A Stochastic Optimal Power Flow Problem With Stability Constraints-Part II: The Optimization Problem
Stochastic optimal power flow can provide the system operator with adequate strategies for controlling the power flow to maintain secure operation under stochastic parameter variations. One limitation of stochastic optimal power flow has been that only limits on line flows have been used as stabilit...
Gespeichert in:
| Veröffentlicht in: | IEEE transactions on power systems 2013-05, Vol.28 (2), p.1849-1857 |
|---|---|
| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | eng |
| Schlagworte: | |
| Online-Zugang: | Volltext bestellen |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| container_end_page | 1857 |
|---|---|
| container_issue | 2 |
| container_start_page | 1849 |
| container_title | IEEE transactions on power systems |
| container_volume | 28 |
| creator | Perninge, Magnus Hamon, Camille |
| description | Stochastic optimal power flow can provide the system operator with adequate strategies for controlling the power flow to maintain secure operation under stochastic parameter variations. One limitation of stochastic optimal power flow has been that only limits on line flows have been used as stability constraints. In many systems voltage stability and small-signal stability also play an important role in constraining the operation. In this paper we aim to extend the stochastic optimal power flow problem to include constraints for voltage stability as well as small-signal stability. This is done by approximating the voltage stability and small-signal stability constraint surfaces with second-order approximations in parameter space. Then we refine methods from mathematical finance to be able to estimate the probability of violating the constraints. In this, the second part of the paper, we look at how Cornish-Fisher expansion combined with a method of excluding sets that are counted twice, can be used to estimate the probability of violating the stability constraints. We then show in a numerical example how this leads to an efficient solution method for the stochastic optimal power flow problem. |
| doi_str_mv | 10.1109/TPWRS.2012.2226761 |
| format | Article |
| fullrecord | <record><control><sourceid>proquest_RIE</sourceid><recordid>TN_cdi_crossref_primary_10_1109_TPWRS_2012_2226761</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><ieee_id>6380589</ieee_id><sourcerecordid>1520950502</sourcerecordid><originalsourceid>FETCH-LOGICAL-c472t-b63445eb4b3682ceafe1dbf8535a8a291bfa8b808230de342bd90b63a144cb513</originalsourceid><addsrcrecordid>eNqFksFv0zAUxiPEJMrGPwCXSFw4kGI7tmNzqwoblSqtYoUdn-zEoR5pnNmOqvHXzyVjh0kThycf3u_7bL_3ZdlbjOYYI_lpu7n-fjUnCJM5IYRXHL_IZpgxUSBeyZfZDAnBCiEZepW9DuEGIcRTY5Y1i_wqunqnQrR1fjlEu1ddvnEH4_Pzzh3yjXe6M_v82sZdQpW2nY13-dL1IXpl-xiKjfIxX60-59udmSzsHxWt6_-Jz7KTVnXBvHk4T7Mf51-3y2_F-vJitVysi5pWJBaal5Qyo6kuuSC1Ua3BjW4FK5kSikisWyW0QIKUqDElJbqRKIkUprTWDJen2XryDQczjBoGn37j78ApC904pNKpIBhoWi7rinEQRGugrGlBirIGnu42jdBtaia7j8_afbE_F-D8L-j6EThmXCa8-D_-O-4AE8kpSvyHiR-8ux1NiLC3oTZdp3rjxgCYEZQWxhBJ6Psn6I0bfZ9mCZhyImUl5dGQTFTtXQjetI9PwAiOMYG_MYFjTOAhJkn0bhJZY8yjgJcCMSHLe-r6udI</addsrcrecordid><sourcetype>Open Access Repository</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>1462997990</pqid></control><display><type>article</type><title>A Stochastic Optimal Power Flow Problem With Stability Constraints-Part II: The Optimization Problem</title><source>IEEE Electronic Library (IEL)</source><creator>Perninge, Magnus ; Hamon, Camille</creator><creatorcontrib>Perninge, Magnus ; Hamon, Camille</creatorcontrib><description>Stochastic optimal power flow can provide the system operator with adequate strategies for controlling the power flow to maintain secure operation under stochastic parameter variations. One limitation of stochastic optimal power flow has been that only limits on line flows have been used as stability constraints. In many systems voltage stability and small-signal stability also play an important role in constraining the operation. In this paper we aim to extend the stochastic optimal power flow problem to include constraints for voltage stability as well as small-signal stability. This is done by approximating the voltage stability and small-signal stability constraint surfaces with second-order approximations in parameter space. Then we refine methods from mathematical finance to be able to estimate the probability of violating the constraints. In this, the second part of the paper, we look at how Cornish-Fisher expansion combined with a method of excluding sets that are counted twice, can be used to estimate the probability of violating the stability constraints. We then show in a numerical example how this leads to an efficient solution method for the stochastic optimal power flow problem.</description><identifier>ISSN: 0885-8950</identifier><identifier>ISSN: 1558-0679</identifier><identifier>EISSN: 1558-0679</identifier><identifier>DOI: 10.1109/TPWRS.2012.2226761</identifier><identifier>CODEN: ITPSEG</identifier><language>eng</language><publisher>New York: IEEE</publisher><subject>Approximation methods ; Conferences ; Constraining ; Control Engineering ; Electrical Engineering, Electronic Engineering, Information Engineering ; Electrotechnology ; Elektroteknik alt Electrical engineering ; Elektroteknik och elektronik ; Engineering and Technology ; Hopf bifurcation ; Numerical stability ; On-line systems ; Optimization ; Power flow ; Power system stability ; Reglerteknik ; saddle-node bifurcation ; Security ; Stability ; Stability criteria ; stochastic optimal power flow ; Stochasticity ; Strategy ; switching loadability limit ; Teknik ; Thermal stability</subject><ispartof>IEEE transactions on power systems, 2013-05, Vol.28 (2), p.1849-1857</ispartof><rights>Copyright The Institute of Electrical and Electronics Engineers, Inc. (IEEE) May 2013</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c472t-b63445eb4b3682ceafe1dbf8535a8a291bfa8b808230de342bd90b63a144cb513</citedby><cites>FETCH-LOGICAL-c472t-b63445eb4b3682ceafe1dbf8535a8a291bfa8b808230de342bd90b63a144cb513</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktohtml>$$Uhttps://ieeexplore.ieee.org/document/6380589$$EHTML$$P50$$Gieee$$H</linktohtml><link.rule.ids>230,314,776,780,792,881,27901,27902,54733</link.rule.ids><linktorsrc>$$Uhttps://ieeexplore.ieee.org/document/6380589$$EView_record_in_IEEE$$FView_record_in_$$GIEEE</linktorsrc><backlink>$$Uhttps://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-129640$$DView record from Swedish Publication Index$$Hfree_for_read</backlink><backlink>$$Uhttps://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-61569$$DView record from Swedish Publication Index$$Hfree_for_read</backlink><backlink>$$Uhttps://lup.lub.lu.se/record/4076468$$DView record from Swedish Publication Index$$Hfree_for_read</backlink></links><search><creatorcontrib>Perninge, Magnus</creatorcontrib><creatorcontrib>Hamon, Camille</creatorcontrib><title>A Stochastic Optimal Power Flow Problem With Stability Constraints-Part II: The Optimization Problem</title><title>IEEE transactions on power systems</title><addtitle>TPWRS</addtitle><description>Stochastic optimal power flow can provide the system operator with adequate strategies for controlling the power flow to maintain secure operation under stochastic parameter variations. One limitation of stochastic optimal power flow has been that only limits on line flows have been used as stability constraints. In many systems voltage stability and small-signal stability also play an important role in constraining the operation. In this paper we aim to extend the stochastic optimal power flow problem to include constraints for voltage stability as well as small-signal stability. This is done by approximating the voltage stability and small-signal stability constraint surfaces with second-order approximations in parameter space. Then we refine methods from mathematical finance to be able to estimate the probability of violating the constraints. In this, the second part of the paper, we look at how Cornish-Fisher expansion combined with a method of excluding sets that are counted twice, can be used to estimate the probability of violating the stability constraints. We then show in a numerical example how this leads to an efficient solution method for the stochastic optimal power flow problem.</description><subject>Approximation methods</subject><subject>Conferences</subject><subject>Constraining</subject><subject>Control Engineering</subject><subject>Electrical Engineering, Electronic Engineering, Information Engineering</subject><subject>Electrotechnology</subject><subject>Elektroteknik alt Electrical engineering</subject><subject>Elektroteknik och elektronik</subject><subject>Engineering and Technology</subject><subject>Hopf bifurcation</subject><subject>Numerical stability</subject><subject>On-line systems</subject><subject>Optimization</subject><subject>Power flow</subject><subject>Power system stability</subject><subject>Reglerteknik</subject><subject>saddle-node bifurcation</subject><subject>Security</subject><subject>Stability</subject><subject>Stability criteria</subject><subject>stochastic optimal power flow</subject><subject>Stochasticity</subject><subject>Strategy</subject><subject>switching loadability limit</subject><subject>Teknik</subject><subject>Thermal stability</subject><issn>0885-8950</issn><issn>1558-0679</issn><issn>1558-0679</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2013</creationdate><recordtype>article</recordtype><sourceid>RIE</sourceid><recordid>eNqFksFv0zAUxiPEJMrGPwCXSFw4kGI7tmNzqwoblSqtYoUdn-zEoR5pnNmOqvHXzyVjh0kThycf3u_7bL_3ZdlbjOYYI_lpu7n-fjUnCJM5IYRXHL_IZpgxUSBeyZfZDAnBCiEZepW9DuEGIcRTY5Y1i_wqunqnQrR1fjlEu1ddvnEH4_Pzzh3yjXe6M_v82sZdQpW2nY13-dL1IXpl-xiKjfIxX60-59udmSzsHxWt6_-Jz7KTVnXBvHk4T7Mf51-3y2_F-vJitVysi5pWJBaal5Qyo6kuuSC1Ua3BjW4FK5kSikisWyW0QIKUqDElJbqRKIkUprTWDJen2XryDQczjBoGn37j78ApC904pNKpIBhoWi7rinEQRGugrGlBirIGnu42jdBtaia7j8_afbE_F-D8L-j6EThmXCa8-D_-O-4AE8kpSvyHiR-8ux1NiLC3oTZdp3rjxgCYEZQWxhBJ6Psn6I0bfZ9mCZhyImUl5dGQTFTtXQjetI9PwAiOMYG_MYFjTOAhJkn0bhJZY8yjgJcCMSHLe-r6udI</recordid><startdate>20130501</startdate><enddate>20130501</enddate><creator>Perninge, Magnus</creator><creator>Hamon, Camille</creator><general>IEEE</general><general>The Institute of Electrical and Electronics Engineers, Inc. (IEEE)</general><scope>97E</scope><scope>RIA</scope><scope>RIE</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>7SP</scope><scope>7TB</scope><scope>8FD</scope><scope>FR3</scope><scope>KR7</scope><scope>L7M</scope><scope>F28</scope><scope>ADTPV</scope><scope>AOWAS</scope><scope>D8V</scope><scope>D92</scope><scope>D95</scope></search><sort><creationdate>20130501</creationdate><title>A Stochastic Optimal Power Flow Problem With Stability Constraints-Part II: The Optimization Problem</title><author>Perninge, Magnus ; Hamon, Camille</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c472t-b63445eb4b3682ceafe1dbf8535a8a291bfa8b808230de342bd90b63a144cb513</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2013</creationdate><topic>Approximation methods</topic><topic>Conferences</topic><topic>Constraining</topic><topic>Control Engineering</topic><topic>Electrical Engineering, Electronic Engineering, Information Engineering</topic><topic>Electrotechnology</topic><topic>Elektroteknik alt Electrical engineering</topic><topic>Elektroteknik och elektronik</topic><topic>Engineering and Technology</topic><topic>Hopf bifurcation</topic><topic>Numerical stability</topic><topic>On-line systems</topic><topic>Optimization</topic><topic>Power flow</topic><topic>Power system stability</topic><topic>Reglerteknik</topic><topic>saddle-node bifurcation</topic><topic>Security</topic><topic>Stability</topic><topic>Stability criteria</topic><topic>stochastic optimal power flow</topic><topic>Stochasticity</topic><topic>Strategy</topic><topic>switching loadability limit</topic><topic>Teknik</topic><topic>Thermal stability</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Perninge, Magnus</creatorcontrib><creatorcontrib>Hamon, Camille</creatorcontrib><collection>IEEE All-Society Periodicals Package (ASPP) 2005–Present</collection><collection>IEEE All-Society Periodicals Package (ASPP) 1998-Present</collection><collection>IEEE Electronic Library (IEL)</collection><collection>CrossRef</collection><collection>Electronics & Communications Abstracts</collection><collection>Mechanical & Transportation Engineering Abstracts</collection><collection>Technology Research Database</collection><collection>Engineering Research Database</collection><collection>Civil Engineering Abstracts</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>ANTE: Abstracts in New Technology & Engineering</collection><collection>SwePub</collection><collection>SwePub Articles</collection><collection>SWEPUB Kungliga Tekniska Högskolan</collection><collection>SWEPUB Linnéuniversitetet</collection><collection>SWEPUB Lunds universitet</collection><jtitle>IEEE transactions on power systems</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>Perninge, Magnus</au><au>Hamon, Camille</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>A Stochastic Optimal Power Flow Problem With Stability Constraints-Part II: The Optimization Problem</atitle><jtitle>IEEE transactions on power systems</jtitle><stitle>TPWRS</stitle><date>2013-05-01</date><risdate>2013</risdate><volume>28</volume><issue>2</issue><spage>1849</spage><epage>1857</epage><pages>1849-1857</pages><issn>0885-8950</issn><issn>1558-0679</issn><eissn>1558-0679</eissn><coden>ITPSEG</coden><abstract>Stochastic optimal power flow can provide the system operator with adequate strategies for controlling the power flow to maintain secure operation under stochastic parameter variations. One limitation of stochastic optimal power flow has been that only limits on line flows have been used as stability constraints. In many systems voltage stability and small-signal stability also play an important role in constraining the operation. In this paper we aim to extend the stochastic optimal power flow problem to include constraints for voltage stability as well as small-signal stability. This is done by approximating the voltage stability and small-signal stability constraint surfaces with second-order approximations in parameter space. Then we refine methods from mathematical finance to be able to estimate the probability of violating the constraints. In this, the second part of the paper, we look at how Cornish-Fisher expansion combined with a method of excluding sets that are counted twice, can be used to estimate the probability of violating the stability constraints. We then show in a numerical example how this leads to an efficient solution method for the stochastic optimal power flow problem.</abstract><cop>New York</cop><pub>IEEE</pub><doi>10.1109/TPWRS.2012.2226761</doi><tpages>9</tpages></addata></record> |
| fulltext | fulltext_linktorsrc |
| identifier | ISSN: 0885-8950 |
| ispartof | IEEE transactions on power systems, 2013-05, Vol.28 (2), p.1849-1857 |
| issn | 0885-8950 1558-0679 1558-0679 |
| language | eng |
| recordid | cdi_crossref_primary_10_1109_TPWRS_2012_2226761 |
| source | IEEE Electronic Library (IEL) |
| subjects | Approximation methods Conferences Constraining Control Engineering Electrical Engineering, Electronic Engineering, Information Engineering Electrotechnology Elektroteknik alt Electrical engineering Elektroteknik och elektronik Engineering and Technology Hopf bifurcation Numerical stability On-line systems Optimization Power flow Power system stability Reglerteknik saddle-node bifurcation Security Stability Stability criteria stochastic optimal power flow Stochasticity Strategy switching loadability limit Teknik Thermal stability |
| title | A Stochastic Optimal Power Flow Problem With Stability Constraints-Part II: The Optimization Problem |
| url | https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-01-29T02%3A49%3A24IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-proquest_RIE&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=A%20Stochastic%20Optimal%20Power%20Flow%20Problem%20With%20Stability%20Constraints-Part%20II:%20The%20Optimization%20Problem&rft.jtitle=IEEE%20transactions%20on%20power%20systems&rft.au=Perninge,%20Magnus&rft.date=2013-05-01&rft.volume=28&rft.issue=2&rft.spage=1849&rft.epage=1857&rft.pages=1849-1857&rft.issn=0885-8950&rft.eissn=1558-0679&rft.coden=ITPSEG&rft_id=info:doi/10.1109/TPWRS.2012.2226761&rft_dat=%3Cproquest_RIE%3E1520950502%3C/proquest_RIE%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_pqid=1462997990&rft_id=info:pmid/&rft_ieee_id=6380589&rfr_iscdi=true |