Complementary test in EG2050 System Planning,

12 April 2013, 13:00-15:00, the seminar room

Instructions
Only the problems indicated on the attached answer sheet have to be answered (the score of the
remaining problems is kept from the exam). Motivations and calculations do not have to be pre-
sented.
The maximal score of the complementary test is 40 points including the points that are kept from
the exam. You are guaranteed to pass if you get at least 33 points.
Allowed aids
In this complementary test you are allowed to use the following aids:
Calculator without information relevant to the course.
One handwritten, single-sided A4-page with your own notes (original, not a copy),
which should be handed in together with the answer sheet.
2
3
Problem 1 (4 p)
Answer the following theoretical questions by choosing one alternative, which you find correct.
a) (2 p) Consider a balance responsible company which during one hour has generated
890MWh, sold 400MWh to the power exchange, sold 460MWh to consumers with take-and-pay
contracts and sold 20MWh regulation power to the system operator. How large is the imbalance
of this company for this hour? (Disregards whether the imbalance is positive or negative.)
1. 0 MWh.
2. 10 MWh.
3. 20 MWh.
4. 30 MWh.
5. None of the alternatives above is correct.
b) (2 p) The following applies to a vertically integrated electricity market I) The power companies
are free to sell to any other power company, II) All electricity trading must be performed via a pow-
er exchange, III) The consumers are free to buy from which producer or retailer they want.
1. None of the statements is true.
2. Only I is true.
3. Only II is true.
4. Only III is true.
5. I and III are true but not II.
4
Problem 2 (6 p)
Assume that the electricity market in Land has perfect competition, all players have perfect infor-
mation, and there are neither transmission nor capacity limitations. However, the hydro reservoirs
of Land has a limited storage capacity. The variable operation cost in the hydro power is negligible.
On 1 January the reservoirs holds in total 20TWh and according to the long-term forecast for the
electricity market (which as already mentioned is assumed to be faultless), the reservoirs should
hold 25TWh on 31 December. The inflow and other data for the electricity market in Land are
given in table 1 below. The variable costs are assumed to be linear in the given interval; the pro-
duction is zero if the price is on the lower price level and the production is maximal at the higher
price level.
Assume that the electricity price is 360/MWh between 1 January and 30 June, and that it is
380/MWh between 1 July and 31 December.
a) (1 p) How large is the total nuclear generation in Land between 1 January and 30 June?
b) (1 p) How large is the total gas turbine generation in Land between 1 July and 31 December?
c) (2 p) How large is the total coal condensing generation in Land between 1 January and 30
June?
d) (2 p) How large is the total storage capacity of the hydro reservoirs in Land?
Table 1 Data for the electricity market in Land.
Power source
Production capability [TWh/year]
Variable cost
[/MWh]
1 January to 30 June
1 July to
31 December
Nuclear 40 35 100120
Coal condensing 15 15 300450
Gas turbines 5 5 8001000
Inflow to the hydro reservoirs [TWh] 50 20
Electricity consumption [TWh] 74 69
5
Problem 3 (6 p)
The primary control in Land is divided in a normal operation reserve and a disturbance reserve,
where the former has the gain 2000MW/Hz and is intended to manage normal variations in for
example load and wind power generation, whereas the latter is intended to manage outages in
larger power plants. The normal operation reserve is available in the frequency range 49.950.1Hz
and the disturbance reserve is available in the frequency range 49.549.9 Hz. The figure below
shows the total generation in the power plants participating in the primary control as a function of
the frequency in a certain power system.
a) (2 p) How much remains of the normal operation reserve when the frequency is 49.93 Hz (i.e,
how much can the generation increase in these power plants)?
b) (1 p) How large is the gain of the disturbance reserve?
c) (3 p) At a certain occasion the frequency of the system is stable at 49.93 Hz, when the hydro
power plant Sprnget is disconnected from the grid due to an outage in a transformer. Sprnget
was not part of the primary control and produced 480MW before the outage. What will the fre-
quency be once it has been stabilised after the outage?
50.0 Hz
f
MW G
4000
49.8 49.4 49.6 50.2
5000
6
Problem 4 (12 p)
AB Elkraft owns three hydro power plant located as in the figure above. Besides, the company also
owns the biomass-fuelled power plant Flisinge. The following symbols have been introduced in a
short-term planning problem for the power plants of the company:
Indices for the hydro power plants: Fallet 1, Sele 2, Strmmen 3.
| =variable operation cost in Flisinge,
=start-up cost in Flisinge,

i
=expected future production equivalent for water stored in reservoir i,
i =1, 2, 3,
G
t
=generation in Flisinge, hour t, t =1, , 24,
=installed capacity in Flisinge,
=minimal generation when Flisinge is committed,

t
=expected electricity price at ElKrng hour t, t =1, , 24,

25
=expected electricity price at ElKrng after the end of the planning period,
M
i, 0
=contents of reservoir i at the beginning of the planning period, i =1, 2, 3,
M
i, t
=contents of reservoir i at the end of hour t, i =1, 2, 3, t =1, , 24,
=maximal contents of reservoir i, i =1, 2, 3,

i, j
=marginal production equivalent in power plant i, segment j,
i =1, 2, 3, j =1, 2, 3,
Q
i, j, t
=discharge in power plant i, segment j, during hour t,
i =1, 2, 3, j =1, 2, 3, t =1, , 24,
=maximal discharge in power plant i, segment j, i =1, 2, 3, j =1, 2, 3,
S
i, t
=spillage from reservoir i during hour t, i =1, 2, 3, t =1, , 24,
=maximal spillage from reservoir i, i =1, 2, 3,
=start-up variable for Flisinge hour t, t =1, , 24,
u
0
=unit commitment of Flisinge at the beginning of the planning period,
u
t
=unit commitment of Flisinge hour t, t =1, , 24.
V
i, t
=local inflow to reservoir i, hour t, i=1, 2, 3, t =1, , 24.
a) (2 p) The following symbols in the planning problem of AB Elkraft denote optimisation var-
iables: I)
i
, II) u
0
, III) u
t
.
1. None of the statements are true.
2. Only I is true.
3. Only II is true.
4. Only III is true.
5. I and III are true but not II.
Fallet
Sjn
Sele
Flisinge
Strmmen
C
+
G
G
M
i
Q
i j ,
S
i
s
t
+
7
b) (6 p) Formulate the objective function if the aim of the planning is to maximise the income
of sold electricity plus the value of stored water minus the costs of Flisinge. Use the symbols defi-
ned above.
c) (4 p) Formulate the constraint that sets the relation between minimal generation and unit
commitment in Flisinge during hour t. Use the symbols defined above.
8
Problem 5 (12 p)
The national grid in Nchi is suplied by a wind farm, three hydro power plants and two thermal
power plants (see table 2). The figure below shows the duration curve of the total load in Nchi,
as well as the equivalent load duration curve when including outages in the hydro power
plants and the wind farm,
a) (1 p) How large is the probability that the load can be supplied using only wind power and
hydro power?
b) (1 p) How large is the probability that neither of the two thermal power plants is available?
c) (1 p) How large is the probability that the marginal cost of the system (i.e., the variable cost of
the most expensive unit which is committed) is equal to zero?
d) (3 p) Use probabilistic production cost simulation to compute the risk of power deficit in the
system.
e) (2 p) Generate a value of the load using the inverse transform method and the random num-
ber 0.04 from a U(0, 1)-distribution.
Table 2 Data for the power plants in Nchi.
Power plants
Total installed
capacity [MW]
Variable costs
[/MWh]
Availability [%]
Mlima wind farm 20 0 97*
Hydro power in River Mto 220 0 99*
Diesel generator set in Mji 20 600 80
Oil condensing power plant in Jiji 60 500 90
* Refers to the technical availability; the available generation capacity is also depending on
the present weather conditions.
F

0
x ( ),
F

2
x ( ).
MW
x
500
F

0
F

2
,
1
0.8
400 300 200 100
0.6
0.2
0.4
9
f) (4 p) Assume that a power system is simulated using stratified sampling and complementary
random numbers. A pilot study is performed in order to decide how to distribute the samples
between the strata. 10 scenarios and 10 complementary scenarios are generated for each stratum.
The results of the pilot study are shown in table 3. Which estimate of ETOC is obtained after the
pilot study?
Table 3 Results from a Monte Carlo simulation of the power system in problem 5.
Stratum,
h
Stratum
weight, e
h
Total operation cost in
the original scenarios,

[/h]
Total operation cost in the
complementary scenarios,

[/h]
1 0.40 0 0
2 0.35 28 000 26 000
3 0.25 300 000 320 000
g y
i
( )
i 1 =
10

g y
i
* ( )
i 1 =
10

Answer sheet
Name: ................................................................................................................
Personal number: .................................................................................................
Problem 1
a) Alternative .......................... is correct.
b) Alternative .......................... is correct.
Problem 2
a) ......................................... TWh b) .......................................... TWh
c) ......................................... TWh d) .......................................... TWh
Problem 3
a) ......................................... MW b) ...................................... MW/Hz
c) ......................................... Hz
Problem 4
a) Alternative .......................... is correct.
b) ......................................................................................................................
......................................................................................................................
......................................................................................................................
c) ......................................................................................................................
Problem 5
a) ......................................... % b) ..................................... %
c) ......................................... % d) ...................................... %
e) ......................................... MW f)....................................... /h
S
u
g
g
e
s
t
e
d

s
o
l
u
t
i
o
n

f
o
r

c
o
m
p
l
e
m
e
n
t
a
r
y

t
e
s
t

i

E
G
2
0
5
0

S
y
s
t
e
m

P
l
a
n
n
i
n
g
,

1
2

A
p
r
i
l

2
0
1
3
.
P
r
o
b
l
e
m

1

a
)

2
,

b
)

2
.
P
r
o
b
l
e
m

2

a
)

A
s

t
h
e

e
l
e
c
t
r
i
c
i
t
y

p
r
i
c
e

i
s

h
i
g
h
e
r

t
h
a
n

t
h
e

v
a
r
i
a
b
l
e

o
p
e
r
a
t
i
o
n

c
o
s
t

i
n

t
h
e

m
o
s
t

e
x
p
e
n
s
i
v
e

n
u
c
l
e
a
r
p
o
w
e
r

p
l
a
n
t
,

a
l
l

n
u
c
l
e
a
r

p
o
w
e
r

i
n

L
a
n
d

w
i
l
l

b
e

u
t
i
l
i
s
e
d
,

i
.
e
.
,

4
0
T
W
h
.
b
)

A
s

t
h
e

e
l
e
c
t
r
i
c
i
t
y

p
r
i
c
e

i
s

l
o
w
e
r

t
h
a
n

t
h
e

v
a
r
i
a
b
l
e

o
p
e
r
a
t
i
o
n

c
o
s
t

i
n

t
h
e

l
e
a
s
t

e
x
p
e
n
s
i
v
e

g
a
s

t
u
r
-
b
i
n
e
,

n
o

g
a
s

t
u
r
b
i
n
e
s

w
i
l
l

b
e

u
s
e
d
.

c
)

T
h
e

p
a
r
t

o
f

t
h
e

c
o
a
l

c
o
n
d
e
n
s
i
n
g

w
h
i
c
h

h
a
s

a

l
o
w
e
r

v
a
r
i
a
b
l
e

o
p
e
r
a
t
i
o
n

c
o
s
t

t
h
a
n

t
h
e

e
l
e
c
t
r
i
c
i
t
y
p
r
i
c
e

3
6
0

/
M
W
h

w
i
l
l

b
e

u
s
e
d
,

i
.
e
.
,

(
3
6
0

3
0
0
)
/
(
4
5
0

3
0
0
)

1
5

=

6
T
W
h
.
d
)

A
s

t
h
e

p
r
i
c
e

i
s

l
o
w
e
r

d
u
r
i
n
g

t
h
e

f
i
r
s
t

h
a
l
f

o
f

t
h
e

y
e
a
r
,

t
h
e

r
e
s
e
r
v
o
i
r

w
i
l
l

b
e

f
i
l
l
e
d

b
e
t
w
e
e
n

3
0

J
u
n
e
a
n
d

1

J
u
l
y

(
i
f

t
h
e
r
e

h
a
d

n
o
t

b
e
e
n

a

r
e
s
e
r
v
o
i
r

l
i
m
i
t
a
t
i
o
n

t
h
e
n

t
h
e

e
l
e
c
t
r
i
c
i
t
y

p
r
i
c
e

w
o
u
l
d

h
a
v
e

b
e
e
n
t
h
e

s
a
m
e

f
o
r

t
h
e

e
n
t
i
r
e

y
e
a
r
)
.

T
h
e

h
y
d
r
o

p
o
w
e
r

c
a
n

g
e
n
e
r
a
t
e

i
n

t
o
t
a
l

2
0
T
W
h

(
s
t
a
r
t

c
o
n
t
e
n
t
s
)

+
5
0
T
W
h

(
i
n
f
l
o
w
)

=

7
0
T
W
h

d
u
r
i
n
g

t
h
e

f
i
r
s
t

h
a
l
f

o
f

t
h
e

y
e
a
r
.

T
h
e

e
l
e
c
t
r
i
c
i
t
y

c
o
n
s
u
m
p
t
i
o
n

d
u
r
i
n
g
t
h
i
s

p
e
r
i
o
d

i
s

7
4
T
W
h
,

o
u
t

o
f

w
h
i
c
h

4
6
T
W
h

w
i
l
l

b
e

c
o
v
e
r
e
d

b
y

n
u
c
l
e
a
r

p
o
w
e
r

a
n
d

c
o
a
l

c
o
n
d
e
n
s
-
i
n
g
;

h
e
n
c
e
,

t
h
e

h
y
d
r
o

g
e
n
e
r
a
t
i
o
n

m
u
s
t

b
e

2
8
T
W
h
.

C
o
n
s
e
q
u
e
n
t
l
y
,

t
h
e

r
e
s
e
r
v
o
i
r
s

m
u
s
t

s
t
o
r
e
4
2
T
W
h
.
P
r
o
b
l
e
m

3

a
)

T
h
e

f
r
e
q
u
e
n
c
y

c
a
n

d
e
c
r
e
a
s
e

b
y

0
.
0
3
H
z

b
e
f
o
r
e

t
h
e

p
o
w
e
r

p
l
a
n
t
s

i
n

t
h
e

n
o
r
m
a
l

o
p
e
r
a
t
i
o
n

r
e
-
s
e
r
v
e

s
t
o
p
s

p
a
r
t
i
c
i
p
a
t
i
n
g

i
n

t
h
e

p
r
i
m
a
r
y

c
o
n
t
r
o
l
;

t
h
i
s

m
e
a
n
s

t
h
a
t

t
h
e

r
e
m
a
i
n
i
n
g

r
e
s
e
r
v
e

i
s
2
0
0
0
M
W
/
H
z

0
.
0
3
H
z

=

6
0
M
W
.

b
)

T
h
e

g
a
i
n

c
a
n

b
e

d
e
t
e
r
m
i
n
i
e
d

f
r
o
m

t
h
e

f
i
g
u
r
e
:

6
0
0
M
W
/
0
.
4
H
z

=

1
5
0
0
M
W
/
H
z
.
c
)

A
p
p
a
r
e
n
t
l
y

a

f
a
i
l
u
r
e

o
f

t
h
i
s

s
i
z
e

w
i
l
l

r
e
s
u
l
t

i
n

a

f
r
e
q
u
e
n
c
y

l
e
s
s

t
h
a
n

4
9
.
9
H
z
.

C
o
n
s
e
q
u
e
n
t
l
y
,

t
h
e
p
o
w
e
r

p
l
a
n
t
s

i
n

t
h
e

n
o
r
m
a
l

o
p
e
r
a
t
i
o
n

r
e
s
e
r
v
e

w
i
l
l

i
n
c
r
e
a
s
e

t
h
e
i
r

e
l
e
c
t
r
i
c
i
t
y

g
e
n
e
r
a
t
i
o
n

a
s

m
u
c
h

a
s
t
h
e
y

c
a
n
,

i
.
e
.
,

b
y

6
0
M
W
.

A
t

t
h
i
s

p
o
i
n
t
,

t
h
e

f
r
e
q
u
e
n
c
y

h
a
s

d
e
c
r
e
a
s
e
d

t
o

4
9
.
9
H
z
,

b
u
t

t
h
e
r
e

i
s

s
t
i
l
l

a
n
e
e
d

f
o
r

a
n
o
t
h
e
r

4
2
0
M
W
,

w
h
i
c
h

m
u
s
t

b
e

s
u
p
p
l
i
e
d

b
y

t
h
e

d
i
s
t
u
r
b
a
n
c
e

r
e
s
e
r
v
e
.

T
h
e

f
r
e
q
u
e
n
c
y
m
u
s
t

t
h
u
s

d
e
c
r
e
a
s
e

b
y

a
n
o
t
h
e
r

4
2
0
/
1
5
0
0

=

0
.
2
8
H
z
.

H
e
n
c
e
,

t
h
e

n
e
w

f
r
e
q
u
e
n
c
y

i
s

4
9
.
9

0
.
2
8

=
4
9
.
6
2
H
z
.
P
r
o
b
l
e
m

4

a
)

4
.
b
)

m
a
x
i
m
i
s
e


+

f
(

1

+

2
)
M
1
,
2
4

+

2
M
2
,
2
4

+

3
M
3
,
2
4

t
G
t

i
j
,
Q
i
j
t
,
,
j
1
= 3

i
1
= 3

+
\
.

|
|
|
t
1
= 2
4

c
)

G
t

>

u
t
P
r
o
b
l
e
m

5

a
)

T
h
e

p
r
o
b
a
b
i
l
i
t
y

t
h
a
t

t
h
e
r
e

w
i
n
d

p
o
w
e
r

a
n
d

h
y
d
r
o

p
o
w
e
r

i
s

n
o
t

s
u
f
f
i
c
i
e
n
t

i
s

e
q
u
a
l

t
o

t
h
e

p
r
o
b
a
b
i
l
-
i
t
y

t
h
a
t

t
h
e

e
q
u
i
v
a
l
e
n
t

l
o
a
d

e
x
c
e
e
d
s

t
h
e

i
n
s
t
a
l
l
e
d

c
a
p
a
c
i
t
y

o
f

w
i
n
d

p
o
w
e
r

a
n
d

h
y
d
r
o

p
o
w
e
r
,

i
.
e
.
,

=

2
8
%
.

H
e
n
c
e
,

t
h
e

p
r
o
b
a
b
i
l
i
t
y

t
h
a
t

w
i
n
d

p
o
w
e
r

a
n
d

h
y
d
r
o

p
o
w
e
r

i
s

s
u
f
f
i
c
i
e
n
t

m
u
s
t

b
e
7
2
%
.
b
)

T
h
e

p
r
o
b
a
b
i
l
i
t
y

t
h
a
t

n
o
n
e

o
f

t
h
e

t
h
e
r
m
a
l

p
o
w
e
r

p
l
a
n
t
s

i
s

a
v
a
i
l
a
b
l
e

i
s

q
3

q
4

=

0
.
1

0
.
2

=

2
%
.
c
)

T
h
e

m
a
r
g
i
n
a
l

c
o
s
t

o
f

t
h
e

s
y
s
t
e
m

i
s

e
q
u
a
l

t
o

0

/
M
W
h

w
h
e
n

w
i
n
d

p
o
w
e
r

a
n
d

h
y
d
r
o

p
o
w
e
r

h
a
s
e
n
o
u
g
h

a
v
a
i
l
a
b
l
e

c
a
p
a
c
i
t
y

t
o

s
u
p
p
l
y

t
h
e

e
n
t
i
r
e

l
o
a
d
,

o
r

w
h
e
n

w
i
n
d

a
n
d

h
y
d
r
o

a
r
e

i
n
s
u
f
f
i
c
i
e
n
t
,

b
u
t
n
o
n
e

o
f

t
h
e

t
h
e
r
m
a
l

p
o
w
e
r

p
l
a
n
t
s

i
s

a
v
a
i
l
a
b
l
e
.

F
r
o
m

p
r
o
b
l
e
m

a

w
e

k
n
o
w

t
h
a
t

t
h
e

p
r
o
b
a
b
i
l
i
t
y

o
f

t
h
e
f
o
r
m
e
r

c
a
s
e

i
s

7
2
%
.

T
h
e

p
r
o
b
a
b
i
l
i
t
y

o
f

t
h
e

s
e
c
o
n
d

c
a
s
e

i
s

0
.
2
8

(
p
r
o
b
a
b
i
l
i
t
y

t
h
a
t

t
h
e
r
e

i
s

a

n
e
e
d

f
o
r
t
h
e

t
h
e
r
m
a
l

p
o
w
e
r

p
l
a
n
t
s
)

0
.
0
2

(
p
r
o
b
a
b
i
l
i
t
y

t
h
a
t

n
o
n
e

o
f

t
h
e

t
h
e
r
m
a
l

p
o
w
e
r

p
l
a
n
t
s

i
s

a
v
a
i
l
a
b
l
e
)

=
0
.
5
6
%
.

I
n

t
o
t
a
l
,

w
e

t
h
e
n

h
a
v
e

t
h
e

p
r
o
b
a
b
i
l
i
t
y

7
2
.
5
6
%

t
h
a
t

t
h
e

m
a
r
g
i
n
a
l

c
o
s
t

o
f

t
h
e

s
y
s
t
e
m

i
s

e
q
u
a
l

t
o
0

/
M
W
h
.
d
)

T
h
e

r
i
s
k

o
f

p
o
w
e
r

d
e
f
i
c
i
t

i
s

g
i
v
e
n

b
y

=

=


+


=

=

0
.
8

(
0
.
9

0
.
0
4

+

0
.
1

0
.
2
2
)

+

0
.
2

(
0
.
9

0
.
1

+

0
.
1

0
.
2
8
)

=

0
.
0
7
.
H
e
n
c
e
,

t
h
e

r
i
s
k

o
f

p
o
w
e
r

d
e
f
i
c
i
t

i
s

7
%
.
e
)

I
f

t
h
e

g
i
v
e
n

r
a
n
d
o
m

n
u
m
b
e
r

i
s

d
e
n
o
t
e
d

U

t
h
e
n

t
h
e

l
o
a
d

i
s

c
a
l
c
u
l
a
t
e
d

b
y

D

=


=

{
u
s
e

t
h
e
f
i
g
u
r
e
}

=

2
8
0

M
W
.
f
)

W
e

s
t
a
r
t

b
y

c
o
m
p
u
t
i
n
g

t
h
e

e
x
p
e
c
t
a
t
i
o
n

v
a
l
u
e

f
o
r

e
a
c
h

s
t
r
a
t
u
m
.

I
n

p
r
a
c
t
i
c
e

t
h
e
r
e

i
s

n
o

n
e
e
d

t
o
d
i
f
f
e
r
e
n
t
i
a
t
e

b
e
t
w
e
e
n

o
b
s
e
r
v
a
t
i
o
n
s

b
a
s
e
d

o
n

t
h
e

o
r
i
g
i
n
a
l

s
c
e
n
a
r
i
o
s

a
n
d

t
h
e

c
o
m
p
l
e
m
e
n
t
a
r
y

s
c
e
n
a
r
-
i
o
s
;

h
e
n
c
e
,

w
e

g
e
t

t
h
e

f
o
l
l
o
w
i
n
g

e
s
t
i
m
a
t
e
s
:
m
X

h

=


=

W
e

c
a
n

n
o
w

c
o
m
b
i
n
e

t
h
e

r
e
s
u
l
t
s

o
f

e
a
c
h

s
t
r
a
t
u
m

w
e
i
g
h
t
e
d

b
y

t
h
e
i
r

s
t
r
a
t
u
m

w
e
i
g
h
t
s
:
E
T
O
C

=

m
X

=


=

0
.
4

0

+

0
.
3
5

2
7
0
0

+

0
.
2
5

3
1
0
0
0

=

8
6
9
5

/
h
.

C
+
s
t +
|
G
t
+
(
)
.
t
1
= 2
4

G
.
F

2
2
4
0
(
)
F
4
3
2
0
(
)
0
.
8
F
3
3
2
0
(
)
0
.
2
F
3
3
0
0
(
)
+
=
0
.
8
0
.
9
F
2
3
2
0
(
)
0
.
1
F

2
2
6
0
(
)
+
(
)
0
.
2
0
.
9
F
2
3
0
0
(
)
0
.
1
F

2
2
4
0
(
)
+
(
)
F

0
1

U
(
)
1
2
0
-
-
-
-
--
g
y
i
(
)
i
1
= 1
0

g
y
i
*
(
)
i
1
= 1
0

+
\
.

|
|
|
0
2

7
0
0
3
1

0
0
0

h
1
,
=
h
2
,
=
h
3
.
=
e
h
m
X
h
h
1
= 3