Details
| Original language | English |
|---|---|
| Article number | 1940001 |
| Pages (from-to) | 1940001-1 - 1940001-20 |
| Number of pages | 20 |
| Journal | International Journal of Modeling, Simulation, and Scientific Computing |
| Volume | 10 |
| Issue number | 2 |
| Early online date | 25 Jul 2018 |
| Publication status | Published - 1 Apr 2019 |
Abstract
A mixed integer linear programming (MILP) approach for the joint simulation of electric control reserve and electricity wholesale markets is presented. This generation dispatch model extends an existing integrated grid and electricity market (IGEM) model covering the Continental European electric power system. By explicitly incorporating the markets for primary and secondary control reserves (PCR and SCR), the model can reproduce the decisions of generating unit operators on which markets get involved. Besides, the introduction of the integrality conditions allows considering start-up costs and the calculus of generating units to pass through the economically unattractive periods with low or even negative prices in order to avoid another start-up. Since this model is too large to be solved with common MILP solvers for the intended simulation time of one year, temporal and geographical interdependencies are used to solve it heuristically. The heuristic therefore splits the model into various sub-problems so that on the one hand, the number of variables, especially of integer variables, per sub-problem is reduced significantly and on the other hand, the relevant interdependencies remain considered. The heuristic is evaluated in terms of accuracy and computation time by means of two case studies. Both case studies show satisfactory accuracy and significant advantages in computation time.
Keywords
- Mixed-integer linear programming, rolling horizon heuristic, unit commitment
ASJC Scopus subject areas
- Mathematics(all)
- Modelling and Simulation
- Computer Science(all)
- Computer Science Applications
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In: International Journal of Modeling, Simulation, and Scientific Computing, Vol. 10, No. 2, 1940001, 01.04.2019, p. 1940001-1 - 1940001-20.
Research output: Contribution to journal › Article › Research › peer review
}
TY - JOUR
T1 - Heuristic solution of a joint electric control reserve and wholesale market model
AU - Breithaupt, Timo Jens
AU - Leveringhaus, Thomas
AU - Hofmann, Lutz
N1 - Publisher Copyright: © 2019 World Scientific Publishing Company. Copyright: Copyright 2019 Elsevier B.V., All rights reserved.
PY - 2019/4/1
Y1 - 2019/4/1
N2 - A mixed integer linear programming (MILP) approach for the joint simulation of electric control reserve and electricity wholesale markets is presented. This generation dispatch model extends an existing integrated grid and electricity market (IGEM) model covering the Continental European electric power system. By explicitly incorporating the markets for primary and secondary control reserves (PCR and SCR), the model can reproduce the decisions of generating unit operators on which markets get involved. Besides, the introduction of the integrality conditions allows considering start-up costs and the calculus of generating units to pass through the economically unattractive periods with low or even negative prices in order to avoid another start-up. Since this model is too large to be solved with common MILP solvers for the intended simulation time of one year, temporal and geographical interdependencies are used to solve it heuristically. The heuristic therefore splits the model into various sub-problems so that on the one hand, the number of variables, especially of integer variables, per sub-problem is reduced significantly and on the other hand, the relevant interdependencies remain considered. The heuristic is evaluated in terms of accuracy and computation time by means of two case studies. Both case studies show satisfactory accuracy and significant advantages in computation time.
AB - A mixed integer linear programming (MILP) approach for the joint simulation of electric control reserve and electricity wholesale markets is presented. This generation dispatch model extends an existing integrated grid and electricity market (IGEM) model covering the Continental European electric power system. By explicitly incorporating the markets for primary and secondary control reserves (PCR and SCR), the model can reproduce the decisions of generating unit operators on which markets get involved. Besides, the introduction of the integrality conditions allows considering start-up costs and the calculus of generating units to pass through the economically unattractive periods with low or even negative prices in order to avoid another start-up. Since this model is too large to be solved with common MILP solvers for the intended simulation time of one year, temporal and geographical interdependencies are used to solve it heuristically. The heuristic therefore splits the model into various sub-problems so that on the one hand, the number of variables, especially of integer variables, per sub-problem is reduced significantly and on the other hand, the relevant interdependencies remain considered. The heuristic is evaluated in terms of accuracy and computation time by means of two case studies. Both case studies show satisfactory accuracy and significant advantages in computation time.
KW - Mixed-integer linear programming
KW - rolling horizon heuristic
KW - unit commitment
UR - http://www.scopus.com/inward/record.url?scp=85052627817&partnerID=8YFLogxK
U2 - 10.1142/s1793962319400014
DO - 10.1142/s1793962319400014
M3 - Article
VL - 10
SP - 1940001-1 - 1940001-20
JO - International Journal of Modeling, Simulation, and Scientific Computing
JF - International Journal of Modeling, Simulation, and Scientific Computing
IS - 2
M1 - 1940001
ER -