A non-iterative distributed approximate dynamic programming algorithm for frequency security-constrained stochastic economic dispatch

•Stochastic economic dispatch model considering the system frequency security constraints.•A golden section search-based approximate linear constraint generation algorithm.•A non-iterative distributed approximate dynamic programming algorithm.•Test results show the computational efficiency of the pr...

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Veröffentlicht in:International journal of electrical power & energy systems Jg. 166; S. 110543
Hauptverfasser: Feng, Xiangyong, Lin, Shunjiang, Liang, Yutao, Liu, Yanghua, Liu, Mingbo
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Elsevier Ltd 01.05.2025
Elsevier
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ISSN:0142-0615
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Abstract •Stochastic economic dispatch model considering the system frequency security constraints.•A golden section search-based approximate linear constraint generation algorithm.•A non-iterative distributed approximate dynamic programming algorithm.•Test results show the computational efficiency of the proposed algorithm. Due to uncertainties associated with the power output of offshore wind farms, the active power balance and frequency security control of power systems with lots of offshore wind farms are highly challenging. To address this problem, in this study, a new stochastic economic dispatch model of a power system with offshore wind farms considering the system frequency security constraints is established to obtain economic and secure dispatch decisions. Furthermore, the nonlinear convexity of frequency security constraints provides considerable theoretical support for the global optimality of decision-making, and a golden section search-based approximate linear constraint generation algorithm is designed to approximate nonlinear frequency security constraints for improving computational efficiency. Next, a non-iterative distributed approximate dynamic programming algorithm based on the equivalent projection method is designed for the distributed solution of the established model. In the algorithm, first, the model is decoupled from time periods. Next, the high-dimensional feasible region of the offshore wind farm optimization model is projected into a low-dimensional feasible region and substituted into the transmission grid optimization model, and solves the models of the transmission grid and the offshore wind farms sequentially to achieve the non-iterative distributed solution. Finally, case studies on a modified IEEE 39-bus system with two offshore wind farms and an actual provincial system with seven offshore wind farms demonstrate the effectiveness and superiority of the proposed model and algorithm, reducing solution time by over 86.4% compared to the alternating direction method of multipliers-based distributed approximate dynamic programming algorithm.
AbstractList •Stochastic economic dispatch model considering the system frequency security constraints.•A golden section search-based approximate linear constraint generation algorithm.•A non-iterative distributed approximate dynamic programming algorithm.•Test results show the computational efficiency of the proposed algorithm. Due to uncertainties associated with the power output of offshore wind farms, the active power balance and frequency security control of power systems with lots of offshore wind farms are highly challenging. To address this problem, in this study, a new stochastic economic dispatch model of a power system with offshore wind farms considering the system frequency security constraints is established to obtain economic and secure dispatch decisions. Furthermore, the nonlinear convexity of frequency security constraints provides considerable theoretical support for the global optimality of decision-making, and a golden section search-based approximate linear constraint generation algorithm is designed to approximate nonlinear frequency security constraints for improving computational efficiency. Next, a non-iterative distributed approximate dynamic programming algorithm based on the equivalent projection method is designed for the distributed solution of the established model. In the algorithm, first, the model is decoupled from time periods. Next, the high-dimensional feasible region of the offshore wind farm optimization model is projected into a low-dimensional feasible region and substituted into the transmission grid optimization model, and solves the models of the transmission grid and the offshore wind farms sequentially to achieve the non-iterative distributed solution. Finally, case studies on a modified IEEE 39-bus system with two offshore wind farms and an actual provincial system with seven offshore wind farms demonstrate the effectiveness and superiority of the proposed model and algorithm, reducing solution time by over 86.4% compared to the alternating direction method of multipliers-based distributed approximate dynamic programming algorithm.
Due to uncertainties associated with the power output of offshore wind farms, the active power balance and frequency security control of power systems with lots of offshore wind farms are highly challenging. To address this problem, in this study, a new stochastic economic dispatch model of a power system with offshore wind farms considering the system frequency security constraints is established to obtain economic and secure dispatch decisions. Furthermore, the nonlinear convexity of frequency security constraints provides considerable theoretical support for the global optimality of decision-making, and a golden section search-based approximate linear constraint generation algorithm is designed to approximate nonlinear frequency security constraints for improving computational efficiency. Next, a non-iterative distributed approximate dynamic programming algorithm based on the equivalent projection method is designed for the distributed solution of the established model. In the algorithm, first, the model is decoupled from time periods. Next, the high-dimensional feasible region of the offshore wind farm optimization model is projected into a low-dimensional feasible region and substituted into the transmission grid optimization model, and solves the models of the transmission grid and the offshore wind farms sequentially to achieve the non-iterative distributed solution. Finally, case studies on a modified IEEE 39-bus system with two offshore wind farms and an actual provincial system with seven offshore wind farms demonstrate the effectiveness and superiority of the proposed model and algorithm, reducing solution time by over 86.4% compared to the alternating direction method of multipliers-based distributed approximate dynamic programming algorithm.
ArticleNumber 110543
Author Liu, Mingbo
Liang, Yutao
Liu, Yanghua
Feng, Xiangyong
Lin, Shunjiang
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  surname: Liu
  fullname: Liu, Yanghua
  organization: School of Electromechanical Engineering, Guangdong Polytechnic Normal University, Guangzhou 510665, China
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  surname: Liu
  fullname: Liu, Mingbo
  organization: School of Electric Power Engineering, South China University of Technology, Guangzhou 510640, China
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Keywords Frequency security constraint
Approximate dynamic programming algorithm
Non-iterative distributed algorithm
Stochastic economic dispatch
Offshore wind farm
Language English
License This is an open access article under the CC BY-NC-ND license.
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Snippet •Stochastic economic dispatch model considering the system frequency security constraints.•A golden section search-based approximate linear constraint...
Due to uncertainties associated with the power output of offshore wind farms, the active power balance and frequency security control of power systems with...
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SubjectTerms Approximate dynamic programming algorithm
Frequency security constraint
Non-iterative distributed algorithm
Offshore wind farm
Stochastic economic dispatch
Title A non-iterative distributed approximate dynamic programming algorithm for frequency security-constrained stochastic economic dispatch
URI https://dx.doi.org/10.1016/j.ijepes.2025.110543
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