Integration of Wind power and Energy Storage

in SCUC Problem
Ali Daneshi

Mojtaba Khederzadeh, Senior Member

Islamic Azad University of Tehran, South Branch

Power and Water University, Tehran.Iran

a.daneshi@daryapala.com

kheder@pwut.ac.ir

Nima Sadrmomtazi

Javad Olamaei

Royal Institute of Technology, Stockholm, Sweden

Islamic Azad University of Tehran, South Branch

nimasm@kth.se

olamaee1345@yahoo.com

Abstract Global concerns over climate change and

sustainability have led to a recent worldwide push
towards electricity derived from renewable and
sustainable resources. Wind power is one of the fastest
growing renewable sources of energy generation in the
U.S. and many other countries. Wind energy is a desirable
resource because its cheap and clean. However, its
intermittent, and the profile of energy generation does not
correlate with the demand cycle. Basically, wind energy is
available when the wind blows, and the power level
depends on wind speed. Therefore, they are not
dispatchable in the traditional sense. As installed wind
capacity grows in a region, the intermittency of wind
energy becomes a significant issue. One possibility to
achieve higher system flexibility and security is energy
storage investment. In this paper, Compressed Air Energy
Storage (CAES) is considered to store electricity. This
study presents a formulation of Security-Constrained Unit
Commitment (SCUC) with integration of a compressed air
energy storage (CAES) and wind generation. A case study
is presented to validate the proposed model.

MUi, MDi:Minimum up/down time of a unit

RUi, RDi:Ramping up/down limit of a unit
SDi,t:
Shutdown cost of unit i at time t
SZTi,t: Startup cost of unit i at time t
rsi,t:
Spinning reserve of a unit
ori,t:
Operating reserve of a unit
TUi,0, TCi,0:Number of hours a unit has been on/off at
the beginning of the scheduling period
UTi, DTi:Number of hours a unit needs to remain on/off
at the beginning of the scheduling period
PD(t): Forecasted load at time t
W(t): Forecasted wind power at time t
PL(t): System losses at time t
RS(t): System spinning reserve requirement at time t
RO(t): Line flow at line l
FLmax
: Maximum line flow
l
Ak,t+1: Inventory level at time t+1
Ak,t:
Inventory level at time t
Amax(h): Maximum capacity of the carven in MWh
Amin(h): Minimum capacity of the carven in MWh
kinj,t :
Amount of injected air in MW at hour t

Keywords renewable energy; compress air energy storage;

wind power generation; security constrained unit
commitment

I. NOMENCLATURE
T:
Number of hours for the scheduling period
I:
Set of thermal units
Nb:
Number of buses
L:
Number of lines
i:
Denote a thermal unit
k:
Denote a CAES unit
w:
Denote a wind unit
t:
Time index
l:
Line index
bs:
Bus index
ui,t:
Unit status indicator (1 is ON and 0 is OFF)
yi,t:
Startup indicator
zi,t:
Shutdown indicator
Production cost function of unit i
Fi,t
Pi,t:
Generation of a unit
,Pi,min, Pi,max:Minimum/maximum generating capacity
978-1-4244-8921-3/10/$26.00 2010 IEEE

kw,t :

Amount of released air in MW at hour t

w
k ,min

: Minimum amount of released air in MW

w
k , max

: Maximum amount of released air in MW

inj
k , min

: Minimum amount of injected air in MW

inj
k , max

: Maximum amount of injected air in MW

Efficiency factor for producing power

Efficiency factor for injecting air

w
k

inj
k

II. INTRODUCTION
One of the major reasons for global warming, air
pollution and green house phenomena is an enormous
increase in consumption of fossil fuels. These concerns
result in a worldwide push toward renewable energy
resources.

Increasing electricity generation from an intermittent

and unpredictable renewable resource has caused the
power system to face new obstacles such as power
quality for customers and reliability issues. In recent
years, installation of wind power generation has grown
considerably in comparison to other renewable
resources. Higher variability, lower controllability and
predictability are some of the most challenging issues
that wind power generation faces. Ensuring the
reliability of the network, great flexibility is required
when using wind generation. To overcome the impact
of wind generation on unit commitment and dispatching,
a reserve must be allocated to guarantee the operational
reliability and enhance the security of the system.
Worldwide installed wind power generation is
growing very fast. In 2006, 15.2 GW new wind
generators were installed worldwide, bringing the total
to 74.2 GW of installed wind generation [2]. In 2005, in
the United States, the total capacity increased by 37GW.
By the end of 2009, some good examples of wind
power generation were Texas and Alberta with their
respective 1995 MW and 284.5MW of installed
capacity in early 2006 [3]. In Germany, the total
installed capacity of wind generation was 19300 MW
(June 2006) with new installation of about 900 MW in
the first 3 months of 2006 [4]. Denmark has a total
capacity of a little more than 3,200 MW of wind power
- approximately 2,800 MW from land turbines and 400
MW offshore [5].
Using storage technologies in combination with
green powers is one of the proven solutions for
reducing the negative effects of wind resource on power
systems. Energy storage is able to balance the
fluctuation of power generation and consumption, and
can also be used as a complement to primary generation.
In other words, it can play a multi conception-role in
the efficient management of power generation. In
addition, deriving electricity from storage in load peak
times would lead to a drop in the energy generation
costs, due to the low cost of energy generation.
III. COMPRESSED AIR ENERGY STORAGE
In this paper, Compressed Air Energy Storage
(CAES) is being used as the storage device.
Compressed Air Energy Storage (CAES) is a proven
technology that has existed nearly 30 years with a
number of successful facilities in the world. CAES uses
low-cost, off-peak energy to store air into an
underground reservoir by means of powering a motor
connected to a compressor. Energy is recaptured after
expansion of the compressed air through a highpressure air turbine. During the process, natural gas is
mixed with the air and finally, their mixture is fired in a
low-pressure natural gas turbine. To improve the
efficiency of the system, waste heat is used to preheat
the turbine inlet air by a heat exchanger. Typical

capacities for a CAES system are around 50-300 MW.

The storage period is also the longest due to the fact
that its losses are very small.
The first commercial CAES was a 290 MW unit built
in Hundorf, Germany in 1978. The second commercial
CAES was a 110 MW unit built in McIntosh, Alabama
in 1991 [6]. The third commercial CAES, the largest
ever, is a 2700 MW plant that is planned for
construction in Norton, Ohio. This 9-unit plant will
compress air to 1500 psi in an existing limestone mine
some 2200 feet underground [7].
IV. SCUC FORMULATION
The objective of SCUC in a power system is to
obtain a commitment schedule at a minimum
production cost and observing various unit/system
constraints.
This paper presents a formulation of mixed integer
programming (MIP) for solving the SCUC problem
with emphasis on wind power and CAES. It is assumed
that an appropriate forecasting tool in available to
forecast wind power generation. An optimization model
is developed to determine how an integration of a wind
and CAES facility can decrease cost by allowing the
wind energy to be stored when its not needed or
profitable to use. The advantages of MIP formulation
are:
A global optimum, instead of a near-global
optimum
More accurate measure of optimum
Improved modeling of constraints.
Capability and adaptability of modeling.
No heuristic approach.
Furthermore, adding more constraints is easy.
Nonlinearities of the problem can be accurately
incorporated by using piecewise linear approximation,
and no significant efforts are needed to change the
algorithm. In using an MIP formulation, the developers
focus is on the problem definition rather than the
algorithm development.
The main obstacle for applying MIP to large-scale
practical problems has been the required computational
effort. However, recent advances in both computer
hardware and software have revived the application of
MIP to large-scale power system problems as discussed
later in this paper.
As we mentioned, in power systems there is always a
tendency to minimize the costs of supplying energy and
ancillary services. Spinning and non-spinning reserves
are modeled in this paper, while other types of ancillary
services such as regulation up/down and placement
services can be modeled similarly [8]. Generation
scheduling is formulated based on forecasted wind
energy and AS as follows.
The objective function is formulated:

 FLmax
FLl ,t FLmax
l
l

I
[
C
(
P
)
ST
SD
]
C ( Pk ,t )

i ,t
i ,t
i ,t

t 1 i 1
k 1

Min

(1)
The objective is to minimize generation cost. The first
term represents thermal operating costs including fuel,
startup and shutdown costs; the second term represents
the operating cost of CAES units over the given period.
The list of symbols is presented in the Nomenclature
section.
The optimization problem is subject to unit
constraints and network constraints. The constraints
listed, include:
system real power balance (2),
system spinning reserve requirement (3),
system operating reserve requirement (4),
ramping limits (5-a),(5-b),
minimum on time limits (6-a),(6-b),
minimum off time limited (7-a),(7-b),
active power generation limits (8),
transmission line flow limit (9).
All other constraints that we may need to consider
can be modeled easily utilizing the generator and
network, which is not the scope of this paper.
I

P P
i ,t

k ,t

i 1

W (t ) PD (t ) PL (t )

(2)

k 1

rs

i ,t

i 1

rs

k ,t

RS (t )

(3)

k 1

i 1

k 1

ori ,t ork ,t RO ( t )

(4)

t 1,...,T

Pi ,t 1 Pi ,t RUi ( 1 yi ,t ) Pi ,min yi ,t , i ,t

(5-a)

Pi ,t Pi ,t 1 RDi ( 1 zi ,t ) Pi ,min zi ,t , i ,t

(5-b)

UTi MAX{ 0, MIN [ T ,( MUi TU i ,0 )ui ,0 ]},

(6-a)

UTi

(1 U
t 1

i ,t

t MU i 1

U
m t

i,m

)0

MU i y i ,t

(U i,m y i,t ) 0

(6 b)
t UTi 1,......, T MU i 1
t T MUi 2,......., T

m t

DTi MAX{0, MIN[T , (MDi TDi ,0 )(1 ui ,0 )]},

DTi

U
t 1

i ,t

m t

i,m

(1 U
m t

i,m

(7-a)

(7 b)

t MDi 1

(1 U

) MDi z i ,t

z i ,t ) 0

t DTi 1,......, T MDi 1

t T MDi 2,......., T

Pi ,min .ui ,t Pi ,t Pi ,max .ui ,t , i ,t

(8)

t 1,...,T

(9)

Detail formulation of objective function and

constraints are presented in [8] and [9-10]. In this paper,
we focus on the CAES model and its integration with
wind power. In our proposed optimization model the
following modes for CAES are considered:
Idling: when the CAES is not operating, either as
generator or compressor
Compressor: when the system load is low, then
electricity is used to compress air into an
underground storage cavern
Generator: when electricity demand is high, the
compressed air is returned to the surface, heated
by natural gas in combustors and run through
turbine to power the generator and produce
electricity
To include all mentioned modes in our model, the
following integer variables and constraints are
introduced:
uk,t: 1 is generation mode and 0 is either idle or
compressor mode.
u kc,t : 1 is compressor mode and 0 is idle mode.
u k ,t u kc,t 1

k , t

(10)

In the case of minimizing the total production cost,

the cost of compression is not really necessary. The
amount of compressed air is indirectly taken care of by
the amount of injection as an additional demand.
Minimization of the total production cost to meet the
demand including compression loads will automatically
impact injection and withdrawal. The cost related to
compression is reflected in generation cost and the
efficiency through co-optimization.
Cost of producing Pk,tMW of electricity is equal to
the gas price multiplied by the heat rate value for
generating Pk,t. It can be represented as follows:
Pk ,t kw vkw,t

(11)

Pk ,t kinj vkinj,t

(12)

vkw,min .u k ,t vkw,t vkw,max .u k ,t

(13)

vkinj,min .u kc,t vkinj,t vkinj,max .u kc ,t

(14)

In compressing mode, the amount of compressed air

is limited to the maximum capacity of the cavern,
minus the current inventory level.

Ak ,t 1 Ak ,t vkinj,t vkw,t , k , t

(15)

Amin (k ) Ak ,t Amax (k ) , k , t

(16)

Mathematically, SCUC is a decision problem with an

objective to be minimized with respect to a series of
prevailing equality and inequality constraints. The
problem is a mixed-integer problem and includes a
large number of integers and continuous variables. A

common way of solving MIP problems is to relax some

coupling constraints and decompose it into several sub
problems. In this paper we used CPLEX package to
solve the problem.
V. CASE STUDY
We used the Modified IEEE 30-Bus system [9] for
simulation as shown in Fig. 1. There are 9 thermal units
(G1G9), one wind unit, a CAES unit, and 41
transmission lines. The wind unit and CAES are located
at bus 10 and 21, respectively; the line between bus 10
and 21 is a short line and has low impedance. The
parameters of generators, buses, transmission lines and
24-hour system load and forecasted wind power are
listed in Tables 2, 3 and 4. The following scenarios are
discussed in this paper:
Case 1: This is the base case without CAES and
wind units.
Case 2: In this case, the impact of wind on
system operation is observed. In addition,
generation dispatch and total system operating
cost with and without CAES are compared.
Case 3: In this case, the impact of CAES on
system operation is observed. In addition,
generation dispatch and total system operating
cost with CAES and wind are discussed.

Fig 1. Modified IEEE 30-Bus system

TABLE 1. PARAMETERS OF CAES
Unit

Bus

Amin

Amax

w
vmin

w
vmax

inj
vmin

inj
vmax

CAES

100

1000

100

100

TABLE 2. FORECASTED LOAD DEMAND AND WIND POWER

Hour

Wind
(MW)

Load
(MW)

Hour

Wind
(MW)

Load
(MW)

50

320

13

80

369

45

310

14

75

358

40

302

15

60

354

304

16

60

351

323

17

65

356

4
5

45
50

70

346

18

65

364

75

363

19

75

373

373

20

65

359

80

85

379

21

60

347

10

90

386

22

55

338

11

85

381

23

50

328

377

24

50

324

12

80

A. Case 1: SCUC result without wind and CAES

In this case, we assume there is no CAES and wind
power generation. The 24-hour system load and wind
profile are listed in Table 2. We solve the SCUC and
determine the commitment and dispatch of units given
in Table 5 and 8, respectively. It is assumed that the
fuel price is $1/MMBtu and spinning reserve is 7% of
the load. We also consider the transmission line limit.
The cheaper units G4, G5, G6, G7, and G9 are
always committed. The more expensive units G1, G2
and G3 not dispatched and G8 is committed between
hours 6 and 24 to supply the required generating
capacity. Total operating cost is $151,119.09.

TABLE 3. PARAMETERS OF THERMAL UNITS

UNIT

G1

G2

G3

G4

G5

G6

G7

G8

G9

BUS

30

24

11

13

15

0.0243

0.0163

0.0143

0.0061

0.0089

0.0087

0.0046

0.0103

0.0071

49.327

39.889

37.889

18.100

13.353

13.327

10.694

19.327

18.300

187.364

128.820

118.820

218.335

81.298

81.136

142.734

287.136

230.00

PMIN

10

10

10

10

20

10

10

PMAX

20

20

20

80

50

50

100

70

60

ST
RAMP

70

30

30

100

80

80

200

95

95

20

20

20

40

25

25

50

35

30

-2

-1

-1

-2

-2

-2

-3

-2

-2

-2

-1

-1

-2

-2

UP

MIN
ON
MIN
OFF
INIT

20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41

TABLE 4. TRANSMISSION LINE PARAMETERS

Line
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19

From
Bus
1
1
2
3
2
2
4
5
6
6
6
6
9
9
4
12
12
12
12

To
Bus
2
3
4
4
5
6
6
7
7
8
9
10
11
10
12
13
14
15
16

X
(p.u.)
0.0575
0.1852
0.1737
0.0379
0.1983
0.1763
0.0414
0.116
0.082
0.042
0.208
0.556
0.208
0.11
0.256
0.14
0.2559
0.1304
0.1987

Line Flow
Limit (MW)
200
200
200
200
200
200
200
200
200
200
200
200
200
200
450
450
210
210
210

14
16
15
18
19
10
10
10
10
21
15
22
23
24
25
25
28
27
27
29
8
6

15
17
18
19
20
20
17
21
22
22
23
24
24
25
26
27
27
29
30
30
28
28

0.1997
0.1932
0.2185
0.1292
0.068
0.209
0.0845
0.0749
0.1499
0.0236
0.202
0.179
0.27
0.3292
0.38
0.2087
0.396
0.4153
0.6027
0.4533
0.2
0.0599

106
106
106
106
210
210
210
200
200
200
106
200
106
200
200
200
200
200
200
200
200
200

TABLE 5. SCUC RESULT WITHOUT WIND AND CAES

Total Cost = 151119.09 $

Unit

Hours (0-24)

G1

G2

G3

G4

G5

G6

G7

G8

G9

TABLE 6. SCUC RESULT WITH WIND WITHOUT CAES

Total Cost = 118263.92 $

Unit

Hours (0-24)

G1

G2

G3

G4

G5

G6

G7

G8

G9

TABLE 7. SCUC RESULT WITH WIND WITH CAES

Total Cost = 119340.26 $

Unit

Hours (0-24)

G1

G2

G3

G4

G5

G6

G7

G8

G9

B. Case 2: SCUC result with wind and without CAES

In this case, we assume there is wind power in the
network without CAES. We assumed wind power is
located in the bus 10. Forecasted wind power is
presented in Table 2. We solved the SCUC and
determined the commitment and dispatch of units given
in Table 6 and 9, respectively. The result shows when
we used wind power in the network, generation cost
decreased and the expensive units (G1, G2, G3, and G8)
were not dispatched, Therefore, generation cost is lower
($118,263.92), but using the wind power causes the
reduction of reliability and power quality for customers
than for solving the problem of using CAES with wind
power (Case 3).
C. Case 3: SCUC result with wind and CAES
To observe the impact of CAES, we added a CAES
unit at bus 21. The line between bus 10 and 21 is a short
line and has low impedance. The characteristic of
CAES is presented in Table 1. The maximum power

output from CAES is 100 MW. The efficiency factors

( k , k ) for compression and discharge are 1and 0.9,
respectively. The load and wind profile are the same as
in Case 1and 2. The scheduling results of the CAES
unit are shown in Table 10. In this table, the negative
numbers correspond to periods for compressing air,
while the positive numbers are the discharging or
generating periods. According to the daily load profile,
the CAES and power grid will compress the air during
the off-peak times, when the hourly loads are relatively
low. Then during the peak load times, the CAES will
supply the load.
In this case, the expensive units G1, G2, and G3,
never dispatched, G8 and G9 were usually not
dispatched and the operating cost is $119,340.26. In
this case, the generation cost is more than Case 2. The
difference of the generation cost in Case 2 and Case 3 is
low, however when we used the CAES, the reliability
and power quality improved and this is important. In
w

inj

our analysis, we are not considering the comparative

capital investment for the installation of CAES.
TABLE 8. GENERATION DISPATCH WITHOUT WIND AND CAES
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24

G1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

G2
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

G3
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

G4
60.4
56.6
56.6
56.5
63.4
76.4
56.6
63.4
69.4
76.4
71.4
67.4
59.4
56.6
56.6
56.6
56.6
56.6
63.4
56.6
56.6
80
78.4
74.4

G5
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50

G6
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50

G7
100
93.7
87.3
87.7
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100

G8
0
0
0
0
0
10
46.7
50
50
50
50
50
50
41.7
37.7
34.7
39.7
47.7
50
42.7
30.7
48.4
50
50

G9
60
60
58.3
60
60
60
60
60
60
60
60
60
60
60
60
60
60
60
60
60
60
10
0
0

TABLE 9. GENERATION DISPATCH WITH WIND AND WITHOUT CAES

G1
0

G2
0

G3
0

G4
56.6

G5
47.1

G6
50

G7
73.4

G8
0

G9
43.3

56.6

50

50

98.7

10

62.3

50

50

100

59.3

50

50

100

63.4

50

50

100

10

56.6

50

50

76.4

43.3

56.6

50

50

80.3

51.4

56.6

50

50

79.3

57.4

56.6

50

50

78.3

59.4

10

56.6

50

50

79.8

60

11

56.6

50

50

79.8

60

12

56.6

50

50

80.8

60

13

56.6

50

50

80.3

52.4

14

56.6

50

50

80.3

46.4

15

56.6

50

50

81.3

56.4

16

56.6

50

50

82.3

52.4

17

56.6

50

50

82.3

52.4

18

56.6

50

50

82.7

60

19

56.6

50

50

81.8

60

20

56.6

50

50

80.3

57.4

21

56.6

50

50

82.3

48.4

22

56.6

50

50

83.3

43.2

23

56.6

50

50

78.4

44.3

24

56.6

50

50

74.4

44.3

TABLE 10. GENERATION DISPATCH WITH WIND AND CAES

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24

G1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

G2
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

G3
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

G4
80
75.5
80
44.3
68.4
71.4
80
80
80
80
80
80
80
80
80
76.4
80
80
80
80
80
78.4
73.4
69.4

G5
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50

G6
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50
50

G7
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100

G8
18.4
10
0
0
0
0
0
0
0
0
0
0
37.4
10
0
0
0
0
0
0
0
0
0
0

G9
60
43.3
43.3
10
0
0
0
0
0
0
0
0
60
59.4
60
10
0
0
0
0
0
0
0
0

CAES
-88
-63.5
-60.9
5
5
5
8.4
13.4
14.4
16.4
16.4
17.4
-88
-65.9
-45.4
5
11.4
19.4
18.4
14.4
7.4
5
5
5

[3]

V. CONCLUSION
A MIIP-based SCUC problem including wind and a
CAES unit is described in this paper. The case studies
based on the Modified IEEE 30-Bus system indicate
that the application of CAES can impact peak load
reduction, system operating costs, commitment and
dispatch of the units. Much of the benefits listed here
will depend on the MW size of the CAES. Also, the
results show that when we used the CAES in the
network, the reliability and power quality was increased,
and generation cost was reduced.

[4]

[5]
[6]
[7]
[8]

VI. REFERENCES
[1]
[2]

A. J. Wood, and B. F. Wollenberg, Power Generation

Operation and Control, John Wiley and Sons, 1996.
E. Spahic, G. Balzer, B. Hellmich, and W. Munch, Wind
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1-5 July 2007, pp: 615 620.

[9]
[10]

F. Bouffard, and F. D. Galiana, Stochastic security for

operation planning with significant wind power generation,
IEEE Transactions on Power Systems, Vol. 23, No. 2, March
2008.
P. Siemens, H. J. Haubrich, H. Vennegeerts, and S. Ohrem,
Concepts for the improved integration of wind power into the
German interconnected system, Published in IET Renewable
Power Generation, 2008,Vol. 2, No. 1, pp. 2633.
http://www.wind-energy-the-facts.org/en/home--about-theproject.html
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power plants, projektinfo 05/2007, FIZ Karlsruhe GmbH,
Buro Bonn Kaiserstrabe 185-197
http://electricitystorage.org/tech/technologies_technologies_ca
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M. Shahidehpour, H. Yamin, and Z. Li, Market operations in
electric power systems, John Wiley and Sons, 2002.
T. Li, and M. Shahidehpour, Price-based unit commitment: A
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