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CHAPTER 2
PROBLEM FORMULATION FOR CONGESTION
MANAGEMENT
2.1
down
while
enhancing
supply
quality
and
reliability
12
MARKET STRUCTURES
At present, the deregulated electricity market comprises Generating
PoolCo Model
A PoolCo is defined as a centralized marketplace that clears the
market for buyers and sellers where electric power sellers/buyers submit bids
and prices into the pool for the amounts of energy that they are willing to
sell/buy. The ISO or similar entities (e.g. Power Exchange PX) will forecast
the demand for the following day and receive bids that will satisfy the
demand at the lowest cost and prices for electricity on the basis of the most
expensive generator in operation (marginal generator). On the other hand, in
the second model, bilateral trades are negotiable and terms and conditions of
contracts are set by the traders without interference with system operators.
13
In a PoolCo, sellers and buyers submit their bids to inject power into
and out of the pool. Sellers compete for the right to inject power into the grid,
not for specific customers. If a power provider bids too high, they may not be
able to sell power. On the other hand, buyers compete for buying power and if
their bids are too low, they may not be getting any power. In this market, low
cost generators would essentially be rewarded. Power pools would implement
the economic dispatch and produce a single (spot) price for electricity, giving
participants a clear signal for consumption and investment decisions. Winning
bidders are paid the spot price that is equal to the highest bid of the winners.
Since the spot price may exceed the actual running of the selected bidders,
bidders are encouraged to expand their market share which will force high
cost generators to exit the market. Market dynamics will drive the spot price
to a competitive level that is equal to the marginal cost of the most efficient
firms (Shaidepour et al 2002).
The ISO in a Pool Co is independent of transmission and generation
owners for operating the transmission grid. Competitive generators submit
bids to the ISO on a day-ahead basis specifying the amount of energy
available, price and delivery points, while distribution companies do the same
for loads. The ISO, based on submitted bids, forecasts short run regional
energy demand and dispatches generation in the region to balance generation
with load and maintain reliability.
Power Exchange (PX)
Even though the short-term and long-term financial energy
transactions could be in bilateral forms in the electricity industry where
contracted parties agree individually for certain terms such as price,
availability and quality of products, industry restructuring proposals have
concluded the necessity of creating a new market place to trade energy and
14
15
Hour-ahead Market
The hour-ahead market is similar to day- ahead, except that trades
are for one hour, and the Available Transfer Capability (ATC) is reduced to
include day-ahead trades, and bids are not iterative in this market. Once the
MCP is determined in the PX, market participants submit additional data to
the PX. The data would include individual schedules by generating units, take
out point for demand, adjustment bids for congestion management and
ancillary service bids. After this stage, the ISO and the PX know the injection
points of individual generating units to the transmission system. A schedule
may include imports and/or exports. To account for transmission losses,
generators schedules are adjusted where real losses are only known after all
metered data are processed (Shaidepour et al 2002).
2.2.2
Bilateral Model
In the bilateral model the buyers and sellers negotiate the price and
amount of power traded between them. These contracts set the terms and
conditions of agreements independent of the ISO. The ISO is responsible for
ensuring that the bilateral agreements are feasible i.e. transmission capacity is
available.
2.2.3
Hybrid Model
The hybrid model combines the various features of the previous two
16
spot market price. This market model is the closest to the established markets
for other goods and services.
2.3
17
Zone B
$ 20
Zone A
$ 10
0 MW
200 MW
100 MW
(a)
100 MW
100 MW
No congestion
Zone A
Zone B
$ 10
$ 20
50 MW
150
100
(b)
50 MW
100
18
19
Non-market based
First come, first serve
Pro rata
2.4
PROBLEM FORMULATION
In this work, congestion management in a day-ahead electric energy
Objective Function
The objective function of the congestion problem is formulated as
20
Minimize
C u . P u C d P d ) $ / hr
k Ng k Gk k Gk
TC
(2.1)
where TC is the total cost for congestion management which is the total cost
incurred for adjusting real power generation of the participating generators by
the ISO for congestion management. This total cost is a measure of the
decrement in social welfare due to congestion management.
2.4.2
Constraints
Equality constraints
PGi PDi
Gi
Vi
Di
P
Gk
Pc
Gk
P
Dj
Pc ;
Dj
NB
j 1
V
i
NB
j 1
Pu
Gk
B Cos ); i 1,2,..., Nd
V (G Sin
ij
ij
ij
j ij
P d ; k 1,2,..., Ng
Gk
j 1,2,..., Nd
(2.2)
(2.3)
(2.4)
(2.5)
Inequality constraints
The inequality constraints of the OPF reflect the limits on physical
devices in the power system as well as the limits created to ensure system
security.
21
min
PGk
PGk
min
Q Gk
Q Gk
P max ; k 1, 2,...., Ng
Gk
Q max ; k 1, 2,......, Ng
Gk
u
P max
Gk Gk
Pc
Gk
d
min
Pc
PGk
P
Gk
Gk
(2.6)
(2.7)
(2.8)
(2.9)
Security constraints:
For secure operation of power system, the real power flow in
transmission lines is limited by the power carrying capability, which is
determined by the thermal capacity of line or the surge impedance loading.
The security constraints express that branch real power is below its limit after
any specified contingency as well as in the base case:
Pij
(2.10)
where
P V [g (V
ij
i ij i
V cos ) b V sin ]
j
ij
ij j
ij
(2.11)
V
i
min
V
i
V
i
max
, i 1, 2,......, Nd
(2.12)
22
Equations (2.2) and (2.3) represent real and reactive power balances
in each bus. Equation (2.4) expresses final real power generation as a function
of market results and power increments/decrements to achieve a secure
operation. Equation (2.5) expresses real power demand as a function of
market clearing values. Equation (2.6) represents lower and upper bounds on
the active power generations at generator buses. Equation (2.7) represents
lower and upper bounds on the reactive power generations at generator buses.
Equation (2.8) represents lower and upper bounds for increment change in
generator real power. Equation (2.9) represents lower and upper bounds for
decrement change in generator real power. Equation (2.10) imposes
maximum line loading limit. Equation (2.11) expresses real power flow in
line i-j in terms of voltage magnitudes and phase angles and the parameters of
the transmission element. Equation (2.12) represents lower and upper bound
at load bus voltage.
2.4.3
Lo
Pk
SI
k 1 Pkmax
2n
(2.13)
23
2.4.4
change in power outputs of all the generators do not affect the power flow on
the congested line to some extent. Hence, it is not necessary to reschedule the
outputs of generators whose generations have little impact to the congested
line flow. In this work, for large power systems, the participating generators
for congestion management are selected based on their sensitivities to the
congested line. The generators in the system under consideration have
different sensitivities to the flow on the congested line (Sudipta Dutta and
Singh, 2008). Generator sensitivity to congested line can be defined as the
ratio of change in real power in a transmission line k connected between bus i
and j to the change in power generation by generator g.
GS for line k can be expressed as
GSg
where
P
ij
P
Gg
(2.14)
between bus i and j and PGg is the change in real power generated by the gth
generator.
GSg denotes how much active power flow over a transmission line
connecting buses i and j would change due to active power injection by
generator g.
The basic power flow equation (2.11) on congested line can be
written as
P
ij
V V g cos(
V 2 .g
i j ij
i
i ij
) V V b sin(
i j ij
i
(2.15)
24
GSg
P
ij
P
Gg
GSg
P
ij
a .m
ij ig
(2.16)
P
Gg
b m
ij jg
(2.17)
where
a ij
Pij
Vi V j
P
ij
ij
b
ij
m
ig
g sin(
ij
i
V V g sin(
i j ij
i
) b cos(
ij
i
) b cos(
ij
i
(2.18)
(2.19)
P
ij
(2.20)
(2.21)
P
Gg
j
jg
(2.22)
P
Gg
Pp
P
Gp
P
Dp
(2.23)
Pp
NB
V
g cos p
p m 1 pm
P
p
V 2g pp
p
V
p
NB
m 1
m p
m + b pmsin p
g pm cos p
m Vm
b pmsin p
m Vm
(2.24)
(2.25)
25
and
m,
the following
Pp
m
Pp
p
Vp V g pm sin p
m
V
p
NB
g pmsin p
m 1
m S
b pm cos p
b pm cos p
m Vm
(2.26)
(2.27)
(2.28)
where
P1
P1
P2
P2
P1
P2
NB
NB
.
.
PNB
.
.
PNB
.
.
PNB
(2.29)
NB
Thus
H 1 P
=M
(2.30)
(2.31)
where
H 1
(2.32)
26
i)/(
PGg) and (
j)/(
PGg) in Equation
matrix with its row and column corresponds to slack bus deleted.
The actual vector
0
0
can be written as
0
M 1
(2.33)
Thus required elements of mig and mjg are found out from Equation (2.32).
It is to be noted that the sensitivity of the slack bus generator to any
congested line in the system is always zero. GSg denotes how much active
power flow over a transmission line connecting buses i and j would change
due to active power injection by generator g. The system operator selects the
generators which have non uniform and large magnitudes of sensitivity values
to the power flow on the congested line for congestion management.
2.4.5
Load Shedding
A power system continually experiences changes in its operating
27
power of load for relieving congestion, its reactive power is adjusted so that
the respective load power factor is maintained constant.
2.5
TEST SYSTEMS
To test the validity of the proposed methodology, the WSCC Nine
Bus System, IEEE30 Bus System and IEEE118 Bus System are considered as
test systems. Base case generations ( P c ) and demands ( P c ) of the respective
G
systems are taken as initial market clearing values. The systems are
considered as secure with initial market clearing values i.e. no overload in any
transmission lines and no violation of bus voltages.
2.5.1
nine branches. System data are taken from [Zimmerman and Gan 1997]. The
total real and reactive power of load is 315 MW and 115 MVAR. Base case
generations and demands are taken as initial market clearing values. The
incremental or decremented price bids submitted by GENCOs for congestion
management are given in Table 2.1. These are the prices at which the
generators are willing to adjust their real power outputs. The incremental
28
price is taken as slightly greater than the corresponding marginal cost, and the
decremented price is taken as slightly lesser than the corresponding marginal
cost.
Table 2.1 Generator Price Bids-WSCC Nine Bus System
Gen. No.
1
2
Cku
22
30
Ckd
20
28
23
21
1-4
4-5
5-6
3-6
6-7
7-8
8-2
8-9
9-4
94
40
77
111
31
97
212
112
53
2.5.2
branches. System data are taken from [Zimmerman and Gan 1997]. The total
real and reactive power of load is 283.4 MW and 126.2 MVAR. The upper
and lower limits for reactive power of generation are taken as 100 MVAR and
-30 MVAR. Price bids submitted by GENCOs for congestion management
and the initial market clearing values of generators
2.3. The line loading limits are given in Table 2.4.
(Pc )
Gk
29
Gen. no.
Gen. Bus
no.
1
2
3
4
5
6
1
2
5
8
11
13
Pc
Gk
(MW)
138.59
57.56
24.56
35.00
17.93
16.91
2.5.3
Line
limit
(MW)
130
130
65
130
130
65
90
70
130
32
65
Line
no.
6-10
9-11
9-10
4-12
12-13
12-14
12-15
12-16
14-15
16-17
15-18
Line
limit
(MW)
32
65
65
65
65
32
32
32
16
16
16
Line
no.
18-19
19-20
10-20
10-17
10-21
10-22
21-22
15-23
22-24
23-24
24-25
Line
limit
(MW)
16
32
32
32
32
32
32
16
16
16
16
Line
no.
25-26
25-27
28-27
27-29
27-30
29-30
8-28
6-28
Line
limit
(MW)
16
16
65
16
16
16
32
32
system load is 4242 MW and 1438 MVAR. System data are taken from
[Zimmerman and Gan 1997]. Initial generation values i.e. (PGc) are taken
from [Padiya Dutta and Sinha 2006]. The upper and lower limits for reactive
power of generation are taken as 100 MVAR and -30 MVAR. The price bids
submitted by GENCOs are given in Table 2.5 and the line loading limits are
30
given in Table 2.6. For all the test systems, the upper and lower bound for
load bus voltages are taken as 1.1p.u. and 0.9 p.u.
Table 2.5 Generator Price Bids- IEEE118 Bus System
Gen.
no.
Gen.
Bus no.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
1
4
6
8
10
12
15
18
19
24
25
26
27
31
32
34
36
40
42
46
49
54
55
56
59
61
62
Generator Price
Bids ($/MWhr)
Cku
Ckd
40
38
43
35
41
38
44
39
22
17
23
18
45
35
41
38
44
36
45
35
27
18
23
18
41
39
45
35
24
18
43
37
44
36
43
35
47
38
45
35
25
18
32
30
42
36
43
37
23
17
26
16
44
36
Gen.
no.
Gen.
Bus
no.
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
65
66
69
70
72
73
74
76
77
80
85
87
89
90
91
92
99
100
103
104
105
107
110
111
112
113
116
Generator Price
Bids ($/MWhr)
Cku
Ckd
25
17
26
18
28
15
43
39
47
38
44
36
43
39
44
36
47
38
23
15
43
39
25
17
44
36
42
38
41
38
44
36
43
37
42
36
24
17
44
38
43
39
42
38
43
37
22
18
42
38
47
33
45
35
31
Line
limit
(MW)
Line
no.
Line
limit
(MW)
Line
no.
Line
limit
(MW)
1-2
175
33-37
175
64-61
500
89-92
500
1-3
175
34-36
175
38-65
500
91-92
175
4-5
500
34-37
500
64-65
500
92-93
175
3-5
175
38-37
500
49-66
500
92-94
175
5-6
175
37-39
175
49-66
500
93-94
175
6-7
175
37-40
175
62-66
175
94-95
175
8-9
500
30-38
175
62-67
175
80-96
175
8-5
500
39-40
175
65-66
500
82-96
175
9-10
500
40-41
175
66-67
175
94-96
175
4-11
175
40-42
175
65-68
500
80-97
175
5-11
175
41-42
175
47-69
175
80-98
175
11-12
175
43-44
175
49-69
175
80-99
200
2-12
175
34-43
175
68-69
500
92-100
175
3-12
7-12
11-13
12-14
13-15
14-15
12-16
15-17
16-17
17-18
18-19
19-20
15-19
20-21
21-22
175
175
175
175
175
175
175
500
175
175
175
175
175
175
175
44-45
45-46
46-47
46-48
47-49
42-49
42-49
45-49
48-49
49-50
49-51
51-52
52-53
53-54
49-54
175
175
175
175
175
175
175
175
175
175
175
175
175
175
175
69-70
24-70
70-71
24-72
71-72
71-73
70-74
70-75
69-75
74-75
76-77
69-77
75-77
77-78
78-79
500
175
175
175
175
175
175
175
500
175
175
175
175
175
175
94-100
95-96
96-97
98-100
99-100
100-101
92-102
101-102
100-103
100-104
103-104
103-105
100-106
104-105
105-106
175
175
175
175
175
175
175
175
500
175
175
175
175
175
175
32
2.6
175
175
500
500
500
175
175
500
175
500
175
175
140
175
175
175
175
175
175
49-54
54-55
54-56
55-56
56-57
50-57
56-58
51-58
54-59
56-59
56-59
55-59
59-60
59-61
60-61
60-62
61-62
63-59
63-64
175
175
175
175
175
175
175
175
175
175
175
175
175
175
500
175
175
500
500
77-80
77-80
79-80
68-81
81-80
77-82
82-83
83-84
83-85
84-85
85-86
86-87
85-88
85-89
88-89
89-90
89-90
90-91
89-92
500
500
175
500
500
200
200
175
175
175
500
500
175
175
500
500
500
175
500
105-107
105-108
106-107
108-109
103-110
109-110
110-111
110-112
17-113
32-113
32-114
27-115
114-115
68-116
12-117
75-118
76-118
175
175
175
175
175
175
175
175
175
500
175
175
175
500
175
175
175
CONCLUSION
Alleviation of the emergency transmission line overload is a critical
33
expected that DE gives better performances than the other approaches, since it
uses the differences of randomly sampled pairs of object vectors to guide the
mutation operation instead of using probability distribution functions as other
EAs. Furthermore, line overloads should be alleviated as fast as possible,
otherwise, it may lead to cascading outages. Hence, fast determination of line
overload is necessary in order to take necessary corrective actions. In this
study, intelligent cascade neural network is designed using BPN and RBF
training method. It is expected that the proposed CNN is able to classify the
overload cases correctly and can provide on-line operational aids to system
operators.