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POWER GENERATION, OPERATION, AND CONTROL

POWER GENERATION, OPERATION, AND CONTROL

SECOND EDITION

Allen J. Wood

Power Technologies, Inc. and

Rensselaer Polytechnic Inst itu

Bruce F. Wollenberg

University of Minnesota

q^

A WILEY-INTERSCIENCE PUBLtCAPON

JOHN WILEY & SONS, INC.

New York Chichester • Brisbane • Toronto • Singapore

Cop yright © 2003, 2004, 2005 t\cluivC rights by John Wiley & Sons Asia Pte. Ltd., Singapore for manufacture and export. This hook cannot he re-exported from the countr y to which it is consigned b y John Wiley & Sons.

Copyright c 1984, 1996 Iw John Wiley & Sons, Inc.

Al] rights reserved. Published simultaneousl y in Canada.

Reproduction or translation of an y part 01 this work beyond that permitted b y Sections i07 or 108 ot the 1976 United States Copyri ght Act without the permission of the copyright owner is unlawful. Requests for permission or further information should be addressed to the Permissions Department, John Wiley & Sons, Inc., 605 Third Avenue, New York, NY 10158-0012.

Library of Congress Cataloging in Publication Data;

Wood, Allen

Power generation, operation and control / Allen J. Wood, Bruce F WoLlenherg.-- 2nd ed. P. cm Includes index. ISBN 9814-12-664-0 1. Electric power systems. J. Wollenberg, Bruce F. II. Title TKIOOI.W64 1996

621.3 I—dc20

95-10S76

Printed and hound in India by Replika Press Pvt. Ltd. Kundli 131028

10 9 8 7 6 5 4 3 -

CONTENTS

"THIS BOOK IS FOR SALE ONLY IN THE COUNTRY TO WHICH IT IS FIRST CONSIGNED BY JOHN WILEY & SONS (ASIA) PIE LTD AND MAY NOT BE RE.EXPORIED"

Preface to the Second Edition

Preface to the First Edition

Introduction

1.1 Purpose of the Course

1,2 Course Scope

1.3 Economic Importance

1.4 Problems, New and Old

Further Reading

2 Characteristics of Power Generation Units

2.1 Characteristics of Steam Units

2.2 Variations in Steam Unit Characteristic,,,

2.3 Cogeneration Plants

24 Light-Water Moderated Nuclear Reactor Units

2.5 Hydroelectric Units

Appcndi.s. Typical Generation Data

References

3 Economic t)icpatch of Thermal Units and Methods of Solution

3.1 The Lconomic Dispatch Problem

3.2 Thermal System Dispatching with Network Losses

Considered

3.3 The Lambda-Iteration Method

3.4 Gradient Methods of Economic Dispatch

3.4.1 Gradient Search

3.4.2 Economic Dispatch by Gradient Search

3.5 Newton's Method

3.6 Economic Dispatch with Piecewise Linear Cost Functions

3.7 hconomiC Dispatch Using Dynamic Programming

3.8 Base Point and Participation Factors

3.9 Economic Dispatch VersusUnit Commitment

Appendix 3A: Optimization within Constraints Appendix 313 ynam tc.Programmiflg Applications

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Vi (ONTLN rs

Problems

Further Reading

4 Transmission System Effects

4.1 The Power How Problem and Its Solution

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4.1.1 The Power Flow Problem on a Direct Current

Network L. 1 .2 The Formulation of the AC Power Flow

4.1.2.1 The Gauss—Seidel Method 4.1.2.2 The Newton Raphson Method 4. 1.3 The Decoupled Power Flow

4.1.4 The "DC" Power Flow

4.2 Transmission Losses

4.2.1 A Two-Generator System

4.2.2 Coordination Equations, Incremental Losses, and

Penalty Factors 4.23 The B Matrix Loss Formula 42.4 Exact Methods of Calculating Penalty Factors

4.2.4.1 A Discussion of Reference Bus Versus Load Center Penafti, Factors

4.2.4.2 Reference-bus Penalt y Factors Direct from

the AC Power Flow Appendix: Power Flow Input Data for Six-Bus System Problems Further Reading

S Unit Commitment

5.1

Introduction

5.1.1 Constraints in Unit Commitment

5.1.2 Spinning Reserve

5.1.3 Thermal Unit Constraints

5. 1.4 Other Constraints

5.1.4.1 Hydro-Constraints 51.4.2 Must Run

5.1.4.3 Fuel Constraints

5.2 Unit Commitment Solution Methods

5.2.1 Priority-List Methods

5.2.2 Dynamic-Programming Solution

5.2.2.1 Introduction

5.2.'2.2 Forward DP Approach .2,3 Lagrange Relaxation Solution

5.2.3.1 Adjusting A

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CONTENTS

vii

Appendix: Dual Optimization on a Nonconvex Problem Problems Further Reading

6 Generation with Limited Energy Supply

6.1 Introduction

6.2 Take-or-PaY Fuci Supply Contract

6.3 Composite Generation Production Cost Function

6.4 Solution by Gradient Search Techniques

6.5 Hard Limits and Slack Variables

6.6 Fuel Scheduling by Linear Programming

Appendix: Linear Programming

Problems

Further Reading

7 Hydrothermal Coordination

7.1 Introduction

7.1.1 Long-Range Hydro-Scheduling

7.1.2 Short-Range Hydro-Scheduling

7.2 Hydroelectric Plant Models

7.3 Scheduling Problems

7.3.1 Types of Scheduling Problems

7.3.2 Scheduling Energy

7.4 The Short-Term Hydrothermal Scheduling Problem

7.5 Short-Term Hyrdo-Scheduling: A Gradient Approach

7.6 Hydro-Units in Series (Hydraulically Coupled)

7.7 Pumped-Storage Hydroplants 77. i Pumped-Storage Hydro-Scheduling with a A-y

Iteration

7.7.2 Pumped-Storage Scheduling by a Gradient Method

7.8 Dynamic-Programming Solution to the Hydrothermal

Scheduling Problem

7.8.1 Extension to Other Cases

7.8.2 Dynamic-Programm ing Solution to Multiple

1-lydroplant Problem

7.9 Hydro-Scheduling Using Linear Programming

Appendix: Hydro-Scheduling with Storage Limitations

Problems

Further Reading

8 Production Cost Models

8.1 Introduction

8.2 Uses and Types of Production Cost Programs

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VIII

CoNrJN1s

Production Costing Using Load-Duration Curves X 2.2 Outages ('onidered is. 7 ProH ht lisuc Prod uctiorl Cost Programs

is 3

I

Prohahilist ic Production Cost Computations

5.3.

Simulating Economic Scheduling with the

Unserved Load Method 3.3 The Expected Cost Method 8.3.4 A Discussion of Some Practical Problems

X.4 S.i mole Computation and Exercise 4 1 No Forced Outages is42 lorced Outages included

Appendix. Probabilit y Methods and Use in Generation Planning Problems Further Realin

9 Control LII Ceneratiur,

9. tnt r d uct on

9.2 Generator Model

9.3 Load Model

9.4 Prtme-Movr Model

9.5 Governor !vindcl

9.6 TieLine Model

9.7 (.ienera tion Control

9 .J Supplementary Control Action

9 7.2 Tie-Line Control 9.73 Generation Allocation 9 . 74 Automatic Generation Control {AGC) Implemcn ion i 7.5 AGC Features Problems Further Reading

10 Interchange of Po;er and Energy

10.1

Introduction

10.2 Economy Interchange between interconnected Utilities

10.3 Interutility Economy Energy Evaluation

10.4 interchange Evaluation with Unit Commitment

10.5 Multiple-Utilit y Interchange Transactions

10.6 Other Types of Interchange 1416.1 Capacity Interchange 10 62 Diversity Interchange

10.6.

Energy Banking

10.6.4

Emergency Power Interchange

0.6.5 inadvertent Power Exchange

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3,K)

CONTENTS

ix

10.7 Power Pools

10.7.1 The Energy-broker System

10.7.2 Allocating Pool Savings

10.8 Transmission Effects and Issues

10.8.1 Transfer Limitations

10.8.2 Wheeling

10.8.3 Rates for Transmission Services in Multiparty Utilit y Transactions

10.8.4 Some Observations

10.9 Transactions Involving Nonutilit y Fames

Problems

Funher Reading

11 Power System Security

11.1 Introduction I 1.2 Factors Affecting Power Sstem Security

11.3 Contingency Analysis: Detection of Network Problems

11.3.1 .\n th erview of Security Analysis

11.3.2 Linear Serisit I itv Factors

I 1.3 .3AC Power Flow Methods

1.3.4 (onungeney Selection

I 3.5 Concentric Relaxation

11.3.6 Bounding

Appendix Ii .'\: Calculation of Network Sensitivity Factors Appendix I I B: Derivation of Equation 11.14 Problems Further R::Jni

12 An Introduction to State Estimation in Power Systems

12.1 Introduction

12.2 Power S stern State Estimation

123 Maximum Likelihood Weighted least-Squares Estimation

I

2.3.1

Introduction

1

Maximum Likelihood Concepts

12.3.3

Matrix Formulation

12.3.4

An Example of Weighted Least-Squares State Estimation

12.4 State Estimation of an AC Network

12.4.1 Development of Method

12.4.2 Typical Results of State Lstirnation on an AC Network

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CONTENJS

12.5 State Estimation by Orthogonal Decomposition

12.5.1 The Orthogonal Decomposition Algorithm

12 6 An Introduction to Advanced Topics in State Estimation

12.6.1 Detection and Identification of Bad Measurements

12.6.2 Estimation of Quantities Not Being Measured

12.6.3 Network Observability and Pseudo-measurements

12.7 Application of Power Systems State Estimation

Appendix. Derivation of Least-Squares Equations

Problems

Further Reading

13 Optimal Power Flow

13.1

Introduction

13.2

Solution of the Optimal Power Flow

13.2.1

I I

2

The Gradient Method Newton's Method

13.3 Linear Sensitivity Analysis

133-1 Sensitivity Coefficients of an AC Network Model 3.4 Linear Programming Methods

13.4.1 Linear Programming Method with Only Real Power Variables

13.4.2 Linear Programming with AC Power Flow Variables and Detailed Cost Functions

13.5 Security-Constrained Optimal Power flow

13.6 Interior Point Algorithm

13.7 Bus Incremental Costs

Problems

Further Reading

Appendix: About the Software

Index

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PREFACE TO THE SECOND EDITION

It has been 11 years since the first edition was published. Many developments have taken place in the area covered by this text and new techniques have been developed that have been applied to solve old problems. Computing power has increased dramatically, permitting the solution of problems that were previously left as being too expensive to tackle- Perhaps the most important development is the changes that are taking place in the electric power industry with new. tunutility participants playing a larger role in the operating decisions. It is still the intent of the authors to provide an introduction to this field for senior or first-ear graduate engineering students. The authors have used the text material in a one-semester (or two-quarter) program for man y years. The same difficulties and required compromises keep occurring. Engineering students are very comfortable with computers but still do not usuall y have an appreciation of the interaction of human and economic factors in the decisions to be made to develop "optimal" schedules; whatever that may mean. In 1995, most of these students are concurrently being exposed to courses in ad'.anced calculus and courses that explore methods for solving power flow equations. This requires some coordination. We have also found that very few of our students have been exposed to the techniques and concepts of operations research, necessitating a continuing effort to make tlem comfortable with the application of optimization methods. The subject area of this book is an excellent example of optimization applied in an important industrial system. The topic areas and depth of coverage in this second edition are about the same as in the first, with one major change. Loss formulae are given less space and supplemented by a more complete treatment of the power-flow-based techniques in a new chapter that treats the optimal power flow (OP). This chapter has been put at the end of the text. Various instructors may find it useful to introduce parts of this material earlier in the sequence; it is a matter of taste, plus the requirement to coordinate with other course coverage. (It is difficult to discuss the OPF when the students do not know the standard treatment for solving the power flow equations.) The treatment of unit commitment has been expanded to include the Lagrange relaxation technique. The chapter on production costing has been revised to change the emphasis and introduce new methods. The market structures for bulk power transactions have undergone important changes

xl

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F'REF A( r I() THE S-(ONl) FLit Ft()N

throughout the woild. Ehe chapter on interchange transactions is a progre report intended to give the students an appreciation ol the complications that ma y accompan y a competitive market for the generation of electric energy The section on scuritv anal ysis have been updated to incorporate an introduction to the use of houndin g techniques and other contingenc selection methods. Chapter 13 on the OPI' includes a brief coverage of the security- constrained ( )PF and its use in securit y control. The ;uthcrs appreciate the suggesiioiis and help offered by professors Who have used the tirsi edition, and our students. CNIany of these suogestions i;ic been incorporated: some lave riot, because of a lack of time, space or knowledge. Mart y o our students at Rensselaer Pol y technic Instit utc (R PI) and the Universit y of Minnesota have contributed to the correction of the first edition and undertaken hours of calculations for home-work solutions, checked old examples, and developed data for new examples for the second edition. The 1994 class :11 R P1 deserves speciat and honorable mention. They were subjected to an earl y draft of the revision of Chapter and required to proofread it as part of a tedious assi gnment lb (lid an outstandin g ob and I 'and errors of I) to 1 ,.ears standing. (A note of caution to any of you professors that think of tr y ing this: it requires more work than you might believe. Hook would you like 20 critical editors for y our lastest, glorious tome?)

who ran the

computations for the hii niar ginal wheeling cost examples in Chapter 10. We would also like to thank Brian Stott. of Power Computer Applications. Corp

for running the ()I I I- examples in Chapter 13.

Our thanks to Kuo Chan g. of Pnwer Technologies. Inc

ALLEN J. Wooi BRUCE. F. WOLI t N BERG

PREFACE TO THE FIRST EDITION

The fundamental purpose of this text is to introduce and explore a number of engineering and economic matters ,nvH\ ed in phiuniiio. operating, and

controllin g power generation and tra]isnussion system ,, in clectr'tc utilities. It is intended br hrsi-\ear graduate students in electric power engineerin g We bcliee that it ill also serxe a uirahie seil--tud\ text for an y one vw h an undergraduate dcc' rical engineering education and an understanding of s1ead- state power Circui! analvsi. This text brings together material that has esoixed inei' Noo in teaching u zruduate-le\cl coure in the electric pc) er ci ineerina department at Rensselaer Pol\ iechni 1ns1iuic t K P1). The topics nic!uted 5cr ye as an efteet se means to introduce graduate ' tudent., to advanced matherntiical and operations research methods applued to practical electric posser engineering prohienis. Some areas of the text cover methods that are currenil bein g applied in the control and operation of electric power generation sssten1s. The overall selection of topics. undoubtedly. rehecis the interesls Of the a inhors. In a one-semester course it is. of course, impossible to consider Al the prob!eni and current prictices";ii this field. We can only introduce the tpes of problems that arise. IHLPiraw theoretical and practical computational approachc., and point the t Lident in the direction of seeking more information and developin g dv anced skills s they are required. The material has re gularl y been taught in t he second semester of a fs rt-year graduate course. Some acquaintance v. oh both advanced criltilis methods (e. g , Lagrange multipliers) and basic L!ndergradliaie Con[r)l theor y is needed. Optimiiation methods are introduced aN the y are needed to .sol e practical prohlem' and iiNcd without recourse to extensive mathematical proofs. This material is intended for an cngineerng course: mathematical rigor is important but is more properl y the pros nec of an applied or iheoretical mathematics course. With the exception of Chapter 12. the text is sell-contained in the sense that the a riou applied mathematical techniques are presented and developed as they are uiilied. Chapter 12. dealin g with state estimation. ma y require more understandin g of statistical and probabilistic methods than is provided in the text. 1 he first seven chapteN of the text fulloss .i natural sequence. 'Alth

each

ucceeding chapter introducing further coniplicaiion, to the generation

"ill

PRIF .\Ei() iHI F! RS

selled clin g problein and ncu soluti iii techtupies ('hapter S treai., met)od' u'ed in generation s ocot planning and InirodUCCS probabilistic techniques in the Ci imnutal ion of fuel consumpt sn and energ y production co-,( ,; Chapter stands alone and miehi, be used in any position alter the hirst seven chapters. Chaptcr 9 intiiidmices general ion control and discusses practices in modern 11 S. utilities and pook We has e a tempted to provide the big picture' in this liptcr to iflustratc hoA the ci las pieces fit together in an elect iL power Control system V lie topics if energy and pos'cr interchange neiween utilities aid the s-ci.nom ican I scheduling pioHents that ma y arise in eocrdtnai ir.g he econemni operation if interconnected utihttes are discussed in Chapter 10 ( flapteis 11 and 12 a IL' a untt Chapter 11 is concerned with power s ystem securim. and ilc clops the anal ytical framework rued to control bulk power 5551cm', in ueh

a fishiti dial. sCciiri[ y is enhanced. Fvervt hing. iricluil no power s ystems. seems

to tail l'ouer ystcm securtly practices try to control and

operate pos. er assienis in a defensive post ore so that the etfect of these ines table failures are mmnhi:l/ed. Fnall% Chapter I is an introduction to 01C U-C ii 'irate in elcetrie power s ystems We have chosen to use a niaxirnum likclihond hlrmuiatioii since the quantiiatt\c n)crisurenieiti weightine lunctions arm ' e in a riaLLir,il sense in lie course oi the develop-

ment [ach chapter is provided with a set of problems and an annotated releri'nee list for further nadine. \lanv lii not incistt of these prehiems should be solved isin a <fiiamtai computer. Az R P1 we ae able to pios ide the Audent.

a load flow, a routine' for sc heduling

f tiicrnsrii Ant i'd. 1 he cn glneerin . l vi students of today are well prepared to

10propensityci e a

with some fundamental progranis (e.g

uiiiite the computer efficnselv when access to one IS provided. Real bulk power s y stems have problems tli:it usmalIv ::ill forth I )r. Bellman ' curse Of

dimensionalits computers help and are essent iii tO solve praeteal-s'zed problems. The iiithors sish to espress their appreciation ti: K. A. Clements, H. H lIapp. II. M. Merrill, C K. Pane. M. A. Sager, and J. C Wcs(cott. who each

reviewed portions of this text in draft form and offered suggestions in addition, Dr. Ciements used earlier versions of this test in graduate courses laugh! at Worcester Pol ytechnic Institute and in a course for utility engineers taught in Boston. Massachusetts. Much of the material in this text originated from work done b y our past and current associates at Power Technologies. Inc., the General Electric

.'\ number of IEEE papers base

(.ompans. and Leeds and Northrup

been used as primary sources and are cited where appropriate It is not possible to avoid omitting, references and sources that arc considered to he significant by one group or another. We make no apology for omissions and only ask for indulgence from those readers whose favorites have been left 1)111,. Those interested may easily trace the references back to original

Company.

sources.

PRIF.ACi TO TI-iF FIRST MITION

xv

We would like to express our appreciation for the tine typing job done on the original manuscript by Liane Brown and Bonnatyne MacLean. This book is dedicated in general to all of our teachers, both professors and associates. and in particular to Dr. F. T. B. Gross.

A LUN J. WOOD

BRuci F. Wu i.FNBFR&