Bi-Level Linear Programming Based Interval Optimization for SCED in the Presence of Wind Power Uncertainty


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.

Meeting Name

2014 IEEE Power and Energy Society General Meeting Conference and Exposition, PES 2014 (2014: Jul. 27-31, National Harbor, MD)


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)


Document Type

Article - Conference proceedings

Document Version


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© 2014 Institute of Electrical and Electronics Engineers (IEEE), All rights reserved.

Publication Date

01 Jul 2014