Abstract
Wind power outputs will bring larger computational error in actual operation without considering the correlation. This study presents an affinely adjustable robust optimisation method for AC-DC optimal power flow (AC-DC AAROPF) considering the correlation of wind power. Affine policies are utilised in the re-dispatch process to ensure the feasibility of the infinite scenarios of uncertainties. After transforming AC-DC AAROPF to a tractable model, a novel approach based on simplified pair copula to consider multiple dependence of wind power is presented. The AC-DC AAROPF is evaluated on the modified AC-DC IEEE 30-bus and 118-bus system. Results show a modest increase in expected cost for reasonable levels of uncertainty representing forecast error confidence intervals, which obtains a more robust solution with higher successful rates.
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