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This paper addresses the incorporation of transmission switching in the contingency-constrained unit commitment problem within the context of co-optimized electricity markets for energy and reserves. The proposed generation scheduling model differs from existing formulations due to the joint consideration of four major complicating factors. First, transmission switching actions are considered both in the pre- and post-contingency states, thereby requiring binary post-contingency variables. Secondly, generation scheduling and transmission switching actions are co-optimized. In addition, the time-coupled operation of generating units is precisely characterized. Finally, practical features of modern power systems, such as uncertain nodal net injections and the operation of energy storage, are also considered. The proposed model is cast as a challenging mixed-integer program for which the off-the-shelf software customarily used for simpler models may lead to intractability even for moderately-sized instances. In order to circumvent this computational issue, this paper presents an enhanced and novel application of an exact nested column-and-constraint generation algorithm featuring the inclusion of valid constraints to improve the overall computational performance. Numerical simulations based on the IEEE 118- and 300-bus systems demonstrate the effective performance of the proposed approach as well as its economic and operational advantages over existing models disregarding post-contingency transmission switching. [ABSTRACT FROM AUTHOR]

One of the most used methods for long-term hydrothermal operation planning is the stochastic dual dynamic programming (SDDP). Using this method, the immediate and future water opportunity cost can be balanced and an economic-dispatch policy can be defined for multiple reservoirs under inflow uncertainty. In this framework, equipment outages and reserve deliverability are generally disregarded, despite their strong impact on the operative plan. However, recent advances in robust optimization have shown how to endogenously account for security criteria in scheduling models with reduced computational burden. Within this framework, reserve deliverability is ensured across the network via the co-optimization of energy and reserves (ancillary services). In this paper, we propose a new multistage model for planning hydrothermal coordination that co-optimizes the nominal energy dispatch and individual up and down reserve allocations. The main goal of this paper is to address a general $n-K$ security criterion, such that, for each inflow scenario, the system is capable of withstanding the loss of up to $K$ components, i.e., generation or transmission assets. The proposed methodology uses the column-and-constraint generation algorithm to efficiently incorporate a compound umbrella set of contingencies in the SDDP algorithm. Results for the Brazilian power system data corroborate the effectiveness of the proposed model. [ABSTRACT FROM PUBLISHER]

Portfolios of renewable electricity sources are interesting risk-management mechanisms for trading in electricity contract markets. When formed by players belonging to different companies, their stability relies on the way the benefit generated by the optimal portfolio is allocated. The challenge of finding a fair and efficient allocation can be mathematically formulated in terms of finding the Core of a cooperative game, which in turn is stated as an optimization problem with a set of constraints that exponentially grows with the number of participants, quickly becoming computationally intractable. Moreover, the right-hand-side of each constraint relies on a given coalition value, which in our case is obtained by a two-stage stochastic optimization model. This paper presents an efficient methodology based on mixed —linear programming and Benders decomposition to find the Nucleolus share of large-scale renewable portfolios. Case studies are presented with data from the Brazilian power system. [ABSTRACT FROM PUBLISHER]

This paper presents a novel approach for the transmission network expansion planning under generalized joint generation and transmission n-K security criteria. The proposed methodology identifies the optimal expansion plan while modeling the power system operation under both normal and contingency states. An adjustable robust optimization approach is presented to circumvent the tractability issues associated with conventional contingency-constrained methods relying on explicitly modeling the whole contingency set. The adjustable robust model is formulated as a trilevel programming problem. The upper-level problem aims at minimizing the investment, operation, and system power imbalance costs. The middle-level problem identifies, for a given expansion plan, the contingency state leading to maximum power imbalance if any. Finally, the lower-level problem models the operator's best reaction for a given contingency and investment plan by minimizing the system power imbalance. The resulting trilevel program is solved by a primal-dual algorithm based on Benders decomposition combined with a column-and-constraint generation procedure. The proposed approach is finitely convergent to the optimal solution and provides a measure of the distance to the optimum. Simulation results show the superiority of the proposed methodology over conventional contingency-constrained models. [ABSTRACT FROM PUBLISHER]

This paper presents a new approach for energy and reserve scheduling in electricity markets subject to transmission flow limits. Security is imposed by guaranteeing power balance under each contingency state including both generation and transmission assets. The model is general enough to embody a joint generation and transmission n-K security criterion and its variants. An adjustable robust optimization approach is presented to circumvent the tractability issues associated with conventional contingency-constrained methods relying on explicitly modeling the whole contingency set. The adjustable robust model is formulated as a trilevel programming problem. The upper-level problem aims at minimizing total costs of energy and reserves while ensuring that the system is able to withstand each contingency. The middle-level problem identifies, for a given pre-contingency schedule, the contingency state leading to maximum power imbalance if any. Finally, the lower-level problem models the operator's best reaction for a given contingency by minimizing the system power imbalance. The proposed trilevel problem is solved by a Benders decomposition approach. For computation purposes, a tighter formulation for the master problem is presented. Our approach is finitely convergent to the optimal solution and provides a measure of the distance to the optimum. Simulation results show the superiority of the proposed methodology over conventional contingency-constrained models. [ABSTRACT FROM PUBLISHER]

This paper presents a new approach for the contingency-constrained single-bus unit commitment problem. The proposed model explicitly incorporates an n - K security criterion by which power balance is guaranteed under any contingency state comprising the simultaneous loss of up to K generation units. Instead of considering all possible contingency states, which would render the problem intractable, a novel method based on robust optimization is proposed. Using the notion of umbrella contingency, the robust counterpart of the original problem is formulated. The resulting model is a particular instance of bilevel programming which is solved by its transformation to an equivalent single-level mixed-integer programming problem. Unlike previously reported contingency-dependent approaches, the robust model does not depend on the size of the set of credible contingencies, thus providing a computationally efficient framework. Simulation results back up these conclusions. [ABSTRACT FROM PUBLISHER]

The current renewable-driven generation expansion wave, pushed by high renewable targets, is not accompanied by the same movement in the transmission expansion planning (TEP) side. In this context, new techniques are needed to balance the cost of relying in expensive reserve resources and the cost of building new lines to ensure least-cost reserve deliverability and foster new renewable projects. The situation is worsened in the presence of contingencies, where the interaction between the optimal reserve siting and deployment, the amount of renewable curtailment, the construction of new lines, and the selection of candidate renewable sites to be developed became even more complex. This paper presents a two-stage min-max-min model for co-optimizing the expansion of the transmission system and renewable generation capacity to meet renewable targets under high security standards and renewable uncertainty. In order to account for realistic reserve needs and its interaction with the expansion plan, correlations between renewables injection as well as generation and transmission (GT) outages are accounted for in a robust fashion. In order to ensure security within a flexible framework, the concept of compound GT $n-K$ security criteria is presented. Three case studies are proposed to illustrate the applicability of the proposed model. A case study with realistic data from the Chilean system is presented and solutions obtained with different levels of security are tested against a set of 10 000 simulated scenarios of renewable injections and system component outages. [ABSTRACT FROM AUTHOR]

The benefits of new transmission investment significantly depend on deployment patterns of renewable electricity generation that are characterized by severe uncertainty. In this context, this paper presents a novel methodology to solve the transmission expansion planning problem under generation expansion uncertainty in a min–max regret fashion, when considering flexible network options and $n-1$ security criterion. To do so, we propose a five-level mixed integer linear programming (MILP) based model that comprises: (i) the optimal network investment plan (including phase shifters), (ii) the realization of generation expansion, (iii) the co-optimization of energy and reserves given transmission and generation expansions, (iv) the realization of system outages, and (v) the decision on optimal post-contingency corrective control. In order to solve the five-level model, we present a cutting plane algorithm that ultimately identifies the optimal min–max regret flexible transmission plan in a finite number of steps. The numerical studies carried out demonstrate: (a) the significant benefits associated with flexible network investment options to hedge transmission expansion plans against generation expansion uncertainty and system outages, (b) strategic planning-under-uncertainty uncovers the full benefit of flexible options which may remain undetected under deterministic, perfect information methods, and (c) the computational scalability of the proposed approach. [ABSTRACT FROM PUBLISHER]