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306<br />

( )<br />

C.-L. Tseng et al.rDecision Support Systems 24 1999 297–310<br />

Table 3<br />

Load <strong>in</strong>formation<br />

System load<br />

Bus load<br />

Hour Load Ž MW .<br />

% of peak Bus % of peak<br />

1 2223.0 78 1 3.8<br />

2 2052.0 72 2 3.4<br />

3 1938.0 68 3 6.3<br />

4 1881.0 66 4 2.6<br />

5 1824.0 64 5 2.5<br />

6 1852.5 65 6 4.8<br />

7 1881.0 66 7 4.4<br />

8 1995.0 70 8 6.0<br />

9 2280.0 80 9 6.1<br />

10 2508.0 88 10 6.8<br />

11 2565.0 90 11 0<br />

12 2593.5 91 12 0<br />

13 2565.0 90 13 9.3<br />

14 2508.0 88 14 6.8<br />

15 2479.5 87 15 11.1<br />

16 2479.5 87 16 3.5<br />

17 2593.5 91 17 0<br />

18 2850.0 100 18 0<br />

19 2821.5 99 19 6.4<br />

20 2764.5 97 20 4.5<br />

21 2679.0 94 21 0<br />

22 2622.0 92 22 0<br />

23 2479.5 87 23 0<br />

24 2308.5 81 24 0<br />

requirements are set to be R ts1.07 Dt<br />

for all t. The proposed algorithm is applied to solve this test problem.<br />

The test result is summarized <strong>in</strong> Table 4.<br />

In case Ž. i of the <strong>transmission</strong> l<strong>in</strong>e capacity F l , the test result shows that l<strong>in</strong>e 33 is always congested and l<strong>in</strong>e<br />

11 becomes congested dur<strong>in</strong>g peak hours. In this test case, it is noted that no combustion turb<strong>in</strong>e is turned on<br />

dur<strong>in</strong>g the plann<strong>in</strong>g horizon. The duality gap is 0.47% <strong>in</strong> this case. Compared with the total cost <strong>in</strong> the<br />

un<strong>constra<strong>in</strong>ed</strong> case, the <strong>in</strong>creased cost due to the <strong>transmission</strong> network is about 0.17% of the total cost of the<br />

un<strong>constra<strong>in</strong>ed</strong> case. In the second case Ž ii.<br />

of F l , the congestion of the network <strong>in</strong>volves seven l<strong>in</strong>es. There are<br />

12 h on the plann<strong>in</strong>g horizon <strong>in</strong> which there are 5 l<strong>in</strong>es congested Ž dur<strong>in</strong>g the peak hours ., 7 h with 4 l<strong>in</strong>es, 4 h<br />

with 2 l<strong>in</strong>es and 1 h with 1 l<strong>in</strong>e congested. The <strong>in</strong>creased cost due to the <strong>transmission</strong> system constra<strong>in</strong>ts<br />

Table 4<br />

Test result of IEEE test problem Ž direct approach.<br />

Case Dual value Primal value Duality gap<br />

Un<strong>constra<strong>in</strong>ed</strong> US$898,619 US$898,683 0.00%<br />

Constra<strong>in</strong>ed Fl<br />

Ž. i US$895,980 US$900,206 0.47%<br />

Constra<strong>in</strong>ed Fl<br />

Ž ii.<br />

US$899,662 US$912,650 1.43%<br />

Case<br />

CPU time Ž. s<br />

Ph 1 Ph 2 Ph 3 Total<br />

Un<strong>constra<strong>in</strong>ed</strong> 3.72 0.37 2.32 6.41<br />

Constra<strong>in</strong>ed Fl<br />

Ž. i 7.81 5.77 6.28 19.86<br />

Constra<strong>in</strong>ed Fl<br />

Ž ii.<br />

7.79 12.14 10.92 30.85

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