Energy Conversion and Management 50 (2009) 25622569

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Energy Conversion and Management

journal homepage: www.elsevier.com/locate/enconman

Congestion management considering voltage security of power systems

Masoud Esmaili a,*, Heidar Ali Shayanfar a, Nima Amjady b
a
b

Centre of Excellence for Power System Automation and Operation, Iran University of Science and Technology, Tehran, Iran
Department of Electrical Engineering, Semnan University, Semnan, Iran

a r t i c l e

i n f o

Article history:
Received 5 November 2008
Accepted 8 June 2009
Available online 9 July 2009
Keywords:
Congestion management
Power market
Security cost
Contingency

a b s t r a c t
Congestion in a power network is turned up due to system operating limits. To relieve congestion in a
deregulated power market, the system operator pays to market participants, GENCOs and DISCOs, to alter
their active powers considering their bids. After performing congestion management, the network may
be operated with a low security level because of hitting some ows their upper limit and some voltages
their lower limit. In this paper, a novel congestion management method based on the voltage stability
margin sensitivities is introduced. Using the proposed method, the system operator so alleviates the congestion that the network can more retain its security. The proposed method not only makes the system
more secure after congestion management than other methods already presented for this purpose but
also its cost of providing security is lower than the earlier methods. Test results of the proposed method
along with the earlier ones on the New-England test system elaborate the efciency of the proposed
method from the viewpoint of providing a better voltage stability margin and voltage prole as well
as a lower security cost.
Crown Copyright 2009 Published by Elsevier Ltd. All rights reserved.

1. Introduction
Congestion in a competitive electricity market occurs when the
transmission network is unable to accommodate all of the desired
transactions due to a violation in system operating limits. Especially, in systems having weak connections among areas, the congestion problem frequently occurs due to overloading or voltage
security requirements.
In a deregulated power system, with the advent of the common
carrier role for transmission by open access, generation is primarily
dened in transactions that are agreed to in open markets and economics are embedded in satisfaction of the contractual deliveries.
The difculty under this scenario is how to ration the limited
capacity of the network in a secure, equitable but efcient manner.
The problem of congestion may arise during the day-ahead dispatch in a day-ahead market, the hour-ahead dispatch in an
hour-ahead market, or the real-time operations of the system in
a balancing market [1]. Therefore, the management of congestion
is somewhat complex in competitive power markets and leads to
several disputes. Several Optimal Power Flow (OPF)-based congestion management schemes have been proposed [2]. In [3], an approach for relieving congestion using a minimum total shift in
the transactions is presented. However, it disregards the economic
value of the transaction adjustment. To enhance the approach,
some dispatch methods are proposed in [4]. They are based on
* Corresponding author. Tel.: +98 21 88891886; fax: +98 21 88731293.
E-mail address: msdesmaili@gmail.com (M. Esmaili).

the least-shift approach using a weighting scheme with the

weights being surcharges paid by the transactions for transmission
usage in the congestion-relieved network. In [5], willingness-topay factors have been suggested to deal with the congestion problem and to avoid curtailment of the transactions. Also, issues like
priority arrangements and coordination between transactions are
investigated. In [6], a similar approach is proposed, where the congestion cost is bundled with the marginal cost of each bus in a pool
model and a congestion cost minimization is adopted in the bilateral model. In [7], the congestion management scheme of the California Independent System Operator (ISO) using the bids for use
the capacity of major transmission paths between zones is investigated while maximizing the value of the line capacity by bids. Selected participants to use the congested path are charged the
marginal price for using the path. In [8], the marginal cost of generators in the form of bids is used as signals to ISO to manage dispatch patterns. The optimum operating point is devised using
nodal congestion price signals without any need to real generation
costs. The costs are inferred from market response to congestion.
The solution under rational behaviors of market contributors is
identical to the solution of an OPF.
Usually, there is a spot market for short term electricity transactions. In the sport market, market participants submit their nextday hourly generation or demand bids to the ISO. With submitted
bids, the ISO clears the market to schedule the powers and determine the Market Clearing Price (MCP) [9]. In case of congestion,
rescheduling generations and demands is an essential tool to relieve congestions, assuming that system conguration has already

0196-8904/$ - see front matter Crown Copyright 2009 Published by Elsevier Ltd. All rights reserved.
doi:10.1016/j.enconman.2009.06.006

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M. Esmaili et al. / Energy Conversion and Management 50 (2009) 25622569

been set. GENCOs participate in the congestion management by

bidding for up and down their production. Also, demands can bid
as Demand Side Bidding (DSB) [10] for up and down their loads.
While choosing generators or loads for re-dispatching, the least
cost option is picked to minimize total rescheduling cost or to maximize total social benet. After rescheduling, the network is operated with no violation or congestion.
Inasmuch as the congestion management is a mathematical
optimization problem trying to satisfy a set of constraints, some
variables will hit their limits. For instance, a few branches are fully
loaded; or, some voltages are set at their lower limit. Although
there is no violation, the system may be vulnerable against disturbances, in the form of either load changes or equipment outages. In
other words, the stability margin of the network may be low after
relieving congestion. In such a network, if any potential instability
due to a prospective contingency is expected especially in vulnerable areas of the network, some preventive actions, e.g. load shedding or startup of new units, have to be done to retain the system
security [11]. Therefore, it could be lucrative to mitigate congestion
by means of a method so that the stability of the network is
retained.
Voltage stability refers to the ability of a power system to maintain steady voltages at all buses of the network after being subjected to a disturbance [12]. Voltage instability can lead to load
shedding, trip of branches, or even cascading outages as a result
of acting protective relays. Voltage collapse is a phenomenon in
which the sequence of voltage instability events leads to a blackout
or abnormally low voltages in a signicant part of a power system
[13,14]. In long-term voltage stability, involving slower acting
equipment like tap-changing transformers, static analysis can be
used to estimate stability margin [12]. A greater voltage stability
margin results in a more secure power system.
Recently, some techniques are presented for congestion management considering voltage stability problems. In [15], a multiobjective method is presented to maximize both the social benet
and the distance to the maximum loading point. In the method,
employing the loading margin, the system operator pays more
for security enhancement. However, dissimilar loads have varied
effects on the voltage stability margin, a matter that is not considered in [15]. In [16], a congestion management method ensuring
the voltage security is proposed. The proposed method tries to retain security after congestion management; however, it does not
take care of how much each load differently affects the voltage
security.
As a fact, different loads and generators have their own effects
on the voltage stability margin [17]. For instance, if vulnerable
buses of the network were known [18], the system operator could
more take care of load increment at these buses than others. Using
a mechanism, it should be able to hinder the vulnerable load
increasing even if their bids are more cost-effective from the economical viewpoint. The method proposed in this paper provides
a mechanism by means of which the system operator reduces
the contribution of risky market participants from the security
viewpoint.
The remaining parts of the paper are organized as follows. The
proposed method is introduced in the next section. The numerical
results of the proposed method and the other congestion management techniques are presented and discussed in section three. Section four concludes the paper.

sible all power transactions in the power system. Securityoriented congestion management methods exert an extra fee referred to as security cost. Different methods may provide different
costs to enhance the same security level. The system operator is
responsible for system security and it has authority to change generator or demand powers to maintain a satisfactory level of system
security [19]. In a deregulated power market, the system operator
pays to market participants according to their bids to alter the
powers for a better security level. A higher security level leads to
a higher security cost, which nally results in higher prices of energy in power market. Therefore, it is the responsibility of system
operator to establish a fair level of security with a reasonable security cost.
It is a common practice to use the DC model of the power system for congestion management purposes [16]. In the DC method
[7], sometimes called the classical congestion management model,
some assumptions are made to get a simple model. All voltage
magnitudes are considered one per unit. Also, all network impedances are assumed to be pure reactance without any resistive part.
Besides, reactive powers are ignored and only active powers are
considered. Since reactive powers and voltages are not considered
in the DC model, a low efciency from voltage stability viewpoint
is expected with this model.
The AC model of power system [13] is also used for congestion
management. The AC model, based on the AC power ow model, is
expected to give more efcient results than the DC model from
voltage stability viewpoint.
The proposed method in [16], referred to as the security level
method here, proposes a congestion management technique in
which another set of constraints for a specied increased load level
(named security loading level) is dened in addition to those of
base case as shown in Fig. 1. Such a mechanism ensures that the
power system constraints are satised at both the base case and
security loading level. Of course, congestion management cost consists of an additional security cost compared with the case where
only base case constraints are considered. That is, the system operator pays all loads, regardless of their effect on voltage stability, to
maintain the security constraints at the security loading level.
The proposed method in this paper relieves congestion by taking into account the effect of market participants on the voltage
stability using the concept of effective bids. Raw bids, received
from demands and generators for the congestion market, are combined with their Voltage Stability Margin (VSM) sensitivity factors
to make sure that risky bidders are less contributed. In other
words, the participants are treated with their security-effective
bids rather than their raw bids. After congestion management

Security
Loading
Level

Base Case

Vmax
Vmin
Voltage
Collapse
Point

VSM

2. The proposed congestion management method

After clearing the power market using appropriate market
clearing procedures, the system operator uses a congestion management method to relieve the congestion and then to make pos-

PDi

PDiSL

Fig. 1. A PV continuation power ow.

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M. Esmaili et al. / Energy Conversion and Management 50 (2009) 25622569

using this mechanism, it is expected that the voltage stability is

more retained than previous methods.

In contrast, a value less than one means a decrease in system

security.

2.1. The sensitivity of the network voltage stability margin

2.2. The proposed method

The sensitivities used in the proposed method are based on the

Continuation Power Flow (CPF) concept [17] as shown in Fig. 1. By
increasing load level from PDi in the base case, voltage of buses decreases. If loads are further increased, the network experiences the
voltage collapse at the nose point of the continuation curve under
the assumption that all loads are constant power type [20]. As a
well-known voltage stability criterion, VSM is dened as the loading distance between the base case and the voltage collapse [12].
In a power system, a greater VSM results in a more stable system from the voltage stability viewpoint. A stressed power system
usually experiences a low VSM. After solving the optimization
problem of congestion management with power system constraints, some voltages and line ows could be set at their security
limits to achieve a more economical cost. Although there is no violation in such a system, it may be operated with a low level of security. In other words, the VSM value may be low after congestion
management using available methods.
To obtain the sensitivity of VSM with respect to each generation
or load, the rst order approximation of the Taylor series of VSM
around the operating point of the power system is used. That is,
each sensitivity factor is approximated by its rst order term. To
compute the sensitivity of the VSM with respect to the generation
of unit j, after applying a small perturbation to the generation in
both up and down directions, the VSM is calculated. Then, VSM sensitivity with respect to the generation of unit j is obtained as:

Using the concept of effective bids, the proposed method mitigates congestion minimizing the following objective function:
Minimize:

up
@VSM
DVSM VSMGj  VSM BC
;
up 
up
DPGj
DPup
@PGj
Gj

@VSM

DVSM

VSMdown
 VSM BC
Gj

SGj

j2SG

DP down
Gj
down

SGj

X Bup up Bdown down

Di
Di
up DP Di down DP Di
S
S
Di
i2SD
Di

!
7

Subject to:
max
Pmin
Gj  P Gj  P Gj

max
Q min
Gj  Q Gj  Q Gj

Pmin
Dk

Pmax
Dk

10

Q Dk PDk tan/Dk
X
X
PGj ; Q Gn
Q Gj
PGn

11

 PDk 

j2SGn

PDn

12

j2SGn

PDk ;

Q Dn

k2SGn

PGn  PDn jV n j

Q Dk

13

k2SDn

jY n;ib jjV ib j cosdn  dib  hn;ib

14

ib2SN

Q Gn  Q Dn jV n j

jY n;ib jjV ib j sindn  dib  hn;ib

15

ib2SN

 V n  V max
V min
n
n

16

jSm j  Smax
m

17

PGj

PMC
Gj

PDk

down
DPup
Dk  DP Dk
down
up
DPGj ; DPDk ; DPdown
Dk

DPup
Gj ;
j 2 SG

Bdown
Gj

PMC
Dk

DPup
Gj

DPdown
Gj

18
19
 0 j 2 SG; k 2 SD; n 2 SN; m 2 SB
20

where VSMBC is the network VSM at the base case. Also,

down
show the system VSM after a little increment
VSMup
Gj and VSM Gj
up
DP Gj and decrement DPdown
in the generation of the unit j, respecGj
down
are used
tively. It should be noted that the same DPup
Gj and DP Gj
for all units in this paper. SG indicates the set of generators.
Dividing (1) and (2) by the base case VSM yields:

In the above equations, SG, SD, SN, and SB are the set of online generators, demands, nodes, and branches, respectively. Also, SGn and
SDn indicate the set of online generators and demands connected
to bus n, respectively. Eqs. (8) and (9) set active and reactive power
limits for generators, respectively. These limits are ones that generators would like to declare to the system operator as the permissible range of power for congestion management market and they
may not be the operating limits of machines. Eq. (10) sets active
power limits offered by demands as the power range for demand
side bidding. After rescheduling the demand active power by system operator to relieve congestion, its reactive power is changed
according to a constant power factor [16]. Eq. (11) adjusts reactive
power of demands considering a constant power factor when their
active power is rescheduled. Eq. (12) gives the total active and reactive generation at buses as the sum of generation units when multiple units are installed at a bus. Similarly, Eq. (13) gives the total
active and reactive load powers at buses when multiple demands
are present at a bus. Eqs. (14) and (15) require that the net injection
of active and reactive powers from buses be equal to powers exported through branches connected to buses. Voltage security limits
for all buses are set by (16). The thermal rating of branches including lines and transformers is limited by (17) in terms of apparent
power (MVA). Accepted rescheduling of generator active power in
up and down directions in the congestion market, as optimized by
down
in (18). Also, P MC
(7), is given by DP up
Gj indicates powers
Gj ; DP Gj
determined by the market clearing procedure. PGj is the nal
rescheduled active power of generator j due to congestion management. Similarly, PDk in (19) gives demand k nal rescheduled power
after relieving congestion. Finally, (20) connes all up and down
power changes due to congestion management to positive values.

DPdown
Gj

up
up DP Gj

@Pdown
Gj

j 2 SG

X Bup
Gj

DP down
Gj

VSMup
@VSM
Gj =VSM BC  1
;
up 
DPup
@PGj
Gj =VSM BC
@VSM
@Pdown
Gj

VSMdown
=VSMBC  1
Gj

DPdown
=VSMBC
Gj

j 2 SG
;

j 2 SG

3
4

Since the purpose of using the VSM sensitivities is to rank units effects on the system VSM, it is possible to omit constant terms of
down
DP up
=VSMBC , and 1 in the Eqs. (3) and (4) and then
Gj =VSM BC ; DP Gj
consider only the variable terms of these equations. Finally, the desired VSM sensitivities for generators can be written as:

Sup
Gj

VSMup
Gj
VSM BC

Sdown

Gj

VSM down
Gj
;
VSMBC

j 2 SG

Similarly, the VSM sensitivity with respect to loads can be driven as:

Sup
Di

VSMup
Di
;
VSM BC

Sdown

Di

VSM down
Di
;
VSMBC

j 2 SD

down
where VSMup
show the system VSM after a little increDi and VSM Di
up
in the active power of load i,
ment DPDi and decrement DP down
Di
respectively. SD indicates the set of loads.
In (5) and (6), a sensitivity value greater than one implies that
the stability margin of the network is improved with the change.

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M. Esmaili et al. / Energy Conversion and Management 50 (2009) 25622569

The objective function as formulated by (7) uses the effective

up
bids of generators and demands (such as Bup
Gj =SGj ) rather than raw
).
For
instance,
suppose
that
all generators bid
bids (such as Bup
Gj
the same price to increase their generation. However, the generators have different Sup
Gj sensitivities and so differently affect the
VSM. Since the system operator uses effective bids, generators with
a smaller sensitivity value will result in a greater effective bid. As a
result, the participation of generations/demands, which reduce the
network VSM, decreases. Likewise, by applying this mechanism,
the participation of loads and generations improving the stability
margin will increase. This nally leads to more improvement of
the network voltage security than the previous methods.
3. Numerical results
The proposed method has been examined on the New-England
test system, a well-known power system with 39 buses, 34 lines, 2
shunt capacitors, 12 transformers, 19 loads, and 10 machines. The
single-line diagram of the network is depicted in Fig. 2. System
data of the test system can be obtained from [21]. The additional
system data particularly used in this paper include transmission
ow rating of branches 78, 1314, 1619, 2324, and 2938,
which are set to 100, 200, 200, 200, and 500 MVA, respectively. Besides, market data for GENCOs and DISCOs for this test system are
listed in the appendix.
To obtain the sensitivity of the network VSM with respect to
loads, at rst, base case VSM is determined. Then a change is apdown
10 MW) and the post-disturplied to each load (DPup
Di DP Di
bance VSM is obtained. To get the VSM of the test system, the
PSS/E 30 software [22], a powerful package developed by the PTI
Inc. USA, is used. The VSM accuracy or the step size of the continuation method is set to 1 MW. By means of base case and post-disturbance VSM values, the VSM sensitivities with respect to loads
can be obtained according to (6). The VSM for the base case has
been 1037 MW. The results for load sensitivities are shown in
Table 1.
Similarly, to obtain generation sensitivities, a change is applied
down
10 MW). The VSM sensitivities for
to generations (DP up
Gj DP Gj
generators are shown in Table 2.
The congestion in the test system is mitigated using the proposed method as well as the DC, the AC, and the security level congestion management methods. All optimizations are carried out

37

Demand

VSM up
Di (MW)

VSMdown
(MW)
Di

Sup
Di

Sdown
Di

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19

1038
1035
711
748
674
1038
1038
1038
1040
1039
1040
1040
1039
1039
1039
1039
1039
1046
1037

1037
1040
1065
1042
822
1037
1037
1037
1035
1036
1035
1035
1036
1036
1036
1036
1036
1029
1037

1.00096
0.99807
0.68563
0.72131
0.64995
1.00096
1.00096
1.00096
1.00289
1.00193
1.00289
1.00289
1.00193
1.00193
1.00193
1.00193
1.00193
1.00868
1.00000

1.00000
1.00289
1.02700
1.00482
0.79267
1.00000
1.00000
1.00000
0.99807
0.99904
0.99807
0.99807
0.99904
0.99904
0.99904
0.99904
0.99904
0.99229
1.00000

Table 2
The sensitivity of the network VSM with respect to each generation.
GENCO

VSMup
(MW)
Gj

VSM down
(MW)
Gj

Sup
Gj

Sdown
Gj

1
2
3
4
5
6
7
8
9
10

1036
1025
1025
1035
1035
1035
1035
1036
1036
1037

1039
1050
1049
1040
1040
1040
1040
1039
1039
1037

0.99904
0.98843
0.98843
0.99807
0.99807
0.99807
0.99807
0.99904
0.99904
1.00000

1.00193
1.01254
1.01157
1.00289
1.00289
1.00289
1.00289
1.00193
1.00193
1.00000

using the CONOPT solver of GAMS 22.7 (General Algebraic Modeling System) software [23].
The base case scheduling when examined by power ow (within the PSS/E software package) does not make feasible all the
power transactions. Using the base case conguration, there are
some overloaded branches. Lines 78, 1314, 1619, 2324, and
2938 are overloaded to 351.0, 297.2, 477.5, 356.2, and 839.3

G
26

25

30

Table 1
The sensitivity of the network VSM with respect to each demand.

28
38

2
18

24

27

17

35

15
39

21

4
5

22

14
6

16

3
G

29

31

12

19

11
10

G
32

13

23

20

36
33

34
G

Fig. 2. The single-line diagram of the New-England test system.

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M. Esmaili et al. / Energy Conversion and Management 50 (2009) 25622569

MVA, while their ratings are 100, 200, 200, 200, and 500 MVA,
respectively. Thus, the operator has to employ one of the congestion management methods to mitigate the branch overloads.
Though all methods relieve the congestion and make feasible
power transactions, the network experiences a different postrescheduling status and a different security level using each
method.
The rst method implemented for congestion management is
the DC method minimizing the total payment to the market participants subject to security constraints of the power system DC model. Since reactive powers and voltages are not considered in the
network DC model, it may be expected to result in a lower reactive
support as well as a weak voltage prole after congestion
management.
The second implemented method is the AC congestion management minimizing the total payment to the market participants
subject to security constraints of the power system AC model. Despite the fact that the AC method relives the congestion, there is no
guarantee to securely operate the power system after rescheduling
generations and demands. In other words, the stability margin of
the network after congestion management may be low leading to
a vulnerable system.
The third implemented method, the security level, mitigates the
congestion guaranteeing the power system to be secure in both the
base case and security loading level (Fig. 1). This approach makes
the system more secure compared with the conventional methods.
However, it is expected to increase the payment of ISO because of
adding a new set of constraints corresponding to the security loading level. In addition, it includes the growth of all loads and does
not make any distinction between loads in the security loading level. Indeed, the growth of each load has its own effect on the stability of a power system.
The last implemented method, as the proposed method, alleviates the congestion considering the sensitivity of networks stability margin with respect to each load and generation. The
rescheduling of powers is so done that the stability margin of the
network is more retained. In other words, the implemented mech-

anism prevents any load or generation change that could reduce

the security level.
Both the security level and the proposed method are trying to
retain VSM after congestion management. These methods can be
compared with their security cost for 1 MW enhancement in the
VSM. Powers rescheduled by the implemented methods along with
pre-rescheduling powers are shown in Fig. 3.
As demonstrated visually in Fig. 3, the methods perform
rescheduling generations and demands differently to alleviate the
congestion and to make possible all power transactions.
The cost and stability margin of the implemented methods are
shown in Table 3. The k parameter, the loading margin, in the security level method (Fig. 1) is assumed to be 10% as per [16]. A higher
cost is expected by a greater k. It is worthwhile to note that VSM
values after rescheduling by applying all methods in Table 3 are
obtained using PSS/E CPF which employs the AC power ow model
of the power system. For the DC congestion management method,
only rescheduled active power of generators and demands are set
in the AC CPF.
As seen from Table 3, the DC congestion management provides
the least VSM of 301 MW after applying congestion management.
The network can early experience voltage collapse if enough reactive support is not provided. In view of the fact that the DC model
does not consider reactive powers, it leads to a weak reactive support and a smaller VSM. Furthermore, its cost is higher than that of
the AC one. As a result, the DC congestion management does not
offer any advantage over the other implemented methods.
As illustrated in Table 3, the system operator should pay
44551.53 $/h to alleviate the congestion if the AC method is employed. However, the method can not ensure the security of the
system; the stability margin is still low (425 MW) after congestion
relieving. Using the method of security level, the system operator
has to pay 50769.80 $/h to mitigate the congestion. The surplus
cost of 50769.8044551.53 = 6218.27 $/h, 14.0% of the AC one, is
the system security cost. With this surplus cost, the voltage stability margin is improved compared with the AC one from 425 MW to
591 MW after congestion management. This cost guarantees the

Generations Rescheduled by Different Congestion Management Methods

Generation, MW

1500

Pre-Rescheduling
DC
AC
Security Level
Proposed

1000

500

4
5
6
7
8
9
10
Generating Bus Number
Demands Rescheduled by Different Congestion Management Methods

Demand, MW

1500

Pre-Rescheduling
DC
AC
Security Level
Proposed

1000

500

8
10
12
Load Bus Number

14

16

18

Fig. 3. The rescheduled powers by the four implemented methods along with powers from the market clearing process.

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M. Esmaili et al. / Energy Conversion and Management 50 (2009) 25622569

Table 3
Relieving congestion using different methods.
Method

Congestion management cost ($/h)

Security cost ($/h)

VSM after rescheduling (MW)

Elapsed time (s)

DC
AC
Security level
Proposed

45239.46
44551.53
50769.80
44910.46

0
6218.27 (14.0%)
358.93 (0.8%)

301
425
591
833

0.43
7.7
8.7
8.4

Voltage Profiles by Different Congestion Management Methods

1.05

Voltage, p.u.

system to retain security by increasing all loads by 10%. In other

words, the system operator pays the cost of security to all loads,
while some of which does not have a considerable effect on the
security.
The proposed method detects the loads and generations with a
dramatic effect on the stability margin using the VSM sensitivities.
Actually, all generators and demands participate in the market by
their effective bids, not their raw bids. This makes each individual
bid be allocated its real value from the stability viewpoint. Using
the proposed method, the system operator pays selectively to the
participants that can relieve the congestion and have also signicant effects on the network stability margin. As a result, the payment of the system operator for the security reduces from
6218.27 $/h in the security level method to only 358.93 $/h by
eliminating unnecessary payments to those participants with a little effect on the stability margin.
At the same time, by looking at stability margins, the proposed
method provides the system with 833 MW stability margin. That
is, the method, through detecting vulnerable areas of the system,
is able to manage the congestion so that the stability margin of
the network is more retained compared to the other methods.
Therefore, the proposed method not only reduces the security cost
greatly but also provides the network with a larger stability
margin.
The computational time for implemented methods is also
shown in Table 3. The computational time increases by increasing
the number of constraints. The proposed method can be used in
online and ofine applications for any market such as day-ahead
markets because of its low computation burden.
From the price of security viewpoint, it is marvelous to compare
the security level technique with the proposed method. The security level method enhances the network stability margin as much
as 591  425 = 166 MW costing 6218.27 $/h, while the proposed
method improves it as much as 833  425 = 408 MW costing
358.93 $/h. That is, the price of providing security per MW for
the security level method is 6218.27/166 = 37.46 $/MW h, whereas
for the proposed method this is 358.93/408 = 0.88 $/MW h. As a result, the proposed method has a discernible advantage over the
security level method from the viewpoint of the price of security.
To more evaluate security after congestion management, voltage proles of buses are depicted in Fig. 4. The horizontal and vertical axes of Fig. 4 represent bus number and voltage magnitude,
respectively. It should be noted that PSS/E AC power ow is performed on the outcome of congestion management of each method
to give the voltage prole.
As displayed in the gure, voltages after the congestion management by the proposed method for all buses are the highest of
all methods. A good voltage prole is one of the indications of a
more secured power system. The minimum voltage for the DC,
AC, security level, and proposed method is 0.84, 0.87, 0.91, and
0.95 pu, respectively. Thus, the proposed method not only provides
a greater stability margin but also leads to a more preferred voltage
prole. It should be noted that buses ranging from 32 to 39 are PV
buses and then their voltages are xed values. So, this part of voltage prole, buses 3239, is the same for all four approaches and is
indicated by a single overlapped curve in the gure.

0.95

0.9
Proposed
Security Level
AC
DC

0.85
5

10

15

20
Bus Number

25

30

35

Fig. 4. Voltage proles after congestion management by the implemented methods.

To more investigate the performance of the congestion management methods, the behavior of the test system after alleviating
congestion using the methods is evaluated under a few severe contingencies. To thoroughly examine the efciency of methods, a various range of contingencies including the outage of branches and
the trip of generators is chosen in the both single and double forms.
The results are shown in Table 4.
In Table 4, four critical contingencies, all making the system
unstable using the DC congestion management, are applied. The
rst single contingency, the outage of line 89, makes the network
rescheduled by the DC method unstable; however, the next methods result in a stable network after the contingency of course with
different VSM values. The next single contingency, the trip of generator 31, makes the system unstable if either the DC or the AC
method is used. However, the system retains stability in the
post-contingency if the two other methods are employed. Of
course, the 406 MW stability margin provided by the proposed
method in the post-contingency state is much greater than
94 MW margin provided by the security level method. Thus, the
post-contingency system is more robust using the proposed method compared with the security level method.
In Table 4, the two next contingencies are double contingencies,
which exert more stresses to the power system. The rst one is the
outage of branches 89 and 58. This phenomenon can occur if relays at bus 8 disconnect the two branches due to a fault at bus 8. In
such a case, the system is unstable if the DC, AC and security level
methods are employed. However, the proposed method can retain
the system stability in this difcult situation with the post-contingency VSM of 97 MW. The next double contingency is the trip of
generator at bus 32 and the outage of branch 78. The other methods fail to stabilize the system in the post-contingency state. In
contrast, the proposed method retains the stability with a good
margin of 198 MW.

2568

M. Esmaili et al. / Energy Conversion and Management 50 (2009) 25622569

Table 4
Post-contingency VSMs with four reschedulings obtained from the implemented congestion management methods.
Contingency

DC method

AC method

Security level method

Proposed method

Single: outage of line 89

Single: outage of generator 31
Double: outage of branches 89 and 58
Double: outage of generator 32 and branch 78

Unstable
Unstable
Unstable
Unstable

Stable VSM = 39 MW
Unstable
Unstable
Unstable

Stable VSM = 187 MW

Stable VSM = 94 MW
Unstable
Unstable

Stable
Stable
Stable
Stable

The post-contingency stability margin gives a criterion as to

how much the contingency is serious. While the AC and security level methods are used, the system remains stable under less severe
contingencies; however, it loses stability under more severe contingencies. In contrast, the proposed method so alleviates the congestion that the system has a greater stability margin. Then, the
network is more robust and it can retain stability under the most
severe contingencies.
4. Conclusions
Congestion in a power market happens because of network limits. In a congested power system, transactions are not feasible unless the system operator uses a method to relieve the congestion.
In a deregulated power market, the system operator has to pay
to market participants to alter their powers to mitigate the congestion and nally to make feasible all power transactions. After
applying congestion management, the system security level may
be low because of hitting some network limits. Such a network is
highly vulnerable against disturbances. Thus, it is really benecial
for the system operator to use a method to mitigate the congestion
so that the system security is more retained after congestion management. Using the previously introduced methods to retain security, the system operator has to pay a considerable fee to relieve
congestion. However, the proposed method, employing the sensitivities of voltage stability margin, provides both a higher level of
security and much lower security cost to mitigate congestion.
From results of testing the proposed and the previous methods
on the New-England test system, the proposed method has discernible advantages on all other methods. It provides more security with a much lower price; that is, it reduces the cost of
providing security. It not only provides the system with a greater
voltage stability margin but also results in a better voltage prole.
Furthermore, the proposed method makes the network more robust against severe contingencies.
Appendix A
Market data for generators and demands of the New-England
test system are shown in Tables A1 and A2.
In Table A1, P MC
Gj represents active powers of GENCOs deterand P max
indicate the
mined by the market clearing process. Pmin
Gj
Gj

Table A1
GENCO data for the New-England test system.
No.

P MC
Gj (MW)

P min
(MW)
Gj

P max
(MW)
Gj

Bup
($/MW h)
Gj

Bdown
($/MW h)
Gj

1
2
3
4
5
6
7
8
9
10

250.0
572.9
650.0
632.0
508.0
650.0
560.0
540.0
830.0
1000.5

100.0
100.0
100.0
100.0
100.0
100.0
100.0
100.0
100.0
100.0

1000.0
1000.0
1000.0
1000.0
1000.0
1000.0
1000.0
1000.0
1000.0
1200.0

17.00
20.00
17.00
20.00
20.00
20.00
18.00
16.00
20.00
17.00

24.00
24.00
19.00
24.00
24.00
24.00
24.00
20.00
24.00
21.00

VSM = 374 MW
VSM = 406 MW
VSM = 97 MW
VSM = 198 MW

Table A2
DISCO data for the New-England test system.
No.

P MC
Di (MW)

P min
Di (MW)

P max
(MW)
Di

Bup
($/MW h)
Di

Bdown
($/MW h)
Di

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19

322.0
500.0
233.8
522.0
8.5
320.0
329.4
158.0
680.0
274.0
247.5
308.6
224.0
139.0
281.0
206.0
283.5
9.2
1104.0

225.4
350.0
163.7
365.4
6.0
224.0
230.6
110.6
476.0
191.8
173.3
216.0
156.8
97.3
196.7
144.2
198.5
6.4
772.8

418.6
650.0
333.9
678.6
11.05
416.0
428.2
205.4
884.0
356.2
321.8
401.2
291.2
180.7
365.3
267.8
368.6
12.0
1435.2

16.00
16.00
16.00
16.00
16.00
16.00
16.00
16.00
16.00
16.00
16.00
16.00
16.00
16.00
16.00
16.00
16.00
16.00
16.00

20.00
20.00
20.00
20.00
20.00
20.00
20.00
20.00
20.00
20.00
20.00
22.00
20.00
20.00
20.00
20.00
20.00
20.00
20.00

allowable active power range given by GENCOs. Also,

down
Bup
are GENCOs bids to increase or decrease the generaGj and BGj
tion to relieve the congestion, respectively.
In Table A2, P MC
Di is the demand power determined by the market
and P max
indicate permissible range of declearing process. Pmin
Di
Di
and
Bdown
are demand bids to increase or demand powers. Bup
Di
Di
crease the power consumption, respectively.

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