MATPOWER does not include any code to decompose the prices into loss and 
congestion components. I know that it is done, but I'm not sure there a single 
"correct" way to do it. Here's a reference to a paper a read a few years ago 
that explores the subject a bit ...

Luonan Chen; Suzuki, H.; Wachi, T.; Shimura, Y.; , "Components of nodal prices 
for electric power systems," Power Systems, IEEE Transactions on , vol.17, 
no.1, pp.41-49, Feb 2002
doi: 10.1109/59.982191
URL: 
http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=982191&isnumber=21157

-- 
Ray Zimmerman
Senior Research Associate
211 Warren Hall, Cornell University, Ithaca, NY 14853
phone: (607) 255-9645



On Mar 22, 2011, at 11:03 AM, Santiago Chamba wrote:

> Thank you very much Professor Zimmerman. I have understood very well the
> problem, when there are generators that offers reserves in the same zones
> (overlapping). I also think that is impossible define a single zonal price
> that reflects the effects of multiple constrains when overlapping generators
> in the same zone.
> 
> Yours proposal is based in the sensitivity of the total system cost to
> changes in the zone reserve requirement. I think that the price zone must
> reflected this change because a variation in generation (Pgi) or reserves
> (Ri) will be dependent on the availability of generation and reserves, for
> this reason an increase in power generation (ΔPgi) or reserves (ΔRi) equals
> to a decrease in the power generation and reserves. Hence the sensitivity
> ΔRi/ΔPgi = -1 and this observation could conclude that the requirements
> reserves affects the power energy dispatch and therefore to the system cost.
> 
> On the other hand, I have other question about the losses. I need to
> decompose the marginal price in its components. I have found the shadow
> prices and Kuhn-Tucker multiplier but I have not still found in the Matpower
> program the losses penalty factor. Please, could you help me ?
> 
> Best Regards
> 
> Santiago Chamba
> 
> 
> De: [email protected]
> [mailto:[email protected]] En nombre de Ray Zimmerman
> Enviado el: lunes, 21 de marzo de 2011 12:46
> Para: MATPOWER discussion forum
> Asunto: Re: Question
> 
> First, no, I don't think there is any existing code to do exactly what you
> are suggesting, but it is trivial to write a short program that varies loads
> and generation in a loop, calling the OPF each time.
> 
> Second, I purposely did not change these zonal reserve prices in the output.
> What this is displaying is the shadow price on each reserve constraint. In
> the general case, I don't think there is a single zonal price that reflects
> the effects of multiple constraints.
> 
> The subtilty here comes from the fact that the zone definitions can be (and
> in this case are) overlapping. So the price of $5.50 actually comes by
> adding the shadow prices on both of the zonal constraints. In this example,
> since every node in zone 2 is also in zone 1, you might expect the zone 2
> price to be the sum of the two multipliers. However, this does not work in
> the general case. Suppose you had 3 zones, defined as follows ...
> 
> Zone 1:  gens 1, 2, 3
> Zone 2:  gens 3, 4
> Zone 3:  gens 4, 5, 6
> 
> And suppose all of the reserve constraints were binding. What is the "zone 2
> price"? By definition it is the sensitivity of the total system cost to
> changes in the zone 2 reserve requirement.
> 
> Attached is an example (overlapping_reserves_eg.m) that demonstrates such a
> case and verifies the prices by perturbing each constraint. You can see how
> the dispatches change (and consequently how the system cost is affected) as
> the constraints are perturbed.
> 
> So my thought is that the zonal reserve price should be defined as the
> multiplier on the corresponding reserve constraint, but each generator
> should be paid a price equal to the zonal price for all zones in which it is
> included.
> 
> Comments?
> 
> -- 
> Ray Zimmerman
> Senior Research Associate
> 211 Warren Hall, Cornell University, Ithaca, NY 14853
> phone: (607) 255-9645
> 
> 
> 
> 
> 

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