46750 - Optimization in Modern Energy Systems

Exercise 3

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Student Number:

1. Optimal power flow

We consider a 3-bus power system comprising 3 generators: G1 at node n1 , G2 at node n2 ,

G3 at node n3 , and 1 inflexible load: D1 at node n3 , as illustrated in Figure 1.

Figure 1: 3-bus power system

G
The production cost cG i (in DKK/MWh) and maximum generation capacity P i of generator
i ∈ G = {1, ..., 3} (in MWh), and inflexible demand PiD of load i ∈ L = {1} (in MWh) are
summarized in Figure 2. The system operator wants to dispatch the generators in order to
cover this load at the lowest possible cost.
The reactance xnm and maximum flow in branches connecting nodes n, m ∈ N = {1, ..., 3}
F F
are summarized in Table 1. By convention xnm = xmn and P nm = P mn .

branches (n1 , n2 ) (n1 , n3 ) (n2 , n3 )

reactance (xnm ) 0.4 0.4 0.4
F
max. flow (P nm ) 150 150 150

Table 1: Branch parameters

 Figure 2: Generators and load parameters

(a) Formulate the optimal power flow problem in this system, using the DC linearization
of the power flow equations. Specify the number of variables and constraints.
(b) What do the dual variables associated with each constraint represent?
(c) Solve this optimization problem using python. Provide the values of the optimal primal
variables, objective value, and dual variables associated with the balance equations.
Please interpret the values taken by the dual variables associated with the balance
equations at each node, with respect to the parameters and states of the system.
F F
(d) We now consider that the line capacities P 12 and P 13 are reduced to 75MWh. Solve
the DC-OPF problem for these new values using Python. Provide the values of the
optimal primal variables, objective value, and dual variables associated with the bal-
ance equations. Please interpret the values taken by the dual variables associated with
the balance equations at each node, with respect to the parameters and states of the
system.

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