Introducing Electricity Dispatchability Features in TIMES modelling Framework

Dispatching and Unit Commitment Features in TIMES

69th ETSAP Workshop, UCC, 30-31 May 2016

Update on project´s status

Evangelos Panos, PSI

Antti Lehtilä, VTT

The Unit Commitment problem (UC), is the optimisation problem for

power plant scheduling, subject to a number of technical-economic

constraints:

maximum and minimum generation power limits

start-up and shutdown power trajectories and costs

ramp-up and ramp-down limitations and costs

restrictions on online/offline times to minimise thermal stress

partial load efficiency losses

fuel and other variable costs

Economic dispatch only captures the «fuel and other variable costs»

The objective of this project is to improve the dispatch of power

generation plants in TIMES, by taking into account notions of the UC

problem

Main objective of the project

Current status of the project

Tasks % of completion

T1. Mathematical specification

of the unit commitment problem

* minor revision possible

T2. Code writing and testing in

GAMS

T3. Implementation of the extension

in the TIMES modelling framework

* under testing

T4. Documentation and demo

model illustration

* illustrative models created

Total

95%

95%

95%

50%

85%

Integration within the TIMES objective function

the costs arising from the power plant scheduling are included to the

rest of the costs in the objective function

this leads to a single framework that optimises in “one-shot” long-term

investment decisions and short-term operational decisions

Timeslices definition can be flexible

the user is free to decide the intra-annual resolution, from 8760 hours

to only few typical operational hours per day

the timeslices do not have to be equal in length and do not necessarily

have to correspond to 1h intervals

Flexible cycling of the power plant schedule (from 1 to several days)

user defined according to user’s timeslice tree structure

allows modelling of power plant with long operating times (e.g. nuclear)

Main features of the UC design in TIMES (1)

A generation unit does not necessarily correspond to a discrete plant

A unit can change stand-by condition from hot to warm and then to cold

depending on its non-operational time after shutdown

this identifies three different start-up types: hot, warm, cold

Start-up (and synchronisation) phase of a unit:

its duration depends on the chosen start-up type

load is linearly increased up to the minimum stable operation level

start-up costs can occur:

capacity related based on the started capacity

fuel related due to partial load efficiency losses


Dispatching phase:

load is between the minimum stable operation level and the maximum

available (started) capacity

load changes are subject to ramping limitations

partial load efficiency losses can occur if unit operates below a level

(above which no losses are assumed to occur anymore)

Shutdown (and desynchronisation) phase:

the load is linearly decreased from the minimum stable operation level

… based on the duration of the phase

Shutdown costs can occur:

capacity related based on the started capacity

fuel related due to partial load efficiency losses

All UC-related costs are entered into TIMES objective function


Partial load efficiency losses are modelled through a linearly approx. loss in

activity, which is added to increase the fuel consumption:

var_flo * act_eff = var_act + var_actlos


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Effi

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ncy

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Load %

Calculated efficiency % vs load

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Calculated loss in activity vs load

1) At the start-up load the activity loss is calibrated to the start-up efficiency2) Then the activity loss decreases linearly to the losses at the minimum stable operation level3) The loss at the minimum stable operation level equals to var_act4) Then the activity loss is linearly decreased to 0

New TIMES user-defined parameters

Parameter Explanation Unit

G_CYCLE (tslv) Number of cycles in an average year (ANNUAL=1, WEEKLY=365/7, DAYNITE=365)

Number of cycles in each timeslice level

ACT_MINLD (r,v,p) Minimum stable operation level % of online capacity

ACT_UPS (r,v,p,bd) Ramp up (bd=UP) and ramp down (bd=LO) rates

% of online capacity

ACT_MAXNON (r,v,p,upt) Maximum non-operational time before start-up type (upt=HOT, WARM, COLD)

Hours when DAYNITEDays when WEEKLY

ACT_SDTIME (r,v,p,upt,bd) Duration of start-up and shut-down phases Hours

ACT_CSTRAMP (r,v,p,bd,cur) Ramp up (bd=UP) and ramp down (bd=LO) costs

Cost per unit of power output

ACT_CSTSD(r,v,p,upt,bd,cur)

Start up (bd=UP) costs per start-up type uptand shut down (bd=LO) costs

Cost per unit of started-upcapacity

ACT_LOSPL (r,v,p,bd) Partial load efficiency loss at the dispatching phase

% of increase in specific fuel consumption

ACT_LOSSD (r,v,p,upt,bd) Partial load efficiency loss at the start-up/shut-down phases

% of increase in specific fuel consumption

The standard UC problem is formulated as MIP, with binary variables

representing offline and online decisions

but with endogenous capacity this leads to non-linear equations:

var_power <= var_cap * u , u=0,1

To break the non-linearity we may apply big-M formulation:

var_power <= 0 + M * u

var_power <= var_cap + M * (1 – u)

… but it is difficult to chose appropriate M that is large enough and at the

same time does not create numerical instability

Therefore, we use the indicator constraint feature in CPLEX:

u=0 var_power = 0

u=1 var_power <= var_cap

Design and implementation challenges

The link between indicator and equation

is established at the CPLEX.opt file

Binary variables with indicator constraints (UCO)

Design based on a full-blown binary logic between status variables

Indicator constraints used for both:

bounding the continuous variables

adding the costs into the objective function

Continuous variables with indicator constraints (DUC)

approach based on an LP formulation

indicator constraints used for discretising the on-line capacity

Motivation for the two different approaches

validation of the design based on full binary logic

together they also serve as an algorithmic benchmark

dealing with performance issues

Amount of binary variables and tightness of the LP relaxation appear

critical for MIP performance

Two draft implementations

The UCO implementation

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Dispatchable power

Start-up power

Shut-down power

Minimum stable level

t 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24

w 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0

x 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

u 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0

x_indic 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

u_indic 0 0 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0

d_indic 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 0 0 0 0

The DUC implementation

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Hour

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t 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24

On-line 0 0 160 160 160 160 160 160 160 160 160 160 160 160 160 160 160 0 0 0 0 0 0 0

Slanted 0 20 40 40 40 40 40 40 40 40 40 40 40 40 40 40 40 40 27 13 0 0 0 0

On_indic 0 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0

Characteristic UCO DUC

New binary variables ~(r,v,t,p,s) 11 1

New cont. variables ~(r,v,t,p,s) 1 7

New equations ~(r,v,t,p,s) 31 17

Indicator constraints ~(r,v,t,p,s) 18 2

Loads in the start-up / shut-downphases calibrated at:

First startup, lastshut-down hour

Last start-up, first shut-down hour

Mixing of simultaneous start-uptypes prevented

Yes No

Accuracy of SUD loads with general timeslice lengths

Good Approximate

Partial load efficiencies in start-upphase by start-up type

YesNo

(maybe possible)

Differences between UCO and DUC

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DUC (VAR_OBJ=18987987)

ECOAL

To demonstrate the features in TIMES a controlled example is presented

In this example the ECOAL unit is forced to shutdown in H01 and start-up in H09

DUC and UCO equivalence & demonstration (1)

NCAP_

PASTI

ACT_

MNLD

Minimum stable operation load

ACT_

UPS

ACT_SDTIME

(UP, HOT)

ACT_SDTIME

(LO, HOT)

ECOAL 4000 40% 1600 10% 3 4

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UCO (VAR_OBJ=18987974)

Note: in the graphs the other units have been ommitted

ECOAL

Continuation of the previous example: part load efficiency losses

DUC and UCO equivalence & demonstration (2)

ACT_

LOSSD

(UP, HOT)

ACT_

LOSSD

(LO, HOT)

ACT_LOSPL

(UP, FX)

ACT_

MINLD

ACT_

EFF

ECOAL 0.3 0.4 (0.68, 0.2) 0.4 33%

The start-up load is defined as:

𝑀𝑖𝑛𝑆𝑡𝑎𝑏𝑙𝑒𝑂𝑝

𝑆𝑡𝑎𝑟𝑡𝑢𝑝𝑇𝑖𝑚𝑒

The shutdown load is defined as:

𝑀𝑖𝑛𝑆𝑡𝑎𝑏𝑙𝑒𝑂𝑝

𝑆ℎ𝑢𝑡𝑑𝑜𝑤𝑛𝑇𝑖𝑚𝑒

ECOAL (same solution in UCO and DUC)

LOAD (%) EFF (%)

H08 0.0% 0.0%

H09 13.3% (=0.4/3) 25.4% = (0.33/(1+0.3)

H10 26.7% 26.9%

H11 40.0% 27.5%= 0.33/(1+0.2)

H12 50.0% 29.4%

H13 – H19 50.0% 29.4%

H20 50.0% 29.4%

H21 40.0% 27.5%

H22 30.0% 27.0%

H23 20.0% 26.1%

H24 10.0% (=0.4/4) 23.6%= 0.33/(1+0.4)

Demonstration of different cycles (refers to ECOAL example of slide 14)

DUC and UCO equivalence and demonstration (3)

ANNUAL

DAYNITEH01…H24

G_CYCLE(‘DAYNITE’)=365

ANNUAL

DAYNITEH01…H48

G_CYCLE(‘DAYNITE’)=365/2

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ECOAL

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Accuracy of start-up/shutdown loads with general timeslice lengths

Controlled example to demonstrate the difference: ECOAL is forced to start in H01

Differences between UCO and DUC (1)

GR_YRFR (h)

H01 0.33 8

H02 0.08 2

H03 0.08 2

H04 0.08 2

H05 0.17 4

H06 0.25 6

VAR_CAP

ACT_

MINLD

Minimum

stable

operation

load

ACT_SDTIME

(HOT,UP)

Start-

up/shutdown

loads

ECOAL 4000 40% 1600 3 = 1600/3 =533

* In DUC a start-up timeslice is ignored if less than half of it is included in the start-up phase

Differences between UCO and DUC (2)

Partial load efficiencies in start-up phase by start-up type

Controlled example to demonstrate the difference: EGTCC is forced to a shutdown

in H01 and then to a warm start-up in H11

ACT_

LOSSD

(UP,

HOT)

ACT_

LOSSD

(LO, HOT)

ACT_

LOSSD

(UP,

WARM)

ACT_

LOSPL

(UP, FX)

ACT_

MINL

D

ACT

_

EFF

ACT_

SDTIME

(UP, HOT)

ACT_

SDTIME

(UP,

WARM)

ACT_

SDTIME

(LO,

HOT)

EGTCC 0.2 0.3 0.4 (0.68, 0.15) 0.2 60% 2 3 3

LOAD

EFF

UCO

EFF

DUC

VAR_

FLO

UCO

VAR_

FLO

DUC

DIFF IN

VAR_

FLO

H10 0.0% 0.0% 0.0%

H11 6.7% 42.9% 48.0% 11.36 10.14 12%

H12 13.3% 49.5% 51.1% 19.67 19.06 3%

H13 20.0% 52.2% 52.2% 27.98 27.98 0%

H14 33.2% 56.2% 56.2% 43.12 43.12 0%

…

Currently in DUC the start-up efficiency is not differentiated according to the start-up type: here the hot start-up efficiency is applied for a warm start-up duration

Example of run times with 288 timeslices of equal length , 6 power generation

units , 1 storage unit , one period

UCO needed 56 min, while DUC 17 min (compared to 5 min in normal LP case)

The difference in objective function is practically zero

DUC clearly outperforms UCO in run times

DUC: 17 minUCO: 56 min

288 timeslices divided into 4 seasons, 3 typical days in a season, 24 operating hours

6 power generation units and 1 generic electricity storage device

all processes operate at the DAYNITE level

for thermal generation units only annual availability constraint (NCAP_AFA)

no curtailment of renewables (NCAP_AF~FX at the DAYNITE level)

hydro has seasonal (NCAP_AFS~LO, NCAP_AFS~UP) and annual (NCAP_AFA)

availability constraints

Two runs performed:

UC_OFF: standard TIMES run without the UC implemented features

UC_ON: TIMES run with the UC implemented features enabled

An example to demonstrate insights gained (1)

An example to demonstrate insights gained (2)

The UC_ON case gives more realistic dispatch in TIMES

The UC_ON case captures the value of flexibility by investing in storage options

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EGTOC

ESOL

EWND

EHYD

EGTTC

ECOAL

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Timeslices

The UC features make TIMES a unique tool that combines long-term and short-

term decisions in a single and consistent framework

The UCO and DUC implementations can have their own merits, but DUC seems

to be more appropriate for TIMES models

key factors influencing the performance are the tightness of the MIP and the

optimality gap settings

Some improvements in the design and implementation could be foreseen in the

next 1.5 months, depending on outcomes from remaining testing

The new features will be also available in full LP mode, should anyone

interested in using the operational constraints in such a rough fashion:

ramping constraints, minimum online/offline times, partial load efficiencies

Special thanks to Antti for improving the UCO design & implementing DUC

Conclusions

Thank you for your attention!

Questions and suggestions are welcomed !

Introducing Electricity Dispatchability Features in TIMES modelling Framework

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