Day ahead clearing algorithm &its application for East China Electric Power Market

The mathematical model and realization method of market clearing algorithm are introduced in this paper. Compared to traditional economic dispatch method, the security constrained economic dispatch (SCED) is more difficult to be applied in such a large scale grid company as East China Grid. In Day Ahead market, the Constrained Pre-Dispatch Scheduling (CPDS) process was executed to clear market. CPDS contains eight modules: Dispatch Scheduling Initialization (DSI, DSI2), Unconstrained Dispatch (UNCD), Network Data Preparation (NDP), Network Security Analysis (NSA), Network Constrained Dispatch (NCD), Dispatch Scheduling Publication (DSP) and Save Case (SAV). After decoupling the security and optimization, the non-linear constrains, such as power flow limits, can be linearized by sensitivity factor. Then, SCED is a typical large scale linear programming with a lot of linear constrains.