On the Importance of using an AC or DC Network Model in the Multi-Period Secure Stochastic Optimal Power Flow for Settling a Multidimensional Day-Ahead Market
Keywords:
operations planning, optimal scheduling, wind energy integration, electriity markets, operation planning under uncertainty, power system modelingAbstract
As the penetration of renewable energy sources increases, their variability and uncertainty have pushed the development of secure stochastic approaches to solving the secure day-ahead and intra-day multi-period optimal power flow. Some of these approaches, in addition to settling the energy market, also procure other products that generators can offer such as spinning reserves and ramping capability, the latter of which becomes even more important under high penetration of renewable sources. The resulting large scale nonlinear minimization problem makes using the more simple DC flow model of the network appealing, at least in the day-ahead stage. This work focuses on the impact of using an AC vs. a DC model of the network in the results of these multi-dimensional markets, using the Colombian system as a test case. The study implies that although the overall energy allocations may not change much from one model to another, other products may exhibit very different allocations under different network models.
Downloads
References
H. Sharifzadeh, N. Amjady, and H. Zareipour, “Multi-period stochastic security-constrained OPF considering the uncertainty sources of wind power, load demand and equipment unavailability,” Electric Power Systems Research, vol. 146, pp. 33–42, May 2017.
N. Amjady, J. Aghaei, and H. A. Shayanfar, “Stochastic multiobjective market clearing of joint energy and reserves auctions ensuring power system security,” IEEE Transactions on Power Systems, vol. 24, no. 4, pp. 1841–1854, 2009.
C. E. Murillo-S´anchez, R. D. Zimmerman, C. L. Anderson, and R. J. Thomas, “A stochastic, contingency-based security-constrained optimal power flow for the procurement of energy and distributed reserve,” Decision Support Systems, vol. 56, pp. 1 – 10, 2013.
C. E. Murillo-S´anchez, R. D. Zimmerman, C. L. Anderson, and R. J. Thomas, “Secure planning and operations of systems with stochastic sources, energy storage, and active demand,” IEEE Transactions on Smart Grid, vol. 4, no. 4, pp. 2220–2229, dec 2013.
A. J. Lamadrid, T. Mount, R. Zimmerman, C. E. Murillo-Sanchez, and L. Anderson, “Alternate mechanisms for integrating renewable sources of energy into electricity markets,” in 2012 IEEE Power and Energy Society General Meeting, 2012, pp. 1–8.
F. Liu, Z. Bie, S. Liu, and T. Ding, “Day-ahead optimal dispatch for wind integrated power system considering zonal reserve requirements,” Applied Energy, vol. 188, pp. 399–408, feb 2017.
A. Fuchs, J. Garrison, and T. Demiray, “A security-constrained multiperiod opf for the locational allocation of automatic reserves,” in 2017 IEEE Manchester PowerTech, 2017, pp. 1–6.
A. Street, A. Brigatto, and D. M. Vallad˜ao, “Co-optimization of energy and ancillary services for hydrothermal operation planning under a general security criterion,” IEEE Transactions on Power Systems, vol. 32, no. 6, pp. 4914–4923, 2017.
A. J. Lamadrid, D. L. Shawhan, C. E. Murillo-S´anchez, R. D. Zimmerman, Y. Zhu, D. J. Tylavsky, A. G. Kindle, and Z. Dar, “Stochastically optimized, carbon-reducing dispatch of storage, generation, and loads,” IEEE Transactions on Power Systems, vol. 30, no. 2, pp. 1064–1075, 2015.
J. Chen, T. D. Mount, J. S. Thorp, and R. J. Thomas, “Location-based scheduling and pricing for energy and reserves: a responsive reserve market proposal,” Decision Support Systems, vol. 40, no. 3, pp. 563–577, 2005.
F. D. Galiana, F. Bouffard, J. M. Arroyo, and J. F. Restrepo, “Scheduling and pricing of coupled energy and primary, secondary, and tertiary reserves,” Proceedings of the IEEE, vol. 93, no. 11, pp. 1970–1983, 2005.
J. M. Arroyo and F. D. Galiana, “Energy and reserve pricing in security and network-constrained electricity markets,” IEEE Transactions on Power Systems, vol. 20, no. 2, pp. 634–643, 2005.
J. Wang, M. Shahidehpour, and Z. Li, “Contingency-constrained reserve requirements in joint energy and ancillary services auction,” IEEE Transactions on Power Systems, vol. 24, no. 3, pp. 1457–1468, 2009.
E. Karangelos and F. Bouffard, “Towards full integration of demandside resources in joint forward energy/reserve electricity markets,” IEEE Transactions on Power Systems, vol. 27, no. 1, pp. 280–289, 2012.
W. Wei, F. Liu, S. Mei, and Y. Hou, “Robust energy and reserve dispatch under variable renewable generation,” IEEE Transactions on Smart Grid, vol. 6, no. 1, pp. 369–380, 2015.
F. Bouffard, F. D. Galiana, and A. J. Conejo, “Market-clearing with stochastic security - Part I: formulation,” IEEE Transactions on Power Systems, vol. 20, no. 4, pp. 1818–1826, 2005.
K. Van den Bergh and E. Delarue, “Energy and reserve markets: interdependency in electricity systems with a high share of renewables,” Electric Power Systems Research, vol. 189, p. 106537, 2020.
Y. Z. Li, K. C. Li, P. Wang, Y. Liu, X. N. Lin, H. B. Gooi, G. F. Li, D. L. Cai, and Y. Luo, “Risk constrained economic dispatch with integration of wind power by multi-objective optimization approach,” Energy, vol. 126, pp. 810–820, 2017.
F. Capitanescu, “Critical review of recent advances and further developments needed in AC optimal power flow,” Electric Power Systems Research, vol. 136, pp. 57–68, July 2016.
D. Kourounis, A. Fuchs, and O. Schenk, “Toward the next generation of multiperiod optimal power flow solvers,” IEEE Transactions on Power Systems, vol. 33, no. 4, pp. 4005–4014, 2018.
P. Pinson, “Wind Energy: Forecasting Challenges for Its Operational Management,” Statist. Sci., vol. 28, no. 4, pp. 564–585, 2013.
Unidad de Planeaci´on Minero Energ´etica- UPME, “Plan de expansi´on de referencia generaci´on-transmisi´on 2017-2031,” pp. 1–381, 2018. [Online]. Available: https://www1.upme.gov.co .
R. D. Zimmerman and C. E. Murillo-S´anchez, “ MATPOWER Optimal Scheduling Tool (MOST) User’s Manual.” 2020. [Online]. Available: https://matpower.org/docs/MOST-manual.pdf
R. D. Zimmerman, C. E. Murillo-S´anchez, and R. J. Thomas, “MATPOWER: Steady-state operations, planning, and analysis tools for power systems research and education,” IEEE Transactions on Power Systems, vol. 26, no. 1, pp. 12–19, February 2011.
Gurobi Optimization LLC, “Gurobi Optimizer Reference Manual version 9.0.0.” 2020. [Online]. Available: http://www.gurobi.com .
A. W¨achter and L. T. Biegler, “On the implementation of a primal-dual interior point filter line search algorithm for large-scale nonlinear programming,” Mathematical Programming, vol. 106, no. 1, pp. 25–57, 2006.
Generadora y comercializadora de energ´ıa del Caribe - GECELCA S.A. E.S.P. (2014) Informe de gesti´on 2014. Accessed 2020-08-06. [Online]. Available: https://www.gecelca.com.co/ Descargas/ publico/Transparencia/INFORME%20DE%20GESTION.pdf
