abstract: Constraint relaxation by definition means that certain security, operational, or financial constraints are allowed to be violated in the energy market model for a predetermined penalty price. System operators utilize this mechanism in an effort to impose a price-cap on shadow prices throughout the market. In addition, constraint relaxations can serve as corrective approximations that help in reducing the occurrence of infeasible or extreme solutions in the day-ahead markets. This work aims to capture the impact constraint relaxations have on system operational security. Moreover, this analysis also provides a better understanding of the correlation between DC market models and AC real-time systems and analyzes how relaxations in market models propagate to real-time systems. This information can be used not only to assess the criticality of constraint relaxations, but also as a basis for determining penalty prices more accurately. Constraint relaxations practice was replicated in this work using a test case and a real-life large-scale system, while capturing both energy market aspects and AC real-time system performance. System performance investigation included static and dynamic security analysis for base-case and post-contingency operating conditions. PJM peak hour loads were dynamically modeled in order to capture delayed voltage recovery and sustained depressed voltage profiles as a result of reactive power deficiency caused by constraint relaxations. Moreover, impacts of constraint relaxations on operational system security were investigated when risk based penalty prices are used. Transmission lines in the PJM system were categorized according to their risk index and each category was as-signed a different penalty price accordingly in order to avoid real-time overloads on high risk lines. This work also extends the investigation of constraint relaxations to post-contingency relaxations, where emergency limits are allowed to be relaxed in energy market models. Various scenarios were investigated to capture and compare between the impacts of base-case and post-contingency relaxations on real-time system performance, including the presence of both relaxations simultaneously. The effect of penalty prices on the number and magnitude of relaxations was investigated as well. / Dissertation/Thesis / Doctoral Dissertation Engineering 2016

The resilience of power systems is attracting extensive attention in recent years and needs to be further enhanced in the future, as potential threats from severe events such as extreme weather, geomagnetic storm, as well as extended fuel disruption, which are not easy to be quantified, predicted, or anticipated, are still challenging the modern power industry. To increase the resilience, proper operational planning considering potential impacts of severe events could effectively enable power systems to prepare for, operate through, and recover from those events and mitigate their negative economic, social, and humanitarian consequences by fully deploying existing system resources and operational measures. In this dissertation, operational planning problems in the bulk power system considering potential threats from severe events are focused, including the co-optimization of security-constrained unit commitment and transmission switching with consideration of transmission line outages probably caused by severe weather events, the security-constrained optimal power flow under potential impacts from geomagnetic storms, and the optimal operational planning to prevent electricity-natural gas systems from possible risks of natural gas supply disruptions. Notice that systematic, comprehensive, and consistent operational strategies should be conducted across the entire system to achieve superior resilience enhancement solution, which, along with increased size and complexity of modern energy systems, makes the proposed operational planning problems mathematically large-size and computationally complex optimization problems, and practically difficult to solve, especially when comprehensive operational measures and resourceful components are incorporated. In order to tackle such a challenge, the parallel optimization based approaches are developed in the proposed research, which fully decompose an originally large and complex problem into multiple independent small subproblems, simultaneously solve them in a fully parallel manner on scalable multiple-core computing platforms, and iteratively coordinate their results by using mathematical programming methods to achieve optimal solutions that satisfy engineering requirements of power system operations in practice. As a result, by efficiently solving optimal operational planning problems of large-scale power systems, their secure and economic operations in the presence of severe events like hurricanes, geomagnetic storms, and natural gas supply disruptions can be ensured, which indicates the resilience of power systems is effectively enhanced.

Ser eficiente é um requisito para a sustentabilidade das empresas concessionárias de distribuição de energia elétrica no Brasil. A busca pela eficiência deve estar em harmonia com a melhoria contínua da qualidade, da segurança e da satisfação dos consumidores e das partes envolvidas. O desafio de atender múltiplos objetivos requer que as empresas do setor desenvolvam soluções inovadoras, com a mudança de processos, tecnologia, estrutura e a capacitação das pessoas. Desenvolver um modelo operacional eficiente e uma gestão rigorosa dos custos são fatores-chave para o sucesso das empresas, considerando o contexto regulatório de revisão tarifária que incentiva a melhoria do desempenho. O modelo operacional é definido a partir da organização logística dos recursos para atendimento da demanda de serviços, que define também os custos fixos e variáveis de pessoal (salário, horas extras, refeições), infraestrutura (manutenção de prédios, ferramentas e equipamentos) e deslocamentos (manutenção de veículos, combustível), por exemplo. A melhor alocação e o melhor dimensionamento de bases operacionais possibilitam a redução dos custos com deslocamento e infraestrutura, favorecendo o aproveitamento da força de trabalho em campo, a melhoria do atendimento dos clientes e da segurança dos colaboradores. Este trabalho apresenta uma metodologia de otimização de custos através da alocação de bases e equipes operacionais, com o modelamento matemático dos objetivos e restrições do negócio e a aplicação de algoritmo evolutivo para busca das melhores soluções, sendo uma aplicação de Pesquisa Operacional, no campo da Localização de Instalações, em distribuição de energia elétrica. O modelo de otimização desenvolvido possibilita a busca pelo ponto de equilíbrio ótimo que minimiza o custo total formado pelos custos de infraestrutura, frota (veículos e deslocamentos) e pessoal. O algoritmo evolutivo aplicado no modelo oferece soluções otimizadas pelo melhoramento de conjuntos de variáveis binárias com base em conceitos da evolução genética. O modelo de otimização fornece o detalhamento de toda a estrutura operacional e de custos para uma determinada solução do problema, utilizando premissas de produtividade e deslocamentos (velocidades e distâncias) para definir as abrangências de atuação das bases operacionais, recursos (equipes, pessoas, veículos) necessários para atendimento da demanda de serviços, e projetar todos os custos fixos e variáveis associados. A metodologia desenvolvida neste trabalho considera também a projeção de demanda futura para a aplicação no estudo de caso, que evidenciou a efetividade da metodologia como ferramenta para a melhoria da eficiência operacional em empresas de distribuição de energia elétrica. / Being efficient is a requirement for the sustainability of electricity distribution companies in Brazil. The quest for efficiency must be in harmony with the continuous improvement of quality, safety and satisfaction of customers and all stakeholders involved. The challenge of attending multi-objectives requires companies in the sector to develop innovative solutions with the change of processes, technology, structure and enabling their professionals to drive this. Developing an efficient operational model and a strict cost management are keys for companies to achieve success, considering the regulatory context of tariff reviewing that encourages performance improvement. The operational model is defined from the logistics organization of resources to meet the demand of services, which also defines fixed and variable costs with people/teams (payments, overtime, meals), infrastructure (maintenance of building, tools and equipments) and fleet (maintenance of vehicles and fuel costs), for example. The best allocation and the best design of operational facilities (or operational bases) will reduce infrastructure costs and truck rolls, releasing workforce to attend customers and reducing displacements risks. This work presents a cost optimization methodology through the allocation of operational bases and teams, with the mathematical modelling of business objectives, constraints and using Evolutionary Algorithm to find the best solution, as an application of Operations Research in the field of Facility Location in electricity distribution. The optimization model enables the search for the optimal balance point that minimizes the total cost formed by infrastructure, fleet and people. The Evolutionary Algorithm applied in the model offers optimized solutions through the improvement of sets of binary variables based on genetic evolution concepts. The optimization model also gives detailed information about the operational structure and costs for a given allocation solution, using productivity and displacements (speed, distances) information to define the service regions for each operational base and resources (people, vehicles) needed to attend the demand of services, defining all fixed and variable costs for this. The methodology presented in this paper also considers the future demand of services (forecast), used in a case study that showed the effectives of this methodology as a tool for the improvement of operational efficiency in electricity distribution companies.

Ser eficiente é um requisito para a sustentabilidade das empresas concessionárias de distribuição de energia elétrica no Brasil. A busca pela eficiência deve estar em harmonia com a melhoria contínua da qualidade, da segurança e da satisfação dos consumidores e das partes envolvidas. O desafio de atender múltiplos objetivos requer que as empresas do setor desenvolvam soluções inovadoras, com a mudança de processos, tecnologia, estrutura e a capacitação das pessoas. Desenvolver um modelo operacional eficiente e uma gestão rigorosa dos custos são fatores-chave para o sucesso das empresas, considerando o contexto regulatório de revisão tarifária que incentiva a melhoria do desempenho. O modelo operacional é definido a partir da organização logística dos recursos para atendimento da demanda de serviços, que define também os custos fixos e variáveis de pessoal (salário, horas extras, refeições), infraestrutura (manutenção de prédios, ferramentas e equipamentos) e deslocamentos (manutenção de veículos, combustível), por exemplo. A melhor alocação e o melhor dimensionamento de bases operacionais possibilitam a redução dos custos com deslocamento e infraestrutura, favorecendo o aproveitamento da força de trabalho em campo, a melhoria do atendimento dos clientes e da segurança dos colaboradores. Este trabalho apresenta uma metodologia de otimização de custos através da alocação de bases e equipes operacionais, com o modelamento matemático dos objetivos e restrições do negócio e a aplicação de algoritmo evolutivo para busca das melhores soluções, sendo uma aplicação de Pesquisa Operacional, no campo da Localização de Instalações, em distribuição de energia elétrica. O modelo de otimização desenvolvido possibilita a busca pelo ponto de equilíbrio ótimo que minimiza o custo total formado pelos custos de infraestrutura, frota (veículos e deslocamentos) e pessoal. O algoritmo evolutivo aplicado no modelo oferece soluções otimizadas pelo melhoramento de conjuntos de variáveis binárias com base em conceitos da evolução genética. O modelo de otimização fornece o detalhamento de toda a estrutura operacional e de custos para uma determinada solução do problema, utilizando premissas de produtividade e deslocamentos (velocidades e distâncias) para definir as abrangências de atuação das bases operacionais, recursos (equipes, pessoas, veículos) necessários para atendimento da demanda de serviços, e projetar todos os custos fixos e variáveis associados. A metodologia desenvolvida neste trabalho considera também a projeção de demanda futura para a aplicação no estudo de caso, que evidenciou a efetividade da metodologia como ferramenta para a melhoria da eficiência operacional em empresas de distribuição de energia elétrica. / Being efficient is a requirement for the sustainability of electricity distribution companies in Brazil. The quest for efficiency must be in harmony with the continuous improvement of quality, safety and satisfaction of customers and all stakeholders involved. The challenge of attending multi-objectives requires companies in the sector to develop innovative solutions with the change of processes, technology, structure and enabling their professionals to drive this. Developing an efficient operational model and a strict cost management are keys for companies to achieve success, considering the regulatory context of tariff reviewing that encourages performance improvement. The operational model is defined from the logistics organization of resources to meet the demand of services, which also defines fixed and variable costs with people/teams (payments, overtime, meals), infrastructure (maintenance of building, tools and equipments) and fleet (maintenance of vehicles and fuel costs), for example. The best allocation and the best design of operational facilities (or operational bases) will reduce infrastructure costs and truck rolls, releasing workforce to attend customers and reducing displacements risks. This work presents a cost optimization methodology through the allocation of operational bases and teams, with the mathematical modelling of business objectives, constraints and using Evolutionary Algorithm to find the best solution, as an application of Operations Research in the field of Facility Location in electricity distribution. The optimization model enables the search for the optimal balance point that minimizes the total cost formed by infrastructure, fleet and people. The Evolutionary Algorithm applied in the model offers optimized solutions through the improvement of sets of binary variables based on genetic evolution concepts. The optimization model also gives detailed information about the operational structure and costs for a given allocation solution, using productivity and displacements (speed, distances) information to define the service regions for each operational base and resources (people, vehicles) needed to attend the demand of services, defining all fixed and variable costs for this. The methodology presented in this paper also considers the future demand of services (forecast), used in a case study that showed the effectives of this methodology as a tool for the improvement of operational efficiency in electricity distribution companies.