Energy and reserve scheduling under an N-K security criterion via robust optimization

Alexandre Street, José M. Arroyo, Fabrício Oliveira

Tutkimustuotos: Artikkeli kirjassa/konferenssijulkaisussaConference contributionScientificvertaisarvioitu

3 Sitaatiot (Scopus)

Abstrakti

This paper presents a new approach to simultaneously schedule energy and reserve in an electricity market. The proposed model explicitly incorporates an n-K security criterion by which power balance is guaranteed under any contingency state comprising the simultaneous loss of up to K generation units. Instead of considering all possible contingency states, which would render the problem intractable, a novel method based on robust optimization is proposed. Using the notion of umbrella contingencies, the robust counterpart of the original problem is formulated. The resulting model is a particular instance of bilevel programming which is solved by its transformation to an equivalent single-level mixed-integer programming problem. Unlike previously reported contingency-dependent approaches, the robust model does not depend on the size of the contingency set, thus providing a computationally efficient framework. Simulation results back up these conclusions.

AlkuperäiskieliEnglanti
Otsikko17th Power Systems Computation Conference, PSCC 2011
ISBN (elektroninen)9789175012575
TilaJulkaistu - 1 tammikuuta 2011
OKM-julkaisutyyppiA4 Artikkeli konferenssijulkaisuussa
TapahtumaPower Systems Computation Conference - Stockholm, Ruotsi
Kesto: 22 elokuuta 201126 elokuuta 2011
Konferenssinumero: 17

Conference

ConferencePower Systems Computation Conference
LyhennettäPSCC
MaaRuotsi
KaupunkiStockholm
Ajanjakso22/08/201126/08/2011

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  • Siteeraa tätä

    Street, A., Arroyo, J. M., & Oliveira, F. (2011). Energy and reserve scheduling under an N-K security criterion via robust optimization. teoksessa 17th Power Systems Computation Conference, PSCC 2011