Energies 2013, 6, 5717-5737; doi:10.

3390/en6115717
OPEN ACCESS

energies
ISSN 1996-1073
www.mdpi.com/journal/energies
Article

Probabilistic Approach to Optimizing Active and Reactive

Power Flow in Wind Farms Considering Wake Effects
Jae-Kun Lyu 1, Jae-Haeng Heo 1, Jong-Keun Park 2, and Yong-Cheol Kang 1,*
1
Wind Energy Grid-Adaptive Technology Research Center, Chonbuk National University,
Jeonju 561-756, Korea; E-Mails: E-Mails: [email protected] (J.-K.L.);
[email protected] (J.-H.H.)
2
Department of Electrical Engineering & Computer Science, Seoul National University,
Gwanak-ro 599, Gwanak-gu, Seoul 151-744, Korea; E-Mail: [email protected]

* Author to whom correspondence should be addressed; E-Mail: [email protected];

Tel.: +82-63-270-2391; Fax: +82-63-270-2394.

Received: 3 September 2013, in revised form: 25 October 2013 / Accepted: 28 October 2013 /
Published: 31 October 2013

Abstract: This paper presents a novel probabilistic optimization algorithm for simultaneous
active and reactive power dispatch in power systems with significant wind power
integration. Two types of load and wind-speed uncertainties have been assumed that follow
normal and Weibull distributions, respectively. A PV bus model for wind turbines and the
wake effect for correlated wind speed are used to achieve accurate AC power flow
analysis. The power dispatch algorithm for a wind-power integrated system is modeled as a
probabilistic optimal power flow (P-OPF) problem, which is operated through fixed power
factor control to supply reactive power. The proposed P-OPF framework also considers
emission information, which clearly reflects the impact of the energy source on the
environment. The P-OPF was tested on a modified IEEE 118-bus system with two wind
farms. The results show that the proposed technique provides better system operation
performance evaluation, which is helpful in making decisions about power system optimal
dispatch under conditions of uncertainty.

Keywords: wind power integration; correlated wind speed; Weibull distribution; Monte
Carlo Simulation (MCS); Probabilistic security-constrained optimal power flow (P-SCOPF)

Nomenclature:

i Index for bus

Energies 2013, 6 5718

t Index for time period

n Index for wind farm
m Index for wind turbine
NG Number of units
NWT,n Number of wind turbines in n-th wind farm
Nc Number of contingencies
NWF Number of wind farms
NB Number of buses
NT Number of time period
ai,bi,ci Coefficients of the quadratic production cost function of unit i
αi,βi,γi,ζi,λi Coefficients of the CO2 emission function of unit i
f(·) Probabilistic distribution function
V Random variable of wind speed
v Wind speed considering wake effect
v0 Free wind speed
vin Cut-in speed
vr Wind turbine rated speed
vout Cut-out speed
Pi Power output of thermal generating unit i
PD Power load
PL Transmission network losses of system
PW(v)n,m Generated wind power from m-th wind turbine of n-th wind farm
μPD Mean value of power load
σPD Standard deviation of power load
μV Mean value of wind speed
σV Standard deviation of wind speed
cov1,2 Covariance of between two wind speed series
c Scale factor of Weibull distribution
k Shape factor of Weibull distribution
y Correlated Weibull random variable vectors
L Cholesky decomposition matrix
d Wake deduction coefficient
Ct Thrust coefficient of wind turbine
Cp Power coefficient of wind turbine
w Wake decay constant
x horizontal distance behind the upstream turbine
D Wind turbine blade diameter
Z Vector of the decision variables 𝑍 = [𝑈 𝑋]𝑇
X Vector of the state variables (V, 𝜃)
U Vector of the control variables (P, Pwt, pf)
f Objective function representing the system operating costs
Energies 2013, 6 5719

G(∙), H(∙) Vector function representing the equality constraints and the inequality
constraints, respectively
Hmin, Hmax Lower and upper limits of the inequality constraints vector, respectively

1. Introduction

In recent years, renewable energy has become a significant source of electric power. Renewable
sources behave much differently than traditional sources due to their stochastic nature. Higher
penetration of renewable energy in power systems generally requires more system operational
flexibility [1]. Among the various renewable energy sources, wind power is increasingly used because
it is one of the most cost competitive and efficient forms, and this has led to increased focus on
integration benefits and issues. As large-scale wind power systems are integrated into existing electric
power grids, reliable and economic power system operation becomes crucial. Wind is generally very
variable, site-specific, and difficult to predict with high accuracy, especially for forecasting periods
greater than a few hours. Because the system load has been considered to be the only source of
variability except disturbances to date, deterministic approaches such as unit commitment (UC) or
optimal power flow (OPF) have been appropriate for short-term generation scheduling [2]. However,
even though independent system operators (ISOs) are accustomed to uncertainty and variability in
supply as well as in load, traditional generation scheduling practices may not apply to power systems
with large wind power components. Therefore, the stochastic nature of wind has made probabilistic
approaches for generation scheduling a necessity as the proportion of wind power increases [3].
Many studies have shown the system impacts of wind power integration on short-term generation
scheduling tools, such as UC, economic dispatch, and probabilistic optimal power flow (P-OPF) [4–6].
Simulation has been proposed for assessing the impacts of large-scale wind power on system operation
from cost, reliability, and environmental perspectives [4]. The effects of stochastic wind and load on
the generation scheduling of power systems with high levels of wind power are examined in [5], while
Ruiz-Rodriguez et al. [6] presents a probabilistic analysis of the impact of wind speed uncertainty on
optimal power flow. These studies have two main drawbacks: inadequate modeling of wind speed and
wind turbines, and consideration only of network snapshots instead of time series. In this paper, we use
probabilistic analysis for generation scheduling with detailed modeling of wind speed and turbines in
time-series periods.
Although most research considers wind farms at different locations to be completely independent,
wind farms are actually neither completely dependent nor independent, and are correlated to some
degree if they are in reasonably close proximity. The correlation of the wind speed at various wind
farms and wake effects are becoming more important for wind speed models as the number of
multiple-turbine wind farms increase. Consideration of wind speed correlation will make prediction of
the aggregated wind generation from whole wind farms much easier. Large geographically distributed
wind farms reduce generation variability and increase predictability [7]. Some mathematical models
and techniques for wind speed correlation have been developed [8–10]. Feijoo [8] presented methods
for simulation of correlated wind speed. Gao and Billinton [9] focused on the adequacy assessment of
Energies 2013, 6 5720

generating systems considering wind speed correlation, while Usaola [10], presented an analytic
method for probabilistic load flow that considered correlated wind power injections.
As the size of wind farms (especially those offshore) increases, wake issues are becoming more
important in accurate wind modeling [11,12]. Upstream wind turbines in wind farms create wind
wakes that affect the free wind to adjacent wind turbines downstream and reduce mean downstream
wind speeds. Wake effects influence the energy production of wind farms due to the changes in wind
speed caused by the impact of the turbines on each other. Thus, consideration of wake effects is
important for more-realistic wind models, especially when addressing the generation scheduling
problem. In short a correlated wind speed model considering wake effect will be useful in forecasting
the overall power generation of multiple wind farms for each time period, regardless of the wind speed
forecasting technique, whether that be based on historical data, meteorological data, or a combination
of the two. Furthermore it is expected that the proposed approach will produce more-realistic solutions.
In the early days of wind power generation research when fixed-speed Types 1 and 2 wind turbines
were widely used, the PQ bus (negative load) model was often used for modeling wind turbines [12,13].
More recently, however, new variable speed wind turbine technology has been introduced to maximize
wind power extraction and control reactive power [14]. The most common type of modern variable
speed wind turbine (VSWT) is the doubly-fed induction generator (DFIG), sometimes referred to as
the Type 3 wind turbines [15]. However, because the PQ bus model has limitations in handling voltage
control and reactive power limits, the PV bus model is preferable for VSWT [16,17], particularly for
power flow analysis. In this paper, VSWTs are modeled as a PV bus to optimize reactive power
dispatch in fixed power factor control mode. The proposed wind turbine model is advantageous for
system analysis under a revised grid code that requires maintenance of wind turbine stability from
frequency and voltage perspectives.
The snapshot problem of the proposed probabilistic power flow model is expanded to an hourly time
series to handle the uncertainties of load and wind generation. Figure 1 shows a time series for an applied
steady-state power flow model with wind farms and loads. While swing-bus and conventional generators
balance power in the system, wind farms generate active and reactive power depending on the weather
conditions, subject to voltage requirements. Solving the proposed probabilistic active and reactive power
flow problem to determine optimal generation scheduling with volatile sources was done by Monte Carlo
simulation (MCS), the most common and accurate method for probabilistic problems.

Figure 1. Time series steady-state power flow model with wind power.

Therefore, the proposed probabilistic power flow in this paper includes the following:
Energies 2013, 6 5721

 uncertainty modeling of load and wind speed

 correlated wind speed and wake effect
 PV bus model for wind turbines and alternating current (AC) network constraints
 time series power flow analysis
The optimal solution produced by the proposed method provides ISOs with information on power
system analysis and economics in uncertain environments so that they can make better decisions for
power system operation.
The remainder of this paper is organized as follows: Section 2 deals with uncertainties in modeling
wind speed and load for the P-OPF problem. Section 3 describes wind turbine modeling as a PV bus.
Section 4 presents the P-ODF mathematical formulation and its solution, while Section 5 presents and
discusses the numerical results. Section 6 summarizes our conclusions.

2. Wind Speed and Load Modeling

Figure 2 shows the wind speed modeling scheme used in this study. The wake effect and wind
speed correlation are considered between wind turbines and between wind farms, respectively.

Figure 2. Wind speed correlation and wake effect.

2.1. Wind Speed

International Electro-technical Commission (IEC) standards recommend modeling wind speed at a

certain location using a Weibull or Rayleigh distribution. Wind speed modeling for a specific wind
farm is described by a Weibull distribution with scale c and shape parameter k because the Rayleigh
distribution corresponds to a specific Weibull distribution form with the shape factor k = 2. The
general structure of the Weibull probabilistic density function (PDF) is shown in these equations [18]:
0 v<0
f(v) = � k v k−1 −�v�k (1)
� � e c v≥0
c c
Energies 2013, 6 5722

2.2. Wind Speed Correlation

Correlated wind speed is desirable in many situations. It makes predicting aggregated wind
generation easier in the case where wind farms are located relatively close together. When several
wind farms are connected to the same transmission line, the optimal transmission capacity should be
determined by considering the wind speed correlation among wind farms. A correlated wind model
could also be useful for determining the location of future wind farms [19].
Wind speeds are actually neither entirely dependent nor independent, but are correlated to some
degree if the distance between wind farms is not very large. The correlated wind speeds can be
calculated using a correlation coefficient, which represents the degree of relationship between the
series of wind speeds. The correlation coefficient equation is shown in Equation (2):
2
𝑐𝑜𝑣12
𝜌= (2)
𝜎1 ∙ 𝜎2
Making the wind speed input vectors vary as a correlated set requires producing correlated Weibull
random variable vectors using the following procedure:
Step 1. Find the mean value and standard deviation of the hourly historical wind speeds measured
over a year for each location.
Step 2. Estimate the scale parameter c and shape parameter k of the Weibull distribution for each wind
farm site. In this study we did this using the Matlab function wblfit(), which returns the maximum
likelihood estimates of the parameters of the Weibull distribution given the wind speed vectors.
Step 3. For each wind farm site, produce an uncorrelated vector z with mean value μz and
correlation matrix Ωz using the results of scale parameter c and shape parameter k. This is possible
using the Matlab function wblrnd(), which returns an array of random numbers chosen from the
Weibull distribution with c and k. The uncorrelated vector z is then expressed as shown in the
following equations:
𝒛 = (𝑧1 , 𝑧2 , … , 𝑧𝑛 )T (3)
𝜇𝑧 = (𝜇𝑧1 , 𝜇𝑧2 , … , 𝜇𝑧𝑛 )T (4)
2
𝜎𝑧1 𝜎𝑧12 ⋯ 𝜎𝑧1𝑛
2 ⋯ 𝜎𝑧2𝑛
𝛺𝑧 = �𝜎𝑧21 𝜎𝑧2 � (5)
⋮ ⋮ ⋱ ⋮
2
𝜎𝑧𝑛1 𝜎𝑧𝑛2 ⋯ 𝜎𝑧𝑛
Step 4. Calculate the correlation coefficient matrix 𝛺𝑦 using the function Matlab function corr(),
which returns a matrix containing the pairwise linear correlation coefficient. The correlation
coefficient matrix can be decomposed into the product of a lower triangular matrix L and its conjugate
transpose LT [20]:
𝛺𝑦 = 𝐿 ∙ 𝐿𝑇 (6)
Step 5. The correlated random variable vectors y that we are seeking are related to the uncorrelated
random variable vectors z with the lower triangular matrix L as expressed in (7):
𝒚 = 𝐿 ∙ (𝒛 − 𝜇𝑧 ) + 𝜇𝑦 (7)
Energies 2013, 6 5723

Step 6. Use the MCS method to choose the correlated wind speeds v randomly from the Weibull
distribution y generated above. The result is the free correlated wind speed using an existing
deterministic approach of AC optimal power flow for the chosen inputs.

2.3. Wake Effect

When wind flows through a turbine, the downstream wind has a lower mean speed and higher
turbulence than free wind due to the rotation of the turbine blades. Free wind is the upstream air that is
traveling at its natural velocity and that has not been deflected or impacted by any obstruction. The
downstream wind contains less kinetic energy than the upstream wind. This implies a loss in power
production and an increase in the maintenance cost of wind power plants. The wake effect diminishes
due to spreading, and the flow returns to free wind conditions after a certain distance. The wake effect
must thus be taken into account to represent the actual wind flow in wind farms. Here, the wake model
of the Wind Atlas Analysis and Application Program (WAsP) [21] was used for fast and robust
simulation results. The WAsP is based on a linearized model with no consideration of obstacles or
complex terrain. The wind speed at any downstream turbine at a distance from the upstream turbine
can be described as:
2
𝐷 4 ∙ 𝐴𝑜𝑣𝑒𝑟𝑙𝑎𝑝
𝑣 = 𝑣0 [1 − 𝑑] = 𝑣0 �1 − �1 − �1 − 𝐶𝑇 � � � �∙ (8)
𝐷 + 2𝑤𝑥 𝜋𝐷2

The upstream turbine wake affects only a portion of the swept area of a downstream turbine due to
4∙𝐴𝑜𝑣𝑒𝑟𝑙𝑎𝑝
either different hub heights or wind direction. Let 2 be the corresponding portion of the area.
𝜋𝐷
Manufacturers generally provide the thrust coefficient Ct of a wind turbine along with the power curve
as background information. Figure 3 shows the power curve and thrust coefficient curve of the 3-MW
class wind turbine that was used for the numerical analysis in this study. The wake decay constant w,
which depends on the site location, is usually set to 0.075 for onshore [21]. The horizontal distance x is
recommended to be more than five times the rotor diameter D.

Figure 3. Power curve and thrust coefficient curve of the wind turbine used in this study.
Energies 2013, 6 5724

3. Wind Turbine Modeling Considering Power Factor Control

Figure 4 shows the configuration of the DFIG wind turbine considered in this paper. The stator is
connected directly to the transformer low-voltage side, while the rotor is connected to a converter
consisting of back-to-back voltage source inverters.

Figure 4. DFIG configuration.

The main advantage of DFIG type wind turbines is their ability to provide easier reactive power
control without additional capacitive support. A DFIG wind turbine can be operated in two control
modes: fixed power factor control or terminal voltage control. The former controls reactive power to
achieve a fixed power factor while the latter adjusts the reactive power to control the voltage to a
specified value. This study considered fixed power factor control of the DIFG-based VSWT. The
active power captured by the rotor of the wind turbine at time t is computed from Equation (9):
1
𝑃𝑤𝑡,𝑡 (𝑣) = 𝜌𝐴𝑣𝑡 3 𝐶𝑝 �𝜆𝑡𝑖𝑝 , 𝜃� (9)
2
The power coefficient Cp is a function of the blade pitch angle 𝜃 and tip speed ration 𝜆𝑡𝑖𝑝 . The tip
speed ratio 𝜆𝑡𝑖𝑝 is defined by the blade tip speed (𝜔𝑟 ∙ 𝑅) and wind speed 𝑣𝑡 , expressed as Equation (10):
𝜔𝑟 ∙ 𝑅
𝜆𝑡𝑖𝑝 = (9)
𝑣𝑡
where, 𝜔𝑟 is the rotational speed of the rotor.
The maximum active power will be extracted from the wind when 𝜔𝑟 an optimal value that
maximizes the power coefficient for a specified tip speed ratio. However, optimization of the active
power alone does not necessarily guarantee the quality of the power generated by a wind turbine.
Many countries impose power factor requirements on grid-connected wind turbines. Thus, both active
power and reactive power should be controlled to maintain the specified power factor requested by the
grid code. The power factor pf is defined in Equation (11):
𝑃 𝑃
𝑝𝑓 = = (10)
𝑆 �𝑃2 +𝑄2

The active and reactive power output limit of a wind turbine can be described as follows:
Energies 2013, 6 5725

𝑚𝑎𝑥
𝑄𝑤𝑡,𝑡 = tan(cos −1 𝑝𝑓) ∙ 𝑃𝑤𝑡,𝑡 (11)
𝑚𝑖𝑛 𝑚𝑎𝑥
𝑃𝑤𝑡,𝑡 ≤ 𝑃𝑤𝑡,𝑡 (𝑣𝑡 ) ≤ 𝑃𝑤𝑡,𝑡 (12)
𝑚𝑖𝑛 𝑚𝑎𝑥
𝑄𝑤𝑡,𝑡 ≤ 𝑄𝑤𝑡,𝑡 (𝑣𝑡 ) ≤ 𝑄𝑤𝑡,𝑡 (13)

4. Problem Formulation

4.1. Probabilistic Optimal Power Flow

The aim of the P-OPF is to obtain the PDFs or cumulative distribution functions (CDFs) of the
system state and power flow in electrical power systems. The input data will be the probabilistic
distribution (PDF or CDF) of the correlated wind speed for wind farms and the bus load. A number N
of input data samples are generated by MCS, and then the deterministic optimal power flow is
determined for each one of the N input samples; this includes determining the generation schedule,
power flow, and bus voltage in a probabilistic distribution. The OPF is formulated as a nonlinear
optimization problem that minimizes the power system quadratic operating cost. In this paper, the
primal-dual interior point method (PDIPM) was used to solve this problem:
𝑁𝑇 𝑁𝐺

𝑚𝑖𝑛 � ��𝑎𝑖 𝑃𝐺2𝑖,𝑡 + 𝑏𝑖 𝑃𝐺𝑖,𝑡 + 𝑐𝑖,𝑡 � (14)

𝑡=1 𝑖=1

subject to the following constraints:

1. power flow equations:
𝑁𝐺

𝑃𝐺𝑖,𝑡 (𝑽, 𝜹) = 𝑃𝐺𝑖,𝑡 − 𝑃𝐷𝑖,𝑡 = ��𝑉𝑖,𝑡 ��𝑉𝑖,𝑡 � �𝐺𝑖𝑗 𝑐𝑜𝑠�𝜃𝑖,𝑡 − 𝜃𝑖,𝑡 � + 𝐵𝑖𝑗 𝑠𝑖𝑛�𝜃𝑖,𝑡 − 𝜃𝑖,𝑡 �� (15)
𝑗=1
𝑁𝐺

𝑄𝑖,𝑡 (𝑽, 𝜹) = 𝑄𝐺𝑖,𝑡 − 𝑄𝐷𝑖,𝑡 = ��𝑉𝑖,𝑡 ��𝑉𝑗,𝑡 � �𝐺𝑖𝑗 𝑠𝑖𝑛�𝜃𝑖,𝑡 − 𝜃𝑖,𝑡 � − 𝐵𝑖𝑗 𝑐𝑜𝑠�𝜃𝑖,𝑡 − 𝜃𝑖,𝑡 �� (16)
𝑗=1

2. power output limit of thermal generating units:

𝑃𝑖𝑚𝑖𝑛 ≤ 𝑃𝑖,𝑡 ≤ 𝑃𝑖𝑚𝑎𝑥 (17)
𝑄𝑖𝑚𝑖𝑛 ≤ 𝑄𝑖,𝑡 ≤ 𝑄𝑖𝑚𝑎𝑥 (19)
3. bus voltage limit:
�𝑉𝑖𝑚𝑖𝑛 � ≤ �𝑉𝑖,𝑡 � ≤ |𝑉𝑖𝑚𝑎𝑥 | (18)
4. power flow limits of line from bus i to bus j:
𝑃𝐿𝑖𝑗,𝑡 ≤ 𝑃𝐿𝑚𝑎𝑥
𝑖𝑗 (19)
In addition to the power output limits of thermal plants in Equations (18) and (19), the real power
and reactive power limits of wind turbines are considered as constraints in Equations (12)–(14).
Fossil fuel-fired thermal generating units decrease their power output by an amount equivalent to
that generated by wind. This leads to a commensurate expected reduction in operating cost and CO2
Energies 2013, 6 5726

emissions. Even though reducing CO2 emissions is not a primary target of this study, it is a byproduct
of using the clean energy of wind. The amount of CO2 emissions produced when a thermal unit i
generates at power level Pi,t is expressed as [22]:
𝑁𝑇

𝐸𝑖 �𝑃𝐺𝑖,𝑡 � = � 𝛼𝑖 𝑃𝐺2𝑖,𝑡 + 𝛽𝑖 𝑃𝐺𝑖,𝑡 + 𝛾𝑖 + 𝜁𝑖 exp�𝜆𝑖 𝑃𝐺𝑖,𝑡 � (20)

𝑡=1

4.2. Primal-Dual Interior Point Method

The mathematical optimization techniques for solving various OPF models are continually studied
in terms of computational speed, accuracy and robustness. Discussed herein is the implementation of
the generation scheduling model by OPF based on primal-dual interior point method (PDIPM). Since
the primal-dual is the most theoretically elegant of the many variants and also the most successful
computationally, the PDIPM is a powerful tool for solving the generation scheduling model with wind
power [23,24].
First, by introducing slack variables vectors (primal variable vectors) which are expressed in sL and
sU in Equation (23), the general form of optimal power flow is transformed to make inequality
constraints into equality ones as follows:
𝑚𝑖𝑛 𝑓(𝑍)
𝑈,𝑋
subject to 𝐺(𝑍) = 0
𝐻(𝑍) − 𝑠𝐿 − 𝐻𝑚𝑖𝑛 = 0 (21)
𝐻(𝑍) − 𝑠𝑈 − 𝐻𝑚𝑎𝑥 = 0
𝑠𝐿 ≥ 0, 𝑠𝑈 ≥ 0
After adding a logarithmic barrier function, the Lagrangian function is constructed as the
following equation:
𝐿(𝑍, 𝑠𝐿 , 𝑠𝑈 , 𝜆, 𝜋𝐿 , 𝜋𝑈 , 𝑢)
= 𝑓(𝑍) − 𝜆𝑇 𝐺(𝑍) − 𝜋𝐿𝑇 (𝐻(𝑍) − 𝑠𝐿 − 𝐻𝑚𝑖𝑛 )
(22)
− 𝜋𝑈𝑇 (𝐻(𝑍) − 𝑠𝑈 − 𝐻𝑚𝑎𝑥 ) − 𝑢 �� 𝑙𝑛 𝑠𝐿𝑖 + � 𝑙𝑛 𝑠𝑈𝑖 �
𝑖 𝑖

where 𝜆 is the Lagrangian multipliers vector for G(∙)=0; 𝜋𝐿𝑇 is the Lagrangian multipliers vector for
𝐻(∙) − 𝑠𝐿 − 𝐻𝑚𝑖𝑛 = 0; 𝜋𝑈𝑇 is the Lagrangian multipliers vector for 𝐻(∙) − 𝑠𝑈 − 𝐻𝑚𝑎𝑥 = 0; u is the
barrier parameter.
In Equation (24), using Lagrangian multipliers of constraints to estimate the cost change for a unit
change in each of binding constraint, the optimization problem can be formulated explicitly as:
Energies 2013, 6 5727

𝑁𝐺 𝑁𝐺 𝑁𝐺 𝑁𝐺

𝑚𝑖𝑛 𝐿 = ��𝑎𝑖 𝑃𝐺2𝑖 + 𝑏𝑖 𝑃𝐺𝑖 + 𝑐𝑖 � − � 𝜆𝑃𝑖 𝐺𝑃𝑖 − � 𝜆𝑄𝑖 𝐺𝑄𝑖 + � 𝜋𝐿𝑃 �𝑃𝐺𝑖 − 𝑠𝐿𝑃𝑖 − 𝑃𝐺𝑖 𝑚𝑖𝑛 �
𝑈,𝑋 𝑖
𝑖=1 𝑖=1 𝑖=1 𝑖=1
𝑁𝐺 𝑁𝐺

+ � 𝜋𝑈𝑃 �𝑃𝐺𝑖 − 𝑠𝑈𝑃𝑖 − 𝑃𝐺𝑖 𝑚𝑎𝑥 � + � 𝜋𝐿𝑄 �𝑄𝐺𝑖 − 𝑠𝐿𝑄𝑖 − 𝑄𝐺𝑖 𝑚𝑖𝑛 �
𝑖 𝑖
𝑖=1 𝑖=1
𝑁𝐺 𝑁𝐺

+ � 𝜋𝑈𝑄 �𝑄𝐺𝑖 − 𝑠𝑈𝑄𝑖 − 𝑄𝐺𝑖 𝑚𝑎𝑥 � + � 𝜋𝐿𝑉 �𝑉𝑖 − 𝑠𝐿𝑉𝑖 − 𝑉𝑖𝑚𝑖𝑛 �

𝑖 𝑖
(23)
𝑖=1 𝑖=1
𝑁𝐺 𝑁𝐺

+ � 𝜋𝑈𝑉 �𝑉𝑖 − 𝑠𝑈𝑉𝑖 − 𝑉𝑖𝑚𝑎𝑥 � + � 𝜋𝐿𝑃𝐿 �𝑃𝐿𝑖𝑗 − 𝑠𝐿𝑃𝐿 − 𝑃𝐿𝑚𝑎𝑥

𝑖𝑗 �
𝑖 𝑖𝑗 𝑖𝑗
𝑖=1 𝑖=1
𝑁𝐺
𝑚𝑎𝑥
+ � 𝜋𝐿𝑃𝐿 �𝑃𝐿𝑗𝑖 − 𝑠𝐿𝑃𝐿 − 𝑃𝐿𝑗𝑖 � − 𝑢 �� 𝑙𝑛 𝑠𝐿𝑖 + � 𝑙𝑛 𝑠𝑈𝑖 �
𝑗𝑖 𝑗𝑖
𝑖=1 𝑖 𝑖
𝑇 𝑇 𝑇
where, s𝑈 = �s𝑈𝑃 s𝑈𝑄 s𝑈𝑉 s𝑈𝑃𝐿 � , s𝐿 = �s𝐿𝑃 s𝐿𝑄 s𝐿𝑉 s𝐿𝑃𝐿 � , π𝑈 = �π𝑈𝑃 π𝑈𝑄 π𝑈𝑉 π𝑈𝑃𝐿 � ,
𝑇
π𝐿 = �π𝐿𝑃 π𝐿𝑄 π𝐿𝑉 π𝐿𝑃𝐿 � .
Applying the first order and second order Karush-Kuhn-Tucker (KKT) optimality condition for the
Lagrangian function (25), we obtain an optimal solution for OPF-based generation scheduling
problem. Since much researches have been done for PDIPM application to power systems, its detailed
explanation was omitted in this paper. The proposed approach is implemented sequentially, as shown
in Figure 5.

Figure 5. Solution procedure flowchart.

Energies 2013, 6 5728

5. Numerical Results

The validity of the proposed method was tested on a modified IEEE 118-bus system with
54 generating units, 186 transmission lines, 91 load sides, and two wind farms. Figure 6 shows a
single-line diagram of the test system; the other data related to the test system can be found in [25].
Table 1 shows the emission coefficient data for the thermal generating units. The load is considered to
follow a normal distribution with a standard deviation of 5%. The DFIG variable speed wind turbines
used in this paper have the following parameters: cut-in speed of 3 m/s, rated speed of 11 m/s, cut-out
speed of 25 m/s, rated power of 3 MW, rotor diameter of 112 m, and hub height of 80 m.

Figure 6. IEEE 118-bus system.

Table 1. Thermal generating unit emission coefficient data.

Unit (MW) α (lb/h) β (lb/MWh) γ (lb/MW2h) ζ (lb/h) λ (1/MW)
<30 6.131 5.555 5.151 1 6.667
31–50 4.258 5.094 4.586 1 8.000
51–100 5.326 3.550 3.380 2 2.000
101–200 4.258 5.094 4.586 1 8.000
201–300 2.543 6.047 5.638 5 3.333
>300 4.091 5.554 6.490 2 2.857
Energies 2013, 6 5729

The two wind farms, which contain 100 wind turbines (40 in WF1 and 60 WF2), inject power
directly into the transmission system at bus 11. The total wind power capacity of 300 MW is
approximately 10% of the total generation capacity. Many countries have a near-future target of at
least 10% wind power penetration. The proposed approach consists of two parts: MCS for choosing
the load and correlated wind speed from their probabilistic distributions, and the AC optimal power
flow (ACOPF) technique for analyzing the system with the chosen input data. The proposed P-OPF for
generation scheduling with wind power has been implemented in MATLAB running on a standard
Pentium personal computer with a 3.0-GHz processor and 2 GB of random-access memory.

5.1. Load and Wind Power Uncertainties

Figure 7 illustrates the mean value of the hourly load and wind power variability using MCS with
3000 samples. For hourly wind power production, first, the Weibull distribution which is expressed in
Equation (1) was generated based on historical wind data on Jeju Island in Korea. Then wind power
production can be calculated with power curve for the wind speed which was randomly selected by
MCS from the Weibull probability distribution. All results are expressed as expected values in this
paper. The power output of each wind farm changes sharply depending on wind speed, and its
variation is larger than that of the load.

Figure 7. Mean value of hourly load and wind generation variability.

Figure 8 illustrates the normal distribution curve for the load uncertainty at the peak load (16 h) of
the test system using an MCS with 3000 samples. The power load histogram converged to the normal
distribution curve for larger numbers of MCS samples. Varying the number of samples over the range
500–10,000 showed that 3000 samples provided the optimal value of load uncertainty fitness with
reasonable computational accuracy. As shown in Figure 8, the load uncertainty was very close to being
normally distributed.
Energies 2013, 6 5730

Figure 8. Load uncertainty modeling using a normal distribution.

60
Monte Carlo
Normal Distribution

50

40
Frequency

30

20

10

0
3500 4000 4500 5000
Power demand [MW]

Table 2 shows the mean and standard deviation of the wind speed, along with the Weibull
parameters and correlation coefficient, at the two wind farms. The mean values for the two locations
were 5.95 and 6.1 m/s. Using the Matlab wblrnd() function, we produced uncorrelated random
variables with the two Weibull parameters for each location. The correlated Weibull random variables
y can be solved as shown in Equation (7):
𝑧 = (𝑧1 , 𝑧2 )T (24)
𝜇𝑧 = (5.83, 5.91)T (25)
1.0 0.086
𝛺𝑧 = � � (26)
0.086 1.0
The correlated Weibull random variables y can be solved as shown in Equation (7):
𝑦1 1 0 𝑧 − 5.83 5.95
�𝑦 � = � �� 1 �+� � (29)
2 0.61 0.86 𝑧2 − 5.91 6.1
To confirm that the correlated wind speeds V generated by the Weibull random variables y actually
follow the Weibull distribution, we checked them by comparison to the normal distribution model.
Figure 9 shows the probability plot for Weibull distributions y1 and y2. This figure has a reference line
that passes through the lower and upper quartiles of y1 and y2 (correlated Weibull random variables) to
help determine whether the generated wind speeds follow the distribution. The results showed that y1
and y2 did indeed follow a Weibull distribution.

Table 2. Results for correlated Weibull distributions at peak load.

Title WF1 WF2
Mean value μ 5.95 6.1
Standard deviation σ 3.35 3.16
Scale parameter c 6.7 6.8
Shape parameter k 1.83 1.93
1.0 0.61
Correlation coefficient 𝜌= � �
0.61 1.0
Energies 2013, 6 5731

Figure 9. Probability plots for Weibull distributions y1 and y2.

5.2. Probabilistic OPF Solutions

The following cases were simulated to examine how fixed power factor control of wind turbines affects
the P-OPF solutions. The simulation results include operating cost, active power loss, CO2 emissions, and
line flows of active and reactive power. Under power factor control, P-OPF was able to supply the reactive
power required to maintain voltage security. The wake effect was ignored in this analysis:
Case 1: no wind power considered;
Case 2: pf = 1;
Case 3: pf = 0.95 lagging;
Case 4: pf = 0.9 lagging.
Table 3 shows the optimal solutions of P-OPF for each case. All results are the summation of the
whole time horizon.

Table 3. Optimal solutions of the proposed P-OPF.

Wind power generation
Case Total operating cost ($) P loss (MW) CO2 emission (ton)
P (MW) Q (MVar) CP (%)
1 2,405,677 1,568 99 0 0 0
2 2,331,241 1,552 96 2,033 0 28.2
3 2,330,318 1,550 96 2,043 420 28.3
4 2,331,065 1,545 96 2,036 498 28.2

The total operating costs were $2,405,677 and $2,331,241 (pf = 1) without and with wind power,
respectively. Because wind power is assumed to have an operating cost of zero in the dispatch
formulation, the system operator tries to use wind power as much as possible to minimize the total
operating cost. The total operating cost of Case 2 was $74,436 (3.1%) less than that of Case 1 because
wind generation covered some part of the load. The power loss seldom changed with or without wind
power, and was independent of the power factor value. Furthermore, the use of wind power for power
Energies 2013, 6 5732

generation reduced the fossil fuel consumption of conventional thermal power plants, and thus reduced
emissions. The system emissions were clearly less in Case 1 than in the other cases. The capacity
factor (CF), which is the ratio of the actual output of a plant to its potential output if it had produced at
maximum capacity, was calculated during the complete study time period of 24 h. The capacity factor
was approximately 28% for all cases that considered wind power. These results are in the favorable
range because the capacity factor is generally about 25%.
Figure 10 shows the total active and reactive power generated by the wind farms according to the
power factor. The reactive power was significantly affected by the power factor, which determines the
quantity of the reactive power required to maintain the bus voltage security, while the active power
changed very little. As shown in the figure, the largest reactive power was generated in the case of a
0.9 lagging power factor. Note that the optimal dispatch scheme solved by the proposed P-OPF method
can supply reactive power without a decrease of active power because of power factor control.

Figure 10. Active and reactive power according to power factor.

Figure 11 shows that the total operating cost and the level of CO2 emissions were reduced by the
integration of wind power. The effect of wind power on the operating cost and emission level changed
very little because the active power remained almost unchanged in cases of wind power integration
(Cases 2–4). Both the operating cost and emission level are functions of the active power.

Figure 11. Total operating cost and CO2 emissions.

Energies 2013, 6 5733

Table 4. Reactive power flow on lines connecting to wind farms.

Time
Case Line From bus To bus Total
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
10 11 4 −0.4 −0.6 −0.6 −0.6 −0.6 −0.6 −0.5 −0.5 −0.6 −1.6 −2.2 −2.9 −2.8 −3.2 −3.0 −2.6 −1.8 −1.3 −1.1 −1.2 −1.1 −1.1 −0.6 −0.4
11 11 5 −5.6 −5.6 −5.4 −5.3 −5.3 −5.4 −5.7 −5.8 −6.0 −6.9 −7.4 −8.0 −7.9 −8.3 −8.1 −7.8 −7.2 −6.7 −6.6 −6.7 −6.6 −6.5 −6.1 −6.0
1 89
12 11 12 16.7 15.7 15.6 15.5 15.5 15.7 16.3 16.3 16.9 16.8 17.2 16.3 16.2 15.5 15.8 16.3 17.5 18.8 18.9 19.0 19.1 19.3 17.6 17.6
16 11 13 −5.4 −5.3 −5.3 −5.2 −5.2 −5.3 −5.3 −5.4 −5.3 −5.2 −5.1 −5.1 −5.2 −5.2 −5.3 −5.5 −5.6 −5.6 −5.7 −5.5 −5.5 −5.5 −5.5 −5.5
10 11 4 −0.5 −0.5 −0.7 −0.7 −0.4 −0.6 −0.5 −0.5 −0.6 −1.7 −2.5 −3.2 −2.9 −3.0 −3.0 −2.5 −1.9 −1.3 −1.2 −1.1 −1.3 −1.3 −0.5 −0.5
11 11 5 −5.2 −5.0 −5.0 −4.9 −4.7 −5.0 −5.1 −5.2 −5.4 −6.4 −7.2 −7.8 −7.5 −7.6 −7.6 −7.3 −6.7 −6.3 −6.2 −6.0 −6.3 −6.2 −5.5 −5.5
2 95
12 11 12 15.3 15.1 14.5 14.1 15.2 14.6 15.6 15.6 16.0 15.7 15.6 14.5 15.1 15.0 14.9 15.3 16.5 17.7 17.9 18.5 17.8 17.8 17.0 16.7
16 11 13 −4.5 −4.5 −4.4 −4.4 −4.3 −4.4 −4.5 −4.5 −4.5 −4.3 −4.3 −4.3 −4.3 −4.3 −4.4 −4.6 −4.7 −4.7 −4.7 −4.6 −4.7 −4.7 −4.5 −4.6
10 11 4 2.3 2.2 2.2 2.2 2.2 2.2 2.2 2.3 2.1 1.4 0.9 0.6 0.8 0.6 0.8 1.0 1.4 1.7 1.6 1.6 1.6 1.6 2.1 2.2
11 11 5 −3.1 −3.0 −2.8 −2.7 −2.8 −2.9 −3.1 −3.1 −3.4 −4.0 −4.5 −4.7 −4.6 −4.7 −4.6 −4.5 −4.2 −4.0 −4.0 −4.0 −4.0 −4.0 −3.5 −3.4
3 508
12 11 12 26.3 26.0 25.7 25.4 25.6 25.8 26.3 26.5 27.0 28.3 29.5 29.8 29.7 29.9 29.9 29.9 29.6 29.5 29.5 29.4 29.5 29.4 27.5 27.4
16 11 13 −4.9 −4.8 −4.8 −4.8 −4.8 −4.8 −4.8 −4.9 −4.9 −4.6 −4.5 −4.5 −4.6 −4.6 −4.7 −4.8 −5.0 −5.1 −5.0 −5.0 −5.0 −5.0 −4.9 −5.0
10 11 4 3.7 3.7 3.6 3.5 3.6 3.6 3.7 3.8 3.8 3.7 3.5 3.6 3.8 3.7 3.9 4.1 4.1 3.9 3.8 3.6 3.6 3.5 3.8 3.8
11 11 5 −1.9 −1.7 −1.6 −1.5 −1.5 −1.6 −1.9 −1.9 −2.1 −2.5 −2.6 −2.5 −2.4 −2.4 −2.3 −2.1 −2.1 −2.3 −2.3 −2.5 −2.5 −2.6 −2.3 −2.3
4 549
12 11 12 25.8 25.4 25.1 24.8 24.9 25.2 25.8 25.9 26.4 27.6 28.5 28.6 28.4 28.5 28.4 28.3 28.3 28.4 28.4 28.5 28.5 28.6 27.0 26.8
16 11 13 −5.7 −5.7 −5.7 −5.6 −5.7 −5.7 −5.8 −5.8 −5.9 −5.9 −5.9 −5.9 −6.0 −6.0 −6.1 −6.3 −6.3 −6.1 −6.0 −5.9 −5.9 −5.8 −5.9 −5.9
Energies 2013, 6 5734

To confirm the reactive power generated by the wind turbines, depending on the specific power
factor control, we calculated the total reactive power flow of the four lines. Table 4 shows the reactive
power flow on four lines (10, 11, 12, and 16), which connect to bus 11 containing the two wind farms.
We unified the direction of reactive power flow on the four lines to investigate how much reactive
power was consumed or produced by bus 11. As shown in the table, while the results of Cases 1 and 2
were similar, a large amount of reactive power was produced in Cases 3 and 4 to satisfy the bus
voltage constraint. We also concentrated on the reactive power flow of line 10 that connects buses 11
and 4, as shown in Figure 12. Whereas Cases 1–3 showed similar reactive power reductions around
peak load, Case 4 did not because sufficient reactive power was generated by power factor control.
Thus, the PV bus model-based power factor control for wind turbines provides optimal wind power
dispatch, which guarantees the bus voltage security by supplying as much reactive power as needed.

Figure 12. Reactive power flow of line 10 (bus 11 to bus 4).

5.3. Wake Effect Depending on Wind Farm Layout

To investigate the wake effects on the wind generation and operating cost as a function of wind
farm layout, we conducted the following studies. The numbers of wind turbines in WF1 and WF2 were
40 and 60, respectively. Changing the number of wind turbines strung out in a row perpendicular to the
main wind direction, the P-OPF was solved with the following two assumptions: yaw control was used
to ensure that the wind turbines squarely face the wind direction, and the power factor was fixed at
0.95 lagging to exclude any influence of the power factor:
Case A: no wake effect considered;
Case B: five wind turbines in a row (WF1: 5 × 8, WF2: 5 × 12);
Case C: ten wind turbines in a row (WF1: 10 × 4, WF2: 10 × 6);
Case D: twenty wind turbines in a row (WF1: 20 × 2, WF2: 20 × 3).
Table 5 shows the wake effect on the total operating cost and the amount of wind power generated.
The total operating cost was clearly proportional to the number of wind turbines in a row. The active
Energies 2013, 6 5735

power P was directly influenced by the wake effect, while the decrease in reactive power, which was
mainly affected by the bus voltage or power factor, was insignificant. Whereas the decrease in wind
farm active power due to the wake effect was approximately 136 MW (6.6%), the increase in total
operating cost was only $4761 (0.2%) because wind power was only a small part of the whole system.
Figure 13 shows the wake effect on the hourly amount of wind power generated. The amount of wind
power decreased as the number of wind turbines in a row increased.

Table 5. Wake effect on P-OPF solutions.

Wind power generation
Case Total operating cost ($)
P (MW) Q (MVar) CP (%)
A 2,330,318 2,043 420 28.3
B 2,331,503 2,017 417 28.0
C 2,333,823 1,963 408 27.2
D 2,335,079 1,907 404 26.4

Figure 13. Wake effect on wind power generation.

6. Conclusions

This paper has explored P-OPF to determine optimal active and reactive power dispatch in power
systems with significant wind power, considering the wake effect to increase accuracy. A correlated
wind speed model was applied assuming that the wind farms were located relatively close to each
other to facilitate forecasting the total wind power generation from wind farms. To show its
effectiveness, P-OPF was tested on a modified IEEE 118-bus test system with two wind farms using
PDIPM. As clearly demonstrated, the uncertainties of load and correlated wind speeds closely
followed normal and Weibull distributions, respectively. The integration of wind power reduced the
operating cost and CO2 emissions. Because the reactive power produced by wind turbines can be
controlled by a power factor determined by the plant operator, it should help solve the voltage
problems that occur in wind farms. Furthermore, this work has shown that the wake effect reduced
wind power production by approximately 6% from what would have been the case with the free wind
Energies 2013, 6 5736

speed for an onshore wind farm. The improvement of power production by optimizing an offshore
wind farm layout is a subject for future work. The proposed P-OPF provides information for system
analysis, which is helpful to system operators making decisions about optimal power system dispatch
to satisfy power balance and voltage constraints in an uncertain environment.

Acknowledgments

This work was supported by the National Research Foundation of Korea (NRF) grant funded by the
Korea government (MSIP) (2010-0028509).

Conflicts of Interest

The authors declare no conflict of interest.

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