Optimal Real-Time Operation Strategy for Microgrid: An ADP Based Stochastic Nonlinear Optimization Approach

This paper proposes an approximate dynamic programming (ADP) based algorithm for the real-time operation of the microgrid under uncertainties. First, the optimal operation of the microgrid is formulated as a stochastic mixed-integer nonlinear programming (MINLP) problem, combining the ac power flow and the detailed operational character of the battery. For this NP-hard problem, the proposed ADP based energy management algorithm decomposes the original multitime periods MINLP problem into single-time period nonlinear programming problems. Thus, the sequential decisions can be made by solving Bellman's equation. Historical data is utilized offline to improve the optimality of the real-time decision, and the dependency on the forecast information is reduced. Comparative numerical simulations with several existing methods demonstrate the effectiveness and efficiency of the proposed algorithm.