EE 290 Graduate Seminar: Stochastic-Robust and Robust Programs for the Ramp-Constrained Economic Dispatch Problem with Uncertain Renewable Energy

Picture of Dr. Alberto Lamadrid
Picture of Dr. Alberto Lamadrid
Speaker Name: 
Dr. Alberto J. Lamadrid
Speaker Title: 
Assistant Professor
Speaker Organization: 
Lehigh University
Start Time: 
Monday, March 12, 2018 - 10:40am
End Time: 
Monday, March 12, 2018 - 11:40am
Assistant Professor Yu Zhang

Abstract: The inherent uncertainty of renewable energy sources (RES) makes the solution to the elec-tricity network’s associated economical dispatch (ED) problem with network constraints chal-lenging. In particular, the uncertainty in the power output of RES requires conventionalgeneration units to ramp up and down more frequently to maintain the power balance andthe reliability of the system. Typically, the RES power output uncertainty is modeled in EDproblems by considering its potential future scenarios. However, this leads to an optimizationproblem that is difficult to solve for real-sized networks. Here, we present two proposals forthis problem.In the first one, we consider the uncertainty of RES and the consequent ramping ofconventional generation via a robust reformulation of the problem. In particular, we showthat in typical instances of the ED problem, the associated deterministic formulation of therobust problem can be solved efficiently for medium scale constrained electricity networkseven when the underlying uncertainty distribution is not normal. Moreover, by comparingthe proposed robust solutions to the ED problem with the typical scenario optimizationapproach, we show that the former solutions result on dispatch solutions that require lessramping than the later solutions, with little trade-off on the long-term expected costs of thedispatch. These results also provide insights about how RES penetration affects cost anddispatch policies in the electricity network. To illustrate our results, we present relevantnumerical experiments on IEEE test networks.In the second, We present an implementation of a two-stage security constrained unitcommitment program with a recourse to dispatch the electricity system using a hybrid methodto determine reserves for the System Operator (SO). This works is related to the stochasticoptimization literature, with an emphasis on the economic determination and appraisal ofdifferent types of balancing reserves. The recourse decision balances the power dispatches, subject to the endogenously determined reserves. We study the implementation of the secondsettlement over a set of possible realized trajectories, as part of the implementation of areceding (rolling) horizon settlement.


Bio: Dr. Alberto Lamadrid earned the B.Sc. in Electrical Engineering from the Universidad de los Andes, M.A. in Economics from New York University, and Ph.D in Applied Economics and Management from Cornell University. He is an assistant professor in the Economics Department, part of the Integrated Networks for Electricity Research Cluster, and the Power from Ocean, Rivers, and Tides (PORT) Laboratory at Lehigh University.

His interests lie at the intersections of energy and electricity economics, complex stochastic dynamic systems, and mechanism design.

In his work so far he has focused on the development of methodologies and tools that allow to study the economic decision making processes in the electrical network for operations, planning and regulation with large scale penetration of renewable energy sources; and the analysis and design of resilient interdependent systems, and the recovery for communities post extreme disruption events, considering the interactions among electrical and transportation infrastructure, communications systems, and social structures in a probabilistic way.

His methods use continuous and discrete optimization, geographic information systems, statistical analysis and engineering models that reflect the physical behavior of the system.