IDEAS home Printed from https://ideas.repec.org/a/eee/energy/v122y2017icp182-193.html
   My bibliography  Save this article

Evaluating the effectiveness of mixed-integer linear programming for day-ahead hydro-thermal self-scheduling considering price uncertainty and forced outage rate

Author

Listed:
  • Esmaeily, Ali
  • Ahmadi, Abdollah
  • Raeisi, Fatima
  • Ahmadi, Mohammad Reza
  • Esmaeel Nezhad, Ali
  • Janghorbani, Mohammadreza

Abstract

A new optimization framework based on MILP model is introduced in the paper for the problem of stochastic self-scheduling of hydrothermal units known as HTSS Problem implemented in a joint energy and reserve electricity market with day-ahead mechanism. The proposed MILP framework includes some practical constraints such as the cost due to valve-loading effect, the limit due to DRR and also multi-POZs, which have been less investigated in electricity market models. For the sake of more accuracy, for hydro generating units’ model, multi performance curves are also used. The problem proposed in this paper is formulated using a model on the basis of a stochastic optimization technique while the objective function is maximizing the expected profit utilizing MILP technique. The suggested stochastic self-scheduling model employs the price forecast error in order to take into account the uncertainty due to price. Besides, LMCS is combined with roulette wheel mechanism so that the scenarios corresponding to the non-spinning reserve price and spinning reserve price as well as the energy price at each hour of the scheduling are generated. Finally, the IEEE 118-bus power system is used to indicate the performance and the efficiency of the suggested technique.

Suggested Citation

  • Esmaeily, Ali & Ahmadi, Abdollah & Raeisi, Fatima & Ahmadi, Mohammad Reza & Esmaeel Nezhad, Ali & Janghorbani, Mohammadreza, 2017. "Evaluating the effectiveness of mixed-integer linear programming for day-ahead hydro-thermal self-scheduling considering price uncertainty and forced outage rate," Energy, Elsevier, vol. 122(C), pages 182-193.
    • Handle: RePEc:eee:energy:v:122:y:2017:i:c:p:182-193
    DOI: 10.1016/j.energy.2017.01.089
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0360544217300890
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.energy.2017.01.089?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Reza Norouzi, Mohammad & Ahmadi, Abdollah & Esmaeel Nezhad, Ali & Ghaedi, Amir, 2014. "Mixed integer programming of multi-objective security-constrained hydro/thermal unit commitment," Renewable and Sustainable Energy Reviews, Elsevier, vol. 29(C), pages 911-923.
    2. Karami, M. & Shayanfar, H.A. & Aghaei, J. & Ahmadi, A., 2013. "Scenario-based security-constrained hydrothermal coordination with volatile wind power generation," Renewable and Sustainable Energy Reviews, Elsevier, vol. 28(C), pages 726-737.
    3. Aghaei, J. & Shayanfar, H.A. & Amjady, N., 2009. "Joint market clearing in a stochastic framework considering power system security," Applied Energy, Elsevier, vol. 86(9), pages 1675-1682, September.
    4. Dubey, Hari Mohan & Pandit, Manjaree & Panigrahi, B.K., 2016. "Hydro-thermal-wind scheduling employing novel ant lion optimization technique with composite ranking index," Renewable Energy, Elsevier, vol. 99(C), pages 18-34.
    5. Tuohy, Aidan & Meibom, Peter & Denny, Eleanor & O'Malley, Mark, 2009. "Unit commitment for systems with significant wind penetration," MPRA Paper 34849, University Library of Munich, Germany.
    6. Heydarian-Forushani, E. & Golshan, M.E.H. & Shafie-khah, M., 2015. "Flexible security-constrained scheduling of wind power enabling time of use pricing scheme," Energy, Elsevier, vol. 90(P2), pages 1887-1900.
    7. Moghimi Ghadikolaei, Hadi & Ahmadi, Abdollah & Aghaei, Jamshid & Najafi, Meysam, 2012. "Risk constrained self-scheduling of hydro/wind units for short term electricity markets considering intermittency and uncertainty," Renewable and Sustainable Energy Reviews, Elsevier, vol. 16(7), pages 4734-4743.
    8. Meng, Anbo & Hu, Hanwu & Yin, Hao & Peng, Xiangang & Guo, Zhuangzhi, 2015. "Crisscross optimization algorithm for large-scale dynamic economic dispatch problem with valve-point effects," Energy, Elsevier, vol. 93(P2), pages 2175-2190.
    9. Zheng, J.H. & Chen, J.J. & Wu, Q.H. & Jing, Z.X., 2015. "Reliability constrained unit commitment with combined hydro and thermal generation embedded using self-learning group search optimizer," Energy, Elsevier, vol. 81(C), pages 245-254.
    10. Zhang, Jingrui & Tang, Qinghui & Chen, Yalin & Lin, Shuang, 2016. "A hybrid particle swarm optimization with small population size to solve the optimal short-term hydro-thermal unit commitment problem," Energy, Elsevier, vol. 109(C), pages 765-780.
    11. Nguyen, Thang Trung & Vo, Dieu Ngoc & Truong, Anh Viet, 2014. "Cuckoo search algorithm for short-term hydrothermal scheduling," Applied Energy, Elsevier, vol. 132(C), pages 276-287.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jiefeng Duan & Zhiqiang Jiang, 2022. "Joint Scheduling Optimization of a Short-Term Hydrothermal Power System Based on an Elite Collaborative Search Algorithm," Energies, MDPI, vol. 15(13), pages 1-18, June.
    2. Zhong, Zhiming & Fan, Neng & Wu, Lei, 2023. "A hybrid robust-stochastic optimization approach for day-ahead scheduling of cascaded hydroelectric system in restructured electricity market," European Journal of Operational Research, Elsevier, vol. 306(2), pages 909-926.
    3. Umut Ugurlu & Oktay Tas & Aycan Kaya & Ilkay Oksuz, 2018. "The Financial Effect of the Electricity Price Forecasts’ Inaccuracy on a Hydro-Based Generation Company," Energies, MDPI, vol. 11(8), pages 1-19, August.
    4. Tae-Woo Kim & Yenjae Chang & Dae-Wook Kim & Man-Keun Kim, 2020. "Preventive Maintenance and Forced Outages in Power Plants in Korea," Energies, MDPI, vol. 13(14), pages 1-12, July.
    5. Liu, Shuangquan & Xie, Mengfei, 2020. "Modeling the daily generation schedules in under-developed electricity markets with high-share renewables: A case study of Yunnan in China," Energy, Elsevier, vol. 201(C).
    6. Dong, Weijie & He, Guoqing & Cui, Quansheng & Sun, Wenwen & Hu, Zhenlong & Ahli raad, Erfan, 2022. "Self-scheduling of a novel hybrid GTSOFC unit in day-ahead energy and spinning reserve markets within ancillary services using a novel energy storage," Energy, Elsevier, vol. 239(PE).
    7. Zhongkai Feng & Wenjing Niu & Sen Wang & Chuntian Cheng & Zhenguo Song, 2019. "Mixed Integer Linear Programming Model for Peak Operation of Gas-Fired Generating Units with Disjoint-Prohibited Operating Zones," Energies, MDPI, vol. 12(11), pages 1-17, June.
    8. Razavi, Seyed-Ehsan & Esmaeel Nezhad, Ali & Mavalizadeh, Hani & Raeisi, Fatima & Ahmadi, Abdollah, 2018. "Robust hydrothermal unit commitment: A mixed-integer linear framework," Energy, Elsevier, vol. 165(PB), pages 593-602.
    9. Hassan Shokouhandeh & Mehrdad Ahmadi Kamarposhti & Ilhami Colak & Kei Eguchi, 2021. "Unit Commitment for Power Generation Systems Based on Prices in Smart Grid Environment Considering Uncertainty," Sustainability, MDPI, vol. 13(18), pages 1-13, September.
    10. Iram Parvez & Jianjian Shen & Ishitaq Hassan & Nannan Zhang, 2021. "Generation of Hydro Energy by Using Data Mining Algorithm for Cascaded Hydropower Plant," Energies, MDPI, vol. 14(2), pages 1-28, January.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Nosratabadi, Seyyed Mostafa & Hooshmand, Rahmat-Allah & Gholipour, Eskandar, 2017. "A comprehensive review on microgrid and virtual power plant concepts employed for distributed energy resources scheduling in power systems," Renewable and Sustainable Energy Reviews, Elsevier, vol. 67(C), pages 341-363.
    2. Yin, Hao & Wu, Fei & Meng, Xin & Lin, Yicheng & Fan, Jingmin & Meng, Anbo, 2020. "Crisscross optimization based short-term hydrothermal generation scheduling with cascaded reservoirs," Energy, Elsevier, vol. 203(C).
    3. Tabandeh, Abbas & Abdollahi, Amir & Rashidinejad, Masoud, 2016. "Reliability constrained congestion management with uncertain negawatt demand response firms considering repairable advanced metering infrastructures," Energy, Elsevier, vol. 104(C), pages 213-228.
    4. Ming, Bo & Liu, Pan & Guo, Shenglian & Cheng, Lei & Zhou, Yanlai & Gao, Shida & Li, He, 2018. "Robust hydroelectric unit commitment considering integration of large-scale photovoltaic power: A case study in China," Applied Energy, Elsevier, vol. 228(C), pages 1341-1352.
    5. Aghaei, Jamshid & Nikoobakht, Ahmad & Siano, Pierluigi & Nayeripour, Majid & Heidari, Alireza & Mardaneh, Mohammad, 2016. "Exploring the reliability effects on the short term AC security-constrained unit commitment: A stochastic evaluation," Energy, Elsevier, vol. 114(C), pages 1016-1032.
    6. Khan, Komal S. & Tariq, Muhammad, 2018. "Wind resource assessment using SODAR and meteorological mast – A case study of Pakistan," Renewable and Sustainable Energy Reviews, Elsevier, vol. 81(P2), pages 2443-2449.
    7. Margaret Amutha, W. & Rajini, V., 2015. "Techno-economic evaluation of various hybrid power systems for rural telecom," Renewable and Sustainable Energy Reviews, Elsevier, vol. 43(C), pages 553-561.
    8. Heydarian-Forushani, E. & Golshan, M.E.H. & Shafie-khah, M., 2015. "Flexible security-constrained scheduling of wind power enabling time of use pricing scheme," Energy, Elsevier, vol. 90(P2), pages 1887-1900.
    9. Hossain, Md Maruf & Ali, Mohd. Hasan, 2015. "Future research directions for the wind turbine generator system," Renewable and Sustainable Energy Reviews, Elsevier, vol. 49(C), pages 481-489.
    10. Sarimuthu, Charles R. & Ramachandaramurthy, Vigna K. & Agileswari, K.R. & Mokhlis, Hazlie, 2016. "A review on voltage control methods using on-load tap changer transformers for networks with renewable energy sources," Renewable and Sustainable Energy Reviews, Elsevier, vol. 62(C), pages 1154-1161.
    11. Tang, Xiongmin & Li, Zhengshuo & Xu, Xuancong & Zeng, Zhijun & Jiang, Tianhong & Fang, Wenrui & Meng, Anbo, 2022. "Multi-objective economic emission dispatch based on an extended crisscross search optimization algorithm," Energy, Elsevier, vol. 244(PA).
    12. Razavi, Seyed-Ehsan & Esmaeel Nezhad, Ali & Mavalizadeh, Hani & Raeisi, Fatima & Ahmadi, Abdollah, 2018. "Robust hydrothermal unit commitment: A mixed-integer linear framework," Energy, Elsevier, vol. 165(PB), pages 593-602.
    13. Zhang, Jingrui & Lin, Shuang & Liu, Houde & Chen, Yalin & Zhu, Mingcheng & Xu, Yinliang, 2017. "A small-population based parallel differential evolution algorithm for short-term hydrothermal scheduling problem considering power flow constraints," Energy, Elsevier, vol. 123(C), pages 538-554.
    14. Surroop, Dinesh & Raghoo, Pravesh, 2017. "Energy landscape in Mauritius," Renewable and Sustainable Energy Reviews, Elsevier, vol. 73(C), pages 688-694.
    15. Moghimi Ghadikolaei, Hadi & Ahmadi, Abdollah & Aghaei, Jamshid & Najafi, Meysam, 2012. "Risk constrained self-scheduling of hydro/wind units for short term electricity markets considering intermittency and uncertainty," Renewable and Sustainable Energy Reviews, Elsevier, vol. 16(7), pages 4734-4743.
    16. Singh, Vineet Kumar & Singal, S.K., 2017. "Operation of hydro power plants-a review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 69(C), pages 610-619.
    17. Shen, Jianjian & Cheng, Chuntian & Wang, Sen & Yuan, Xiaoye & Sun, Lifei & Zhang, Jun, 2020. "Multiobjective optimal operations for an interprovincial hydropower system considering peak-shaving demands," Renewable and Sustainable Energy Reviews, Elsevier, vol. 120(C).
    18. Ahmadi, Abdollah & Charwand, Mansour & Siano, Pierluigi & Nezhad, Ali Esmaeel & Sarno, Debora & Gitizadeh, Mohsen & Raeisi, Fatima, 2016. "A novel two-stage stochastic programming model for uncertainty characterization in short-term optimal strategy for a distribution company," Energy, Elsevier, vol. 117(P1), pages 1-9.
    19. Després, Jacques & Hadjsaid, Nouredine & Criqui, Patrick & Noirot, Isabelle, 2015. "Modelling the impacts of variable renewable sources on the power sector: Reconsidering the typology of energy modelling tools," Energy, Elsevier, vol. 80(C), pages 486-495.
    20. Vithayasrichareon, Peerapat & MacGill, Iain F., 2013. "Assessing the value of wind generation in future carbon constrained electricity industries," Energy Policy, Elsevier, vol. 53(C), pages 400-412.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:energy:v:122:y:2017:i:c:p:182-193. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/energy .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.