Systematic Modeling and SymbolicallyAssisted Simulation of Power Systems

Hiskens, I.A.; Sokolowski, P.J.

Author Affiliation: University of Illinois at Urbana-Champaign,IL; The University of Newcastle, Australia

Abstract: Large disturbance behavior of power systems often in-volves complex interactions between continuous dynamics and discreteevents. Such behavior can be captured in a systematic way by a modelthat consists of differential, switched algebraic, and state-reset (DSAR)equations. The paper presents a practical object-oriented approach to im-plementing the DSAR model. Each component of a system can be mod-eled autonomously. Connections between components are establishedby simple algebraic equations. Simulation of the model using numeri-cally robust implicit integration requires the generation of partial deriva-tives. The object-oriented model structure allows this differentiation tobe achieved symbolically without sacrificing simulation speed.

Keywords: Dynamic modeling, simulation, hybrid systems.Preprint Order Number: PE-015PRS (02-2001)

Linear Complementarity Models of Nash-CournotCompetition in Bilateral and POOLCO Power Markets

Hobbs, B.F.

Author Affiliation: The Johns Hopkins University, Baltimore, MDAbstract: Two Coumot models of imperfect competition among elec-

tricity producers are formulated as mixed linear complementarity prob-lems (LCPs), and a simple example is presented to illustrate theirapplication. The two models simulate bilateral markets. The models in-clude a congestion pricing scheme for transmission, but other transmissionpricing approaches can also be represented in this framework. The twomodels differ from each other in that one has no arbitrage between nodesof the network, while in the other model arbitragers erase anynoncost-based differences in price. The latter bilateral model tums out tobe equivalent to a Coumot model of a POOLCO. The models differ fromother Coumot market models in that they include both of Kirchhoff's lawsvia a dc approximation, can include arbitragers, possess unique solutions,and are readily solved by efficient LCP algorithms. The key assumptionthat permits their formulation as LCPs is that each producer naively as-sumes that its output will not affect transmission prices.

Keywords: Electricity competition, electricity generation, marketmodels, strategic pricing, complementarity, Cournot.

Preprint Order Number: PE-033PRS (02-2001)Discussion Deadline: July 2001

Coordinating Fuel Inventory and ElectricPower Generation Under Uncertainty

Takriti, S.; Supatgiat, C.; Wu, L.S-Y.

Author Affiliation: IBM Thomas J. Watson Research Center,Yorktown Heights, NY; University of Michigan, Ann Arbor, MI

Abstract: We discuss the problem of hedging between the naturalgas and electric power markets. Based on multiple forecasts for naturalgas prices, natural gas demand, and electricity prices, a stochastic opti-mization model advises a decision maker on when to buy or sell naturalgas and when to transform gas into electricity. For relatively smallmodels, branch-and-bound solves the problem to optimality. Largermodels are solved using Benders decomposition and Lagrangian relax-ation. We apply our approach to the system of an electric utility andsucceed in solving problems with 50,000 binary variables in less thanfour min to within 1.16% of the optimal value.

Keywords: Benders decomposition, branch-and-bound,Lagrangian relaxation, spark spread, stochastic programming, unitcommitment.

Preprint Order Number: PE-206PRS (02-2001)Discussion Deadline: July 2001

Power System Dynamnic Performance

Integration of a StatCom and Battery Energy Storage

Yang, Z.; Shen, C.; Zhang, L.; Crow, M.L.; Atcitty, S.

Author Affiliation: University of Missouri-Rolla, Rolla, MO;Sandia National Laboratories, Albuquerque, NM

Abstract: The integration of an energy storage system, such as bat-tery energy storage (BESS), into a FACTS device can provide dynamicdecentralized active power capabilities and much-needed flexibility formitigating transmission level power flow problems. This paper will in-troduce an integrated static synchronous compensator (StatCom)/BESSfor the improvement of dynamic and transient stability and transmissioncapability, compare the performance of the different FACTS/BESScombinations, and provide experimental verification of the proposedcontrols on a scaled StatCom/BESS system.

Keywords: FACTS, battery energy storage, power system dynamicstability, control system synthesis.

Preprint Order Number: PE-317PRS (02-2001)

Power System Operations

Power System Security Enhancementby OPF with Phase Shifter

Momoh, J.A.; Zhu, J.Z.; Bowell, G.D.; Hoffman, S.

Author Affiliation: Howard University, Washington, DC; ComEDAbstract: This paper presents an integrated optimal power flow

(OPF) with phase shifter approach to enhance power system security.The general OPF calculations are hourly based and the control variablesof OPF are continuous. The calculations of phase shifter are daily based,however, and the variables related to phase shifter are discrete. There-fore, the general OPF cannot be directly used to solve this problem. Thepaper develops the rule-based OPF with phase shifter scheme to bridgethe problems. In order to effectively alleviate the line overloads, theranking of phase shifter locations is conducted based on contingencyanalysis and sensitivity analysis. The best phase shifter sites are identi-fied and selected into a rule-based system accordingly. The handshakingprocedure between the adjustment of the selected phase shifters and OPFcalculation is proposed using a rule-based method. The hourly basedOPF problem is solved by the extended quadratic interior point method.The IEEE 30-bus system is used to test the proposed scheme.

Keywords: Security, line overloads, phase shifter, optimal powerflow, sensitivity analysis, rule-based method.

Preprint Order Number: PE-155PRS (02-2001)

Discovering Price-Load Relationshipsin California's Electricity Market

Vucetie, S.; Tomsovic, K.; Obradovic, Z.

Author Affiliation: Washington State University, WA; TempleUniversity, Philadelphia, PA

Abstract: This paper reports on characterizing recent price behav-ior in the Califomia electricity market. Market participants-that is,producers, consumers, and traders are highly motivated by the poten-tial for profits to develop strategies to explore-and exploit-the limitsof system operation. These strategies should be reflected in the marketas different price to load relationships. We show that a number of re-gimes, i.e., characteristic behaviors, exist in the price time series andprovide a brief analysis of each regime. Knowledge of the number ofregimes, their characteristics, and switching dynamics allows insightinto the market and power system performance.

Keywords: Deregulation, electricity market, power industry,power system economics, time series, price prediction.

Preprint Order Number: PE-125PRS (02-2001)

IEEE Power Engineering Review, May 2001 63