Abstract

This paper presents a dynamic economic dispatch (DED) model with large-scale wind power penetration. The uncertainties induced by generation forced outages, wind speed and load forecast errors are taken into consideration. In order to cater for any possible unexpected generation deficit, the spinning reserve constraints based on system risk are introduced. The study is aimed to schedule wind-powered and thermal generation under the condition of satisfying risk threshold and other technical constraints. With the assumption of normal distributions of wind speed and load forecast errors, the probabilistic constraints will be converted into deterministic inequality constraints. The DED issue modeled in the paper is solved by a nonlinear primal-dual interior-point (IP) method. A 10-generator system with one wind farm is tested to validate the effectiveness of the proposed model and method; analysis is also conducted to investigate the effect factors of the DED problem. Copyright © 2010 John Wiley & Sons, Ltd.

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