Reliability constrained multi-area adequacy planning using stochastic programming with sample-average approximations

IEEE Transactions on Power Systems

Volumn 23, Issue 2, 2008, Pages 504-513

  Jirutitijaroen, Panida ^a   Singh, Chanan ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b Texas AandM University   (United States)

Author keywords

Latin hypercube sampling; Monte Carlo sampling; Multi area power system; Power system optimization; Reliability; Sample average approximation; Stochastic programming; Two stage recourse model

Indexed keywords

ALGORITHMS; ELECTRIC LINES; ELECTRIC POWER GENERATION; INTEGER PROGRAMMING; MONTE CARLO METHODS; OPTIMIZATION; SAMPLING; STOCHASTIC PROGRAMMING;

LATIN HYPERCUBE SAMPLING; MONTE CARLO SAMPLING; MULTI-AREA POWER SYSTEM; POWER SYSTEM OPTIMIZATION; SAMPLE-AVERAGE APPROXIMATION; TWO-STAGE RECOURSE MODEL;

ELECTRIC POWER SYSTEMS;

EID: 43849088797     PISSN: 08858950     EISSN: None     Source Type: Journal    
DOI: 10.1109/TPWRS.2008.919422     Document Type: Article

References (22)

1. J. T. Linderoth, A. Shapiro, and S. J. Wright, "The empirical behavior of sampling methods for stochastic programming," Ann. Oper. Res., vol. 142, pp. 219-245, 2006.
2. P. Jirutitijaroen and C. Singh, "Multi-Area generation adequacy planning using stochastic programming," in Proc. 2006 IEEE Power Eng. Soc. Power Systems Conf. Expo., Atlanta, GA, Oct. 2006.
3. P. Jirutitijaroen and C. Singh, "Reliability and cost trade-off in multi-area power system generation expansion using dynamic programming and global decomposition," IEEE Trans. Power Syst., vol. 21, no. 3, pp. 1432-1441, Aug. 2006.
4. S. Kannan, S. M. R. Slochanal, and N. P. Padhy, "Application and comparison of metaheuristic techniques to generation expansion planning problem," IEEE Trans. Power Syst., vol. 20, no. 1, pp. 466-475, Feb. 2005.
5. N. S. Rau and F. Zeng, "Adequacy and responsibility of locational generation and transmission - Optimization procedure," IEEE Trans. Power Syst., vol. 19, no. 4, pp. 2093-2101, Nov. 2004.
6. A. A. Chowdhury et al., "Assessing mid-continent area power pool capacity adequacy including transmission limitations," in Proc. 8th Int. Conf. Probabilistic Methods Applied to Power Systems, Ames, IA, Sep. 2004.
7. N. Samaaan, "Reliability assessment of electric power systems using genetic algorithms," Ph.D. dissertation, A&M Univ., College Station, TX, 2004.
8. B. Verweij, S. Ahmed, A. J. Kleywegt, G. Nemhauser, and A. Shapiro, "The sample average approximation method applied to stochastic routing problems: A computational study." Comput. Optim. Appl., vol. 24, pp. 289-333, 2003.
9. L. Lawton, M. Sullivan, K. V. Liere, A. Katz, and J. Eto, A Framework, and Review of Customer Outage Costs: Integration and Analysis of Electric Utility Outage Cost Surveys, Lawrence Berkeley National Laboratory, 2003. [Online]. Available: Http://repositories.cdlib.org/ lbnl/LBNL-54365.
10. H. M. Khodr et al., "A linear programming methodology for the optimization of electric power-generation schemes," IEEE Trans. Power Syst., vol. 17, no. 3, pp. 864-869, Aug. 2002.
11. H. T. Firmo and L. F. L. Legey, "Generation expansion planning: An iterative genetic algorithm approach," IEEE Trans. Power Syst., vol. 17, no. 3, pp. 901-906, Aug. 2002.
12. W. K. Mak, D. P. Morton, and R. K. Wood, "Monte Carlo bounding techniques for determining solution quality in stochastic programs," Oper. Res. Lett., vol. 24, pp. 47-56, 1999.
13. A. D. Patton, C. Singh, and D. G. Robinson, The Impact of Restructuring Policy Changes on Power Grid Reliability, Sandia Natioal Laboratories, Albuquerque, NM, 1998, Final Rep. SAND98-2178.
14. J. R. Birge and F. Louveaux, Introduction to Stochastic Programming 1st ed. Belmont, CA: Duxbury, 1997.
15. J. Zhu and M. Chow "A review of emerging techniques on generation expansion planning," IEEE Trans. Power Syst., vol. 12, no. 4, pp. 1722-1728, Nov. 1997.
16. J. Mitra and C. Singh, "Pruning and simulation for determination of frequency and duration indices of composite power systems," IEEE Trans. Power Syst., pp. 471-479, Feb. 1997.
17. J. L. Higle and S. Sen, Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming. Dordrect, The Netherlands: Kluwer, 1996.
18. G. Infanger. Planning Under Uncertainty: Solving Large-Scale Stochastic Linear Programs. Danvers, MA: Boyd & Fraser, 1993.
19. S. Sung, "Multi-area power system reliability modeling," Ph.D. dissertation, Texas A & M Univ., College Station, TX, 1992.
20. A. Lago-Gonzales and C. Singh, "The extended decomposition - Simulation approach for multi-area reliability calculations," IEEE Trans. Power Syst., vol. 5, no. 3, pp. 864-869, Aug. 1990.
21. M. D. McKay, R. J. Beckman, and W. J. Conover, "A comparison of three methods for selecting values of input variables in the analysis of output from a computer code," Technometrics, vol. 21, pp. 239-245, 1979.
22. L. L. Garver, "Effective load carrying capability of generating units," IEEE Trans. Power App. Syst., vol. PAS-85, no. 8, pp. 910-919, Aug. 1966.