A Bundle Method for Dynamic Constraints in Power Systems Optimization

Francois Gilbert
Seminar

The inclusion of dynamic constraints is the nominal objective of many optimization-based power system analyses. In current practice this is typically done off-line. We present an approach for the on-line inclusion of dynamic constraints in power grid optimization problems, and we apply it to transient security-constrained economic dispatch (TSCED). The approach is based on an encapsulation that allows the separate simulation of transient system behavior provided the approach is equipped to return the sensitivity of constraint functions to the optimization problems. We define a bundle approach that can incorporate the successively obtained sensitivity information to determine the solution of optimization problems with dynamic constraints. Numerical experiments show the TSCED benefits on 9-bus and 118-bus systems.