Market clearing under uncertainties: the need for extending OPF to
stochastic scenarios and corrective actions?
Sven Christian Müller (Ph.D. Student)
TU Dortmund University | Institute of Energy Systems, Energy Efficiency and Energy Economics (ie³)
Sven Christian Müller | EPCC 2013 | Bedford Springs, June 2013
Capacity allocation under network constraints
(e.g., flow based market coupling)

OPF: choose generation dispatch with least cost satisfying operational
limits (line flows etc.)
OPF scenario
RES feed-in
Sven Christian Müller | EPCC 2013 | Bedford Springs, June 2013
Load configuration
Topology
2
Capacity allocation under network constraints
(e.g., flow based market coupling)

OPF: choose generation dispatch with least cost satisfying operational
limits (line flows etc.)
OPF
scenario
OPF
scenario
RES feed-in
Load configuration
Topology
Contingencies
Loss of line X
Loss of line Y
Loss of linez Z

Inputs subject to variability and uncertainty (based on forecasts)
Sven Christian Müller | EPCC 2013 | Bedford Springs, June 2013
3
Capacity allocation under network constraints
(e.g., flow based market coupling)

OPF: choose generation dispatch with least cost satisfying operational
limits (line flows etc.)
OPF scenario
RES feed-in
Load configuration
Topology 1
Topology ..
Topology k


Inputs subject to variability and uncertainty (based on forecasts)
Security constrained OPF (SCOPF) to account for single failure (N-1
security), but N-1 security only ensured for underlying scenario
Sven Christian Müller | EPCC 2013 | Bedford Springs, June 2013
4
Capacity allocation under network constraints
(e.g., flow based market coupling)

If SCOPF is based on most likely RES / load scenario (forecast)
 Deviations from scenario met by security margins (e.g. reliability margins of
TTCs) and operational flexibility (topological actions, redispatch,…)
 Hidden / indirect reserves
 With a higher degree of uncertainties (e.g., increasing penetration of RES)
growing risk of not satisfying N-1 security?
 Account for deviations and reserves explicitly?
 Determine worst case / stochastic cases?
OPF scenario
RES (WC)
Load (WC)
OPF scenario
Topology 1
RES A
Load A
Topology 1
Topology ..
Topology ..
Topology k
Topology k
RES X
Load X
Topology 1
Topology ..
Topology k
Sven Christian Müller | EPCC 2013 | Bedford Springs, June 2013
…
…
…
…
5
Key questions
Q1: What are suitable approaches for considering the uncertainties regarding
load and RES in capacity allocation related OPF, and what is common
practice? (e.g., SCOPF A/B/C in table)
SCOPF A
Scenarios of
load and RES
Remarks and
questions
SCOPF B
SCOPF C
N-1 constraints for single
very probable scenario
N-1 constraints for a single
worst case scenario
N-1 constraints for a
variety of scenarios in the
same OPF
Implicit reserves for
meeting deviations →
Under which conditions
is this valid? (e.g., low
uncertainties, short time
frame, ample reserves)
How to determine the
worst case?
Is this approach as
comprehensive in accounting for uncertainties
as SCOPF C?
Computational
complexity worthwhile?
Sven Christian Müller | EPCC 2013 | Bedford Springs, June 2013
How to select the
scenarios? (e.g.,
space‐filling design)
6
Corrective actions

Uncertainties and N-1 cases constrain feasible choice of dispatch
 More conservative operation

Inefficiency can be alleviated by fast corrective actions (FACTS, HVDC,
PSTs, DSM, redispatch)

Modeling these actions in the SCOPF accounts for flexibility to react to N-1
cases and/or deviations from most likely case

Exemplary case studies show double figure millions of Euros annual
savings in generation costs when accounting for coordinated real-time
control of PSTs in CWE market coupling
Sven Christian Müller | EPCC 2013 | Bedford Springs, June 2013
7
Corrective actions
OPF scenario
RES A
RES X
…
Load A
Load X
…
Topology 1
FACTS A1
PST A1
HVDC A1
Redispatch A1
Topology ..
FACTS A..
PST A..
HVDC A..
Redispatch A..
Topology k
FACTS Ak
PST Ak
HVDC Ak
Redispatch Ak
Topology 1
FACTS X1
PST X1
HVDC X1
Redispatch X1
Topology ..
FACTS X..
PST X..
HVDC X..
Redispatch X..
Topology k
FACTS Xk
PST Xk
HVDC Xk
Redispatch Xk
…
8
Sven Christian Müller | EPCC 2013 | Bedford Springs, June 2013
…
…
…
…
8
Key questions
Q2: Under which conditions should corrective actions be accounted for in an
OPF for capacity allocation, and which corrective actions can be seen as
reliable? What is common practice?
SCOPF A
Scenarios of
load and RES
Accounting
for corrective
actions
SCOPF B
SCOPF C
N-1 constraints for single
very probable scenario
N-1 constraints for a single
worst case scenario
N-1 constraints for a
variety of scenarios in the
same OPF
Only for the selected
scenario
Depends on whether this
has been addressed in the
selection of the worst case
For all selected scenarios
Sven Christian Müller | EPCC 2013 | Bedford Springs, June 2013
9
Key questions
Q2: Under which conditions should corrective actions be accounted for in an
OPF for capacity allocation, and which corrective actions can be seen as
reliable? What is common practice?
As the variability of uncertainties (and thus their constraining effect on
dispatch) decreases with shorter horizons of the forecasts:
Q3: To what extent will growing uncertainties cause a shift towards an
increasing significance of intraday (/ real-time) markets? Experiences?
Sven Christian Müller | EPCC 2013 | Bedford Springs, June 2013
10
Key questions
Q1: What are suitable approaches for considering the uncertainties regarding
load and RES in capacity allocation related OPF, and what is common
practice? (e.g., SCOPF A/B/C in table)
Q2: Under which conditions should corrective actions be accounted for in an
OPF for capacity allocation, and which corrective actions can be seen as
reliable? What is common practice?
Q3: To what extent will growing uncertainties cause a shift towards an
increasing significance of intraday (/ real-time) markets? Experiences?
Sven Christian Müller | EPCC 2013 | Bedford Springs, June 2013
11
Thank you very much for your attention!
For more information visit us at www.ie3.tu-dortmund.de!
Reference for case study: Müller et.al., “Techno-economic evaluation of corrective actions for efficient
attainment of (N-1)-security in operation and planning”, IEEE PES General Meeting 2013
Acknowledgement
This work was sponsored by the German Research Foundation
(DFG) as part of FOR1511, RE 2930/11-1 and 2930/1-2.
Sven Christian Müller | EPCC 2013 | Bedford Springs, June 2013
12