Two-stage stochastic approach for spinning reserve allocation in dynamic economic dispatch

Abstract

A novel approach was proposed to allocate spinning reserve for dynamic economic dispatch. The proposed approach set up a two-stage stochastic programming model to allocate reserve. The model was solved using a decomposed algorithm based on Benders’ decomposition. The model and the algorithm were applied to a simple 3-node system and an actual 445-node system for verification, respectively. Test results show that the model can save 84.5 US $ cost for the testing three-node system, and the algorithm can solve the model for 445-node system within 5 min. The test results also illustrate that the proposed approach is efficient and suitable for large system calculation.

Keywords

power system / dynamic economic dispatch / spinning reserve / response risk / two-stage stochastic programming / Benders’ decomposition

References

[1] RossD W, KimS. Dynamic economic dispatch of generation [J]. IEEE Trans on Power Apparatus and Systems, 1980, PAS-99(6): 2060-2068

[2] WoodW G. Spinning reserve constrained static and dynamic economic dispatch [J]. IEEE Trans Power Apparatus and Systems, 1982, PAS-101(2): 381-388

[3] InnortaM, MaranninoP. Advance dispatch procedures for the centralized control of real power [J]. IEEE Trans on Power Systems, 1986, PWRS-1(2): 233-239

[4] HanX-s, GooiH B, KirschenD S. Dynamic economic dispatch: Feasible and optimal solutions [J]. IEEE Trans on Power Systems, 2001, 16(1): 22-28

[5] AttaviriyanupapD, KitaH, TanakaE, HasegawaJ. A hybrid EP and SQP for dynamic economic dispatch with nonsmooth incremental fuel cost function [J]. IEEE Trans on Power Systems, 2002, 17(2): 411-416

[6] LinW M, ChenS J. Bid-based dynamic economic dispatch with an efficient interior point algorithm [J]. International Journal of Electrical Power and Energy Systems, 2002, 24(1): 51-57

[7] LiZ-y, ShahidehpourM. Generation scheduling with thermal stress constraints [J]. IEEE Trans on Power Systems, 2003, 18(4): 1529-1537

[8] XiaX, ElaiwA M. Optimal dynamic economic dispatch of generation: A review [J]. Electric Power Systems Research, 2010, 80(1): 975-986

[9] VictoireT A A, A JeyakumarE. Reserve constrained dynamic dispatch of units with valve-point effects [J]. IEEE Trans on Power Systems, 2005, 20(3): 1273-1282

[10] HanX-s, GooiH B. Effective economic dispatch model and algorithm [J]. International Journal of Electrical Power and Energy Systems, 2007, 29(2): 113-120

[11] ChiouJ P. A variable scaling hybrid differential evolution for solving large-scale power dispatch problems [J]. IET Generation Transmission and Distribution, 2008, 3(2): 154-163

[12] YangM, HanX-s, JiangZ, ChengY-z, LeeW-jen. A novel method for advanced dispatch considering response risk constraints [C]. North American Power Symposium, 2009, Piscataway, IEEE Computer Society: 1-5

[13] AllanR N, BillintonRReliability evaluation of power systems [M], 19962nd ed.New York and London, Plenum Press: 150-180

[14] StadlinW O. Economic allocation of regulating margin [J]. IEEE Trans on Power Apparatus and Systems, 1971, PAS-90(4): 1776-1781

[15] Fotuhi-FiruzabadM, BillintonR, AboreshaidS. Spinning reserve allocation using response health analysis [J]. IEEE Proceedings: Generation, Transmission and Distribution, 1996, 143(4): 337-343

[16] WangJ-x, WangX-f, WuYang. Operating reserve model in the power market [J]. IEEE Trans on Power Systems, 2005, 20(1): 223-229

[17] Abiri-JahromiA, Fotuhi-FiruzabadM, AbbasiE. Optimal scheduling of spinning reserve based on well-being model [J]. IEEE Trans on Power Systems, 2007, 22(4): 2048-2057

[18] BirgeJ R, LouveauxF. Introduction to stochastic programming [M]. New York: Springer, 199754-61

[19] Ahmadi-KhatirA, Fotuhi-FiruzabadM, GoelL. Customer choice of reliability in spinning reserve procurement and cost allocation using well-being analysis [J]. Electric Power Systems Research, 2009, 79(1): 1431-1440

[20] Ahmadi-KhatirA, CherkaouiR. A probabilistic spinning reserve market model considering DisCo’ different value of lost loads [J]. Electric Power Systems Research, 2011, 81(1): 862-872

[21] WangS J, ShahidehpourS M, KirschenD S, MokhtariS, IrisarriG D. Short-term generation scheduling with transmission and environmental constraints using an augmented lagrangian relaxation [J]. IEEE Trans on Power Systems, 1995, 10(3): 1294-1301

[22] FREUND R M. Benders’ decomposition methods for structured optimization, including stochastic optimization [EB/OL], [2004-4-29]. http://ocw.mit.edu/courses/sloan-school-of-anagement/15-094j-systems-optimization-models-and-computation-sma-5223-spring-2004/lecture-notes/benders_art.

[23] BouffardF, GalianaF D, ConejoA J. Market-clearing with stochastic security-part II: Case studies [J]. IEEE Trans on Power Systems, 2005, 20(4): 1827-1835