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Electric Power Planning for Flexibility: Integrating Unit Commitment Constraints into Long-term planning for Renewables
Bryan Palmintier Massachusetts Institute of Technology
EE500E Energy & Environment Seminar University of Washington Oct 13, 2011
Overview o Background
o Renewable Impacts o Flexibility & Unit Commitment o Planning
o UC + Planning… is it worth it? n Infeasible Mixes n Wrong policy (CO2 price) conclusions
o A way to do it n Full system size, full 8760 n Much, much, faster
2 Palmintier, UW EE500E Seminar 2011-10-13
The Electric Power System Today Uncertainties: o Fuel Prices o Load Growth o Policy Simplified by: o Predictable
Load Cycles o Decoupled
Dynamics
Palmintier, UW EE500E Seminar 2011-10-13 3
Icon Image Credits: PT: Powered Templates UniS: science.uniserve.edu.au/school/sciweek/2005/ RMI: Rocky Mountain Institute
Advanced Electric Power System Uncertainties: o Fuel Prices, Load
Growth, Policy o Renewable Output o Demand Participation o Tech. Development
Complicated by: o Uncertain
Load Cycles o Coupled
Dynamics
Palmintier, UW EE500E Seminar 2011-10-13 4
Icon Image Credits: PT: Powered Templates UniS: science.uniserve.edu.au/school/sciweek/2005/ RMI: Rocky Mountain Institute
Renewables Impacts o Uncertainty o Variability
o More Operational Flexibility Required
5 Palmintier, UW EE500E Seminar 2011-10-13
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Power system Flexibility drivers o Generator Operating Constraints
n Minimum output level n Ramp Rates n Startup costs & cycling limits
o Operating Reserve Requirements n Function of Wind Forecast
o Policy/Market n Wind priority, Must Run n Timing
o (And others)
6 Palmintier, UW EE500E Seminar 2011-10-13
Flexibility Comparison
Technology Impact on Operations Flexibility
Wind Bad Storage Good Demand Response Good NG (+ CCS?) Good (OK?) Coal (+ CCS?) Bad (Worse?) Nuclear Bad
7 Palmintier, UW EE500E Seminar 2011-10-13
Electric Power Model Types
Palmintier, UW EE500E Seminar 2011-10-13 8
Modeling Flexibility: Unit Commitment o Generator Operating Constraints
n Minimum output level n Ramp Rates n Startup costs & cycling limits
o Operating Reserve Requirements n Function of Wind Forecast
o Policy/Market n Wind priority, Must Run n Timing
o (And others)
9 Palmintier, UW EE500E Seminar 2011-10-13
Modeling Flexibility: Unit Commitment o Generator Operating Constraints
n Minimum output level n Ramp Rates n Startup costs & cycling limits
o Operating Reserve Requirements n Function of Wind Forecast
o Policy/Market n Wind priority, Must Run n Timing
o (And others)
10 Palmintier, UW EE500E Seminar 2011-10-13
Difficult Optimization Problem: Mixed-Integer (Combinatorial) Lots of Constraints Long run times even for short time periods
Planning – Load Duration Curve
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Planning – Load Duration Curve
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Planning – Screening Curve
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Run Time
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Impact of Detailed Operations
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Planning Today
o Power Systems n 2 iterative stages:
1. Screening for Adequacy 2. Scenario Analysis
o Policy Makers n Use screening tools directly
o Today’s screening tools n Simple operations n Can’t assess flexibility
15 Palmintier, UW EE500E Seminar 2011-10-13
Simple operations models assume perfect flexibility
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ERCOT 2009 + 20% growth with 20% RPS + $75/ton CO2
Merit order economic dispatch
Unit commitment models capture key technical constraints
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Same Installed Generators
ERCOT 2009 + 20% growth with 20% RPS + $75/ton CO2
Unit Commitment Operations
2 1 3 4 5
New Approaches
o Flexibility: an additional iterative step? 1. Screening for Adequacy 2. Flexibility assessment 3. Scenario Analysis
o Our approach: combine Screening & Flexibility assessment into one tool
18 Palmintier, UW EE500E Seminar 2011-10-13
New Approaches
o Flexibility: an additional iterative step? 1. Screening for Adequacy 2. Flexibility assessment 3. Scenario Analysis
o Our approach: combine Screening & Flexibility assessment into one tool
19 Palmintier, UW EE500E Seminar 2011-10-13
Discrete Variables
Combinatorial Explosion
i.e. Hard
Is it Worth it?
$0/ton C02e Cost (20% RPS)
20 Palmintier, UW EE500E Seminar 2011-10-13
8760 Hour. 195 existing + >100 Possible new Units. Simple = Economic Dispatch with baseload minimum. Detailed = Clustered Integer Unit Commitment including Ramping, Flexibility Reserves as a function of Wind, Startup Costs & Limits, Minimum Output. Actual ERCOT 2009 Load and Wind Data, Linear Scale. ERCOT 2007 Gen mix from eGrid2010. Costs & Tech Parameters from Northwest Power Plan #6, 2010.
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21 Palmintier, UW EE500E Seminar 2011-10-13
8760 Hour. 195 existing + >100 Possible new Units. Simple = Economic Dispatch with baseload minimum. Detailed = Clustered Integer Unit Commitment including Ramping, Flexibility Reserves as a function of Wind, Startup Costs & Limits, Minimum Output. Actual ERCOT 2009 Load and Wind Data, Linear Scale. ERCOT 2007 Gen mix from eGrid2010. Costs & Tech Parameters from Northwest Power Plan #6, 2010.
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22 Palmintier, UW EE500E Seminar 2011-10-13
8760 Hour. 195 existing + >100 Possible new Units. Simple = Economic Dispatch with baseload minimum. Detailed = Clustered Integer Unit Commitment including Ramping, Flexibility Reserves as a function of Wind, Startup Costs & Limits, Minimum Output. Actual ERCOT 2009 Load and Wind Data, Linear Scale. ERCOT 2007 Gen mix from eGrid2010. Costs & Tech Parameters from Northwest Power Plan #6, 2010.
ERCOT 2009 + 20% growth with 20% RPS
Problems with Simple Ops
Design Model
Scenario Simple Detailed (UC)
Optimal Expansion with $45/ton + 20% RPS
$40.0B/yr 61.7Mt CO2
9GW CT + 13.5GW Nuke
$38.4B/yr 68.2Mt CO2
14GW CT + 8GW Nuke
Optimal Expansion with 44.5Mt CO2 cap + 20% RPS
Infeasible Can’t reach RPS + Cap
$42.5B/yr $97.6/t CO2
4GW CT+4GW CCGT+13.5GW Nuke
23 Palmintier, UW EE500E Seminar 2011-10-13
1. Assume target CO2=44.5Mt ($45/t) 2. Find optimal plan(s) 3. Run using detailed UC model
Note: using older EIA costs and conservative technical constraints
What is going on?
2000 20 40 60 80 100 120 140 160 180
200
50
60
80
100
120
140
160
180
Carbon Emissions (Mt CO2e)
Tota
l Ann
ual C
ost
($B/
yr)
Lots o' Coal
Way over built
Minimum Emissions
Simple OperationsReserve Constraints
Lots o' Gas
24 Palmintier, UW EE500E Seminar 2011-10-13
Tota
l Ann
ual C
ost
Carbon Emissions
A Combined Model
o Capacity Planning n Minimize Investment + Ops Cost n RPS, CO2 cost, CO2 cap
o Unit Commitment (Operations) n On/Off decisions n Min/Max output per plant n Ramping n Startup costs & limits
25 Palmintier, UW EE500E Seminar 2011-10-13
“Classic” Approach o Unit Commitment: Binary On/Off
n Every Plant n Every Hour
o Capacity Planning: Build/Not Build n New Plants only n Every ~Year
o Can reduce to 3 states/gen/time:
26 Palmintier, UW EE500E Seminar 2011-10-13
...OnOff
Not Built
Nmax1
Clustered Integer Approach
1. Group units into clusters
2. Two integers: n # Built n # Committed
Assumption: identical plants in cluster (same tech.)
27 Palmintier, UW EE500E Seminar 2011-10-13
See paper for mathematical formulation and specifics
0
Nmax
Plants Built
Plants on-line
Reduced Curse of Dimensionality Traditional Binary Clustered Integer
Combinations 100 units in 10:20:70 Clusters
1047 107
CPLEX equations 235units x 168hr Generation Expansion
536,731 12,319
CPLEX equations 235units x 8760hr Generation Expansion
Too Large 630,775
28 Palmintier, UW EE500E Seminar 2011-10-13
Enables
o High time resolution: 8760hr o Full size system:
195 existing units, 128+ new units
29 Palmintier, UW EE500E Seminar 2011-10-13
Performance Comparison
Problem Traditional UC Cluster Integer UC Capacity Planning Old data
00:00.57 56:55.22
Capacity Planning New data
8 sec 10800+ sec (time limit)
Operations Only New data
0.3 sec 25 sec
30 Palmintier, UW EE500E Seminar 2011-10-13
o Identical Problems/Solutions o 168hr (1 week) only o 324 units, 8-9 clusters
Time to solve Mixed Integer problem to 0.02% MIP tolerance. Solver CPLEX 12.2, formulation in GAMS, Single 2.4GHz core. ERCOT2009 + 20% growth + 20% RPS from earlier examples except ops only: 0.95% growth with 10% RPS. Minimum data output
100-5000x Faster
Conclusions o Operations constraints critical for
planning with renewables n Infeasible mixes n Emission Targets
o Clustered Integer Unit Commitment Formulation is efficient n Enables 8760hr & 300+unit
o Other potential uses n Annual Emission Cap n Initial Integer solution
31 Palmintier, UW EE500E Seminar 2011-10-13
0
Nmax
Plants Built
Plants on-line
Design Model
Scenario Simple Detailed (UC)
Optimal Expansion with $45/ton + 20% RPS
$40.0B/yr 61.7Mt CO2
9GW CT + 13.5GW Nuke
$38.4B/yr 68.2Mt CO2
14GW CT + 8GW Nuke
Optimal Expansion with 44.5Mt CO2 cap + 20% RPS
Infeasible Can’t reach RPS + Cap
$42.5B/yr $97.6/t CO2
4GW CT+4GW CCGT+13.5GW Nuke
On-going research
o Clusters for Long-term Unit Commitment o Heterogeneous Clusters o Uncertainty
n Operations, including forecasts n Long-term: policy, prices, etc.
o Multi-stage investment decisions n Approximate Dynamic Programming n Multi-fidelity models
32 Palmintier, UW EE500E Seminar 2011-10-13
QUESTIONS?
Palmintier, UW EE500E Seminar 2011-10-13 33
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