Determination of Interruptible Load as an Ancillary Service in a Coordinated Multi-Commodity Market

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1 Determination of Interruptible Loa as an Ancillary Service in a Coorinate ulti-commoity arket en Wan, Yon Liu, Yi Din an Yu Xiao School of lectrical an lectronic nineerin Nanyan Technoloical University Sinapore mail: epwan@ntu.eu.s Abstract - This paper stuies the problem of the reliability-constraine eneration an ancillary service ispatch incluin interruptible loa in a spot market. An OF-base technique for simultaneous scheulin of eneration an ancillary services AS) is propose. Instea of usin the eterministic tem reserve criterion, a probabilistic reserve criterion base on the uire reliability inex is introuce an erive as reserve constraint. The reliability test tem RBTS is use to illustrate the technique. eywors: Reliability, interruptible loa, operatin reserve, ancillary services, eneration scheulin I Introuction As a result of power tem restructurin, the istinct functions of power eneration, transmission an istribution are manae by ifferent companies. In this new environment, tem reliability has been ainin increasin amount of attention ue to the reuction of tem operational marin with increasin market competition. Nowaays, all market participants want to minimize their costs or maximize their profits in eneration an ancillary service train. This uires the improve techniques for optimizin enery an ancillary service ispatch. Different techniques for enery an AS ispatch such as the erit-orer-base Dispatch, Sequential Dispatch an Joint Dispatch JD) were iscusse in []. The Linear-prorammin-base JD approach is presente [] for solvin the multi-prouct i.e. enery an AS proucts) market ispatch problem. A hybri approach which combines the sequential an JD metho was propose [2] to solve the enery an AS ispatch problem in New nlan ISO. A coorinate real-time optimal ispatch metho for unbunle electricity market was propose an a moifie -Q ecouple OF was use in this technique [3]. The sequential quaratic prorammin SQ) metho is aopte [4] to implement optimal allocation of primary reserve service in enery market. The eterministic tem reserve criteria as reliability constraint has been aopte an interruptible loa has not been consiere in these techniques. Interruptible loa ), as one of continency reserve sources, not only can reuce the operatin reserve provie by ifferent Gencos, which may sometime be expensive, but also provies an alternative mechanism to incorporate the eman-sie participation into reserve market. A security-constraine bi-clearin tem for the New Zealan Wholesale lectricity arket was presente usin avance Linear-prorammin solution metho [5]. In this market, interruptible loa biin is introuce. However, the impact of interruptible loa on the clearin prices of enery an other AS has not been investiate. The pre-etermine tem reserve uirement can not represent the effect of enerator reliability performance on tem reserve marin. For example, when the committe enerators are very reliable, it is not necessary to impose a lare tem reserve uirement. A probabilistic snnin reserve ) criterion was introuce in [6]. The problem of reliability-constraine market-clearin in pool-base electricity markets with unit commitment was aresse in this paper. The hybri operational reliability criteria efine in the paper inclues some esirable probabilistic properties of the loss of the loa an expecte loa not supplie LNS). This paper proposes an AC OF-base simultaneous auction esin for enery an ancillary services incluin interruptible loa. The formulation of the problem is presente in Section II. A probabilistic reserve criterion base on pre-uire reliability inex have been erive in section III an use as the reserve constraint in optimization problem. Sequential quaratic prorammin is employe to solve the nonlinear constraine optimization problem. The RBTS [7] is use to emonstrate the effectiveness of propose approach an the market settlement results an noal prices are analyze in Section IV. Conclusion is iven in section V. II roblem Formulation The basic problem is to simultaneously ispatch eneration an ancillary services in a ay-ahea spot market. The obective is to minimize total tem cost which inclues enery cost C, cost C, an cost consierin network security an reliability constraints. The obective function is: inc = C C ) ) = = 5th SCC, Liee, Auust 2005 Session, aper 6, ae

2 where is the number of enerators an is number of interruptible loas. Subect to the followin constraints: ower flow balance constraint: D = where = loss 2) is the active power output of enerator, D is tem active power loa, loss is tem active power loss. Transmission line capacity limits: 3) max i i where an max are actual active power flow an i i active power flow limit for the transmission line between bus i an. Bus voltae constraints: V i min max V i V i 4) min where V i V max i are lower an upper limits of voltae manitue V i at bus i. Generator capacity constraints: min max 5) where min an max are the minimum an maximum outputs of the active power for unit, is the active power output an is snnin reserve. Interruptible loa constraints: low up 6) where low is interruptible loa for loa, an are own an upper limits of respectively. up System reserve constraint: = = R where R is the uire tem reserve. For the reliable operation of a power tem, a sufficient tem reserve is uire. The eterministic reserve criteria such as the percentae of tem loa or the capacity of larest online enerator are usually use in most power markets to ispatch the eneration an AS. However, the eterministic reserve criteria can not represent the effect of eneratin unit reliability performance on reserve marin. A reliability-constraine reserve criterion is introuce an erive in the followin section to incorporate this effect. 7) 2 III Reliability-constraine reserve criterion nery an AS ispatch in an hourly market is an operation problem. The outae replacement rate ORR) of a eneratin unit is use to etermine tem reliability in the market clearin process to replace the force outae rate FOR) use in lon term tem plannin. The ORR of a eneratin unit is efine [8] as the probability that a eneratin unit fails an cannot be replace by other units urin the market settlement interval T), which is usually less than an hour. The ORR of a eneratin unit with the failure rate of λ f / hr) ) can be calculate usin the followin equation: λ ORR = e T 8) Because λ T << for one hour interval, ORR λ T = λ 9) For a -unit-tem, the probability of components bein out of service can be calculate usin the followin equation: p i ) = λ λ 0) = = where is eneratin unit inex. A reliability inex-xpecte Loa Not Supplie LNS) cause by enerator failures [8] is use to etermine the uire tem reserve. The LNS can be calculate usin the followin equation: ) LNS = D loss = = ) where is the total number of tem continency states consiere. In orer to relate the reliability inex to the reserve uirement, the LNS is moifie as the follows: ) = = ) LNS = i D loss = D loss = = ) ) = = ) ) = i D loss = = = Because = D = loss, ) LNS = = = = CA = = = 5th SCC, Liee, Auust 2005 Session, aper 6, ae 2

3 = CA = = = 2) where CA is the installe capacity of enerator. Let CA i i LNS = = = then = = CA i NLS = p i 3) Comparin equation 7) with 3), the reliability constraine reserve uirement is: R CA i NLS = = p i 4) With ifferent reliability performance, the unavailability of enerators may be ifferent. Usin the reliability-relate tem reserve inex, the reliability performance of enerators can be reflecte in market ispatch. When committe enerators are very reliable, the lower reserve marin is uire. Otherwise the hiher reserve marin is neee. IV Case stuies A computer proram has been evelope usin the propose technique. The RBTS [7] is moifie to illustrate the propose technique. The sinle line iaram of RBTS is shown in fiure. The enerators connecte to bus an bus 2 are represente by Genco an Genco 2, respectively. 20 percent of the loa at each bus is use as interruptible loa. Total tem loa is 85 W. The enerator failures up to the secon orer are consiere in the reliability calculation. The uire LNS is assume to be LNS = 0. 2W. All the cost functions such as the enery, an are assume to be quaratic equations. The coefficients of these equations are shown in Table. A, B an C in the table are coefficients of quaratic term, linear term an constant term of a quaratic equation, respectively. Case : The eterministic tem reserve constraint is use in this case. The reserve marin is set as 25 percent of total tem loa. The snnin reserve is the only ancillary service commoity. The tem loss is 4.62 W. The market settlement results are liste in Table 2. The enery price $/Wh) at each bus an the prices for each Genco are shown in Table 3., 3 Fiure : Sinle line iaram of RBTS Cost functions A B C C Genco CGenco CGenco CGenco Table : Coefficients of Biin Functions Generation W) W) Genco Genco2 Genco Genco Table 2: arket Settlement Results Case ) Bus nery$/wh) Genco $/Wh) Table 3: nery an rices Case ) Case 2: The eterministic tem reserve constraint is the same as that use in case. Both the an are selecte as ancillary service commoities. The tem 5th SCC, Liee, Auust 2005 Session, aper 6, ae 3

4 loss is 4.66 W. The market settlement results are liste in Table 4. The noal enery price, an prices are shown in table 5. The noal enery prices for case an case 2 are shown in fiure 2 for the comparison. Generation W) W) W) Genco Genco2 Genco Genco Table 4: arket Settlement Results Case 2) Bus nery$/wh) $/Wh) NA Genco $/Wh) Table 5: nery, an rices Case 2) rice$/w) Noal nery rice Bus Case Case 2 Fiure 2: Noal nery rices for Cases an 2 It can be seen from the results that the noal enery prices except at bus 2) an price at bus are reuce after consierin s. The market is re-ispatche. The output of Genco is reuce by W an the output of Genco 2 increases W. The enery price at bus 2 increases slihtly. Althouh the price of Genco 2 is even cheaper than the price of at bus 2, it cannot provie all the reserve ue to its capacity limit. Because the biin price of Genco is the most expensive amon the reserve market participants, the reserve provie by Genco ecreases ramatically with the biin. Case 3: In this case, the reliability-constraine tem reserve uirement is use. Both an are use as AS commoities. The reliability ata [7] are use to etermine the reserve constraint. LNS = 0. 2W. The tem loss is 4.72 W. The market settlement results are liste in table 6. The noal enery prices, an prices are shown in table 7. 4 Generation W) W) Genco Genco Table 6: arket Settlement Results case 3) Bus nery$/wh) $/Wh) NA Genco $/Wh) Table 7: nery, an rices Case 3) It can be seen from table 6 that no is uire ue to the cheep. Case 4: In this case, the failure rates of all enerators are ouble from their values in [7]. LNS = 0. 2W. The reliability-constraine tem reserve uirement is etermine. Both the an are AS commoities. The market settlement results are liste in table 8. The tem loss is 4.63 W. The noal enery price $/W), an prices are shown in table 9. Generation W) W) W) Genco Genco2 Genco Genco Table 8: arket Settlement Results for Case 4 Bus nery$/wh) $/Wh) NA Genco $/Wh) Table 9: nery, an rices for Case 4 The noal enery prices of cases 3 an 4 are shown in fiure 3. 5th SCC, Liee, Auust 2005 Session, aper 6, ae 4

5 rice$/w) Noal nery rice Bus Fiure 3: Noal nery rice for Cases 3 an 4 Case 3 Case 4 Compare with those obtaine in case 3, both an are uire for the specifie LNS. The noal enery prices except at bus 2), an prices increase ue less reliable enerators. The sliht ecrease of the enery price at bus 2 is ue the reistribution between enery an reserve. [3] X. Wan, Y. Son, an Q. Lu, A coorinate real-time optimal ispatch metho for unbunle electricity markets, I Trans. ower Syst., vol 7, pp , ay [4]. A. apaoiannis an N. D. Hatziayriou, Optimal allocation of primary reserve services in enery markets, I Trans. ower Syst., vol 9, pp , Feb [5] T. Alvey, D. Goowin, X. a, D. Streiffert, an D. Sun, A security-constraine bi-clearin tem for the New Zealan wholesale electricity market, I Trans. ower Syst., vol 3, pp , ay 998. [6] F. Bouffar an F. D. Galiana, An electricity market with a probabilistic snnin reserve criterion, I Trans. ower Syst., vol 9, pp , Feb [7] R. Billinton, et al A reliability test tem for eucation purposes basic ata, I Trans. ower Syst., vol 4, pp , Au [8] R. Billinton, an R.N. Allan, Reliability evaluation of power tems, 2 n e, New York: lenum, 996 [9] F.C.Schweppe, et al Spot pricin of electricity, luwer Acaemic ublishers, 988 The numerical results show that the reliability-relate reserve inex can reflect the impact of enerators reliability performance on tem reserve uirement. With ifferent value of LNS an ifferent reliability ata of enerators, the ifferent tem reserve is uire. Therefore, reliable enerators uire small tem operational marin, while less reliable enerators uire more tem reserve for power tem reliable operation. V Conclusions This paper proposes an AC OF-base simultaneous auction esin for enery an ancillary services. The interruptible loa as an ancillary service has been consiere in the market train. Numerical results emonstrate that the noal enery price an snnin reserve price are reuce with incluin biin in market train. Instea of usin the eterministic tem reserve criterion, reliability-constraine reserve uirement is introuce an etermine usin reliability evaluation technique. The results also show that the reliability performance of enerators has lare impact on tem reserve uirement. References [] X. a, D. Sun, an. Cheun, nery an reserve ispatch in a multi-zone electricity market, I Trans. ower Syst., vol 4, pp , Au [2]. Cheun,. Shamsollahi, D. Sun, J. illian, an. otishnak, nery an ancillary service ispatch for the interim ISO New nlan electricity market, I Trans. ower Syst., vol 5, pp , Au th SCC, Liee, Auust 2005 Session, aper 6, ae 5