Optimizing the Probabilistic Spinning Reserve for the Interconnected System: Approximate Expected Energy Not Supplied using a Piecewise Linearization Method

Spinning reserve (SR) is an important resource used by system operators to handle against the contingency. With the increase of cross-border trading, sharing spinning reserve capacity among interconnected areas is important for improving the economic efficiency and reliability, especially for China where the energy and electric demand distribute unevenly. To allocate the SR requirement among interconnected areas in a reasonable way, a model for optimizing the probabilistic SR requirement of the interconnected system is proposed in this paper. The SR requirement is determined by minimizing the total cost including operation cost and expected interruption cost. To overcome the difficulty of calculating expected energy not supplied (EENS) at each hour, a piecewise linearization method is introduced to approximate EENS. To model the ratio of SR requirement between areas, auxiliary binary variables are introduced together with the big-M method. The efficiency of the proposed method is verified by two-area IEEE-RTS system. The benefit of sharing SR requirement in the interconnected system is studied and the effect of transmission capability of tie-line on the optimal SR allocation is also investigated.