Optimization in Planning and Operation of Electric Power Systems: Lecture Notes of the SVOR/ASRO Tutorial Thun, Switzerland, October 14–16, 1992

362 Pages·1993·17.217 MB·English

by  R. Tyrrell Rockafellar (auth.), PD Dr. Karl Frauendorfer, Prof. Dr. Hans Glavitsch, Dr. Rainer Bacher (eds.)

Karl Frauendorfer · Hans Glavitsch
Editors
Rainer Bacher
Optimization in Planning
and Operation of Electric
Power Systems
Lecture Notes of the SVOR/ASRO Tutorial
Thun, Switzerland, October 14-16, 1992

Karl Frauendorfer . Hans Glavitsch
Rainer Bacher (Eds.)
Optimization in Planning
and Operation
of Electric Power Systems
Lecture Notes of the SVORIA SRO Tutorial
Thun, Switzerland, October 14-16, 1992
With 57 Figures
Springer-Verlag Berlin Heidelberg GmbH
PD Dr. Karl Frauendorfer
Institute for Operations Research
University of St. Gallen
for Business Administration,
Economics, Law and Social Sciences
Bodanstr. 6
CH-9000 St. Gallen
Switzerland
Prof. Dr. Hans Glavitsch
Dr. Rainer Bacher
Institute of Electric Power Transmission
and High Voltage Technology
ETH-Zentrum
CH-8092 Zurich
Switzerland
ISBN 978-3-7908-0718-9 ISBN 978-3-662-12646-2 (eBook)
DOI 10.1007/978-3-662-12646-2
This work is subject to copyright. Ali rights are reserved, whether the whole or part ofthe material is concerned, specifi·
cally the rightsoftranslation, reprinting, reuse ofillustrations, recitation, broadcasting, reproduction on microfilms or in
other ways, and storage in data banks. Duplication ofthis publication or parts thereofis only permitted under the provisi·
ons ofthe German Copyright Law ofSeptember 9, 1965, in its version of June 24, 1985, and a copyright fee must always be
paid. Violations fali under the prosecution act ofthe German Copyright Law.
© Springer-Verlag Berlin Heidelberg 1993
Originally published by Physica-Verlag Heidelberg in 1993
The use ofregistered names, trademarks, etc. in this publication does not imply, even in the absence of a specific state
ment, that such names are exempt from the relevant protective laws and regulations and therefore free for general use.
8817130-543210-Printed on acid-free paper
PREFACE
Permanently increasing requirements in power supply necessitate efficient
control of electric power systems. An emerging subject of importance is
optimization which has been the challenging principal theme of a tutorial on
"Optimization in Planning and Operation of Electric Power Systems" held in
Thun (Switzerland) in October 1992. This tutorial was organized by the Swiss
Association of Operations Research (SVOR) in collaboration with the Power
Engineering Society (PES) as member of the Swiss Institute of Electrical
Engineers (SEV). The objective of the tutorial has not been only to present
the state-of-the-art of mathematical programming and power system control
but also to promote the exchange of experience between the specialist of the
respective disciplines.
Lectures on modelling aspects of unit commitment and optimal power
flow have provided the introduction to power systems control and to its asso
ciated problem statement. Due to the nature of the underlying optimization
problems recent developments in advanced and well-established mathemat
ical programming methodologies have been presented, illustrating in which
way dynamic, separable, continuous and stochastic features might be ex
ploited. In completing the various methodologies a number of presentations
have stated experiences with optimization packages currently used for unit
commitment and optimal power flow calculations.
Due to the success of this tutorial and the many fruitful communications
between operations research experts, analysts on the application's side and
users in the power industry, the organizers have decided to edit the sub
mitted revised lecture notes on mathematical programming methodologies, on
unit commitment and on optimal power flow for publication as proceedings.
This work is thought to represent a state-of-the-art of the presented topics
and their applications in power system control. We would like to thank Dr.
H. Schiltknecht, president of the SVOR, for his support and for the generous
freedom, we received during the organization of the tutorial. We have also
greatly appreciated the financial support by the Swiss Academy of Engineer
ing Societies (SATW).
K. Frauendorfer, H. Glavitsch, R. Bacher
( editors)
St.Gallen, Zurich, May 1993
v
CONTENTS
I Mathematical Programming Methodology 1
Basic Issues in Lagrangian Optimization 3
R. T. Rockafellar
1. Formulation of optimization problems 3
2. Optimality conditions 8
3. Extended problem models 17
Dynamic Programming - Basic Concepts and Applications 31
K. Neumann
1. Deterministic dynamic programming 31
2. Stochastic dynamic programming 45
Interior Point Methodology for Linear Programming: 57
Duality, Sensitivity Analysis and Computational Aspects
B. Jansen, C. Roos, T. Terlaky, J.-Ph. Vial
1. Introduction 58
2. A new approach to the theory of linear programming 60
3. Parametric analysis 81
4. A primal-dual interior point algorithm 99
5. Implementation 110
6. Conclusions 118
Approaches to Stochastic Programming with 125
Application to Electric Power Systems
G.B. Dantzig, G. Infanger
1. Introduction 125
2. Two-stage stochastic linear programs 126
3. Multi-stage stochastic linear programs 127
4. Multidimensional integration 129
5. Importance sampling 130
6. Benders decomposition 133
7. Implementation 134
8. Conclusion 137
Vll
II U nit Commitment 141
Unit Commitment and Thermal Optimization - 143
Problem Statement
H. Braun
1. Introduction 144
2. The planning tasks in the electric energy supply 148
3. Structure of the power systems 152
4. Long-term planning 152
5. Short term operational planning 159
6. Summary and outlook 168
Experiences with Optimization Packages 173
for Unit Commitment
H. Sanders, K. Linke
1. Introduction 173
2. Load modelling 174
3. Generation modelling 176
4. YEW optimization levels 179
5. Annual optimization 181
6. Medium term planning 188
7. Conclusions and consequences 193
Modelling in Hydro-Thermal Optimization 199
A. Schadler, E. Steinbauer
1. Problem definition 199
2. Modelling 205
3. Optimization 209
4. Computational experience 211
Vlll
III Optimal Power Flow 215
Power System Models, Objectives and Constraints 217
in Optimal Power Flow Calculations
R. Bacher
1. Introduction 218
2. The role of the optimal power flow (OPF) computation 220
within the overall power system control
3. The power flow model as equality constraint set of the OPF 223
4. Mathematical formulation of operational constraints 233
5. OPF objectives and objective functions 247
6. The complete OPF formulation 252
Use of Linear and Quadratic Programming Techniques 265
in Exploiting the Nonlinear Features
of the Optimal Power Flow
H. Glaviisch
1. Introduction 266
2. Characteristics of the nonlinearities 267
3. Incremental forms of system relations 271
4. Solution concepts and considerations on the choice of a method 277
5. Economic dispatch - a sample problem 281
6. Linear programming as a solution method 283
7. Use of a standard quadratic programming method 288
8. Dual method of quadratic programming 292
9. Loss minimization by reactive optimization based on LP 298
10. The Newton optimal power flow 299
11. Concluding remarks 299
IX
Optimal Power Flow Packages - 309
Requirements and Experiences
A. Papalexopoulos
1. Introduction 310
2. Overview of the OPF problem 312
3. Operational requirements for an on-line OPF implementation 317
4. Experience with OPF packages in a practical environment 338
5. Conclusions 344
Cost /Benefits Analysis of the Optimal Power Flow 349
K. Kato
1. Introduction 350
2. Approximate analysis 350
3. Accurate analysis 351
4. Conclusions 364
x
Chapter I
MATHEMATICAL PROGRAMMING
METHODOLOGY