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4, JULY 2014
Abstract—This paper describes a new probabilistic model Set of all prospective transmission lines.
for generation and transmission expansion planning (G&TEP)
problem considering reliability criteria. Probabilistic reliability Set of all prospective generating units.
criteria accounts for random generator or line outages with
known historical forced outage rates (FOR). The resultant model Set of all existing and newly installed
considers the installation and operation costs as well as the cost of components in the system, i.e., generation
expected energy not supplied (EENS) to optimally determine the units and transmission lines.
number and location of new generating units and circuits in the
network, power generation capacity for those units and the voltage Set of failed components corresponding to
phase angle at each node. Also, efficient linear formulations are contingency .
introduced in this paper to deal with the nonlinear nature of the
problem including objective functions and constraints. Modified
6-bus test system, IEEE 24-bus RTS and IEEE 118-bus test B. Constants
system are utilized to illustrate the effectiveness of the proposed
framework.
Investment cost of constructing line ($).
Index Terms—Expected energy not supplied (EENS), generation
and transmission expansion planning (G&TEP), loss of load prob- Investment cost of new unit ($).
ability (LOEP), mixed integer linear programming (MILP), mixed Operation and maintenance cost of generating
integer nonlinear programming (MINLP).
unit ($/MWh).
Size of the th generating unit (MW).
NOMENCLATURE
Power demand in the demand interval
The main notation used throughout this paper is stated below (MW).
for quick reference. Other symbols are defined as needed
throughout the paper. Duration of demand interval (hour).
Capacity of line (MW).
A. Indices and Sets
Susceptance of line .
Set of generating units located at bus .
Sending-end bus of line .
Set of demands located at bus .
Receiving-end bus of line .
Set of both prospective and existing generating Forced outage rate.
units.
Set of demands.
C. Variables
Set of demand intervals.
Binary variable that is equal to 1 if line is
Set of all networks buses. built and 0 otherwise.
Set of all transmission lines, prospective and Binary variable that is equal to 1 if unit is
existing. constructed and 0 otherwise.
Power output of generator during the demand
Manuscript received February 20, 2013; revised June 01, 2013, September interval (MW).
10, 2013, and November 18, 2013; accepted December 19, 2013. Date of pub-
lication January 09, 2014; date of current version June 16, 2014. Paper no. Power flow through line in the demand
TPWRS-00212-2013. interval (MW).
J. Aghaei, A. Baharvandi, and M.-A. Akbari are with the Department
of Electrical and Electronics Engineering, Shiraz University of Tech- Voltage angle of bus in the demand interval .
nology, Shiraz, Iran (e-mail: aghaei@sutech.ac.ir; a.baharvandi@sutech.ac.ir;
m.akbari@sutech.ac.ir). Involuntary load shedding of th demand
N. Amjady is with the Department of Electrical Engineering, Semnan Uni- during demand interval due to contingency
versity, Semnan, Iran (e-mail: amjady@semnan.ac.ir).
(MW).
Digital Object Identifier 10.1109/TPWRS.2013.2296352
0885-8950 © 2014 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.
See http://www.ieee.org/publications_standards/publications/rights/index.html for more information.
AGHAEI et al.: GENERATION AND TRANSMISSION EXPANSION PLANNING: MILP–BASED PROBABILISTIC MODEL 1593
Probability of no contingency state, i.e., all the network is presented and formulated based on mixed integer
components are available. linear programming (MILP) approach. Additionally, [15]
presents G&TEP problem, which incorporates resource ade-
Probability of contingency .
quacy assessment into the optimization framework, solved by a
Expected energy not supplied by th stochastic MILP method. Another stochastic G&TEP research
demand during the demand interval due to work is presented in [16], which uses Monte-Carlo simulation
contingency (MWh). method to model random outages of the equipment and applies
MILP approach for solving the problem [16]. The work of [17]
Some of these variables include subscript , which refers to
copes with generation and transmission expansion investments
contingency .
in Southern Africa for a 20-year planning horizon through LP
approach.
I. INTRODUCTION Reliability is one of the most important factors considered
the authors’ knowledge, the proposed linear G&TEP model is this line is set to zero. Additionally, constraints (9) and (10) en-
specific to this paper and has not been presented in the previous force the line flow limits. Finally, constraints (11) and (12) en-
research works in the area. Consequently, the corresponding force the angle limits.
G&TEP problem can be solved by MILP methods through one
of the high performance commercially available solvers like B. Expected Cost of Load Shedding
CPLEX and OSL [25], [26]. System reliability is the second objective of the proposed
The remainder of this paper is organized as follows: The model, which should be maximized. This goal can be achieved
mathematical formulation is proposed in Section II. Section III by minimizing the amount of EENS. For calculating the EENS
comprises the formulation and linearization of MOP. Section IV reliability metric at load demand , time interval under contin-
presents numerical experiments and discussions. Some relevant gency , the following formulations are used:
conclusions are drawn in the Section V.
(13)
II. MATHEMATICAL FORMULATION
In this section, the G&TEP problem is formulated as an op-
timization model in which the objective function (comprising
the cost of operation and installation as well as EENS), is min-
imized while satisfying the system constraints.
(2) (19)
(3)
where denotes the state of existing components that is equal
(4) to 1 and denotes the state of the new units and lines, which
(5) may be constructed or not, and therefore maybe equal to one
(6) or zero. Considering two possible states for system components
(lines and units), available or unavailable, and assuming that the
random variables are statistically independent lead to the proba-
bility definitions based on Bernoulli distribution [29]. The prob-
(7) abilities of no contingency and single contingency occurrence
are as shown in (20) and (21), respectively:
(8)
(20)
(9)
(10)
(11)
(12)
Constraints (2) and (3) denote that existing lines and gener-
ating units have already been built. Constraints (4) and (5) are (21)
binary variables declarations. Constraint (6) establishes the size
of generating units. Constraint (7) enforces the power balance where denotes the forced outage rate of component . Note
at each bus. Constraint (8) represents the power flow through a that (20) and (21) explicitly describe the probability of the
specific line. Note that in (8), is multiplied random outage events in terms of the G&TEP variables, using
by a binary variable , thus, if the corresponding line is not nonlinear formulation. Here, non-contingent and single con-
physically connected to the network, the power flow through tingent states are considered due to their higher probabilities.
AGHAEI et al.: GENERATION AND TRANSMISSION EXPANSION PLANNING: MILP–BASED PROBABILISTIC MODEL 1595
However, higher order contingencies (e.g., double contingen- B. Equivalent Linear Formulation of the Cost Function
cies) can be similarly formulated and incorporated into the Substituting (21) in renders
model if required.
Now, it is possible to express the EENS at load demand , in
time interval and during contingency in terms of the proba-
bility, and amount of load shedding in the contingency:
(22)
(28)
where VOLL is the value of lost load considered as a constant
[30].
C. Probabilistic Model of G&TEP Assume that the product of the binary variable and positive
variable in the second term of (27) equals to . It can be
With consideration of the probabilistic reliability criterion, linearized based on the following linear inequalities:
the new G&TEP model becomes a probabilistic programming
framework. Accordingly, the objective function is given by (29)
(24):
(30)
(31)
The term of the objective function does not depend on VOLL. (32)
C. Equivalent Linear Formulation of the EENS Objective Fig. 1. Single line diagram of six-bus test system.
Function
By substituting (21) in (23) the cost of EENS can be reformu- TABLE I
lated as follows: TRANSMISSION LINE DATA FOR IEEE 6-BUS TEST SYSTEM
(37)
where
(38)
suppose that
TABLE II TABLE V
GENERATOR DATA FOR IEEE 6-BUS TEST SYSTEM RESULTS OF G&TEP MODEL IN CASE A
TABLE VI
RESULTS OF GEP MODEL IN CASE B
TABLE III
LOAD FACTOR DATA FOR IEEE 6-BUS TEST SYSTEM
TABLE IV
RESULT OF GEP MODEL IN CASE A
TABLE VII
RESULTS OF G&TEP MODEL IN CASE B
TABLE VIII
COMPARISON BETWEEN LINEAR AND NONLINEAR FORMULATIONS IN CASE B
TABLE X
COMPARISON BETWEEN LINEAR AND NONLINEAR G&TEP MODELS ON IEEE 24-BUS RTS
TABLE XI
RESULTS OF THE PROPOSED LINEAR G&TEP MODEL FOR IEEE 118-BUS TEST SYSTEM
illustrates the concept of reliability cost versus reliability worth model can obtain considerably lower cost. Moreover, the linear
for the planning studies. and nonlinear formulations solve this problem in 1 min and 37
s and 17 min and 13 s, respectively. Thus, the linear model has
B. IEEE 24-Bus Test System significantly lower computation time than the nonlinear model.
The data of generating units and transmission lines for IEEE It is seen that the advantages of the proposed linear G&TEP
24-bus RTS system is given in [33]. The test system consists model are more highlighted for the larger test system of RTS.
of 32 generators and 17 constant-power type loads. In this test
system, the value of VOLL is assumed to be $1000/MWh as the C. IEEE 118-Bus Test System
previous test case. Also, the data for load factors are as men- IEEE 118-bus test system includes 54 units, 186 branches and
tioned in Table III. 91 loads. Data of this test system can be found in [34] and [35].
In this case, all the generating units except hydro units are In this case existing generators and lines are considered as can-
considered as the candidate generators. Also, the data for the didate ones. The value of VOLL is $1000/MWh. The load fac-
candidate lines are shown in Table IX. For the sake of concise- tors are assumed to be as mentioned for the previous test sys-
ness, only the G&TEP results are presented for this test system tems. The results obtained from the proposed linear G&TEP
in Table X and the results of the linear and nonlinear models are model for IEEE 118-bus test system are shown in Table XI. The
compared. For all load levels of Table X, the proposed MILP value of annual peak load changes from 10 000 to 14 000 MW
model leads to lower total costs and computation times than and the list of newly constructed generators and transmission
the original MINLP model. For instance, in the case of 6000 lines for each annual peak load are given in this table. Similar
MW annual peak load, the value of the objective function for to the previous case studies, when the value of annual peak load
the linear and nonlinear G&TEP models is equal to increases, the number of constructed components increases in
$ and $, respectively, which shows that the linear order to supply the extra load. As a comparison, the original
1600 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 29, NO. 4, JULY 2014
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credit algorithms for intermittent generators,” in Proc. Solar, 97, Wash- Jamshid Aghaei (M’12) received the B.Sc. degree in electrical engineering
ington, DC, USA, Apr. 27–30, 1997. from Power and Water Institute of Technology, Tehran, Iran, in 2003 and the
[21] P. Jong-Bae, P. Young-Moon, W. Jong-Ryul, and K. Y. Lee, “An im- M.Sc. and Ph.D. degrees from Iran University of Science and Technology,
proved genetic algorithm for generation expansion planning,” IEEE Tehran, in 2005 and 2009, respectively.
Trans. Power Syst., vol. 15, no. 3, pp. 916–922, Aug. 2000. His research interests include renewable energy systems, smart grids, elec-
[22] J. Choi, T. Tran, A. A. El-Keib, R. Thomas, H. Oh, and R. Billinton, tricity markets, and power system operation and restructuring.
“A method for transmission system expansion planning considering Dr. Aghaei is a member of the Iranian Association of Electrical and Electronic
probabilistic reliability criteria,” IEEE Trans. Power Syst., vol. 20, no. Engineers.
3, pp. 1606–1615, Aug. 2005.
[23] G. J. Anders, “Generation planning model with reliability constraint,”
IEEE Trans. Power App. Syst., vol. PAS-100, no. 12, pp. 4901–4908,
Dec. 1981. Nima Amjady (SM’10) was born in Tehran, Iran, on February 24, 1971. He re-
[24] S.-L. Chen, T.-S. Zhan, and M.-T. Tsay, “Generation expansion plan- ceived the B.Sc., M.Sc., and Ph.D. degrees in electrical engineering from Sharif
ning of the utility with refined immune algorithm,” Electr. Power Syst. University of Technology, Tehran, Iran, in 1992, 1994, and 1997, respectively.
Res., vol. 76, pp. 251–258, Jan. 2006. At present, he is a Professor with the Electrical Engineering Department,
[25] The ILOG CPLEX website 2006 [Online]. Available: http://www.ilog. Semnan University, Semnan, Iran. Also, he is a consultant with regional electric
com/products/cplex/ companies in Iran. His research interests include power system operation and
[26] GAMS website 2006 [Online]. Available: http://www.gams.com/ planning, load and price forecasting, and artificial intelligence and its applica-
solvers/solvers.html tions to the problems of power systems.
[27] J. L. C. Meza, M. B. Yildirim, and A. S. M. Masud, “A multiobjective
evolutionary programming algorithm and its applications to power gen-
eration expansion planning,” IEEE Trans. Syst., Man, Cybern. A: Syst.
Humans, vol. 39, no. 5, pp. 1086–1096, Sep. 2009.
[28] K. W. Hedman, M. C. Ferris, R. P. O’Neill, E. B. Fisher, and S. S. Amir Baharvandi was born in Iran in 1988. He received the B.Sc. degree
Oren, “Co-optimization of generation unit commitment and transmis- from Shahid Chamran University of Avaz, Iran, in 2011, and the M.Sc. degree
sion switching with N-1 reliability,” IEEE Trans. Power Syst., vol. 25, from Shiraz University of Technology, Shiraz, Iran, in 2013, both in electrical
no. 2, pp. 1052–1063, May 2010. engineering.
[29] F. Partovi, M. Nikzad, B. Mozafari, and A. M. Ranjbar, “A stochastic His research interests are power system operation, planning, and reliability.
security approach to energy and spinning reserve scheduling consid-
ering demand response program,” Energy, vol. 36, pp. 3130–3137, Apr.
2011.
[30] T. Limbu, “Value-based allocation and settlement of reserves in Mohammad-Amin Akbari was born in Iran in 1985. He received the B.Sc.
electricity markets,” IET Gener. Transm. Distrib., vol. 5, no. 4, pp. degree from Hormozgan University, Iran, in 2009, and the M.Sc. degree from
489–495, 2011. Shiraz University of Technology, Shiraz, Iran, in 2013, both in electrical engi-
[31] Generalized Algebraic Modeling Systems (GAMS) [Online]. Avail- neering. He is currently pursuing the Ph.D. degree at the Department of Elec-
able: http://www.gams.com tronics and Electrical Engineering, Shiraz University of Technology, Shiraz,
[32] R. J. Hyung, M. Shahidehpour, and W. Lei, “Market-based genera- Iran.
tion and transmission planning with uncertainties,” IEEE Trans. Power His research interests are smart grids, power system operation and planning,
Syst., vol. 24, no. 3, pp. 1587–1598, Aug. 2009. reliability, and optimization methods.