Implementation of User Cuts and Linear Sensitivity Factors to Improve the Computational Performance of the Security-Constrained Unit Commitment Problem
Abstract
:1. Introduction
2. Problem Statement
2.1. Linear Sensitivity Factors
2.2. Modelling Approach: Classic UC Formulation
2.3. Improvements and Adaptations to the Classic UC Model
- Net power injection and power balanceThe first modification introduced in the UC model given by Equations (9)–(29) is the reformulation of the power balance constraint given by Equation (26). We introduce the variable in Equation (30) that indicates the net power injection in bus s at time t. In this case, is a matrix that identifies which generator is in each bus. If generator i is located at bus s the corresponding position of is equal to one. Otherwise, it is zero; is the output of generator i at time t, is the forecasted demand at bus s at time t. To guarantee the power balance, the sum of the total generation must be equal to the sum of the total demand for each period of time, as indicated by Equation (31). The formulation of the net power injection provided in Equations (30) and (31) replaces Equation (26). Please note that such formulation does not take into account bus angles, reducing the number of variables and rendering constraints (28) and (29) unnecessary.
- Power flows and post-contingency power flowsPower flows in lines can be obtained as the product of the PTDF matrix and the vector of net power injections. Power flows must be within minimum and maximum limits as indicated in Equation (32). On the other hand, post-contingency power flows can be obtained using the LODF matrix as indicated in Equation (33). In this case, stands for Transmission Capacity Factor, which is a parameter used to adjust transmission capacity limits. When post-contingency constraints are included in the UC formulation, this one is turned into a SCUC problem. Nevertheless, as it will be explained later, not all security constraints given by Equation (33) need to be incorporated in the model to guarantee network security. This is because most of these constraints may not be binding in the optimal solution. Therefore, only the security constraints that need to be enforced to avoid post-contingency overloads are added as user cuts as explained in the next section.
3. Methodology
3.1. User Cuts
3.2. Adding N-1 Security Constraints to the UC Problem
- Step 0: read system data.
- Step 3: Estimate post-contingency power flows as indicated in Equation (35), using the optimal power flows and prior to the contingencies.
- Step 4: verify post-contingency power flow limits in every line l for every period of time t, under every contingency k. If there is an overload in line l, for a contingency k, in the period of time t, assign a value of 1 in the corresponding position of , as indicated in Equation (36).For those lines presenting overloads, the excess value is stored in the Overload Parameter . If there is not an overload in line l, under contingency k in the period of time t the corresponding position of is set to zero as indicated in Equation (37). The sum over the sets of periods, lines and contingencies yields the total overload () of the system as indicated by Equation (38).
- Step 6: check convergence verifying if is lower than a given tolerance (). If it is true, stop the algorithm and report the solution. Otherwise, return to Step 2 introducing user cuts by adding new security constraints through Equation (33). This is done with the values of l, k, and t for which ; which in turn correspond to the positions where .
3.3. Identification of Vulnerable Lines and Critical Contingencies
4. Tests and Results
4.1. Impact of Linear Sensitivity Factors in the Performance of the SCUC Problem
4.2. Impact of User Cuts in the Performance of the SCUC Problem
4.3. Most Vulnerable Lines and Critical Contingencies
4.4. Scalability Evaluation
5. Conclusions
Author Contributions
Funding
Acknowledgments
Conflicts of Interest
Abbreviations
SCOPF | Security-Constraint Optimal Power Flow |
UC | Unit Commitment |
SCUC | Security-Constrained Unit Commitment |
MILP | Mixed-Integer Linear Programming |
PTDF | Power Transfer Distribution Factors |
LODF | Line Outage Distribution Factors |
Nomenclature
b | Index of generating unit cost curve segments, 1 to B |
i | Index of generating units, 1 to I |
j | Index of generating unit star-up cost, 1 to K |
l, k | Index of lines, 1 to L |
s, m | Index of buses, 1 to S |
t, tt | Index of hours, 1 to T |
Fixed production cost of generator ($) | |
Admittance of line connecting nodes s-m (S) | |
Demand at bus s (MW) | |
Minimum down time of generator i (h) | |
Minimum up time of generator i (h) | |
Time that generator i has been down before (h) | |
Time that generator i has been up before (h) | |
Output if generator i at (MW) | |
Rated capacity of generator i (MW) | |
Minimum output of generator i (MW) | |
Capacity of segment b of the cost curve of generator i (MW) | |
On-Off status of generator i at (equal to 1 if and 0 otherwise) | |
Slope of the segment b of the cost curve of generator i ($/MW) | |
Cost of non-attended demand ($/MW) | |
Generation map for thermal units | |
Capacity of the line between nodes s and m (MW) | |
Capacity of the line between nodes s and m (MW) | |
Transmission capacity factor | |
Length of time the generator i must be off at the start time of the planning horizon (h) | |
Length of time the generator i must be on at the start time of the planning horizon (h) | |
M | Large number used of linearization - larger than the maximum number of hours a unit can be on or off |
Ramp-down limit of generator i (MW/h) | |
Ramp-up limit of generator i (MW/h) | |
Cost steps in start-up cost curve of generator i ($) | |
Time steps in start-up cost curve of generator i (h) | |
Matrix of Power transfer distribution factors | |
Matrix of Line Outage distribution factors | |
Security-Constraint Recorder | |
Vector of vulnerable lines | |
Vector of critical contingencies | |
Matrix of vulnerable lines vs. critical contingencies |
Operating cost of generator i at time t ($) | |
Generator i down time period counter | |
Generator i output at time t (MW) | |
Output of generator i of segment b at time t (MW) | |
Unserved load at bus s at time t (MW) | |
Start-up cost of generator i at time t ($) | |
Binary variable equal to 1 if generator i is started at time t after being off for j hours, and 0 otherwise | |
Binary variable equal to 1 if the generator i is producing at time t, and 0 otherwise | |
Binary variable equal to 1 if the generator i is started at the beginning of time t, and 0 otherwise | |
Binary variable equal to 1 if the generator i is shut down at the beginning of time t, and 0 otherwise | |
Voltage angle at bus s (rad) | |
Net power injection in bus s at time t (MW) | |
Line flow in line l at time t (MW) |
Appendix A.
Unit | Range | kib | Range | kib | Range | kib |
---|---|---|---|---|---|---|
Type | (MW) | ($/MW) | (MW) | ($/MW) | (MW) | ($/MW) |
1 | 5.4–7.6 | 29.453 | 7.6–9.8 | 30.120 | 9.8–12 | 30.856 |
2 | 8–12 | 28.967 | 12–16 | 29.243 | 16–20 | 29.703 |
3 | 26–34 | 28.313 | 34–42 | 29.256 | 43–50 | 30.498 |
4 | 40–52 | 18.423 | 52–64 | 19.228 | 64–76 | 20.102 |
5 | 40–60 | 17.590 | 60–80 | 18.280 | 80–100 | 18.966 |
6 | 54.24–87.83 | 23.810 | 87.83–121.41 | 24.525 | 121.41–155 | 25.240 |
7 | 104–135 | 17.193 | 135–166 | 17.708 | 166–197 | 18.225 |
8 | 140–210 | 26.213 | 210–280 | 26.708 | 280–350 | 27.200 |
9 | 100–200 | 6.961 | 200–300 | 7.230 | 300–400 | 7.499 |
G | On/off | Init | G | On/off | Init | G | On/off | Init |
---|---|---|---|---|---|---|---|---|
1 | 1 | 20 | 33 | 8 | 20 | 65 | 900 | 20 |
2 | 400 | 20 | 34 | 89 | 20 | 66 | 90 | 20 |
3 | 220 | 70 | 35 | 66 | 70 | 67 | 789 | 70 |
4 | 2 | 0 | 36 | 66 | 0 | 68 | 456 | 0 |
5 | 17 | 0 | 37 | 66 | 0 | 69 | 375 | 0 |
6 | 4 | 0 | 38 | 66 | 0 | 70 | 375 | 0 |
7 | 66 | 0 | 39 | 66 | 0 | 71 | 170 | 0 |
8 | 33 | 0 | 40 | 1 | 0 | 72 | 170 | 0 |
9 | 11 | 100 | 41 | 1 | 100 | 73 | 170 | 100 |
10 | 2 | 90 | 42 | 56 | 90 | 74 | 800 | 90 |
11 | 2 | 80 | 43 | 56 | 80 | 75 | 2500 | 80 |
12 | 2 | 177 | 44 | 56 | 177 | 76 | 2500 | 177 |
13 | 2 | 155 | 45 | 56 | 155 | 77 | 2500 | 155 |
14 | 2 | 0 | 46 | 56 | 0 | 78 | 2500 | 0 |
15 | 6 | 12 | 47 | 56 | 12 | 79 | 1000 | 12 |
16 | 7 | 12 | 48 | 56 | 12 | 80 | 203 | 12 |
17 | 8 | 12 | 49 | 98 | 12 | 81 | 600 | 12 |
18 | 9 | 0 | 50 | 124 | 0 | 82 | 46 | 0 |
19 | 5 | 0 | 51 | 1000 | 0 | 83 | 236 | 0 |
20 | 8 | 134 | 52 | 1000 | 134 | 84 | 236 | 134 |
21 | 8 | 123 | 53 | 1000 | 123 | 85 | 64 | 123 |
22 | 8 | 0 | 54 | 50 | 0 | 86 | 6 | 0 |
23 | 8 | 377 | 55 | 50 | 377 | 87 | 8 | 377 |
24 | 8 | 47 | 56 | 90 | 47 | 88 | 90 | 47 |
25 | 8 | 48 | 57 | 900 | 48 | 89 | 5 | 48 |
26 | 8 | 0 | 58 | 900 | 0 | 90 | 6 | 0 |
27 | 8 | 0 | 59 | 900 | 0 | 91 | 7 | 0 |
28 | 8 | 50 | 60 | 900 | 50 | 92 | 8 | 50 |
29 | 8 | 50 | 61 | 900 | 50 | 93 | 9 | 50 |
30 | 8 | 150 | 62 | 900 | 150 | 94 | 7 | 150 |
31 | 8 | 0 | 63 | 900 | 0 | 95 | 66 | 0 |
32 | 8 | 0 | 64 | 900 | 0 | 96 | 55 | 0 |
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Formulation | Description |
---|---|
A | Conventional network formulation given by Equations (9)–(29) Contingency constraints computed using LODF (Equation (33)) |
B | Network formulation using PTDF (Equations (26) to (29) are replaced by Equations (30) to (32) Contingency constraints computed using LODF (Equation (33) |
C | Network formulation using PTDF (Equations (26) to (29) are replaced by Equations (30) to (32) Contingency constraints computed using LODF (Equation (33) Implementation of user cuts as described in Section 3.1 |
Formulation | Objective Function [M$] | Time [s] | inGAP | outGAP | ||||
---|---|---|---|---|---|---|---|---|
TCF = 1 | TCF = | TCF = 1 | TCF = | TCF = 1 | TCF = | TCF = 1 | TCF = | |
A | 1220 | 519 | ||||||
B | 1209 | 345 | ||||||
C | 169 | 321 | ||||||
B* | 495 | 687 |
Iteration | Added Constraints N-1 | Elapsed Time of Simulation [s] | Objective Function [M$] |
---|---|---|---|
1 | - | 25 | |
2 | 68 | 66 | |
3 | 21 | 87 | |
4 | 7 | 53 | |
5 | 27 | 57 | |
6 | 21 | 33 | |
total | 144 | 321 | - |
Formulation | Objective Function [M$] | Time [s] | inGAP | outGAP |
---|---|---|---|---|
B | 4.8748 | 7494.001 | 0.01 | 0.00178 |
C | 4.8701 | 209.687 | 0.01 | 0.00100 |
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Marín-Cano, C.C.; Sierra-Aguilar, J.E.; López-Lezama, J.M.; Jaramillo-Duque, Á.; Villa-Acevedo, W.M. Implementation of User Cuts and Linear Sensitivity Factors to Improve the Computational Performance of the Security-Constrained Unit Commitment Problem. Energies 2019, 12, 1399. https://doi.org/10.3390/en12071399
Marín-Cano CC, Sierra-Aguilar JE, López-Lezama JM, Jaramillo-Duque Á, Villa-Acevedo WM. Implementation of User Cuts and Linear Sensitivity Factors to Improve the Computational Performance of the Security-Constrained Unit Commitment Problem. Energies. 2019; 12(7):1399. https://doi.org/10.3390/en12071399
Chicago/Turabian StyleMarín-Cano, Cristian Camilo, Juan Esteban Sierra-Aguilar, Jesús M. López-Lezama, Álvaro Jaramillo-Duque, and Walter M. Villa-Acevedo. 2019. "Implementation of User Cuts and Linear Sensitivity Factors to Improve the Computational Performance of the Security-Constrained Unit Commitment Problem" Energies 12, no. 7: 1399. https://doi.org/10.3390/en12071399