Two-Stage Stochastic Programming Model for Market Clearing With Contingencies
Two-Stage Stochastic Programming Model for Market Clearing With Contingencies
复制标题
DOI：
10.1109/tpwrs.2009.2023267
复制
发表时间：
2009-07
影响因子：
6.6
通讯作者：
A. Sarić;F. Murphy;A. Soyster;A. Stanković
中科院分区：
文献类型：
--
作者：
A. Sarić;F. Murphy;A. Soyster;A. Stanković
Planning for contingencies typically results in the use of more expensive facilities before disruptions. It leads to different prices and energy availability at various network locations depending on how the contingency analysis is performed. In this paper we present a two-stage stochastic programming model for incorporating contingencies. The model is computationally demanding, and made tractable by using an interior-point log-barrier method coupled with Benders decomposition. The second-stage optimal recourse function (RF) defines the most economically efficient actions in the post-contingency state for returning the system back to normal operating conditions. The approach is illustrated with for two examples: small (with 8 buses/11 branches) and IEEE medium-scale (with 300 buses/411 branches).
