period index, t ∈ T.

3. Preliminary to RMO optimization

In single-objective uncertain problems, robust optimization has been extensively studied (Jiang et al.
2013). Here, the similar concept was extended into the MO uncertain problem proposed in Kuroiwa
and Lee (2012). On the basis of the theory of Kuroiwa and Lee (2012), the worst-case robustness for
4 L. WANG ET AL.

Figure 1. Configuration of the MG.

MO optimization was discussed in Branke, Avigad, and Moshaiov (2013), in which a robust solution
was a minimum set of the maximum case for the inverted MO programming problem. Furthermore,
an extended concept of robust efficiency was proposed to handle uncertainty under the three different
processing methods of MO (Ehrgott, Ide, and Schöbel 2014). Based on the above literature, some basic
concepts of RMO are introduced in this section.
Consider a compact matrix formulation S1 described by:

S1 : min F(x,y) (1)

x∈

s.t. Ax ≤ g (2)

Cx + By ≤ e (3)
where vector x ∈  ⊆ Rn is continuous variables including the output power of DG units and power
flows in the MG each time interval t.  is the feasible region, y represents the determinate PV
output power and loads. F(x,y) = [f1 (x,y), f2 (x,y), . . . , fm (x,y)]T represents multiple optimization
objectives in the MG operation. Usually, constraint (2) includes transmission limits and capacity
constraints. Constraint (3) contains energy balance and reserve requirement. Considering conflicts
may exist among objectives, the concept of domination among solutions is introduced in Deb et al.
(2002). Given two solutions x1 ∈  and x2 ∈  in S1, if fi (x1 , y) < fi (x2 , y) and fi (x1 , y) = fi (x2 , y)
for i = 1, . . . , m, then x1 dominates x2 (denoted as x1 ≺ x2 ). Here, if no solution exists in  to dom-
inate x∗ , then x∗ is called a non-dominated solution. And these non-dominated solutions constitute
Pareto set P = {x∗ ∈ |¬∃x ∈ , x ≺ x∗ }.

Remark: If formulation S1 is a maximization problem, described as maximization F(x,y), then the

non-dominance sorting should be changed to the worst non-dominance sorting. As discussed in
Branke, Avigad, and Moshaiov (2013), solution x1 ∈  is called to worst dominate x2 ∈  (denoted
as x1 ≺w x2 ), if fi (x1 ,y) > fi (x2 ,y) and fi (x1 ,y) = fi (x2 ,y) for i = 1, . . . , m. Similarly, the Pareto set in
the maximum MO problem can be written as Pw = {x̄ ∈ |¬∃x ∈ , x≺w x̄}.
 ENGINEERING OPTIMIZATION 5

Figure 2. Illustration of the dominance relation. (a) Worst domination. (b) Robust domination.

In most cases, the PV output power and loads, which are difficult to predict well in advance, are
identified as uncertain parameters denoted as ŷ. Then, S1 can be recast in the following minimax
form S2.

S2 : min max F(x, ŷ) (4)

x∈ ŷ∈D

s.t. Ax ≤ g (5)

Cx + Bŷ ≤ e (6)

where D ⊆ Rk is the uncertainty set of the PV output power and loads. The feasible region  is lim-
ited by Equations (5) and (6). Note that S2 is a minimax MO formulation, where maxŷ∈D F(x, ŷ) seeks
the maximum multiple objectives for a fixed scheduling scheme x ∈  under all the possible uncer-
tain scenarios in set D. Based on the results of the inner layer, the upper layer problem determines
the minimum multiple objectives for possible scheduling schemes. However, the robust efficiency of
solutions in a MO framework is hard to distinguish, as the definition of a worst-case scenario is not
clear for different objectives. Therefore, the concept of robust domination is introduced by Kuroiwa
and Lee (2012) to the deterministic MO problem. Now assume uncertainties in S2 could be enumer-
ated with limited scenarios ξ y ∈ D. Also, S2 supports a hierarchical solution from the inner layer
y
to the upper layer. For a fixed x, the worst non-dominated solution ξ̄ x is obtained in the maximum
y
MO problem. Then, the set-valued solution of the inner layer problem could be described as S(x,ξ̄ x )
y y
including a scheduling schemex and the corresponding uncertainty scenarios ξ̄ x , here, S(x,ξ̄ x ) is a
y y
set. For any arbitrary two solution sets S(x,ξ̄ x1 ) and S(x,ξ̄ x2 ) (x1 , x2 ∈  ), if all non-dominated solu-
y y
tions of the minimum MO problem belong to S(x1 , ξ̄ x1 ), namely all members of fi (x1 , ξ̄ x1 ) are smaller
y y y
than the member of fi (x2 , ξ̄ x2 ) fori = 1, . . . , m, then S(x1 , ξ̄ x1 ) robustly dominates S(x2 , ξ̄ x2 ), i.e. x1

robustly dominatesx2 (denoted as x1 ≺r x2 ). If no solution exists in  to robustly dominate x∗ , then
x∗ is called a robust non-dominated solution. When m is equal to 2, the domination relation of the
solution of S2 is shown in Figure 2.

4. MIMMO formulation for the EPS problem of the MG

4.1. Objective function
The objective of MG operators is to obtain the maximum economic profits with the minimum envi-
ronmental impact in the process of energy production. Thus, two objective functions including
operation costs and carbon dioxide emissions are minimized throughout the scheduling horizon,
6 L. WANG ET AL.

which can be expressed as follows.

⎧ dg dg
⎫
⎪
⎪ cdg (Et + Qt ) + cfuel Utfuel ⎪
⎪
T ⎪
 ⎨dg∈A ⎪
⎬
f1 = +cdBT EtBT + [cES EtS + cQS QSt ] (7)
⎪
⎪ ⎪
⎪
t=1 ⎪
⎩ buy
⎪
⎭
+[ztG ct EtG − (1 − ztG )ctsell EtG ]


T
f2 = [ϕ G EtG + ϕ fuel Utfuel ] (8)
t=1
where the cost objective function f1 consists of the maintenance cost of the energy production instal-
lations, the fuel cost, the depreciation cost of the BT, the purchasing and selling electricity costs, and
the penalty cost of the energy shortage. A is the set of DG units in the MG, cdg represents the main-
dg dg
tenance cost of DG units, Et and Qt represent the output power of DG units. cfuel is the price of
fuel
natural gas, Ut is natural gas consumption of the CCHP. cdBT represents the depreciation cost of the
BT, EtBT is the charging or discharging power of the BT. cES and cQS are the penalty cost of electricity
shortage EtS and heating shortage QSt , respectively. Note that selling and purchasing electricity within
a period is an impermissible action. If EtG ≥ 0, then ztG = 1; if EtG < 0, then ztG = 0. In Equation (8),
the emission objective function f2 contains coal and natural gas combustion emissions. ϕ G and ϕ fuel
are the carbon dioxide emission conversion factors for electricity and gas, respectively.

4.2. Constraints
4.2.1. Constraints on DG units
The CCHP unit includes a micro turbine (MT), a heat recovery device (HR), an absorption chiller
(AC), the energy conversion and delivery devices. It can efficiently generate electricity, heating and
cooling energy simultaneously by burning natural gas. According to Equations (2)–(10) in Wang et
al. (2016), the energy flow in the CCHP is expressed as the following equations:

GQ (Utfuel , ηtMT,Q , ηtMT,E , ηtHR,Q , COPAC ) = QCCHP,h

t + ϕ c QCCHP,c
t , t∈T (9)

GE (Utfuel , ηtMT,Q , ηtMT,E , QCCHP,h

t , QCCHP,c
t , ϕ c ) = EtCCHP , t∈T (10)
where ηtMT,Q ,ηtMT,E and ηtHR,Q represent efficiencies of the MT and the HR respectively, COPAC is the
coefficient of performance of AC. QCCHP,h
t and QCCHP,c
t are the heating and cooling energy output of
the CCHP. ϕ is the power conversion factor between QCCHP,h
c
t and QCCHP,c
t . EtCCHP is the electrical
power output of the CCHP. Note that nonlinear characteristics may exist in Equations (9) and (10)
because the CCHP usually runs in the part-load condition. To avoid damaging the CCHP operation,
capacity limits and start-up constraint can be expressed as follows:

QCCHP,h
min ≤ QCCHP,h
t ≤ QCCHP,h
max , t ∈ T, (11)

QCCHP,c ≤ QCCHP,c ≤ QCCHP,c , t ∈ T, (12)

min t max

CCHP
Emin ≤ EtCCHP ≤ Emax
CCHP
, t ∈ T, (13)
CCHP
Emin ≤ EtCCHP − Et−1
CCHP CCHP
≤ Emax , t ∈ T, (14)
MT
tmin ≤ t MT , t ∈ T, (15)
where subscripts min and max represent the minimum and maximum value of parameters. is t MT
the start-up time interval of the MT. Constraints (11), (12) and (13) are capacity limits of the CCHP.
 ENGINEERING OPTIMIZATION 7

The ramp rate restriction of the MT is described in constraint (14). Constraint (15) represents the
minimum start-up restriction for preventing frequent interruptions of the MT.
The BT contributes to both electricity supplies and demands in the MG, depending on being
charged and discharged. The relationship between the storage level and the power of the BT can
be expressed as follows:

SOCt = SOCt−1 + [ztBT Etch ηch − (1 − ztBT )Etdis /ηdis ]/E, t ∈ T, (16)

where state of charge (SOC) represents the storage level of the BT, Etch and Etdis represent the charging
and discharging power, respectively, ηch and ηdis represent the charging and discharging efficiency,
respectively, E is the BT capacity. Note that the charging and discharge process cannot appear at the
same time, if EBT = Ech , then ztBT = 1, if EBT = Edis , then ztBT = 0. Power limitations are considered
in constrains (17) and (18). Constrains (19) and (20) describe the SOC restriction.

ch
Emin ≤ Etch ≤ Emax
ch
, t ∈ T, (17)

dis
Emin ≤ Etdis ≤ Emax
dis
, t ∈ T, (18)

SOCmin ≤ SOCt ≤ SOCmax , t ∈ T, (19)

SOCT0 = SOC0 , (20)

The GSHP absorbs low-grade geothermal energy to convert into high-grade energy by consuming
a small amount of electricity. The formulation of the GSHP can be expressed as follows:

QGSHP
t = EtGSHP COPGSHP , t ∈ T, (21)

QGSHP GSHP
min ≤ Qt ≤ QGSHP
max , t ∈ T, (22)

GSHP
tmin ≤ t GSHP , t ∈ T, (23)

where EtGSHP is electricity consumption of the GSHP, QGSHPt is the output power of the GSHP, t GSHP
is the start-up time interval, COP GSHP is the coefficient of performance of the GSHP. Moreover, the
constraint of the PG is given as follows:

G ≤ EG ≤ EG ,
Emin t ∈ T. (24)
t max

4.2.2. Constraints on uncertainty

In order to smooth the MG operation, it is important to describe the uncertainties in the PV output
power and loads. Some special expressions including the probability function and the fuzzy set are not
considered to describe uncertainties, as these expressions require many preference parameters and
accurate predictions. From the viewpoint of robust methodology, a deterministic set with symmetric
distribution is used to capture uncertain parameters (Bertsimas and Sim 2004). Moreover, the budget
of uncertainty defined by Bertsimas et al. (2013) is introduced to reduce the conservatism of the
8 L. WANG ET AL.

uncertainty set. These uncertainty sets are expressed by the following constraints:

ÊtPV = EtPV + γtPV EtPV , t ∈ T, (25)


|γtPV | ≤ PV , (26)
t∈T

ÊtD = EtD + γtD EtD , t ∈ T, (27)


|γtD | ≤ D , (28)
t∈T

Q̂HD
t = QHD
t + γtHD QHD
t , t ∈ T, (29)


|γtHD | ≤ HD , (30)
t∈T

Q̂CD
t = QCD CD CD
t + γt Qt , t ∈ T, (31)


|γtCD | ≤ CD , (32)
t∈T

where ÊtPV is the actual value of the PV output power, EtPV is the predictive value of the PV output
power, EtPV represent the disturbance quantity of EtPV , γtPV ∈ [−1, 1] is denoted as uncertain coeffi-
cient of the PV output power, PV is the budget of the PV uncertainty. Similarly, constraints (27)–(32)
describe uncertainties in electrical, heating and cooling loads, respectively. EtD , QHD CD rep-
t , and Qt
resent the electrical, heating and cooling loads, respectively. γt , γt , γt take values between −1
D HD CD

and 1. Although uncertainties are inevitable in the MG operation, it is unlikely that all the forecasts
of scheduling time periods will encounter the worst case simultaneously for an uncertainty. Thus,
can take integer within the scheduling horizon to confine the number of the worst-case realization of
uncertainties.

4.2.3. Constraints on the supply–demand balance

The supply–demand balance and reserve constraints are expressed by:

ÊtPV + EtCCHP + EtG + EtBT + EtS = ÊtD + EtGSHP , t ∈ T, (33)

QGSHP
t + QCCHP,h
t + QSt ,h = Q̂HD
t , t ∈ T, (34)

+ QSt , = Q̂CD
c
QCCHP,c
t + QGSHP
t t , t ∈ T, (35)

ÊtPV + Emax
CCHP
+ EtBT + Emax
G ≥ ÊD + R ,
t t t ∈ T, (36)

where QSt = QSt ,h + QSt , , Rt is maximum electrical load fluctuation.

c
 ENGINEERING OPTIMIZATION 9

4.2.4. EPS model of the MG

Based on S2, combining (7)–(36), the EPS problem of the MG is formulated a mixed integer minimax
multi-objective programming (MIMMOP).
min max(f1 (x, ŷ), f2 (x, ŷ))
x ŷ
⎧
⎨(7) − (36), (37)
s.t. zt , zt ∈ {0, 1},
G BT
t ∈ T,
⎩ PV
∈ {0, T PV }, D , HD , CD ∈ {0, T} integer.

where x = (QCCHP,h
t QCCHP,c
t QGSHP
t EtBT ) represent the output power of DG units, ŷ =
(Êt Êt Q̂t Q̂t ) is uncertain parameters. T PV is the time slot of the PV generation. Considering
PV D HD CD

the bi-level structure of the MIMMOP, it could be decomposed into the MMOOP in the inner layer
and the MSVOP in the outer layer, which are suitable for developing solution methods. It is assumed
thaty could be enumerated with limited scenarios. Then, given a scheduling scheme xi , the MMOOP
is as follows:
max
y
(f1 (xi , ξ y ), f2 (xi , ξ y ))
ξ
⎧
⎪
⎪ (7) − (36),
⎨ G BT (38)
z , z ∈ {0, 1},
s.t. t PV t t ∈ T,
⎪ ∈ {0, T PV }, D , HD , CD ∈ {0, T} integer,
⎪
⎩ y
ξ ∈ D,xi ∈
x , i = 1, 2, . . . , |
x |.

where ξ y = (ξtPV ξtD ξtHD ξtCD ) represents uncertainty scenarios, D is the uncertainty set defined by
Equations (25)–(32).
x is the sample set of scheduling schemes obtained by the MSVOP. By seeking
the maximum operation costs and emissions, the worst-case scenario of uncertainties for xi can be
found in MMOOP. Moreover, the MSVOP is formulated as follows:
y y
min(f1 (x, ξ̄ x ), f2 (x, ξ̄ x ))
x
⎧
⎨(7) − (36), (39)
s.t. ztG , ztBT ∈ {0, 1}, t ∈ T,
⎩ PV
∈ {0, T PV }, D , HD , CD ∈ {0, T} integer.
where the optimal scheduling decisions are obtained by searching the minimum costs and emissions
in a series of maximum MO.

5. Solution technique
Recently, there have been several algorithms specifically designed to address multi-levels robust
single-objective model in a smart grid, such as Bender’s decomposition and constraint-and-column
generation methods (Ruiz and Conejo 2015). However, to the best of the authors’ knowledge, there is
no existing algorithm to cope with a RMO model with multi-levels structure and multiple objectives
(Goberna et al. 2015). Therefore, considering the proposed formulation contains two different opti-
mization problems, the HMHSS is developed in this section. For the MMOOP, a MOCE algorithm is
used to coordinate cost and emission objective functions. The binary δ+ indicator and cross entropy
(CE) algorithm are employed for the MSVOP to seek the optimal set-value solution.

5.1. MOCE for the MMOOP

Compared with the linear weighted sum algorithm and - constraint method to cope with the MO
problem, the MO meta-heuristic algorithm can simultaneously optimize all objectives to balance
10 L. WANG ET AL.

their conflict, and the meta-heuristic algorithm is insensitive for nonlinear characteristics (Prom-
mee and Ongsakul 2015). As a meta-heuristic search algorithm, the MOCE algorithm consists of a
CE algorithm (Bekker and Aldrich 2011; Rubinstein 1999); non-domination and crowding distance
ranks are used to solve the MMOOP. Then, the MOCE algorithm can be performed according to the
following steps.
Step 0 Loading input data. Update load profiles including electrical, heating and cooling loads.
Update the PV output power profile. Read in parameters of the MG and market information.
ξ
Step 1 Initialization. Set iterations k ← 0 of the MMOOP and the distribution parameters vk ←
ξ
v0 of uncertainty scenarios. In this article, v represents (μ, σ 2 ) of normal distribution.
Step 2 Generating sample. Loading the results of the MSVOP, i.e. the scheduling scheme set
x .
ξ y y y
According to vk and constraints (25)–(32), generate the uncertainty scenario sample (ξ 1 , ξ 2 , . . . , ξ N ),
N is the size of the sample of ξ .
y y y
Step 3 Ranking. For a fixed xi and (ξ 1 , ξ 2 , . . . , ξ N ), i = 1, 2, . . . |
x |, calculate objective functions
in (38), sort the uncertainty sample based on the worst non-dominated sorting introduced in Section
3 and crowding distance sorting.
Step 4 Updating the distribution parameters. Combined with importance sampling technique, let
ρ is the quantile of the uncertainty scenario sample, select the worst non-dominated solutions and
add them to the elite set ϒ ξ . Set smoothing parameter α ξ , execute the following equation to update
the distribution parameters.
ρ·N

ξ ξ
vk = ϒj /ρ·N (40)
j=1

ξ ξ ξ
vk = α ξ vk+1 + (1 - α ξ )vk (41)

ξ ξ∗
Step 5 Termination. If vk converges to the expected value vk , i.e. σ ≤ 0.01, or k reaches the
y
limit of iterations, then output the worst-case uncertainty scenario ξ̄ xi for a scheduling scheme xi
in formulation (38), otherwise k ← k + 1 and continue Step 2.

5.2. δ+ indicator and CE for the MSVOP

The MSVOP involves the comparisons of different sets as the solution of the MMOOP is a set-value
y y
S(x, ξ̄ x ) including a scheduling scheme x and the corresponding uncertainty scenarios ξ̄ x . For distin-
guishing the different sets in the non-dominated ranking, Zitzler et al. (1999) presented the binary
-indicator to describe a certain set order relation. Based on the idea of Zitzler et al. (1999), the δ+
indicator is developed by Branke, Avigad, and Moshaiov (2013) to define the relation of set in the min-
y y y
imax criterion. Set any two approximation sets S(x1 , ξ̄ x1 ) and S(x2 , ξ̄ x2 ), for any solution in S(x2 , ξ̄ x2 )
y
there is at least one solution in S(x1 , ξ̄ x1 ) that is not worse in all objectives after moving the δ distance,
then δ is defined as the minimum distance between the two sets. It can be written as follows:
y y y y
δ(F(x1 , ξ̄ x1 ),F(x2 , ξ̄ x2 )) = max y min max (Fa (x1 , ξ̄ x1 ,i ) − Fa (x2 , ξ̄ x2 ,j )),
y
S(x1 ,ξ̄ x1 ) (x2 ,ξ̄ yx2 ,j )∈S(x2 ,ξ̄ yx2 ) 1≤a≤2
(x1 ,ξ̄ x1 ,i )∈
y y
i = 1, 2, . . . , |S(x1 , ξ̄ x1 )|, j = 1, 2, . . . , |S(x2 , ξ̄ x2 )| (42)

There are three classes of relations based on the change of δ. In the MSVOP, if δ > 0, then
y y y y
S(x2 , ξ̄ x2 )≺r S(x1 , ξ̄ x1 ); if δ < 0, then S(x1 , ξ̄ x1 )≺r S(x2 , ξ̄ x2 ); if δ = 0, then both sets have the same
performance of the robust domination. To further distinguish the optimal solution in the same set or
 ENGINEERING OPTIMIZATION 11

the sets with the same robustness, a solution’s surrogate fitness is defined as follows:
y y y y
W(x, ξ̄ x,i ) = y
min (δ(F(x, ξ̄ x,i ),F(x, ξ̄ x,j,y ))), i = 1, 2, . . . , |S(x, ξ̄ x )| (43)
S(x,ξ̄ yx )\(x,ξ̄ yx,i )
(x,ξ̄ x,j )∈

y
By moving the minimum distance W(x, ξ̄ x,i ), a solution becomes non-dominated, or if it is already
non-dominated, it can be moved the maximum distance until it becomes dominated. Hence, those
solutions that have the high surrogate fitness will be selected to ensure the convex and diversity of
set-value solution. In this article, δ+ indicator and CE algorithm are employed to seek the robust
solution in the MSVOP. The corresponding procedure is described in the following:
Step 0 Initialization. Set iterations K ← 0 of the MSVOP and the distribution parameters vKx ← v0x
of the output power DG units.
Step 1 Generating sample. According to vKx and constraints (9)–(24) and (33)–(36), generate the
scheduling scheme sample (x1 , x2 , . . . , xL ), L = |
x | is the size of the sample of x. Load the results of
y
the MMOOP, i.e. the worst-case uncertainty scenario ξ̄ x of each scheduling scheme.
y
Step 2 Ranking. Calculate Equations (42) and (43) for S(xi , ξ̄ xi ),i = 1, 2, . . . , L,. Sort the scheduling
scheme sample based on the robust non-dominated sorting introduced in Section 3.
Step 3 Updating the distribution parameters. Let ψ be the quantile of the scheduling scheme
sample, select the robust non-dominated solutions and add them to the elite set ϒ x . Set smoothing
parameter α x , execute the following equation to update the distribution parameters.
ψ·L

vKx = ϒjx /ψ·L (44)
j=1

vKx = α x vK+1
x
+ (1 − α x )vKx (45)

Figure 3. Solution flowchart of EPS problem.

12 L. WANG ET AL.

Step 4 Termination. If vKx converges to the expected value vKx∗ or K reaches the limit of iterations,
then output the optimal robust scheduling scheme x∗ in formulation (39), otherwise K ← K + 1 and
continue Step 1.
According to the characteristics of model and algorithm, the main flowchart of the hierarchical
solution strategy is presented in Figure 3.

6. Results and discussion

In this section, the proposed scheduling approach is tested on the MG commercial project in a com-
prehensive building. The parameters of the MG are shown in Table 1. The purchasing electricity price
is shown in Table 2. The selling price of electricity is 1.12 CNY/kW·h.
The reference building is simulated by using the TRNSYS program to generate load profiles of
the representative day in summer. All the uncertainty scenarios of the PV output power and daily
loads are captured in robust interval, as shown in Figure 4. The sharp dip and rise in load profiles
represent the customer’s schedule between 10:00–15:00. Specially, heating loads are not considered
in the article since this demand is trivial in summer. To facilitate the comparison of simulation results,
one can assume D = HD = CD ∈ [0, 24]. Moreover, define PV ∈ [0, 14], since the PV generates
electricity only from 6am to 7pm, as shown in Figure 4(a).

6.1. Comparison of RMO and MO scheduling methods of the MG

In this part, it is assumed that the PV uncertainty occurs only during the period 14:00–16:00 and the
load uncertainty occurs only during the period 9:00–13:00. The sample sizes of ξ y and x are 40 and
100, respectively. Moreover, the following scheduling methods are implemented to optimize the MG
operation:

Table 1. System data.

Technologies Value Technologies Value
CCHP Emax
CCHP = 195kW ϕ G = 0.872kg/kW · h
CCHP = 20kW
Emin BT cdBT = 0.2CNY/kW
Emax
CCHP = 90kWh Emax
ch = 50kW

Emin
CCHP = −72kW · h Emin
ch = 0.2kW

c = 4CNY/m3
fuel Emax
dis = −100kW

ϕ fuel = 1.96kg/m3 Emin

dis = −5kW

QCCHP,h
max = 258kW SOCmax = 1
QCCHP,h
min = 15kW SOCmin = 0.2
QCCHP, c = 5kW ηch = 0.95
min
QCCHP,c = 282kW
max ηdis = 0.96
COPAC = 1.1 GSHP QGSHP
max = 450kW
PG Emax
G = 400kW QGSHP
min = 10kW
Emin
G = −200kW COPGSHP = 4.09

Table 2. Purchase electricity price.

Time Electricity price period Price
[1,7), [23,24) Lower price period 0.307 CNY/kW·h
[7,8), [11,18) Average price period 0.702 CNY/kW·h
[8,10), [18,19), [21,23) Higher price period 1.053 CNY/kW·h
[10,11), [19,21) Peak price period 1.218 CNY/kW·h
 ENGINEERING OPTIMIZATION 13

Figure 4. Operation condition. (a) PV output power. (b) Electrical loads. (c) Cooling loads.
14 L. WANG ET AL.

Method 1: Without considering uncertainties in PV output and loads, the EPS problem
is optimized under minimizing the operational costs and emissions, i.e. D = HD = CD =
PV = 0
Method 2: It is assumed that uncertainties will encounter the worst case and are overestimated, i.e.
D = HD = CD = 5 during the period 9:00–13:00 and PV = 3 during the period 14:00–16:00.
The EPS problem is optimized under minimizing the operational costs and emissions.
Method 3: The proposed RMO scheduling approach is implemented in the EPS problem of the
MG.
Actually, Method 1 and Method 2 can be regarded as the deterministic MO scheduling method.
For the same operating condition, different optimization results are obtained by these methods in
the MO framework. An uncertain scenario is selected as D = HD = CD = 4 during the period
9:00–13:00 and PV = 2 during the period 14:00–16:00. Finally, the generated schemes are applied
to the assumed uncertain scenario to calculate the operational costs and emissions. Load balancing
graphs of representative scheduling schemes (arrow) from the non-dominated front are shown in
Figure 5. It is noted that electrical loads (E-Load) include electricity consumption of the GSHP and
the user’s electricity demand.

Figure 5. Comparison of RMO and MO scheduling methods. (a) The optimal result of Method 1. (b) The optimal result of Method 2.
(c) The optimal result of Method 3. (d) Electrical load balancing graph of (a). (e) Cooling load balancing graph of (a). (f) Electrical load
balancing graph of (b). (g) Cooling load balancing graph of (b). (h) Electrical load balancing graph of (c). (i) Cooling load balancing
graph of (c).
 ENGINEERING OPTIMIZATION 15

Figure 5. Continued.

From the solution set, the operation cost in Figure 5(a) is the most expensive, and the correspond-
ing carbon dioxide emission is the smallest. This is because the solutions from Method 1 cannot satisfy
demands and ignore uncertainties. Hence, there are a lot of penalty costs in operation cost for load
shortage. Meanwhile, the reduced energy production will result in fewer emissions. The solutions
from Method 2 could meet the load demand and handle uncertainties, but they are not the optimal
solution since all the uncertainties are estimated to be the worst case simultaneously during the period
9:00–13:00 and during the period 14:00–16:00. Thus, the objective values in Figure 5(b) are very con-
servative and higher than those of Figure 5(c). Here, the proposed RMO scheduling approach can
address all the possible uncertainties in robust interval and meet loads. In other words, the worst case
of uncertainties is not necessarily the worst-case scenario of uncertainties for each scheduling scheme
in the MO framework. As shown in Figure 5(c), without the associated worst uncertainty, solutions
distribute in a narrow area and have similar robust features for a fixed scenario. Thus, the proposed
scheduling method can help decision-makers obtain higher economic and environmental benefits
simultaneously as well as robust scheduling schemes.
From the representative scheduling scheme, the energy production values in Figure 5(d) and (e)
are significantly less than the others during the period 9:00–16:00. It is a deterministic scheduling
scheme without considering uncertainty. Thus, the BT only charges at the lower price period and
discharges at the higher price period. In Figure 5(d), the electrical power supply is less than electrical
loads during the periods 9:00–12:00 and 15:00–16:00. Cooling loads are not met during the period
15:00–16:00 in Figure 5(e). Therefore, a lot of penalty costs exist in the MG operation conducted by
the established scheduling scheme of Method 1. In contrast, the energy production and the depth of
discharge in Figure 5(f) and (g) are the highest, in which large amounts of energy are output by the
CCHP, the BT, the GSHP and the PG to meet the worst scenario of uncertainties during the period
9:00–16:00. Considering the environmental factor, however, the BT does not charge and discharge
16 L. WANG ET AL.

Figure 6. Comparison of SORO and RMO scheduling methods. (a) The optimal results in different scheduling methods. (b) Electrical
load balancing graph of (3426, 2495). (c) Cooling load balancing graph of (3426, 2495). (d) Electrical load balancing graph of (3877,
1998). (e) Cooling load balancing graph of (3877, 1998).

during the period 11:00–22:00. Although loads can be satisfied in Figure 5(f) and (g), the energy sup-
ply is greater than demands, which results in the waste of resources and environmental pollution. It
can be observed that the better supply–demand balancing trend is shown in Figure 5(h) and (i). How-
ever, there is still an oversupply of energy emerging during the period 15:00–16:00 in Figure 5(i). The
total energy production might be increased properly with the appearance of uncertainties; in partic-
ular, the BT charges during the period 12:00–14:00 and discharges during the period 14:00–16:00 to
address uncertainties in Figure 5(h). These results show that the scheduling schemes generated by
Method 3 are more robust and reasonable than other schemes in Method 1 and 2.

6.2. Comparison of RMO and SORO scheduling methods of the MG

Normally, decision-makers only consider costs as an objective function in the MG operation under
uncertainty. In order to examine the role of the proposed method in handling MO, a single-
objective robust optimization (SORO) scheduling method with the minimum emission objective or
the minimum cost objective is discussed in this part. Similarly, PV uncertainty during the period
 ENGINEERING OPTIMIZATION 17

14:00–16:00 and load uncertainty during the period 9:00–13:00 is assumed. The results are shown in
Figure 6.
As shown in Figure 6(a), although the operation costs or emissions of MG are optimal in the
SORO scheduling method, the corresponding emission and cost objectives are bad. By employing
the proposed RMO scheduling method, the cost and emission objectives can be reduced by 10% and
15%, respectively. Thus, the proposed RMO scheduling method is a trade-off between the minimum
cost and emission objectives. Also, the RMO scheduling method provides various scheduling schemes
for decision-makers to coordinate economy and environmental objectives in the MG operation.
In Figure 6(b) and (c), decision-makers strive to use the GSHP and the PG that only need lower
costs relative to the CCHP. Hence, a large amount of electricity from the PG and cooling energy from

Figure 7. The optimization tendency comparison. (a) MMOOP. (b) MSVOP.

18 L. WANG ET AL.

the GSHP are purchased to reduce the cost caused by the expensive CCHP. Also, the BT is scheduled
to charge in the average price period [13:00, 18:00] and discharge in the peak price period [10:00,
11:00], [18:00, 22:00] to cut costs. It can be observed that there is a balance between the supply and the
demand sides in the single cost objective. In contrast, when the goal is changed to minimum carbon
emissions, the CCHP and the BT that produce lower emissions are used heavily to meet the loads,
and at the same time the electricity from the PG with higher emissions is decreased in the scheduling
horizon. Cooling loads are not met during the period 14:00–16:00 in Figure 6(e). Moreover, similar to
the SOC profile in Figure 6(b), SOC in Figure 5(h) never goes below 40%. And there is no significant
charge in [13:00, 21:00] like the SOC profile in Figure 6(d). Therefore, the energy production in Figure
5(h) and (i) is a trade-off scheme, in which economic and environmental benefits are balanced and
all units in the MG are not overly used.

6.3. Convergence analysis for inner layer and outer layer optimization problem
In this subsection, optimization tendencies of the MMOOP and the MSVOP are discussed by com-
paring the optimal results under different iterations. D and PV are set to 6 and 4. The results are
shown in Figure 7.
y
For a given scheduling scheme x, an optimization tendency of the worst scenario set ξ̄ x is shown
in Figure 7(a). It can be observed that uncertainty scenarios (dot) are spread out in the MO frame-
work dispersedly when k is 12. With the increase of iterations, the square marks are arranged closely
in a line state as k is 28. They can be called the worst non-dominated front for x, and have poor
economic and environmental benefits compared with dot marks. Through solving the MMOOP, the
worst scenario sets of each scheduling scheme are found in the MO framework. In Figure 7(b), these
sets (dot) are closely connected with each other and have the similar tendency as K is 16. With an
increase in K, the robust non-dominated front (square) appears as a thick front, which consists of
robust non-dominated solutions and related uncertainty scenarios. Also, it renders a clear trend that
the minimum set can be found in a range of the maximum sets, which accords with the intention of
the minimax principle. These results show that the proposed HMHSS has a good convergence in the
MIMMOP of the EPS problem of the MG.

7. Conclusion
In this study, the RMO scheduling method is proposed for the EPS problem of the MG under
the randomness of PV output and uncertain loads, considering cost-effective and low-emission
demands. Compared with the MO optimization scheduling approach, the proposed method can
obtain more robust scheduling schemes to cover uncertainties. Also, compared with the SORO
scheduling approach, the operation costs and emissions can be reduced by 10% and 15%, respec-
tively, in the RMO scheduling method. Moreover, the effectiveness and convergence of the proposed
solution strategy are also verified. Thus, the proposed scheduling method may be used in smart grid
and district energy systems to promote the coordinated development of economy, environment and
energy.
Although the developed RMO optimization method is a meaningful attempt for EPS in MGs, it
also has much space for further improvement. First, financial coefficients including the energy price
and tariffs suffer from fluctuations in a market economy, which should be studied in future work
to obtain a more robust scheduling scheme. Second, real-time scheduling will be considered in the
EPS problem to develop a more accurate scheduling approach. Therefore, improvements would be
desirable in further investigations to mitigate these limitations.

Disclosure statement
No potential conflict of interest was reported by the authors.
 ENGINEERING OPTIMIZATION 19

Funding
This work is supported by Shandong Provincial Natural Science Foundation [grant no. ZR2014FM036].

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