Risk Limiting Dispatch with Ramping Constraints

Reliable operation in power systems is becoming more difficult as the penetration of random renewable resources increases. In particular, operators face the risk of not scheduling enough traditional generators in the times when renewable energies becomes lower than expected. In this paper we study the optimal trade-off between system and risk, and the cost of scheduling reserve generators. We explicitly model the ramping constraints on the generators. We model the problem as a multi-period stochastic control problem, and we show the structure of the optimal dispatch. We then show how to efficiently compute the dispatch using two methods: i) solving a surrogate chance constrained program, ii) a MPC-type look ahead controller. Using real world data, we show the chance constrained dispatch outperforms the MPC controller and is also robust to changes in the probability distribution of the renewables.Comment: Shorter version submitted to smartgrid comm 201

Distributed Stochastic Market Clearing with High-Penetration Wind Power

Integrating renewable energy into the modern power grid requires risk-cognizant dispatch of resources to account for the stochastic availability of renewables. Toward this goal, day-ahead stochastic market clearing with high-penetration wind energy is pursued in this paper based on the DC optimal power flow (OPF). The objective is to minimize the social cost which consists of conventional generation costs, end-user disutility, as well as a risk measure of the system re-dispatching cost. Capitalizing on the conditional value-at-risk (CVaR), the novel model is able to mitigate the potentially high risk of the recourse actions to compensate wind forecast errors. The resulting convex optimization task is tackled via a distribution-free sample average based approximation to bypass the prohibitively complex high-dimensional integration. Furthermore, to cope with possibly large-scale dispatchable loads, a fast distributed solver is developed with guaranteed convergence using the alternating direction method of multipliers (ADMM). Numerical results tested on a modified benchmark system are reported to corroborate the merits of the novel framework and proposed approaches.Comment: To appear in IEEE Transactions on Power Systems; 12 pages and 9 figure

Data-Driven Assisted Chance-Constrained Energy and Reserve Scheduling with Wind Curtailment

Chance-constrained optimization (CCO) has been widely used for uncertainty management in power system operation. With the prevalence of wind energy, it becomes possible to consider the wind curtailment as a dispatch variable in CCO. However, the wind curtailment will cause impulse for the uncertainty distribution, yielding challenges for the chance constraints modeling. To deal with that, a data-driven framework is developed. By modeling the wind curtailment as a cap enforced on the wind power output, the proposed framework constructs a Gaussian process (GP) surrogate to describe the relationship between wind curtailment and the chance constraints. This allows us to reformulate the CCO with wind curtailment as a mixed-integer second-order cone programming (MI-SOCP) problem. An error correction strategy is developed by solving a convex linear programming (LP) to improve the modeling accuracy. Case studies performed on the PJM 5-bus and IEEE 118-bus systems demonstrate that the proposed method is capable of accurately accounting the influence of wind curtailment dispatch in CCO