Bi-level linear programming based interval optimization for SCED in the presence of wind power uncertainty

Tao Ding; Hongbin Sun; Forrest Harley; Fangxing Li; Rui Bo

doi:10.1109/PESGM.2014.6939102

Bi-level linear programming based interval optimization for SCED in the presence of wind power uncertainty

Tao Ding
, Hongbin Sun
, Forrest Harley
, Fangxing Li
, Rui Bo

Tsinghua University
University of Tennessee
Midwest Independent Transmission System Operator (Midwest ISO)

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

6 Scopus citations

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.

Original language	English
Title of host publication	2014 IEEE PES General Meeting / Conference and Exposition
Publisher	IEEE Computer Society
Edition	October
ISBN (Electronic)	9781479964154
DOIs	https://doi.org/10.1109/PESGM.2014.6939102
State	Published - 29 Oct 2014
Externally published	Yes
Event	2014 IEEE Power and Energy Society General Meeting - National Harbor, United States Duration: 27 Jul 2014 → 31 Jul 2014

Publication series

Name	IEEE Power and Energy Society General Meeting
Number	October
Volume	2014-October
ISSN (Print)	1944-9925
ISSN (Electronic)	1944-9933

Conference

Conference	2014 IEEE Power and Energy Society General Meeting
Country/Territory	United States
City	National Harbor
Period	27/07/14 → 31/07/14

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

SDG 7 Affordable and Clean Energy

Keywords

KKT condition
bi-level programming
interval optimization
linear relaxation
security constraints economic dispatch (SCED)
uncertainty

Access to Document

10.1109/PESGM.2014.6939102

Cite this

Ding, T., Sun, H., Harley, F., Li, F., & Bo, R. (2014). Bi-level linear programming based interval optimization for SCED in the presence of wind power uncertainty. In 2014 IEEE PES General Meeting / Conference and Exposition (October ed.). Article 6939102 (IEEE Power and Energy Society General Meeting; Vol. 2014-October, No. October). IEEE Computer Society. https://doi.org/10.1109/PESGM.2014.6939102

@inproceedings{83c88c5fde5d449fb9608aa30c773d1f,

title = "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.",

keywords = "KKT condition, bi-level programming, interval optimization, linear relaxation, security constraints economic dispatch (SCED), uncertainty",

author = "Tao Ding and Hongbin Sun and Forrest Harley and Fangxing Li and Rui Bo",

note = "Publisher Copyright: {\textcopyright} 2014 IEEE.; 2014 IEEE Power and Energy Society General Meeting ; Conference date: 27-07-2014 Through 31-07-2014",

year = "2014",

month = oct,

day = "29",

doi = "10.1109/PESGM.2014.6939102",

language = "英语",

series = "IEEE Power and Energy Society General Meeting",

publisher = "IEEE Computer Society",

number = "October",

booktitle = "2014 IEEE PES General Meeting / Conference and Exposition",

edition = "October",

}

Ding, T, Sun, H, Harley, F, Li, F & Bo, R 2014, Bi-level linear programming based interval optimization for SCED in the presence of wind power uncertainty. in 2014 IEEE PES General Meeting / Conference and Exposition. October edn, 6939102, IEEE Power and Energy Society General Meeting, no. October, vol. 2014-October, IEEE Computer Society, 2014 IEEE Power and Energy Society General Meeting, National Harbor, United States, 27/07/14. https://doi.org/10.1109/PESGM.2014.6939102

Bi-level linear programming based interval optimization for SCED in the presence of wind power uncertainty. / Ding, Tao; Sun, Hongbin; Harley, Forrest et al.
2014 IEEE PES General Meeting / Conference and Exposition. October. ed. IEEE Computer Society, 2014. 6939102 (IEEE Power and Energy Society General Meeting; Vol. 2014-October, No. October).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Bi-level linear programming based interval optimization for SCED in the presence of wind power uncertainty

AU - Ding, Tao

AU - Sun, Hongbin

AU - Harley, Forrest

AU - Li, Fangxing

AU - Bo, Rui

PY - 2014/10/29

Y1 - 2014/10/29

N2 - 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.

AB - 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.

KW - KKT condition

KW - bi-level programming

KW - interval optimization

KW - linear relaxation

KW - security constraints economic dispatch (SCED)

KW - uncertainty

UR - https://www.scopus.com/pages/publications/84930999579

U2 - 10.1109/PESGM.2014.6939102

DO - 10.1109/PESGM.2014.6939102

M3 - 会议稿件

AN - SCOPUS:84930999579

T3 - IEEE Power and Energy Society General Meeting

BT - 2014 IEEE PES General Meeting / Conference and Exposition

PB - IEEE Computer Society

T2 - 2014 IEEE Power and Energy Society General Meeting

Y2 - 27 July 2014 through 31 July 2014

ER -

Bi-level linear programming based interval optimization for SCED in the presence of wind power uncertainty

Abstract

Publication series

Conference

UN SDGs

Keywords

Access to Document

Other files and links

Fingerprint

Cite this