Documente Academic
Documente Profesional
Documente Cultură
power systems
Z. Song, L. Goel and P. Wang
IEE Proc.-Gener. Transm. Distrib., Vol. 152, No. 4, July 2005 483
investigated in this paper. A hybrid SR-allocation method generating units at different buses each providing a certain
(HSRAM) based on RBSRAM and CBSRAM is then amount of reserve capacity.
proposed to minimise the total system cost. The SR
allocation with the minimum risk is searched from different 2.1 Cost-based SR-allocation method
allocations. (CBSRAM)
In this technique, the objective is to select the optimal SR
location among all the allocations under the minimum-
2 Spinning-reserve-allocation methods total-system SR cost considering the reserve-capacity limits
of the generating units and the system. The unit-commit-
The spinnings-reserve requirements are different in different ment risk has not been considered.
ISOs. In the New York ISO, the spinning reserve should be The ‘objective function’ is:
at least 50% of the total operating reserve, which is equal to
Ngi
Nbi X
X
one and one-half times the largest single contingency (in
MW) [11]. The spinning reserve is also equal to 5% of min SRCi ¼ Cgbi ðgsrgbi Þ ð1Þ
b¼1 g¼1
demand served by hydroelectric generation, 7% of demand
served by non-hydro electric generation, plus 100% of subject to the following constraints:
interruptible imports and on-demand obligations [12]. System-reserve-capacity constraint:
The required SR can be traded through bilateral
X Ngi
Nbi X
contracts or in a real-time SR market. In a real-time
market the generators selected as 10-minute SR suppliers gsrgbi ¼ Tsr ð2Þ
b¼1 g¼1
should be under the ISO’s operational control. Suppliers
offering 10-minute SR can choose to bid in ‘day-ahead’ This constraint indicates that the summation of SRs from
(DA) or ‘hour-ahead’ (HA). Generally the ISO first settles all generating companies in the system must be equal to the
down the DA market and if the ISO expects that it will total SR capacity required by the ISO.
require additional 10-minute SR in an hour, it selects Unit-reserve-capacity constraint:
additional suppliers of 10-minute SR from among those
suppliers that have submitted real-time availability bids to it gsrgbi gmax
srgbi ð3Þ
for that hour. However, [11] states that the New York ISO This constraint indicates that the SR capacity from each
should ensure that providers of operating reserves are generating company should be less than or equal to its
properly located electrically so that transmission constraints maximum output, where:
resulting from either commitment or dispatch of units do
not limit the ability to deliver energy to loads in the case of a SRCi ¼ total system SR cost for allocation i;
contingency. Ngi ¼ number of generating companies in a power market
It is therefore necessary to assist the ISO to determine the for allocation i;
optimal SR allocation using effective SR-allocation meth-
Nbi ¼ number of generating bus for allocation i;
ods during the SR market-clearing process shown in Fig. 1.
gsrgbi ¼ SR available from generating company g at
generating bus b for allocation i;
Tsr ¼ required SR capacity for system reliability;
generating
company 2 gmax
srgbi ¼ maximum SR provided by generating company g at
generating
generating ... company N
generating bus b for allocation i;
company 1
Cgbi(gsrgbi) ¼ SR bidding curve from generating company g
submit SR bidding price and at generating bus b for allocation i.
capacity
IEE Proc.-Gener. Transm. Distrib., Vol. 152, No. 4, July 2005 485
results are presented in this Section. The single-line diagram Table 1: Generating units for bidding in the SR market
of the 24-bus IEEE-RTS is shown in Fig. 3. The system has
10 generating buses, 10 load buses, 33 transmission lines, Unit Bus Generating Capacity Bidding price
five transformers and 32 generating units. The total installed number location company (MW) ($/MW)
generating capacity for this system is 3405 MW. The daily
224 22 3 50 30
peak load was assumed to be 2850 MW. By using the
reliability equivalent technique of [14], the generation 225 22 3 50 30
system was restructured into three generating companies. 226 22 3 50 30
Generating company owns the generation providers at 153 15 2 12 45
buses 1, 2 and 7, which consists of 11 generating units. Eight 154 15 2 12 45
generating units connected to buses 18, 21 and 22 belong to
155 15 2 12 45
generating company 3. A total of 13 generating units
connected to buses 13, 15, 16 and 23 constitute generating 11 1 1 20 50
company 2. A 10-minute SR requirement, which is equal to 21 2 1 20 50
10% of the peak load of the total demand, was used in the 22 2 1 20 50
analysis. 23 2 1 76 50
24 2 1 76 50
231 23 2 155 45
bus 18
bus 21 bus 22
33
bus 17
company 3
generating
30 32 38
31
Table 2: SR allocation with minimum UCR
28 bus 23
34 36
29 Generating company UC risk SR capacity (MW)
35 37
bus 16
bus 19 bus 20 22 1 215
23
bus 13
24 25 26 bus 14 synchrous 21 2 4.4599E-04 20
conditions 3 50
18
bus 15 20
27 19 230kV
bus 24 bus 11 bus 12
company 2
generating
486 IEE Proc.-Gener. Transm. Distrib., Vol. 152, No. 4, July 2005
Table 3: Optimum SR allocations and corresponding UCR under different SR requirements
SR cost, $
0.0004463 12 500
UC risk
risk
4.46E-004 SR cost 68250
total cost 13500
4.46E-004 67500
4.46E-004 66750
13000
4.46E-004 66000
12500
UC risk
cost, $
65250
4.46E-004
64500
4.46E-004 12000
63750
4.46E-004
11500
63000
4.46E-004
62250
4.46E-004 11000
1 2 3 4 5
SR allocation
IEE Proc.-Gener. Transm. Distrib., Vol. 152, No. 4, July 2005 487
transmission failure) and the selected cost of UC risk. The 2 Rau, N.S.: ‘Optimal system dispatch of a system based on offers and
allocation for different systems using the two methods may bidsFa mixed integer LP formulation’, IEEE Trans., 1990, PS-14,
(1), pp. 274–279
be different in practical applications. 3 Arroyo, J.M., and Conejo, A.J.: ‘Optimal response of a thermal unit
In terms of computing times required by the three to an electricity spot market’, IEEE Trans., 2000, PS-15, (3), pp. 1098–
methods on a personal computer with Intel Pentium 4 1104
4 Cheung, K.W., Shamsollahi, P., Sun, D., Milligan, J., and Potishnak,
1.7 GHz CPU, the RBSRAM (2 hours 42 minutes 35 M.: ‘Energy and ancillary service dispatch for the interim ISO
seconds) was the slowest. CBSRAM (5.875 seconds) and New England electricity market’, IEEE Trans., 2000, PS-15, (3),
pp. 968–974
HBSRAM (less than 1 second) were much faster. 5 Shahidehpour, M., and Alomoush, M.: ‘Restructured electrical power
systems, operation trading and volatility’ (Marcel Dekker, New York,
4 Conclusions 2001)
6 Flynn, M., Sheridan, W.P., Dillon, J.D., and O’Malley, M.J.:
‘Reliability and reserve in competitive electricity market scheduling’,
A hybrid SR-allocation method, which is based on cost- IEEE Trans., 2001, PS-16, (1), pp. 78–87
based SR allocation and risk-based SR allocation, is 7 Gooi, H.B., Mendes, D.P., Bell, K.R.W., and Kirschen, D.S.:
‘Optimal scheduling of spinning reserve’, IEEE Trans., 1999, PS-14,
investigated and proposed in the paper to determine the pp. 1485–1492
optimal SR locations. It has been shown that, under certain 8 Billinton, R., and Fotuhi-Firuzabad, M.: ‘Composite systems operat-
system-failure conditions, SR allocation can significantly ing reserve assessment using a reliability framework’. Canadian Conf.
Elec. Comput. Eng., 2001, Vol. 2, pp. 725–730
affect the UC risk. In such situations, the cleared SR has a 9 Ferrero, R., and Shahidehpour, M.: ‘Optimal reserve allocation and
high possibility of not being dispatched to the system. The pricing’. IEEE Power Eng. Soc. General Meeting, 2003, Vol. 4, pp.
2579–2583
risk assessment becomes more feasible in such reliability 10 Billinton, R., and Allan, R.N.: ‘Reliability evaluation of power
assessment of deregulated power systems. Risk taking systems’ (Plenum Press, USA, 1996, 2nd edn.)
should also be considered by the ISO in determining the 11 New York Independent System Operator: ‘Ancillary services manual’,
Revision 2.0. http://www.nyiso.com/services/documents/manuals/
SR-allocation schedule(s). The RBSRAM, CBSRAM and index.html
HSRAM provide the ISOs good choices to determine SR 12 California ISO, ‘Ancilliary services overview’, May 2002, http://
allocations among all the SR bidders based on system- www.caiso.com/clientserv/settlements/SettlementsGuide/index.html
13 IEEE Committee Report: ‘The IEEE reliability test systemF1996’
security and customer reliability/price requirements. Report 96 WM 326-9 PWRS, presented at the IEEE Power
Engineering Society Winter Meeting, Jan 1996, Baltimore, MD, USA
5 References 14 Wang, P.: ‘Impact of generation reserve management on reliability in
electric power market’. Proc. IPQC 2002, Singapore, Oct 2002
1 Chattopadhyay, D., and Baldick, R.: ‘Unit commitment with
probabilistic reserve’. Proc. IEEE PES Winter Meeting, 2002, Vol.
1, pp. 280–285
488 IEE Proc.-Gener. Transm. Distrib., Vol. 152, No. 4, July 2005