no IEEE Transactions on Power Systems, Vol. 3, No.1, February 1988 SHORT TERM GENERATION SCHEDULING WITH SECURITY CONSTRAINTS 4. Brigntund 5.0. Sietvgren (Nerber IEEE) Sveatsh State. Pouer Soars SUIne"S) Nall inghy, Sweden Abstract = TM paper discusses network flow concepts a2 sears! of modelTing-a large” muleiriver system with cascaded hydro plants for purposes of gone ration Sched ing. Tne reservorr gmanics are described Ss petvork flow. balance equations. A noni inear model = Ving" approach "ts" taken “for representation of hye plant generating charactertsticy and variable reservorr heads “are peraisted furthersore,. the. aysten sodel eeognizes decurity constre ints. nthe form of inter Fegtons) transl esion capactty Vial tations. The resulting, large scale mathenstical program ning problon{s\"solved by using a reduced gracient Migorithe speclatized:to explott. the bedded ‘networe Stricture of the hydrological systen.— The add! tional Security constraints are nencled by onploying a. gradi nt. projection schene based on estimates of the Lag Fange multipliers asoctated with binding, constratnts Tha estimates of ‘the auitipliers art detersined by solving a shall, quadratic minimization problen. TRooueTION Ihe systenatic coorgination of the operation of 2 hydrotnermat generating systen over 't tine period oF ‘he, day up ta ane weeks known a5 the short erm gene ation schediting problon. The obiective of this acitic Vity "gto miniatze Incurred” production ost. while Satisfying the system demand. Short tera generation seneailing 15 performd on an hourly’ batts and detaiiee information ‘on une avai Tubiiity, reservoir inflow ete. ts assused Known. A large. water of constravnes assactated wish the opera tion of the indivigual”therval ang tydro unite must be°racognized by the planning model In particular. "the modelling of a multiriver system with cascaded hydro plants "generates. a Varge,” coupled constraint "sets Furthermore. a reliable” selivery” of eneray to the con suners necessitates that 2 set of security restrictions Is inposed on the systes operation The prabten adsressee Tn thie paper 1s the one of optinatly ‘aVlocating available. eneray, stored. im. the orn af water in reservoirs s0 as" to mininize. the. cost GF thermal generation-” The optinsl Mydro. generation fchedul‘ing 42 done. tn" the pretence of security const faints. These restrictfons are eapreszed in the form of Unteregionai_tranamission capactay. Timitat ons, Previous work fn this aren, references (11; (2) have considered Fixed head. fydro\pTants, using Yinear approsinations of the generating charactortstics Wethods such 28. the Danzigekol fe decomesition prin iple and basis partitioning techniques have been used fn order to. separate hydrological constraints and. any aaTttenal constraints paced on the problen. Oaete “Tis paper was ponsore by the IEEE Power Enginering Society for presentation athe IEEE Power Industry Computer Applic. ion Conference, Monten, Canada, May 1821, 1987. Maneerpt ea plished tn the 1987 PICA Conference Record ants A. Bubento (Fotow IEEE) Energy Systens Laboratory ‘he Royal Institute af Technology S'I00'44stocknatn, Sveden partitioning techniques has. also been used in nonlinear problem formulations, ret [3] In ‘this paper a nonltaear hydro plant mdol_ fs eseribed which permitts variable heads, The optim ion probien with respect to nyéro generation ts. form Tate’ using enon ineer network Fog model the secur! ty limitations are inctuded as a set of additional non network. type ‘constraints. The resulting, large. scale Iathenatical programing probiew is. solved by using a Feauced. gradient. algorithe, special izee. for network Drogranmng. Anew technique for handling of the aed\~ Efonal ‘constraints, Is. proposed im which an active set rethodotogy is, employed. Since the number of binding Security Timieations at the optinal solution te. smally the active set concept will be efficient for this app: The" paper Ss. organtzed in the following manner. First. louplanation ‘of the used notation is "siven Second, "oye system models are described’ shese.{neluse 4S pael of ene hydrotogice aysten, hydro plant pode nda roprasontation of the securty constraints: Next, the reduced gradient slgoritha, which 15 ased. to Solve the ‘generation scnedilng protien, ts described “fol= Towed. by a ciscussion on the active. constraint sob rnethodology- Finally sone’ preliminary test results and Suggestions on future work are given hy(k) = head at reservotr § during tour Ty = Set of indices for al1 the hydro power plants of the system Pyilk) = production at hydro power plant 1 during ny = generating efficiency of hydro power Brant t 54(k). = spitlage at hydro power plant § auring four X= set of indices describing the planning foes zon Us(k) = turbine dfscharge at hydro plant 4 during vy{k) = natural inflow to reservoir 4 during four x(k) = content of reservotr during hour k Ajo = Intfal content of reservotr 4 Ayr = final content of reservoir § ry = water delay time betweon reservoir § and te downstream nighbour + sctive power ow on the transmission Vine Connecting busses w= n during hour K Pant) A bar above a variable w!11 denote an upper bound voiie\a'bar‘belov 2 variable will denote 2” Teuer bound Amor within brackets denotes a vector or a merix Tne Totter twit! be used to denote the transpose Of vector or a mierix 088s 90/88/0200 0510501,001988 IEEESYSTOA MOOELLAMS lydrological modes STE MNPERLING hare plants situated on the sane eiver Quitd up 1 coupled ayftam since the dercharse of one plant conte Fibute to the inflow to bie tanediate domstreas neighe Baur part "the reservoir system 1s described using a state space representation and the conscrvaton of low Tay at Gheh’ reservoir results In the following ‘difference cauaeson (OL) = yO) = yk) #2 ujtkergyd = 54k) + et 2 syfkengy) + wy (hDs Wels kek w whore,Esrepresents the sum over 211 neighbouring up- ‘Reread faservoirs thet. have discharge into. resetvolr Because of the chosen discretization interval of one four, its necessary” to Include the water clay. tine rein tne model ih saeition to eq" Ii), upper and Ther pounds on reservoir contents and discharges must be recognized by the model, 1 2400 48) 400) ety, tee @ ad ay() € ut) <0 4K) Hedy tek @ respective. Speci ications on initial ané_ fine) value ofthe reservoir contents are obta{ned frat a preceding plan= ting activity. a.g seasonal operation planning and are Sstunec aval sble as input: data to the Short teem plane ning model Hy1) * a4 Wety 6 and TH) = ip Viely 6 respectively. Hydro plant meget Power output of 2 nydro slant 4s a nonlinear function of effective reservoir heads turbine discharge tnd generating efficiency Py) = eg ns(agle, ne Ck} -uytkd 6) Where cy 15,2 constant. By approximating the plant generatidg\ characteristic a muatoum head by ‘a concave Fourth: degree polynomial” function of turbine discharge and by aading ¢ Tivear correction tera for head Tosses, EF "Tage Ly the following model 15 obtained gl) = agg + ay gush) + ag, uy2ta) + ay, quid + m ead Yosses are modelled as a functlon with maximus ewe oe reFerence 24,444) = 24D, Wey, Ty(K) = 9 aMs(K) + SOK) Where kek ® au where By 15,2 constant of proportionality In case Gover prbauctton depends on "whe upper reservose:Tevel nly, then angth) = Rye mild Hey, tek o 1f power production depands on upper reservoir Tevel 35 well as the Tevel of he neSghbouring downstream reser: Votr, any is evaluated 3s th) = By = tk) + ytkD = ny Weta kek C10) here index J relates to the dounstrean reservoir, Reservoir heads, are approximated es Tnear func ions of the reservotr contents, Wyte) «ng + ryaylkd, egy tax «ay oe) twa Fig. 1. Polynomial representation of hydro plant. Characteristic a marina heads unity constraint model It $5 in sone situations necessary to constder the imited capacity of the transalssion system in order to ensure a safe operation of the system For example, in Sweden the sain part of the hydro production ‘atts’ ts" inthe north of fhe country while {he Toad "centers are" inthe. south. Because of this Sttuation “electrical eneray must e_ transferred over ong. distances (sone 800 kn) and security concerns hence, take it vital’ to account for the Tilted transmission capecl ty The capactiy Timit with respect to @ single trans- aisetan Vine can be oxpretsed 35 i Pant) «Fe, (2) By sing a OCéeodel of the transmission, syston it is possible to monitor ‘the active. power ow an every Eingle transafsston Vine. However, in the Suedish case inva normal operating situation, there wiiT omy. be a few iinet or “nterconnactions between regions. that are Eritieal to overload. “these. transnfssion problens. are Slosely. related tothe operation of the hydro. gorera {ing units ang can be expressed as_2 set of tnterregion nal transnisston ‘capacTty limitations2 apy Putt)

fefly ~ (COTO) Hg cy ANY nonbasie vartables that are candidates to become rw superbasics will be sccepted if thelr associated multiplier value exceeds a certain threshold value A 'Condensed Fiow chart of "the. reauced eradlent atgrttha fe show n'Flg 3 It shoud be ngtad that advantase, {5 taken of the special” structure. ofthe problen in» the Computations involved at the éifferent steps of the aTgoritia. The network structure permitts the basis mein of the sys- tem to be represented as a spanning tree, cf.(?]. An example of spanning tree, for abo rescrvotr, three hour’ oxample’ Se shown Sh fig. 4 as The objective of (P2) fs dominated by. the polynomial” functions involving turbine. discharge Warlables, as defined in (7) ana f(2) should thrertore Be" comer: “there might stil) gecur noncconveatties due othe terns "introciced in order’ to. account for head essen, ""Nowevery, the. convergence of tne solution algori'twe fe" not significantly affected ty" this since the min dependence of the cbjective function ts on Die uroine aiscnarges st gradient ont Terai dot seston C4)! Sinwee dy Taree Uplate of sltion tat Be Ltrs regret, mae 2 bests phot Fig. 3. Flowchart for the reduced gradfent a1gori tuna HOUR 1 our 2 Resenvore J RESERVOIR 1 Sea Fig. 4. Spanning tree for a two raservoir three hour ample varvables Dashed ares represent out oF bats HANDLING OF SECURITY conSTRAINTS ‘he security constraints (14) are of non-network type and Spoctel techniques must be developed for hands Ting ‘oF these consgraints. in erder not to. loose the desireable’ network Tow properties: of” the optimization foal be renrbnten in thetdosre introdeced Sete nslaons (oD) ey 5 $2 eet (25) A restateeent of (P2) with security contratnts cated thus Fests tm sin ¢( 010) subject 0 (na) (A) 00 = (0) fod* OD ge) edt {a} < 03) < (8), 0) «a hers 2 {8 the munber of security constratets. The Tonstratat sot of ipa) fsa platute of network lov Eanstraints ang genere), Vinear inequl ity” onstrates Sepresenting Ue security restrictions that are Imposed fn’ the optinal hydro schedule. An inportant observation fo be mide Ts tet only a subset oF the security com Straints wil normally be binding, “ee. (a where TI[K]) $8 a set of Indices describing binding constraints at the point [i]. an active constraint set inethodalogy ig therdfore proposed for solving (?3)- An Dutline of the method will be given below. es te 1) (2s ‘ay feasible perturbation around the current solu- tion point [X] must with respect to active snequality Eonatfatnts S2ttsty (ot fx] co, te 118) (ny rtitioning of relation (27) In correspondence 4 wien (15P and by using eqs (I) wilt resin te (Caf - Cai]$ (81ASD [as <0, te 10) (2) The problem of finding the steepest descent Alrection from the point [2] can be defines a6 sin ae = (org wag ject to (4) fx) = (0) (opI* fox) £0, te (0) lox] ea" (seo) By substituting eas. (17), (22) and (28) An (sro),"a Feauced optiatzation préblew with respect. t2 ‘the free superbasice 1s obtained win at yt tS 1eigty subject to [ret (ons 9, te (03) (ns#0) [argc 28 ere (rg) = (os -(00)US1* fal, (20) Mlustratton of the cone Fig. 5 spanned ty the hegative constraint’ normals, the. provectod radtent and the steepest descent. directionhe, negative of the active security constraint normals ([01'Span 2 convex’ cone & such that = CODE DD seg Mr 2 OF} Fenty MET 2 Let the vector [p] be the projection of the reduced Gradient on cone Ee rigurd'Ssuth thot the deans Bctveen [p] and (n} fe winieized, oe sin tfo) - (n} [ble c It can be, shown, ref. [8], that (RESD) fs solved ty the Heetpstectoon sce ONY, Wine on (ax), + (2) Eq. (31) can be wettten as sin ({9) = {n])* (Ce) ~ (41) (ay Ie} ec Slnce [0], is cevired to be 4 mater of the set ¢ as defined” by (3D), Te. can be expressed az 2" linear Combination of the’ vectors [-ry |. Substituting for {9} fn'(33) hence Tead to’ the followlng quadratic prograa in 4 fa]* (9) (a) + fa} fa] wr are vere (a) = 2 (e]* ¢e) on (a) = -2 (a)* [n) (8) ane |] 15,30 array of cotunnvestors [ors] a5 defined By" (29). Top) Is small program remember’ tnet ony 3 flow of te security constraints are active) that cat be solved at a minor expence of CPU tine. The covfficients a4 can be interpreted a¢ ostimater of the ‘CagrangemuTthpiiers assoctated with binding Security constraints, At an optimal” solution. paint 9 {P30 Ge olution “sori provides correct values for the Lagrange mitighicrs. since the following necessary condt lon thane Satietied if Ol = gape brah ate 0 Te expression (24) for the mitipliers associated with the bound sonetewsntots fv the presence of active SoSurity constraints modified a Del B+ a hegayhs (oily ~ CAPA 99)) on (38) Imcive constraints ave continuously. checked using! Relation it) inv oder Go" avahd ofbing a Tints “Contratns tet econ pining ave aed to he bie’ st The Set at currently aetive constraints is wont- tore te, eect IF" insravaes cout bcos ronebingiog and thy con be deleted row the set 1([4)). An Aneteation on this ts provi dea by a zero Hidden he ASSSG Rye ingens! ais fn intial feasible solution to (P3)_ is obtained in two Stops First, feasible: solution with respect to ‘he hydrological. constraints fs determined by solving ¢ ure, inear network Flow prablen. Next, the nedwork Flow solution is made feasible with respect to. vielated security constraints by decreating ‘turbine discharges and'"ineressing”“spiTlages.. Non-zera SpiTlage vartasTes fare given the status of superoasice in the redsced: grat tent aigoei te, TEST RESULTS ANO coveLUSIONS Poa te Sect taer anaes ee te He al aac Me Talat Haus ay sour Meth e Bese ied Sh Ot eas aetna ae Beer outa STS Ae Bu esl’ GAC eat Sol te, soy Sic Beets Bae et eee Ke ad er sent i ESS SE Sates att sei ate te, Ue at OLE SE SS emia sett dat ata Fee i Be lla te ata ai IY Dre Se Src te Sete sce ear Bess Wo. variabies No. hydrological constraints No. security constraints Tverage no. superbasies Table 1. charac36 Fig. 6 = Hlustration_ of the effects of securtty con Etraints on’ the hydro power production a (4) (5) (5) a (2) (9) acrenences Branelund, H. ef-a1. “Optimal. short tern ope tion planning oF hydrothermal power system © Part Tir" otution’ techniques”, “Proc of PSCC, Helsinct, pp. 320-355, 1988. Merlin, Arvet al. "peinization of short term Scheu ing. of EOF Tydraulte valleys with: coupling Eonstraints: The Ovide model", Proc. "of PSSCy Lausanne, pp. 245-354, 196i Branniund,”H. et al; "Optima short term opera tion" planning of 3 Tange, hydratherma) “power sfs fm based" on a nontincer network Flow’ concept”, Paper 8 fae 050-9, IEEE “PES winter “meeting, 1388 Branlund, W., ‘Wetwork Programing applied to ‘operation plating of hydrothermal power systems, Pho" ‘thesis, tne "Rayal” Institute of Techtology, Stockhotm, i986 Mortaugh A. and. Saunders, MR, “Large scale Vinearly’ constratned™ optiaizatton", athenatical programming, 14, pp. 41-72, 1978. Ba Rene surge we aalrigne; Ma. “Practical optimization’, feadesie Press, 1381. Kennington, JL and Helgoson, CV-, *ADgorsthes for network ‘progranaing", om Wiley. & Sons. Mew orc 1981 Aerial, M: "Nontinear programming, inetrods", Prentice-tall. ine; Giniy Pd, ong harvay. Mey *Safequarded steplength Sigerfthns' "for optimization using. descent Inethads"y ations) Physical Laboratury report no. W'37, i978 analysis and