Generalized DC Power Flow Model and Enhancing RTO Market
Clearing Formulation with Voltage Security Constraints
Mingguo Hong, Member, IEEE, Zihan Ning, Student Member, IEEE and
Reza Jamalzadeh, Student Member, IEEE
Abstract1–This two-part study first proposes the Generalized DC
(GDC) power flow formulation which makes critical
enhancements to the DC model by addressing its model
limitations, with abilities to approximate bus voltage magnitudes
and model networks with high resistance to reactance (R/X) ratio.
Then, the GDC is applied to the current RTO electricity market
clearing algorithms to model bus voltage security constraints.
Case studies have successfully validated the GDC model
capabilities and the new market clearing algorithm with voltage
security enhancement. In addition, the incorporation of voltage
security constraints supports reactive power pricing that helps
incentivize voltage support via the market mechanism.
Index Terms- AC power flow, DC power flow, voltage security,
electricity market
P
I. INTRODUCTION
OWER flow studies play vital roles in power system
planning and operation for ensuring both operational
security and economic efficiency. Power flow solution
algorithms can be placed under two categories: the more
accurate nonlinear AC power flow algorithms and the
simplified linear DC power flow algorithms. Although AC
power flow algorithms can achieve desirable accurate results,
DC power flow algorithms have gained wide industrial
acceptance and play important roles in many important
applications, such as the optimal power flow (OPF) studies
for wholesale electricity market clearing. In these applications,
achieving robust solutions within acceptable timeframes is
among the most important objectives. In OPF applications,
specifically, the linearity of the DC power flow model also
helps to overcome model non-convexity and ensures model
solution. On the other hand, there are two well-known
limitations in the DC power flow model (especially among the
“cold start” DC model variants that solve without knowledge
of an operation base state): 1) the model inaccuracy under
heavy load conditions and networks with high resistance-to-
reactance (R/X) ratios, and 2) the inability to solve for bus
voltage magnitudes. These limitations are due to the key
heuristic assumptions made in the DC power flow model, i.e.,
zero network resistance and 1 per unit (p.u.) magnitude for all
bus voltages [1].
This work makes critical enhancements to the DC power
flow model to overcome its main model limitations. The
proposed approach is to remove all dependencies on heuristic
assumptions and achieve linearity by applying the calculus
concept of “tangent line approximation of nonlinear
1 and imaginary parts of the i-jth element of the Y-bus matrix.
Mingguo Hong, Zihan Ning, and Reza Jamalzadeh are with the
Electrical Engineering and Computer Science department at the
Case Western Reserve University in Cleveland, OH. Emails:
mxh543@case.edu, zxn23@case.edu, rxj171@case.edu.
functions”, i.e. linearizing the nonlinear AC model at a
selected point of tangency. By using the flat voltage profile, a
linear generalized DC (GDC) power flow model is obtained
where the traditional DC power flow model becomes a special
case. The GDC model is a “cold-start” model that accurately
approximates both voltage angles and magnitudes, even under
heavy load conditions and in networks with high R/X ratio.
The advanced model features have been validated by the
IEEE 14 and 118 bus case studies [2].
To demonstrate its accomplishment, the GDC model is
applied to the current RTO (Regional Transmission
Organization) electricity market clearing algorithms to
incorporate both branch flow security and bus voltage security
constraints. Case studies show the new GDC-based
formulation successfully ensures voltage security, to
overcome a well-known weakness of the current DC-based
market clearing algorithm in modeling voltage security [3].
Furthermore, the GDC-based formulation generates reactive
power prices that represent market incentive for voltage
support, an important ancillary service that has been regulated
outside the electricity market.
Both the proposed GDC power flow model and new
market clearing algorithms enhanced with voltage security
constraints represent significant contributions to power
system modeling and economic analysis.
II. T HE T ANGENT-LINE L INEAR APPROXIMATIONS OF
P OWER F LOW F UNCTIONS
A. Linear approximation of power flow functions
For an N-bus power system network model, the active
and reactive power injections at a given bus i relate to the
network states, i.e., bus voltage angles and magnitudes,
through:
N
Pi ( x) = ∑ViV j [Gij cos(δ i − δ j ) + Bij sin(δ i − δ j )] (1)
j =1
N
Qi ( x) = ∑ViV j [Gij sin(δ i − δ j ) − Bij cos(δ i − δ j )] (2)
j =1
for i = 1, …, N, where the state variables = =
[ … … ] ∈Ω and Ω = (δmin, δmax)×(δmin,
δmax)× …×(δmin, δmax)×(Vmin, Vmax)×(Vmin, Vmax) ⊆ R2N;
parameters δmin, δmax,Vmin and Vmax represents the lower and
upper bounds of voltage angles and magnitudes in power
system steady-state operation, e.g., δmin = −π/2, δmax = π/2,
Vmin = 0.9 and Vmax=1.1; and parameters Gij and Bij are the real
The tangent line approximations are now considered for
(1) and (2):
 ⎡ N ⎛ N ⎞ ⎤
⎡ N ⎤ ⎢ ∑ B1 j − B12 ... − B1N ⎜ G11 + ∑ G1 j ⎟ G12 ... G1N ⎥
⎜ ⎟
⎢ − ∑ G1 j ⎥ ⎢ j =2 ⎝ j =1 ⎠ ⎥
⎢ j =1 ⎥ ⎢ ... J1 ... ... J2... ⎥ ⎡ δ1 ⎤
⎡ P1( x) ⎤ ⎢ N... ⎥ ⎢ ⎢δ ⎥
N −1
⎛ N ⎞ ⎥ 2
⎢ ... ⎥ ⎢− ∑ G ⎥ ⎢ − BN1 − BN 2 ... ∑ BNj GN1 GN 2 ... ⎜⎜ GNN + ∑ GNj ⎟⎟ ⎥ ⎢⎢ ... ⎥⎥
⎢ PN ( x) ⎥ ⎢ j =1 Nj ⎥ ⎢ j =1
⎝ j =1 ⎠ ⎥ ⎢δ N ⎥ + O 2 (Δδ , ΔV ) (4)
⎢ Q ( x) ⎥ = ⎢ N ⎥+⎢ ⎥ V
⎢ 1 ⎥ ⎢ ∑ B1 j ⎥ ⎢ N ⎛ N ⎞ ⎥⎢ 1 ⎥
⎜ − B11 − ∑ B1 j ⎟ − B12 ... −
⎥ ⎢ ∑ G1 j − G12 ... − G1N
B
⎢ ... ⎥ ⎢ j =1 ⎜
⎝ j =1
⎟
⎠
1N
⎥ ⎢V2 ⎥
⎢⎣QN ( x)⎥⎦ ⎢ ... ⎥ ⎢ j = 2 ⎥ ⎢ ... ⎥
⎢ N ⎥ ⎢ ... J3 ... ... J4 ... ⎥ ⎢⎣VN ⎥⎦
⎢ ∑ BNj ⎥ ⎢ − G N −1
− GN 2 ... ∑ GNj ⎛ N ⎞⎥
⎢⎣ j =1 ⎥⎦ ⎢ N1 − BN1 − BN 2 ... ⎜⎜ − BNN − ∑ BNj ⎟⎟⎥
j =1
⎣ ⎝ j =1 ⎠⎦
⎡∂P ∂P ⎤ associated with the P-Q buses. Vectors g , g , and of
⎡P(x)⎤ ⎡P(x)⎤ ⎢ ∂δ ∂ V ⎥ ⎡Δδ ⎤ 2 appropriate dimensions correspond to the first term on the
⎢Q(x)⎥ = ⎢Q(x)⎥ + ⎢∂Q ⋅ +O (Δδ , ΔV ) (3)
⎣ ⎦ ⎣ ⎦ x0 ⎢ ∂Q ⎥ ⎢⎣ΔV ⎥⎦ RHS of eq. (4).
⎣ ∂δ ⎥
∂V ⎦ x0 Following routine procedure [4], the bus voltage
magnitudes representing P-V bus voltage setpoints are
The choice for the point of tangency is arbitrary, but a
given; the slack bus voltage angle (first element of ) is set to
reasonable one is the “flat voltage profile”, i.e., δi = 0 and Vi =
zero; P-V and P-Q buses active power injections:
1 for i = 1, …, N. Let x0 = [0 … 0 1…1]T denote this choice of
(excluding the 1st element) and , are known, as well as
point of tangency. Also, substituting Δδi =δi − 0 and ΔVi =Vi −
1, one obtains eq. (4). reactive power injections at all P-Q buses . Eliminating
equations of the first row of vector ( ), all rows ( ), and
In eq. (4), the first term on the right-hand-side (RHS) is a the slack bus angle from , one has:
constant vector with elements − ∑ j =N1 Gij and ∑ j =N1 Bij . The ⎡ P ' ⎤ ⎡− g '⎤ ⎡ J1' J1'12 J 2'12 ⎤ ⎡δ '1 ⎤ ⎡ J 2'11 ⎤
1 1 11
Jacobian matrix is partitioned into four N×N sub-matrix ⎢ 2 ⎥ ⎢ 2
⎢ P ⎥ = ⎢− g ⎥ + ⎢ J1' J122 J 222 ⎥ ⋅ ⎢ δ 2 ⎥ + ⎢ J 221 ⎥ ⋅ V1
⎥ ⎢ 21 ⎥ ⎢ ⎥ ⎢ ⎥
blocks: ⎢⎣Q2 ⎥⎦ ⎣ b2 ⎦ ⎣ J 3'21 J 322 J 422 ⎦ ⎢⎣V2 ⎥⎦ ⎣ J 421 ⎦
N
a. In J1, the ith diagonal elements are ∑ j =1 Bij and i-jth off- + O 2 ( Δδ , ΔV ) (6)
diagonal elements − Bij . In fact, the well-known DC power flow formulation can
be derived from (4) by ignoring all network conductance
N
b. In J2, the ith diagonal elements are Gii + ∑ and i- j =1 Gij
(setting all Gij = 0). Eq. (6) is the GDC power flow
jth off-diagonal elements Gij . formulation. The approximated power flow solution can be
N directly solved from eq. (6):
c. In J3, the ith diagonal elements are ∑ j =1 Gij and i-jth off-
⎡δ '1⎤ ⎡ J1'11 J1'12 J2'12⎤−1 ⎧⎡P1'⎤ ⎡− g1'⎤ ⎡J2'11⎤ ⎫
diagonal elements −Gij . ⎢δ ⎥ ≈ ⎢J1' J1 J2 ⎥ ⋅ ⎪⎢P ⎥ − ⎢− g ⎥ − ⎢J2 ⎥ ⋅V ⎪ (7)
⎢ 2 ⎥ ⎢ 21 ⎨ 2 21 1⎬
⎥ ⎪⎢ ⎥ ⎢ ⎥ ⎢J4 ⎥ ⎪
22 22 2
d. N V
In J4, the ith diagonal elements are − Bii − ∑ j =1 Bij and i-jth ⎣⎢ 2 ⎦⎥ ⎣ J3'21 J322 J 422 Q b
⎦ ⎩⎣⎢ 2 ⎦⎥ ⎣ 2 ⎦ ⎣ 21⎦ ⎭
off-diagonal elements − Bij . With approximation error:
−1
When the network conductance is ignored, i.e., Gij = 0 for ⎡ J1'11 J1'12 J 2'12 ⎤
i, j = 1, …N, the first N equations P1(x) through PN(x) reduce e (Δδ , ΔV ) = ⎢ J1'21 J122 J 222 ⎥ ⋅ O 2 (Δδ , ΔV ) (8)
to the well-known DC power flow equations. For this reason, ⎢J 3' J 3 J 4 ⎥
⎣ 21 22 22 ⎦
eq. (4) is also called the Generalized DC or GDC Power Flow
functions in this study. C. Case Study Validation of GDC model
To validate the accuracy of the GDC power flow solution,
B. The GDC power flow formulation eq. (12) is solved on both the IEEE 14 and 118 Bus Test
Eq. (5) can then be rewritten in a concise format as: Systems. The GDC Power flow solutions are compared
⎡ P1 ( x) ⎤ ⎡ − g1 ⎤ ⎡ ⎡ J 111 J112 ⎤ ⎡ J 211 J 212 ⎤ ⎤ ⎡ δ1 ⎤ against 1) the full AC power flow solution solved with the
⎢ P ( x ) ⎥ ⎢− g 2 ⎥ ⎢ ⎢ J 1
⎣ ⎥ ⎢⎣ J 2 21 J 2 22 ⎥⎦ ⎥ ⎢δ ⎥
21 J 122 ⎦ Newton Raphson method, and 2) the traditional DC power
⎢ 2 ⎥=⎢ ⎥+⎢ ⎥⋅⎢ ⎥
2
⎢ Q1 ( x) ⎥ ⎢ b1 ⎥ ⎢ ⎡ J 311 J 312 ⎤ ⎡ J 411 J 412 ⎤ ⎥ ⎢V1 ⎥ (5) solution. The solution results are shown in Table 1 and Fig. 2.
⎢⎣Q2 ( x)⎥⎦ ⎢⎣ b2 ⎥⎦ ⎢⎣ ⎢⎣ J 321 J 322 ⎥⎦ ⎢⎣ J 4 21 J 4 22 ⎥⎦ ⎥⎦ ⎢⎣V2 ⎥⎦
Table 1: Comparison of solutions using the IEEE 14 bus model
+ O 2 ( Δδ , ΔV ) Bus GDC Full AC DC
where ( ), ( ), , are M×1 vectors of active power, No. V (pu) δ (°) V (pu) δ(°) V δ(°)
reactive power, bus voltage angles and voltage magnitudes 1 1.060 0 1.060 0 1 0
2 1.045 -5.23 1.045 -4.97 1 -5.01
associated with the slack bus (bus 1) and the P-V buses; 3 1.010 -13.23 1.010 -12.68 1 -12.96
( ), ( ), , are (N−M) ×1 vectors of similar quantities 4 1.038 -15.47 1.038 -14.62 1 -15.17
 5 1.085 -14.49 1.085 -13.66 1 -14.07 approximation leads to significant benefit of the GDC method
6 1.029 -11.00 1.024 -10.38 1 -10.59 for 1) more accurate modeling of networks with high R/X
7 1.034 -9.42 1.028 -8.86 1 -9.09
8 1.050 -14.49 1.046 -13.66 1 -14.07
ratios, and 2) the accurate estimates of bus voltage
9 1.039 -16.32 1.035 -15.36 1 -15.89 magnitudes. Our case studies also confirm that the GDC
10 1.031 -16.50 1.028 -15.53 1 -16.19 solutions significantly improve over the first iteration of NR
11 1.031 -16.14 1.030 -15.22 1 -15.88 solutions. The simplicity (no heuristic assumptions) and
12 1.024 -16.42 1.024 -15.51 1 -16.27 solution features of the GDC model makes it an ideal choice
13 1.020 -16.53 1.020 -15.61 1 -16.44
for application in electricity market clearing algorithms,
14 1.012 -17.51 1.010 -16.52 1 -17.43
which for long have been searching for an accurate and
computationally tractable approach to model voltage security
constraints [3, 5].
(a) Bus voltage angles

III. GDC-B ASED M ARKET C LEARING FORMULATION WITH

VOLTAGE SECURITY C ONSTRAINTS
The following study investigates the effectiveness of
GDC model in representing both branch flow and bus voltage
security requirements in RTO electricity market clearing
algorithms. Due to presentation limit, only the Security
Constrained Economic Dispatch (SCED) algorithm is
discussed as the findings should likewise apply to the Security
(b) Bus voltage magnitudes

Constrained Unit Commitment (SCUC). Two concise SCED

models are discussed in the following: SCED1 based on the
traditional DC power flow model [6], and SCED2 based on
the GDC power flow model. Also, without loss of generality,
single block generation offers and single non-distributed slack
reference are assumed.
A. Traditional DC model based SCED Formulation
For all generators u∈U, load d∈U, dispatch interval t∈T,
branch k∈K, contingency γ∈Γ = {C0, C1, C2, …, CM}, with
Fig. 2: Comparison of solutions with the IEEE 118 Bus Model basecase C0 and contingencies C1 through CM:
• P(u, t): Generator active power output of at time t.
In the IEEE 14-bus model case study, the GDC estimates
• C(u, t): Generator single-block offer cost
of bus voltage angles are comparable to those of the DC
method. Meanwhile, the voltage magnitude estimates are very • P(i, t): Net active power injection at bus i;U(i) and D(i)
accurate, with the largest estimation error being 0.006 p.u. and sets of generators and loads connected at i;
average error 0.003 p.u. The IEEE 118-bus model case study • LossSens(i, t): Loss sensitivity of bus i;
provides further evidence that the GDC solution closely • GSFγ(i, k): Generation shift factor from bus i to flow
approximates the full AC power flow solution. While the constraint k under contingency γ
GDC bus voltage angle solutions are comparable to solutions
SCED1:
of the DC method, the majority of voltage magnitude
solutions are within 0.01 p.u. error as compared to the full AC Minimize ∑ P(u, t )CP (u, t ) (9)
u
solutions. Only one error instance is above 0.01 p.u., with a
s.t.:
value of 0.012 p.u.
P (i, t ) = ∑ P (u , t ) − ∑ P ( d , t ) (10)
D. Advantages of the GDC model over the DC model u∈U ( i ) d ∈D ( i )
Eq. (4) bears similarity in expression to the first iteration NetLoss(t ) = ∑ P(i, t ) ⋅ LossSens(i, t ) + LossOffset(t ) (11)
approximation of power flow by the Newton Raphson (NR) i
method with a flat voltage start. The key innovation of GDC ∑ P (i, t ) − NetLoss (t ) = 0 (λ) (12)
model, however, is in the subsequent development described i
by eq. (5) through (8). The GDC model does not assume an ∑ GSFγ (i, k ) ⋅ P(i, t ) ≤ Lmax (k ) (μk) (13)
initial solution point to find the approximate solution through i
the point-slope computation, as does the first iteration of NR. Pmin (u, t ) ≤ P(u, t ) ≤ Pmax (u, t ) (αumin, αumax) (14)
In fact, The GDC regards eq. (4) as a “cold-start” model, i.e., where λ, μk and αumin, αumax are shadow prices for the
the new power flow equations over the state domain, and associated constraints. Meanwhile, the LMP at bus i based on
solves unknown states (voltage angles and magnitudes) with SCED1 is:
known power injections and voltage setpoints. This
innovative application of the tangent-line linear LMP(i ) = λ[1 + LossSens (i, t )] + ∑ μk ⋅ GSFγ (i, k ) (15)
k ,γ
B. Proposed GDC model based SCED formulation
To incorporate voltage and reactive power in the SCED
formulation, it is assumed that some generator buses are PV
buses with fixed voltage regulation schedules; others have
open voltage regulation schedules (PQ buses), and their
reactive power output are subjective to dispatch; and voltage
at the system slack bus is known.
While the SCED2 formulation shares the same objective
function (9) and constraints (10) ~ (12) and (14), it replaces
branch flow security constraint (13) with the GDC model
based branch flow constraints and adds the bus voltage
constraints. With:
• Q(u, t): Generator reactive power output;
• Q(d, t): is load d reactive power withdrawal;
• Q(i, t) is the net reactive power injection at bus i;
• PSFγ(i, k) and QSFγ(i, k) are linear coefficients for active
power flow on branch k with respect to active and reactive
power injections at bus i under contingency γ;
• PVSγ(i, n) and QVSγ(i, n) are linear coefficients for voltage
at bus n with respect to the active and reactive power
injections at bus i under contingency γ;
• spγ(k) and svγ(n) are constant parameters associated with
branch k, bus n and contingency γ.
SCED2: Objective function eq. (9) subject to constraints (10)
~ (12), (14), and the following (16) ~ (19):
Q (i, t ) = ∑ Q (u , t ) − ∑ Q (d , t ) (16)
u∈U ( i ) d ∈D (i )
C. Five-bus system case study
Security constrained economic dispatch is conducted for
a simple 5-bus model based on both SCED1 and SCED2. The
economic dispatch results are validated for flow and voltage
violations based on the Newton Raphson solutions of
PowerWorld.
In the 5-bus model, the active power of the generators
connected to buses 1, 2 and 3 are subject to active power
dispatch in both SCED1 and SCED2. In SCED2, the voltage
at the bus 1 (reference bus) is fixed to be 1.05 p.u. while the
reactive power of generators at buses 2 and 3 are subject to
dispatch. Single block generation offers for generators at
buses 1, 2 and 3, are each in the amount of 20, 30, 60 in
$/MWh.
The normal loads, generator MW limits and line
impedance in p.u. are shown in Fig. 3. The lower limits of
voltage are 0.95 p.u and the upper limits are 1.1p.u. for all
buses. The flow limit on line 2-5 is set to 105MW.

Qmin (u, t ) ≤ Q(u, t ) ≤ Qmax (u, t ) (βumin, βumax) (17)

N −1 N−1
∑ PSFγ (i, k) ⋅ P(i, t) + ∑QSFγ (i, k) ⋅ Q(i, t) + sγP (k) ≤ Lmax(k) Fig. 3: Five-bus model in PowerWorld
i=1 i=1
(μ kγ ) (18) Table 2 enlists sensitivity factors PSF(i, k). The values of
N −1 N −1 these sensitivity factors are nearly identical to those of GSF(i,
Vmin (n) ≤ ∑ PVSγ (i, n) ⋅ P(i, t ) + ∑ QVSγ (i, n) ⋅ Q(i, t ) + k) (generation shift factors) in SCED1. Meanwhile, QSF(i, k)
i =1 i =1
V are not enlisted where since all |QSF(i, k)| < 10-4 indicating
sγ (n) ≤ Vmax (n) that bus reactive power injection changes have negligible
(ηnγmin, ηnγmax ) (19) impact on the branch flows.
where βumin, βumax, min max
μkγ, ηnγ , and ηnγ are shadow prices of Table 2: PSF(i, k) for base case five-bus model (in %)
i k 1_2 1_4 2_4 2_3 2_5 3_4 3_5
the associated constraints. Parameters PSFγ(i, k), QSFγ(i, k),
p v 2 -84.3 -15.7 7.1 5.71 2.86 8.57 -2.86
PVSγ(i, n), QVSγ(i, n), s γ(k) and s γ(n) derived from the GDC 3 -67.1 -32.9 -21.4 -30.5 -15.2 54.3 15.2
model. Their derivations are outlined in the Appendix. 4 -62.9 -37.1 -28.6 -22.9 -11.4 -34.3 11.4
The active power LMP at bus i based on SCED2 is: 5 -78.6 -21.4 -2.38 -6.35 -69.8 23.8 -30.2
LMPP (i, t ) = λ ⋅ [1 − LossSens(i, t )] + Table 3 enlists the linear coefficients PVS(i, n) and QVS(i,
∑
k ,γ
μkγ ⋅ PSFγ (i, k ) +∑ (ηn + ηn ) ⋅ PVSγ (i, n)
n ,γ
max min (20) n). Under ratio R/X = 3 for all lines, both active and reactive
power injections have significant impact on the bus voltage. It
In addition, the locational marginal price of reactive implies that if bus voltage constraint (19) is binding, it will
power at bus i, defined as the system marginal cost for 1 have impact active power dispatch. This observation is further
additional unit of MVAR reactive power consumption at bus i, confirmed in the following case study solutions for SCED1
can be derived as: and SCED2.
LMPQ (i, t ) = ∑ μkγ ⋅ QSFγ (i, k ) +∑(ηnmax + ηnmin ) ⋅ QVSγ (i, n) Table 3: PVS(i, n) and QVS(i, n) in %
k ,γ n,γ PVS(i, n) QVS(i, n)
(21) n i 2 3 4 5 2 3 4 5
Both LMPP and LMPQ can be derived from the 2 1.71 1.39 1.30 1.62 5.14 4.16 3.89 4.85
3 1.39 3.25 2.70 2.02 4.16 9.74 8.09 6.05
Lagrangian of SCED2 based on the Karush-Kuhn-Tucker 4 1.30 2.70 3.04 1.78 3.89 8.09 9.11 5.33
condition, as in [6]. 5 1.62 2.02 1.78 4.44 4.85 6.05 5.33 13.3
 Tables 4 and 5 show the market clearing quantities and algorithm including reactive power pricing and market power
LMPs computed based on SCED1 and SCED2 for two mitigation strategies.
demand levels (proportionally scaled). For line and voltage
constraints, a $1000 per MW flow or 0.01 p.u. voltage V. REFERENCES
violation penalty is enforced. To validate the voltage support [1] B. Stott, L. Jardim, O. Alsac, “DC Power Flow Revisited,” IEEE
of SCED2 dispatch, the SCED1 bus voltage estimates Trans. Power Systems, Vol. 24 (3), July 2009, pp. 1290 – 1300.
(column V’) are compared with values computed by the [2] Power Systems Test Case Archive, University of Washington,
Newton Raphson method (column V). https://www.ee.washington.edu/research/pstca/
[3] X.P. Zhang, Restructured Electric Power Systems: Analysis of
Table 4: Market clearing under nominal load
Electricity Markets with Equilibrium Models. Wiley/IEEE, 2010.
SCED1 SCED2
Bus
PG LMP PG QG LMPP LMPQ V’ V
[4] J.D. Glover, M.S. Sarma, T.J. Overbye, Power System Analysis
1 147 20 104 - 18 0 1.05 1.05 and Design, 5th Edition. Cengage Learning, 2012.
2 150 13 179 40 30 49 1.02 1.03 [5] M.B. Cain, R.P. O’Neill, A. Castillo, “History of Optimal Power
3 104 60 110 50 60 61 1.00 1.00 Flow and Formulations,” FERC Staff Technical Paper, Aug 2013.
4 - 50 - - 52 53 0.98 0.98 www.ferc.gov.
5 - 203 - - 163 133 0.95 0.95 [6] E. Litvinov, “Design and Operation of the Locational Marginal
Prices-Based Electricity Markets,” IET Generation, Transmission
Table 5: Market clearing under 110% of nominal load & Distribution, Vol. 4 (2), 2010, pp 315 – 323.
SCED1 SCED2
Bus
PG LMP PG QG LMPP LMPQ V’ V VI. APPENDIX
1 113 20 106 - 20 0 1.05 1.05
2 150 13 154 40 30 43 1.02 1.03 The following derivations use concise notions where
3 181 60 181 50 60 53 1.00 1.00 indexes corresponding to the time period t and contingency γ
4 - 50 - - 52 47 0.99 0.99 are omitted, comparing with eq. (23) and (24). For eq. (7),
5 - 203 - - 161 117 0.95 0.95
define matrix
The above study results demonstrate that SCED2 is able ⎡ J 1'11 J 1'12 J 2'12 ⎤
−1
to accurately estimate bus voltage magnitude, and maintain W = ⎢ J 1'21 J 122 J 2 22 ⎥ (A-1)
voltage security. The GDC model of SCED2 also embeds a ⎢ J 3' J 3 J 4 ⎥
⎣ 21 22 22 ⎦
more accurate linear branch flow estimate Pij = Bij(δi – δj) +
Gij(Vi – Vj) than the SCED1 DC model flow estimate Pij = Then eq. (7) can be re-written as:
Bij(δi – δj). The comparison of branch power flows between ⎡δ '1⎤ ⎡ P1'⎤ ⎧⎡− g '⎤ ⎡J 2' ⎤ ⎫
the DC, GDC and AC models will not be shown here. ⎢δ ⎥ = W ⋅ ⎢ P ⎥ + k with k = −W ⋅ ⎪⎢− g1 ⎥ + ⎢ J 211⎥ ⋅ V ⎪
In the study case with nominal load demand (Table 4), ⎢ 2⎥ ⎢ 2⎥ ⎨⎢ 2 ⎥ 21 1⎬
⎢V ⎥ ⎢Q ⎥ ⎪⎣ b2 ⎦ ⎢⎣ J 421 ⎥⎦ ⎪
while SCED1 dispatch results in flow congestion on line 2-5, ⎣ 2 ⎦ ⎣ 2 ⎦ ⎩ ⎭
SCED2 dispatch lead to both line 2-5 congestion and bus 5 (A-2)
voltage minimum limit binding. SCED2 produces both active For voltage Vi∠δi at some bus i, A-2 leads to the
and reactive power dispatches and prices. following linear equations:
In the study case with 110% nominal load demand (Table N N
5), the binding statuses of both line flow and voltage δ i = ∑ aij ⋅ Pj + ∑ bij ⋅ Q j +kijδ (A-3)
j =2 j = M +1
constraints are similar to the nominal load case (Table 4). Due
N N
to the load increases, however, active power dispatches are Vi = ∑ cij ⋅ Pj + ∑ d ij ⋅ Q j +kijV (A-4)
quite different as well as the LMP prices. j =2 j = M +1
where parameters aij, bij, cij and dij are elements in matrix W;
IV. D ISCUSSIONS parameters kδij and kVij are elements in vector k. Eq. A-3
This study has derived the Generalized DC (GDC) power directly leads to:
flow model that overcomes some key limitations of the N N
Vi = ∑ PVS ij ⋅ Pj + ∑ QVS ij ⋅ Q j + siV (A-5)
traditional DC power model. Further, the GDC model is j=2 j = M +1
applied to the RTO market clearing algorithm to model
On the other hand, for given branch k connecting buses m
voltage security constraints. Case studies successfully validate
and n, the active power flow on k according to eq. (4), is
the proposed model capabilities. While the GDC model can
expressed as:
be applied to other important power system studies (such as
Pk = Bmn (δ m − δ n ) − Gmn (Vm − Vn ) (A-6)
contingency analysis), the enhancements made to the
electricity market OPF study with voltage security constraint By substituting δm, δn, Vm and Vn with the RHS of eq. (A-
and reactive power pricing represent important contributions 4) and (A-5), and combining like terms, one obtains:
amid the current effort in improving the electricity market N N
design [6]. Future effort will focus on verification of the GDC Pk = ∑ PSFjk ⋅ Pi + ∑ QSFjk ⋅ Qi + s Pj (A-7)
j =2 j = M +1
linear model with large-scale systems, and the reactive power
market design based on the GDC-based market clearing