Day-ahead Reserve Capacity Procurement based on Mixed-Integer Bilevel Linear Programming
Paper in proceeding, 2016
This paper models the the reserve capacity procurement problem in Denmark to account for the sequential clearing of the reserve availability market and the energy market, and the forecast error of system wind power and demand. The problem is modeled as a stochastic mixed-integer bilevel linearing programming problem. A real case of Western Denmark is studied. In the case analyzed, the EENS induced by the forecast error reduces from 312.4 MWh to 0 when 40 MW reserve capacity is procured. It is also shown that procuring more reserve capacity does not necessarily reduce the EENS.
stochastic programming
Reserve capacity
bilevel
mixed-integer
Author
Peiyuan Chen
Chalmers, Energy and Environment, Electric Power Engineering
IEEE Power and Energy Society General Meeting
19449925 (ISSN) 19449933 (eISSN)
Vol. 2016-November 5-978-1-5090-4167-1 (ISBN)
Areas of Advance
Energy
Subject Categories
Other Electrical Engineering, Electronic Engineering, Information Engineering
DOI
10.1109/PESGM.2016.7741629
ISBN
978-1-5090-4167-1