Bi-Level Linear Programming Based Interval Optimization for SCED in the Presence of Wind Power Uncertainty
Abstract
Security constrained economic dispatch (SCED) is widely used in recent day-ahead market, especially when there is a large penetration of wind power in the power grid. In this work the wind generation uncertainty is modeled as an interval number, which leads to an interval optimal objective value (fuel costs) of the original SCED, as well as its interval optimal solution (each unit's generation). In order to obtain the true upper and lower bound of the interval optimal objective value and solution, a bi-level programming model is initialized so that the combinatorial nature of bi-level programming can be observed through the study of the single-level reformulation obtained in replacing the inner level problem with its KKT condition. Furthermore, an important global approach encompassing mixed integer linear programming (MILP) is captured by the complementarity slackness constraints resulting from the KKT condition. Numerical results from a 118-bus test system containing 24 time periods verifies the effectiveness of this proposed method.
Recommended Citation
T. Ding et al., "Bi-Level Linear Programming Based Interval Optimization for SCED in the Presence of Wind Power Uncertainty," Proceedings of the 2014 IEEE Power and Energy Society General Meeting Conference and Exposition (2014, National Harbor, MD), vol. 2014, pp. 1 - 5, Institute of Electrical and Electronics Engineers (IEEE), Jul 2014.
The definitive version is available at https://doi.org/10.1109/PESGM.2014.6939102
Meeting Name
2014 IEEE Power and Energy Society General Meeting Conference and Exposition, PES 2014 (2014: Jul. 27-31, National Harbor, MD)
Department(s)
Electrical and Computer Engineering
Keywords and Phrases
Electric Load Dispatching; Electric Power System Economics; Electric Power Transmission Networks; Mobile Security; Numerical Methods; Power Markets; Scheduling; Wind Power; Bi-Level Programming; Economic Dispatch; Interval Optimization; KKT Condition; Linear Relaxations; Uncertainty; Integer Programming; Linear Relaxation; Security Constraints Economic Dispatch (SCED)
International Standard Serial Number (ISSN)
1944-9925
Document Type
Article - Conference proceedings
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2014 Institute of Electrical and Electronics Engineers (IEEE), All rights reserved.
Publication Date
01 Jul 2014
