Reliability Constrained Multi-Area Adequacy Planning Using Stochastic Programming With Sample-Average Approximations
Reliability Constrained Multi-Area Adequacy Planning Using Stochastic Programming With Sample-Average Approximations
复制标题
DOI：
10.1109/pes.2008.4596575
复制
发表时间：
2008-07
影响因子：
6.6
通讯作者：
P. Jirutitijaroen;C. Singh
中科院分区：
文献类型：
--
作者：
P. Jirutitijaroen;C. Singh
提出了一种考虑系统可靠性的发输电线路扩展规划问题的混合整数随机规划方法。通过最优解实现了良好的系统可靠性和成本折衷。该问题被描述为一个两阶段补偿模型，其中考虑了区域发电、输电线路和区域负荷的随机不确定性。该问题中使用的可靠性指标是负荷损失的预期成本，因为该指标包含了负荷损失的持续时间和大小。其目标是使第一阶段的扩建成本最小，第二阶段的运营成本和负荷损失的预期成本最小。由于大型电力系统中系统状态(场景)的数量呈指数级增长，直接应用L型算法似乎是不现实的。因此，负荷损失的预期成本仅通过考虑抽样场景来近似，并在优化中进行评估。估计的目标值称为实际期望值的样本平均近似(SAA)。本文实现了蒙特卡罗抽样和拉丁超立方抽样技术。讨论了上界和下界的可信区间。将该方法应用于一个实际的12区电力系统的电源扩展规划和输电线路扩展规划。
This paper proposes a mixed-integer stochastic programming approach to the solution of generation and transmission line expansion planning problem including consideration of system reliability. Favorable system reliability and cost trade off is achieved by the optimal solution. The problem is formulated as a two-stage recourse model where random uncertainties in area generation, transmission lines, and area loads are considered. Reliability index used in this problem is expected cost of load loss as this index incorporates duration and magnitude of load loss. The objective is to minimize the expansion cost in the first stage and the operation and expected cost of load loss in the second stage. Due to exponentially large number of system states (scenarios) in large power systems, direct application of the L-shaped algorithm seems impractical. The expected cost of load loss is therefore approximated by considering only sampled scenarios and evaluated in the optimization. The estimated objective value is called sample-average approximation (SAA) of the actual expected value. In this paper, Monte Carlo sampling and Latin hypercube sampling techniques are implemented. Confidence intervals of upper and lower bound are discussed. The method is implemented to an actual 12-area power system for generation expansion planning and transmission line expansion planning.