Chance-constrained stochastic congestion management of power systems considering uncertainty of wind power and demand side response

Abstract This study proposes a new stochastic model based on chance constraints for network congestion management in the day-ahead power market. By jointly considering the uncertainty of wind power and demand side response, the proposed optimization model can help determine the optimal daily dispatch of generators and demand responsive loads to minimize the risk of transmission congestion. To this end, transmission line congestion probability (TLCP) is constructed in chance constraints to ensure system congestion less than a certain level. The indexes of load loss probability (LLP) and wind curtailment probability (WCP) are proposed and incorporated as chance constraints to achieve a high reliability of power supply and high utilization of wind generation, respectively. In the optimization process, the proposed stochastic optimization model is transformed to an equivalent deterministic model by using the probability distribution of random variables, and the influence of transmission system loss on transmission congestion management is considered. To calculate the satisfaction degree of chance constraints under the determined dispatch of generators and demand responsive loads, the probabilistic power flow based on the cumulant method is used, and the risk of transmission congestion level is quantified by the index, congestion risk value (CRV). Simulation results of a modified PJM 5-bus system and an IEEE 118-bus test system demonstrate the effectiveness of the proposed approach for congestion management in the day-ahead power market.

[1]  J. Hazra,et al.  Congestion management using multiobjective particle swarm optimization , 2007, 2008 IEEE Power and Energy Society General Meeting - Conversion and Delivery of Electrical Energy in the 21st Century.

[2]  Geothermal Energy Western Wind and Solar Integration Study , 2010 .

[3]  Nima Amjady,et al.  Multi-objective congestion management by modified augmented ε-constraint method , 2011 .

[4]  Sri Niwas Singh,et al.  Bacteria Foraging Optimization Based Bidding Strategy Under Transmission Congestion , 2015, IEEE Systems Journal.

[5]  Julio Usaola,et al.  Probabilistic load flow with correlated wind power injections , 2010 .

[6]  Fushuan WEN,et al.  Congestion management with demand response considering uncertainties of distributed generation outputs and market prices , 2017 .

[7]  Haozhong Cheng,et al.  An Iterative LMP Calculation Method Considering Loss Distributions , 2010, IEEE Transactions on Power Systems.

[8]  Jian Fu,et al.  A combined framework for service identification and congestion management , 2001 .

[9]  John Lygeros,et al.  A Probabilistic Framework for Reserve Scheduling and ${\rm N}-1$ Security Assessment of Systems With High Wind Power Penetration , 2013, IEEE Transactions on Power Systems.

[10]  Mohammad Hassan Moradi,et al.  An optimal collaborative congestion management in national grid based on implementing demand response , 2017 .

[11]  Xiao-Ping Zhang,et al.  A Solution to the Chance-Constrained Two-Stage Stochastic Program for Unit Commitment With Wind Energy Integration , 2016, IEEE Transactions on Power Systems.

[12]  Sandip Roy,et al.  Power system severe contingency screening considering renewable energy , 2016, 2016 IEEE Power and Energy Society General Meeting (PESGM).

[13]  Hongbin Sun,et al.  Distributed solution to DC optimal power flow with congestion management , 2018 .

[14]  M. Mazadi,et al.  Modified Chance-Constrained Optimization Applied to the Generation Expansion Problem , 2009, IEEE Transactions on Power Systems.

[15]  Mehrdad Hojjat,et al.  Probabilistic Congestion Management Considering Power System Uncertainties Using Chance-constrained Programming , 2013 .

[16]  G. Gutierrez-Alcaraz,et al.  Effects of demand response programs on distribution system operation , 2016 .

[17]  H. Abdi,et al.  Determining Optimal Buses for Implementing Demand Response as an Effective Congestion Management Method , 2017, IEEE Transactions on Power Systems.

[18]  Lei Wu,et al.  Transmission Line Overload Risk Assessment for Power Systems With Wind and Load-Power Generation Correlation , 2015, IEEE Transactions on Smart Grid.

[19]  Fushuan Wen,et al.  Day-Ahead Congestion Management in Distribution Systems Through Household Demand Response and Distribution Congestion Prices , 2014, IEEE Transactions on Smart Grid.

[20]  F. Jurado,et al.  Probabilistic load flow for photovoltaic distributed generation using the Cornish–Fisher expansion , 2012 .

[21]  Beibei Wang,et al.  Bi-Level Optimization for Available Transfer Capability Evaluation in Deregulated Electricity Market , 2015 .

[22]  Alstom Grid,et al.  Probabilistic Load Flow Calculation Based on Cumulant Method Considering Correlation Between Input Variables , 2012 .

[23]  Gengyin Li,et al.  Probabilistic assessment of oscillatory stability margin of power systems incorporating wind farms , 2014 .

[24]  D. P. Kothari,et al.  Congestion management in power systems – A review , 2015 .

[25]  Beibei Wang,et al.  Chance constrained unit commitment considering comprehensive modelling of demand response resources , 2017 .

[26]  Yongpei Guan,et al.  A Chance-Constrained Two-Stage Stochastic Program for Unit Commitment With Uncertain Wind Power Output , 2012 .

[27]  Brijesh Singh,et al.  Centralized and decentralized optimal decision support for congestion management , 2015 .

[28]  Nima Amjady,et al.  Stochastic multi-objective congestion management in power markets improving voltage and transient stabilities , 2011 .

[29]  J. Watson,et al.  Multi-Stage Robust Unit Commitment Considering Wind and Demand Response Uncertainties , 2013, IEEE Transactions on Power Systems.

[30]  S.T. Lee,et al.  Probabilistic load flow computation using the method of combined cumulants and Gram-Charlier expansion , 2004, IEEE Transactions on Power Systems.

[31]  Henrik Madsen,et al.  Chance-Constrained Optimization of Demand Response to Price Signals , 2013, IEEE Transactions on Smart Grid.

[32]  Zechun Hu,et al.  Chance-Constrained Two-Stage Unit Commitment Under Uncertain Load and Wind Power Output Using Bilinear Benders Decomposition , 2016, IEEE Transactions on Power Systems.

[33]  S. Surender Reddy,et al.  Multi-Objective Based Congestion Management Using Generation Rescheduling and Load Shedding , 2017, IEEE Transactions on Power Systems.

[34]  J.H. Zhang,et al.  A Chance Constrained Transmission Network Expansion Planning Method With Consideration of Load and Wind Farm Uncertainties , 2009, IEEE Transactions on Power Systems.