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Algorithmic Investment Screening for Wide-Area

Transmission Network Expansion Planning


Pearl Donohoo
Mort Webster
Engineering Systems Division
Massachusetts Institute of Technology
Cambridge, USA
pdonohoo@mit.edu
Abstract In concert with increasing co-ordination of energy
markets, transmission planning for location-constrained
generation is forcing a shift from regional to wide-area
transmission network planning. Planning for locationconstrained generators, notably wind and solar resources, is
complicated by uncertainty in policies driving their growth. To
design transmission systems robust to uncertain future
expansion of location-constrained generators, planners must
incorporate stochastic generation into models. The size of the
transmission expansion problem makes this computationally
intractable. This paper presents a screening model to reduce the
number of transmission investments which must be considered.
The screening model combines sampled generation expansion
scenarios with a two-stage relaxed planning model to identify
corridors of interest. A St.Clair curve-based filter translates
corridors to investment variables. In a 240 bus model of WECC,
this method reduced the number of corridors of interest 98%
from 19,503 to 303 and reduces the number of investment
variables 99% from 58,503 to 432.
Index Terms-- Power transmission planning, Power generation
planning, EHV Transmission, Wind energy

I.

INTRODUCTION

Increasing energy market co-ordination and penetration of


location-constrained generation is forcing a shift in
transmission expansion planning from local/regional scales to
interconnection, national and even continental scales. This
shift is evidenced by the many new transmission initiatives,
for example [1]-[3]. Unlike much of conventional fossil
generation, location constrained generation can only be
economically sited in areas with specific natural resources.
These types of generation include wind, hydropower,
concentrating solar power, photovoltaics, geothermal, aircompression based storage, and carbon capture and
sequestration plants. The transmission network, specifically
the high voltage transmission network, determines the ability
to access and transport generation from remote locationconstrained generators.
Planning for the integration of these location-constrained
generators presents numerous issues for transmission planners.

This material is based upon work supported by the National Science


Foundation Graduate Research Fellowship under Grant No. 1122374 and
National Science Foundation Grant No. 835414.

978-1-4799-1303-9/13/$31.00 2013 IEEE

Ignacio Prez-Arriaga
Instituto de Investigacin Tecnolgica
Pontifical Comillas University
Madrid, Spain

The growth of location-constrained generators is driven by


policy, and the policies are subject to changing political will.
In the United States, for example, wind generation installation
has fluctuated in sync with the availability of the production
tax credit. With many geographic areas of equivalent natural
resource, new generation may be developed in a multitude of
new areas. In addition, the responsibility for transmission
planning is decoupled from capacity planning in many power
systems, forcing the planner to consider a future in which
neither the quantity nor location of new generation is known.
This Transmission Network Expansion Planning (TNEP)
problem would be computationally demanding even on a
regional basis, and planners are instead considering up to
continental scales.
Assuming that the location and quantity of new generation
was known, the wide-area TNEP problem would still be
computationally intractable due to the number of candidate
corridors. A system considering 200 nodes has 19,990
potential corridors with a multiplicative number of investment
variables given the potential to develop lines at different
voltage ratings. While these corridors may be manually
screened in small systems by a planning expert, it is unlikely
that a planner will have sufficient in-depth knowledge of a
system that spans an area the size of continental Europe, for
instance, with more than 5000 transmission nodes.
This work presents an algorithmic screening method to
reduce the computational size of the problem without reliance
on expert judgment. The algorithm combines sampling and a
linear relaxation to reduce the set of investment variables
considered in the wide-area stochastic TNEP problem. The
relaxed formulation of the TNEP problem has continuous
investment variables and transportation-based flows. The
linear relaxation has been used as a screening model for the
TNEP in the context of multi-scale modeling [4-5]. This work
demonstrates that when coupled with sampling and a St.Clair
filter, a screening model can be constructed that has reduced
the number of corridors for consideration by 98% in the
realistic case example being studied.

II.

d is the hourly demand

METHODOLOGY

The proposed screening method operates in two stages. In


the first stage, the relaxed TNEP problem is solved for
sampled future generation. This first stage identified corridors
of interest and a tentative value for their capacities. These
identified corridors are connections between node pairs but
the tentative capacity values do not precisely describe
specific line investments. The second stage translates from
corridors of interest to specific investment variables through a
St.Clair filter (see below). This filter identifies the most
economic line size given required carrying capacity and line
length. This screening method is applied to a 240 node
model of the Western Electricity Coordinating Council
interconnection [6]. Location-constrained generation was
added to the model through wind generation potential in 53
Western Renewable Energy Zones [7].
A.

Linear Planning Model

A two-stage hybrid lossless transmission planning model


was coded in GAMS for this screening model. In future work,
a model formulation with losses will be used. We expect
including losses will produce a greater number of corridors of
interest but that the overall reduction in number of corridors
of interest will be of the same order of magnitude. The hybrid
transmission planning model uses a DC representation for
existing lines (flows driven by differences in angles) and a
transportation model (flows that only obey Kirchhoffs first
law) for new lines. It is given by:
Minimize:
s.t.:

z=(ct

1)

1+

+ (ct

oc= h

2+

2 )(1

(1)

(2)

(3)

fe (i,j) =ij i -j

(4)

-xij fn, ij xij

(5)

d=g+u+

fe, ij

gh-min gh gh-max

Where:

(6)
(7)

Se is the node-incidence matrix for existing lines


fe is the flow on existing network lines
Sn is the node-incidence matrix for new corridors
fn is the flow in new corridors
is the line susceptance
is the nodal voltage angle
1 indicates the first time horizon, 10 years
2 indicates the second time horizon, 25 years
B. Test System
The test system used in this model is a 240 bus model of
the Western Electricity Coordinating Council (WECC)
footprint which was augmented with 53 unique Western
Renewable Energy Zones (WREZs) [6-7]. The uncertainty
considered is the wind generation build-out in each of the 53
WREZs. All possible corridors connecting existing
geographically unique WECC nodes and new WREZs were
considered (19,503 unique corridors). We consider
transmission planning over two time horizons, 10 years and
25 years, corresponding to the indices 1 and 2 in equation
(1). A stratified sample of nineteen representative load hours
is used for each of the time horizons (year 10 and year 25),
and we assume a constant 2% annual load growth.
C. Sampling
The uncertain nature of future generation development
was captured using randomly sampled future generation
expansion scenarios. Each scenario specified the new
generation for each geographic zone for both 10-year and 25year planning horizons. Generation for each scenario was
sampled in two phases as seen in Fig. 1. First, each WREZ
was assigned a probability of selection. A random number
was then drawn from a uniform distribution for each
geographic zone. Zones with probabilities higher than the
randomly generated number were marked as selected.
Second, a second random number was generated from a
uniform distribution for each selected geographic zone. This
second random number was multiplied by the potential
generation in the geographic zone to determine the total new
generation in that zone.

ct is the vector of transmission costs

1 indicates
selected
WREZ

cg is the vector of generation costs

xn

U(1,0)

yn

U(1,0)

pn

Probability of developing, WREZ n

pgn

Potential new generation, WREZ n

ngn

Installed new generation , WREZ n

ceens is the hourly cost of non-served energy


x is the vector of transmission investment variables
is the discount rate
u is the hourly non-served energy per node
oc are the operation costs
ph is the weighting for each hour
g is the hourly output of each generator

Figure 1. Two-stage sampling procedure used.

We include two different sampling sets to select WREZs.


Of the 53 WREZs considered, only 23% have potential for
more than 1000 MW development (when de-rated by
capacity factor). The two different sets were used to ensure

As discussed above, WREZs are selected through a


comparison of their probability of selection and a randomly
generated number. Using this sampling methodology, each
future scenario has an expected rather than deterministic
number of WREZs selected for development. If left unscaled,
the probabilities for both sampling sets above would, on
average, select only one WREZ for development in each time
horizon. To provide a diversity of number of WREZs selected
and quantity of wind generation development, the
probabilities in each sample were scaled. This scaling
produces an expected number of WREZs selected in each
time horizon of 5, 10, 15 and 20.
Four hundred two-stage generation scenarios were
developed. The first scenario assumed the full development
of each geographic zone. The remaining 399 generation
samples were developed with the method above. All 400
samples were solved considering the full set of 19,503
possible corridors in the WECC/WREZ model. These
corridors represent all possible connections between existing
nodes in the WECC system, new WREZs and between
WECC and WREZ nodes.
The linear planning model was solved at multiple corridor
ratings to capture potential changes in corridor developments.
All 400 samples were modeled assuming 345kV double
circuit line costs and ratings. In addition, a 190 scenario
stratified sample of the 400 future scenarios were also
modeled assuming 765kV single circuit line costs and ratings.
D. St.Clair Filter
The resulting continuous investment variables from the
linear planning model were converted to integer investment
variables through a St.Clair filter. St.Clair curves are a nonlinear planning heuristic which estimate the capacity of a line
as a function of surge impedance loading, thermal rating and
line length. The St.Clair filter here was constructed using a
standard St.Clair curve [8]. For each corridor with non-zero
investment from the linear planning model, the maximum
capacity for a 345kV double circuit, 500kV single circuit and
765kV single circuit line was calculated and the least cost
option with sufficient capacity was selected.
The effect of corridor length on least cost line option in the
St.Clair filtering is shown through a 250 mile and 500 mile
corridor example. If, for example, the linear planning model
returns a capacity of 1250 MW for a 250 mile corridor, the
lowest cost option from the St.Clair filter, shown in Fig.2, is a
500kV line. The same required capacity, 1250 MW, for a 500
mile corridor would result in a 765kV line.

500 Mile Corridor

Cost (million USD)

2000

Cost (Million USD)

diversity in the amount of wind generation investment. In the


first set, each zone was assigned a probability of selection
proportional to its potential generation development. This
first sampling set biases sampling selection toward those
areas with greater potential and thus scenarios with greater
quantities of wind development. In the second set, each zone
was assigned an equal probability of selection. With equal
probabilities of selection, this second set allows for greater
geographic diversity and is biased toward the selection of
future generation scenarios with lower quantities of wind
generation investment.

1500
1000

345kV
500kV
765kV

500
0
0

500

1000

1500
2000
Capacity (MW)
250 Mile Corridor

2500

3000

500

1000

1500
2000
Capacity (MW)

2500

3000

2000
1500
1000
500
0
0

Figure 2. Example cost vs. capacity result for line choice in a 500 mile and
250 mile corridor. The most cost effective line size for a given MW Capacity
is bolded; transmission costs assume a 40 year payback period.

III.

RESULTS

The number of potential transmission configurations grows


exponentially with the number of transmission investment
variables. As a result, a reduction in the number of lines is an
effective way to decrease the scope of the problem. The
results below indicate that the screening method proposed is
an effective way to reduce the number of investment
corridors and that a small number of corridors are developed
in all scenarios.
A. Number of Investment Corridors
The primary goal of a screening model is to reduce the
number of decision variables that the more complex full
problem is required to solve. The first screening case
assumed a 345kV double circuit capacity rating for each
corridor. As shown in Fig.3 and Table I, the 345kV model
converged to 112 unique corridors in the existing system
WECC within 110 samples. The number of intra-WREZ and
WECC-WREZ connections converged to 169 unique
corridors within 300 samples. This represents a 99%
reduction in the number of corridors considered (from 19,503
to 281).
The second 765kV case was explored to determine
whether a single screening case was sufficient to identify all
corridors of interest or whether multiple corridor ratings were
required to capture the full corridor set. As seen in Fig.4, the
765kV case converged in 164 samples, more quickly than the
345kV case. The 765kV case also produced a smaller
number of corridors because, in many situations, congestion
could be relieved within a specific corridor rather than
requiring multiple lines.

300

Unique Corridors

250

Total Unique Corridors


Existing System Only

200

Connecting WREZs

150
100
50

100

200
300
400
S
l
Figure 3. Cumulative number of unique corridors identified by sample in
345kV case.

Overlap between the 345kV and 765kV selected corridors


reduced the total number of unique corridors to 303. This
reduction represents a reduction of 98% considered corridors
from the original 19,503; however, both the 345kV and
765kV cases identified unique corridors. If the 765kV case
alone was considered, 45% of the unique corridors identified
would have been missed. Likewise, 7% of all unique
corridors would not be identified if only the 345kV case was
considered. Thus, it would be insufficient to run only a single
linear relaxation.

economically be met by a less expensive, lower rated line. In


the 345kV case, however, the capacity of each corridor was
limited to the 345kV double circuit capacity. Up to this value,
which for a set corridor length is always less than the capacity
of a 500kV or 765kV line, it is always cheaper to invest in a
345kV double-circuit line than a 500kV or 765kV line.
Given that each corridor may be developed at multiple
capacities, the St.Clair filter may increase the number of
investment variables, one for each feasible rating. As
demonstrated in Fig.5, the 765kV case produces investment
variables at all three line ratings. Most corridors (52%)
produce only a single investment variable, 28% of corridors
can have two investment variables, and the remaining 20% of
corridors can have investment variables for all three line
ratings (345, 500, and 765kV). For the test system modeled
here, the resulting number of investment variables is 432.
This is an increase of 30% compared to the number of
corridors; however, it is a 99% decrease in the number of
investment variables when all corridors are considered at
three potential ratings.

180

Unique Corridors

160
140

Total Unique Corridors

120

Existing System Only


Connecting WREZs

100
80
60
40

0
50
100
150
200
Figure 4. Cumulative number of unique corridors identified by sample in
765kV case.
TABLE I
Cumulative Number of Unique
Corridors
345kV
765kV
Combined
Total Unique Corridors

281

165

303

Existing System Only

112

75

121

Connecting WREZ

169

90

182

B. Number of Investment Variables


The corridors above identify areas for new transmission
development, but they cannot all be directly translated into
investment variables. Because investment variables in the
linear relaxation are continuous, corridors in the 765kV case
may be developed at fractional capacities of the full 765kV
rated flow.
Transmission Capacity may then more

Figure 5. Number and type of investment variables resulting from St.Clair


filter.

C. Frequency of Corridor Development


One potential insight from the screening tool is that certain
corridors are developed across all scenarios and they are
robust to uncertainty in generation location. As shown in
Fig.6, this hypothesis is supported for a small percentage of
corridors in both planning horizons. In the 10 year planning
horizon, 0.062% of corridors are developed across all
scenarios and 0.11% of corridors are developed in 75% or
more scenarios. In the 25 year planning horizon, 0.13% of
corridors are developed across all scenarios and 0.33% of
corridors are developed in at least 75% of scenarios
A better way to identify the percentage of robust corridors
is to consider only the corridors in the existing system.
Corridors which connect a single WREZ to the existing
system or that WREZ to a WREZ are developed when that
specific WREZ is selected for development. Because WREZs
are sampled and not selected for development in each future

scenario, these corridors will skew the distribution to the right


with a larger percentage of lines developed in a smaller
percentage of scenarios. As seen in Fig.7, when only lines
connecting existing WECC nodes are considered, both the 10
year and 25 year planning horizon have a higher percentage of
corridors developed in 100% of scenarios (0.11% in the 10
year horizon and 0.25% in the 25 year planning horizon). In
both horizons, the percentage of lines constructed in 10% or
fewer scenarios is also reduced.

% Scenarios with Corridor Developed

100

Year 10
Year 25

90
80
70
60
50
40
30
20
10
0
0

0.5

1.5

% Corridors

Figure 6. For each quantity of scenarios (in % of total number of scenarios;


y-axis), it is shown (x-axis) the percentage of intra-WECC, WECC-WREZ
and WREZ-WREZ corridors that experience some investment in at least that
% of scenarios Note that the x-axis is truncated at 2% for readability.

% Scenarios with Corridor Developed

100

Year 10
Year 25

90
80

here must consider multiple corridor capacity ratings to assess


the robustness of a corridor.
IV.

CONCLUSIONS

Wide-area transmission expansion planning for uncertain


expansions
of
location-constrained
generation
is
computationally intractable due to the size of the search space.
The screening model presented here is a first step toward
making this problem computationally feasible. In order to
reduce the number of investment variables without reliance on
expert judgment, a two-stage screening model was proposed
and demonstrated on a reduced order model of the Western
Electricity Coordinating Council. The first stage of the model
identified corridors of interest through sampled generation
expansion scenarios and a relaxed planning model and the
second stage specified the investment variables for those
corridors. The proposed model reduced the number of
corridors required for consideration 98%, from 19,503 to 303.
The model also translated from continuous investment
variables to binary investments through a St.Clair based filter,
and reduced the number of investment variables 99% from
58,503 to 432.
In addition to reducing the number of investment
variables, the screening model provides two additional pieces
of knowledge. First, it identifies robust corridors. Robust
corridors are those with development in all future generation
expansion scenarios.
Second, the model provides the
frequency with which corridors are developed. This
information could be used to guide a branch and bound or
other optimization algorithm.
ACKNOWLEDGMENTS

70

P. D. acknowledges the kind support of the Martin Family


Society of Fellows for Sustainability.

60
50
40

REFERENCES

30

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[5] R. Romero and A. Monticelli, A hierarchical decomposition approach
for transmission network expansion planning, IEEE Trans. Power Syst., vol.
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[6] J.E. Price and J. Goodin, Reduced network modeling of WECC as a
market design prototype, Power and Energy Society General Meeting, San
Diego, CA, 2011 IEEE. doi: 10.1109/PES.2011.6039476
[7] R. Pletka and J. Finn, Western Renewable Energy Zone, Phase 1: QRA
identification, National Renewable Energy Laboratory, Golden, Co, Rep.
SR-6A2-468777, 2009.
[8] H.P. St.Clair, Practical concepts in capability and performance of
transmission lines, Power App. and Syst., Part III. Trans. of the Amer. Inst.
of Elect. Engineers vol. 72, no. 2, pp. 1152-1157, January 1953.

20
10
0
0

0.5

1.5

% Corridors

Figure 7. Same as in Fig.6, now for the percentage of only intra-WECC


developed. Note that the x-axis is truncated at 2% for readability.

There are two distinct regions of the distributions


separated by a step function in Figures 6 and 7. This step
function results from running linear optimizations with both
345kV double circuit and 765kV single circuit corridor
ratings. For example, 77 corridors, i.e. 0.39% of all corridors,
are developed in year 25 for all 345kV scenarios; however,
only 31% of that 0.39% (24 corridors) is developed in all
345kV and 765kV cases. If only the 345kV corridor ratings
were considered, an additional 53 corridors, 20% of all
corridors developed, would be misconstrued as robust
corridors. Thus, screening models such as the one presented