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Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/4804

Title: Market-based transmission congestion management using extended optimal power flow techniques
Authors: Wang, Xing
Advisors: Song, YH
Irving, MR
Keywords: TransmissionTransmission congestion management congestion management Market-based approaches Extended OPF techniques Primal-dual interior point linear programming Quadratic programming
Market-based approaches
Extended OPF techniques
Primal-dual interior point linear programming
Quadratic programming
Publication Date: 2001
Publisher: Brunel University School of Engineering and Design PhD Theses
Abstract: This thesis describes research into the problem of transmission congestion management. The causes, remedies, pricing methods, and other issues of transmission congestion are briefly reviewed. This research is to develop market-based approaches to cope with transmission congestion in real-time, short-run and long-run efficiently, economically and fairly. Extended OPF techniques have been playing key roles in many aspects of electricity markets. The Primal-Dual Interior Point Linear Programming and Quadratic Programming are applied to solve various optimization problems of congestion management proposed in the thesis. A coordinated real-time optimal dispatch method for unbundled electricity markets is proposed for system balancing and congestion management. With this method, almost all the possible resources in different electricity markets, including operating reserves and bilateral transactions, can be used to eliminate the real-time congestion according to their bids into the balancing market. Spot pricing theory is applied to real-time congestion pricing. Under the same framework, a Lagrangian Relaxation based region decomposition OPF algorithm is presented to deal with the problems of real-time active power congestion management across multiple regions. The inter/intra-regional congestion can be relieved without exchanging any information between regional ISOs but the Lagrangian Multipliers. In day-ahead spot market, a new optimal dispatch method is proposed for congestion and price risk management, particularly for bilateral transaction curtailment. Individual revenue adequacy constraints, which include payments from financial instruments, are involved in the original dispatch problem. An iterative procedure is applied to solve this special optimization problem with both primal and dual variables involved in its constraints. An optimal Financial Transmission Rights (FTR) auction model is presented as an approach to the long-term congestion management. Two types of series F ACTS devices are incorporated into this auction problem using the Power Injection Model to maximize the auction revenue. Some new treatment has been done on TCSC's operating limits to keep the auction problem linear.
Description: This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University, 5/9/2001
URI: http://bura.brunel.ac.uk/handle/2438/4804
Appears in Collections:School of Engineering and Design Theses
Electronic and Computer Engineering

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