Tongxin Zheng - Academia.edu (original) (raw)
Papers by Tongxin Zheng
2009 IEEE/PES Power Systems Conference and Exposition, 2009
Abstract In current US deregulated wholesale electricity markets, an auction mechanism that min... more Abstract In current US deregulated wholesale electricity markets, an auction mechanism that minimizes the total bid cost is used to select bids and their output levels. Energy market clearing prices (MCPs) are derived from the shadow prices associated with the system demand ...
Electric Power Systems Research, Dec 1, 1998
... Accordingly, a high degree of accuracy may be achieved and the effect of the transient, harmo... more ... Accordingly, a high degree of accuracy may be achieved and the effect of the transient, harmonics and white noise may be eliminated. ... Components at high scale can be considered as white noise, while components at the low scale represent the voltage fluctuation. ...
Ieee Transactions on Wireless Communications, 2015
We investigate the physical layer security of a multiple-input single-output (MISO) channel in th... more We investigate the physical layer security of a multiple-input single-output (MISO) channel in the presence of a multi-antenna passive eavesdropper. Traditionally, artificial noise (AN) scheme is an efficient security strategy without the channel state information (CSI) of the eavesdropper. In this paper, we propose and analyze an efficient security scheme called the artificial fast fading (AFF) scheme. The basic idea is to randomly weight the information symbols at different transmit antennas in a special manner so that the channel of the intended receiver is an AWGN channel while that of the eavesdropper is a fast fading channel. This prevents the eavesdropper obtaining the CSI using the blind channel estimation techniques so that it can only detect the information symbols in a non-coherent way, which greatly reduces the amount of information intercepted. More importantly, we derive the achievable secrecy rate of the sheme and provide a low bound of it, which can be numerically calculated. Compared with the exact secrecy rate of the AN scheme, even the low bound of the AFF scheme is larger, when the eavesdropper has more antennas than the transmitter. 1 Almost all the blind channel estimation methods require that the channel stays static in tens of symbol durations. See [15], [16] for example.
Operations Research, 2016
2015 IEEE Power & Energy Society General Meeting, 2015
are with ISO New England Inc. 1 Unit-hours already committed in the day-ahead UC solution are loc... more are with ISO New England Inc. 1 Unit-hours already committed in the day-ahead UC solution are locked in and will not be decommitted in RAA.
2015 IEEE Power & Energy Society General Meeting, 2015
Unit Commitment (UC) problem plays a key role in power systems' operations. Due to the strong mod... more Unit Commitment (UC) problem plays a key role in power systems' operations. Due to the strong modeling capacity of robust optimization to capture various complicated uncertainties in power systems, including those in renewable generation, load realization, demand response, and contingencies, two-stage robust UC has gained intensive attentions from both academic scholars and industry practitioners. However, such trilevel optimization problem is very challenging to solve, considering large-scale real power grids. In this research, we study new computational methods and strategies to address this challenge, including incorporating strong formulations for basic UC model, deriving new valid inequalities considering network constraints, and designing and implementing a decomposition procedure. On large-scale test instances, our solution approach leads to significantly better computational performance, compared to existing formulations or methods.
2015 IEEE Power & Energy Society General Meeting, 2015
IEEE Communications Letters
This letter studies the physical-layer security of a multi-antenna transmission system in the pre... more This letter studies the physical-layer security of a multi-antenna transmission system in the presence of Poisson distributed eavesdroppers. The transmission secrecy outage probability (TSOP) is adopted to evaluate the security. We derive an accurate integral expression as well as a closed-form upper bound on TSOP for the noncolluding eavesdroppers' case and a closedform solution for the colluding eavesdroppers' case, respectively. Based on these, we define a novel concept of security region to intuitively illustrate the security from a spatial perspective. We further analyze the impacts of various factors on the security, such as the number of transmit antennas, the node intensity, and the target secrecy rate.
Prices in electricity markets are given by the dual variables associated with the supply-demand c... more Prices in electricity markets are given by the dual variables associated with the supply-demand constraint in the dis-patch problem. However, in unit-commitment-based day-ahead markets, these variables are less easy to obtain. A common approach relies on resolving the dispatch problem with the commitment decisions fixed and utilizing the associated dual variables. Yet, this avenue leads to inadequate revenues to generators and necessitates an uplift payment to be made by the market operator. Recently, a convex hull pricing scheme has been proposed to reduce the impact of such payments and requires the global maximization of the associated Lagrangian dual problem, which is, in general, a piecewise-affine concave function. In this paper, we present a pivot-based finite-termination procedure for obtaining such a global maximizer. Unlike standard sub-gradient schemes where an arbitrary subgradient is used, we present a novel technique where the steepest ascent direction is constructed b...
2009 IEEE Power & Energy Society General Meeting, 2009
Auction objective and pricing scheme are of great importance to a successful electricity market d... more Auction objective and pricing scheme are of great importance to a successful electricity market design. The bid-cost minimization auction objective and the economic-dispatch pricing scheme currently used in U.S. electricity markets have stimulated many questions from both academia and industry. This paper summarizes several alternative auction objectives and pricing schemes proposed in recent research. Different market designs by combining an
2009 IEEE Power & Energy Society General Meeting, 2009
ABSTRACT Summary form only given. An ISO's real-time operation faces many challenges, e.g... more ABSTRACT Summary form only given. An ISO's real-time operation faces many challenges, e.g., how to manage load forecasting error, how to incorporate corrective actions and system ramping capability in post-contingency state, and how to dispatch the system during reserve shortage or excessive generation. These operational issues are further complicated by their interactions with the real-time market. As a result, it is critical to have a market design coping with the operations. In this presentation, we address some of the prominent challenges in ISO-NE's real-time operation and market. Possible remedies in terms of adjustments to the current real-time market design are discussed.
IEEE PES General Meeting, 2010
I. NOMENCLATURES In alphabet order, we have the following nomenclatures: λ= Lagrangian multiplier... more I. NOMENCLATURES In alphabet order, we have the following nomenclatures: λ= Lagrangian multiplier of Eq. (12) τ = Lagrangian multiplier of Eq. (13) μk=Lagrangian multiplier of the kth trans. constraint in Eq. (14) ci = generation cost at Bus i ($/MWh) Di = demand at Bus i ...
ABSTRACT Summary form only given. The presentation cover the major aspects of the ISO-NE'... more ABSTRACT Summary form only given. The presentation cover the major aspects of the ISO-NE's ICAP and LICAP market experiences. The main topics are: overview of the existing ICAP market and the need of LICAP market in New England; general process of the proposed LICAP market; the introduction of regional LICAP demand curves; LICAP spot market clearing process; LICAP market settlement examples; the role of regulation in the LICAP market.
IEEE Transactions on Power Systems, 2015
2013 IEEE Power & Energy Society General Meeting, 2013
To reduce the dependence on fossil fuels and the greenhouse gas emission, the integration of wind... more To reduce the dependence on fossil fuels and the greenhouse gas emission, the integration of wind energy has attracted worldwide attention. Stochastic unit commitment (SUC) problem with wind generation uncertainty is difficult, since wind generation is intermittent and uncertain. In the stochastic programming approach, a large number of scenarios are required to represent the stochastic wind generation, resulting in large computational effort. A Markovian approach was used to formulate the SUC problem by assuming the state of intermittent generation at a time instant summarized the information of the past in a probabilistic sense, in order to reduce computational complexity.
2014 IEEE PES General Meeting | Conference & Exposition, 2014
2012 IEEE Power and Energy Society General Meeting, 2012
ABSTRACT With increasing worldwide wind generation capacity, efficient wind power integration int... more ABSTRACT With increasing worldwide wind generation capacity, efficient wind power integration into the electrical grid becomes important. The intermittent nature of wind generation makes it challenging, and transmission capacity constraints add a major level of complexity since with congestion, wind generation at one node may not be the same as wind generation at another node. When multiple wind farms are located at different nodes in the transmission network, the complexity increases drastically. In this paper, wind generation is formulated at the node level using discrete Markov processes, and is integrated into the nodal demand. The Markov property reduces the number of realizations of wind uncertainty over time, compared with the stochastic programming based on scenarios. To overcome the complexity because of multiple states of multiple wind farms, power flows are formulated using voltage phase angles, assuming that the power flows are dominated by the states of the two nodes connecting the line. Then the resulting flow imbalance at each node is handled by setting aside generation and transmission capacities. Numerical results of two examples demonstrate the efficiency and scalability of the new method.
IEEE Transactions on Power Systems, 2015
ABSTRACT Due to the variability of renewable resources, the ISO tries to identify do-not-exceed (... more ABSTRACT Due to the variability of renewable resources, the ISO tries to identify do-not-exceed (DNE) limits, which are the maximum renewable generation ranges that the power system can accommodate without sacrificing system reliability. The problem is formulated as an optimization problem whose objective is to find the largest operating ranges of variable resources such that the system remains feasible under any generation realizations within the range. Computing the DNE limits can be conceptually translated into finding the largest uncertain set of a robust optimization problem. Depending on the assumptions on how the system responds to the uncertainty of renewable resources, three alternative approaches are developed to convert the nonstandard robust optimization problem into linear programming, bilinear programming and two-stage robust optimization problems, respectively. Although the linear programming problem is easier to solve as compared to the other two alternatives, its resulting DNE limits are the most conservative. Therefore, the trade-off needs to be considered when deciding which approach is the most appropriate in real-time operation. A 5-bus system and the ISO New England power system are used to test the proposed approaches.
2012 IEEE Power and Energy Society General Meeting, 2012
2012 IEEE Power and Energy Society General Meeting, 2012
2009 IEEE/PES Power Systems Conference and Exposition, 2009
Abstract In current US deregulated wholesale electricity markets, an auction mechanism that min... more Abstract In current US deregulated wholesale electricity markets, an auction mechanism that minimizes the total bid cost is used to select bids and their output levels. Energy market clearing prices (MCPs) are derived from the shadow prices associated with the system demand ...
Electric Power Systems Research, Dec 1, 1998
... Accordingly, a high degree of accuracy may be achieved and the effect of the transient, harmo... more ... Accordingly, a high degree of accuracy may be achieved and the effect of the transient, harmonics and white noise may be eliminated. ... Components at high scale can be considered as white noise, while components at the low scale represent the voltage fluctuation. ...
Ieee Transactions on Wireless Communications, 2015
We investigate the physical layer security of a multiple-input single-output (MISO) channel in th... more We investigate the physical layer security of a multiple-input single-output (MISO) channel in the presence of a multi-antenna passive eavesdropper. Traditionally, artificial noise (AN) scheme is an efficient security strategy without the channel state information (CSI) of the eavesdropper. In this paper, we propose and analyze an efficient security scheme called the artificial fast fading (AFF) scheme. The basic idea is to randomly weight the information symbols at different transmit antennas in a special manner so that the channel of the intended receiver is an AWGN channel while that of the eavesdropper is a fast fading channel. This prevents the eavesdropper obtaining the CSI using the blind channel estimation techniques so that it can only detect the information symbols in a non-coherent way, which greatly reduces the amount of information intercepted. More importantly, we derive the achievable secrecy rate of the sheme and provide a low bound of it, which can be numerically calculated. Compared with the exact secrecy rate of the AN scheme, even the low bound of the AFF scheme is larger, when the eavesdropper has more antennas than the transmitter. 1 Almost all the blind channel estimation methods require that the channel stays static in tens of symbol durations. See [15], [16] for example.
Operations Research, 2016
2015 IEEE Power & Energy Society General Meeting, 2015
are with ISO New England Inc. 1 Unit-hours already committed in the day-ahead UC solution are loc... more are with ISO New England Inc. 1 Unit-hours already committed in the day-ahead UC solution are locked in and will not be decommitted in RAA.
2015 IEEE Power & Energy Society General Meeting, 2015
Unit Commitment (UC) problem plays a key role in power systems' operations. Due to the strong mod... more Unit Commitment (UC) problem plays a key role in power systems' operations. Due to the strong modeling capacity of robust optimization to capture various complicated uncertainties in power systems, including those in renewable generation, load realization, demand response, and contingencies, two-stage robust UC has gained intensive attentions from both academic scholars and industry practitioners. However, such trilevel optimization problem is very challenging to solve, considering large-scale real power grids. In this research, we study new computational methods and strategies to address this challenge, including incorporating strong formulations for basic UC model, deriving new valid inequalities considering network constraints, and designing and implementing a decomposition procedure. On large-scale test instances, our solution approach leads to significantly better computational performance, compared to existing formulations or methods.
2015 IEEE Power & Energy Society General Meeting, 2015
IEEE Communications Letters
This letter studies the physical-layer security of a multi-antenna transmission system in the pre... more This letter studies the physical-layer security of a multi-antenna transmission system in the presence of Poisson distributed eavesdroppers. The transmission secrecy outage probability (TSOP) is adopted to evaluate the security. We derive an accurate integral expression as well as a closed-form upper bound on TSOP for the noncolluding eavesdroppers' case and a closedform solution for the colluding eavesdroppers' case, respectively. Based on these, we define a novel concept of security region to intuitively illustrate the security from a spatial perspective. We further analyze the impacts of various factors on the security, such as the number of transmit antennas, the node intensity, and the target secrecy rate.
Prices in electricity markets are given by the dual variables associated with the supply-demand c... more Prices in electricity markets are given by the dual variables associated with the supply-demand constraint in the dis-patch problem. However, in unit-commitment-based day-ahead markets, these variables are less easy to obtain. A common approach relies on resolving the dispatch problem with the commitment decisions fixed and utilizing the associated dual variables. Yet, this avenue leads to inadequate revenues to generators and necessitates an uplift payment to be made by the market operator. Recently, a convex hull pricing scheme has been proposed to reduce the impact of such payments and requires the global maximization of the associated Lagrangian dual problem, which is, in general, a piecewise-affine concave function. In this paper, we present a pivot-based finite-termination procedure for obtaining such a global maximizer. Unlike standard sub-gradient schemes where an arbitrary subgradient is used, we present a novel technique where the steepest ascent direction is constructed b...
2009 IEEE Power & Energy Society General Meeting, 2009
Auction objective and pricing scheme are of great importance to a successful electricity market d... more Auction objective and pricing scheme are of great importance to a successful electricity market design. The bid-cost minimization auction objective and the economic-dispatch pricing scheme currently used in U.S. electricity markets have stimulated many questions from both academia and industry. This paper summarizes several alternative auction objectives and pricing schemes proposed in recent research. Different market designs by combining an
2009 IEEE Power & Energy Society General Meeting, 2009
ABSTRACT Summary form only given. An ISO's real-time operation faces many challenges, e.g... more ABSTRACT Summary form only given. An ISO's real-time operation faces many challenges, e.g., how to manage load forecasting error, how to incorporate corrective actions and system ramping capability in post-contingency state, and how to dispatch the system during reserve shortage or excessive generation. These operational issues are further complicated by their interactions with the real-time market. As a result, it is critical to have a market design coping with the operations. In this presentation, we address some of the prominent challenges in ISO-NE's real-time operation and market. Possible remedies in terms of adjustments to the current real-time market design are discussed.
IEEE PES General Meeting, 2010
I. NOMENCLATURES In alphabet order, we have the following nomenclatures: λ= Lagrangian multiplier... more I. NOMENCLATURES In alphabet order, we have the following nomenclatures: λ= Lagrangian multiplier of Eq. (12) τ = Lagrangian multiplier of Eq. (13) μk=Lagrangian multiplier of the kth trans. constraint in Eq. (14) ci = generation cost at Bus i ($/MWh) Di = demand at Bus i ...
ABSTRACT Summary form only given. The presentation cover the major aspects of the ISO-NE'... more ABSTRACT Summary form only given. The presentation cover the major aspects of the ISO-NE's ICAP and LICAP market experiences. The main topics are: overview of the existing ICAP market and the need of LICAP market in New England; general process of the proposed LICAP market; the introduction of regional LICAP demand curves; LICAP spot market clearing process; LICAP market settlement examples; the role of regulation in the LICAP market.
IEEE Transactions on Power Systems, 2015
2013 IEEE Power & Energy Society General Meeting, 2013
To reduce the dependence on fossil fuels and the greenhouse gas emission, the integration of wind... more To reduce the dependence on fossil fuels and the greenhouse gas emission, the integration of wind energy has attracted worldwide attention. Stochastic unit commitment (SUC) problem with wind generation uncertainty is difficult, since wind generation is intermittent and uncertain. In the stochastic programming approach, a large number of scenarios are required to represent the stochastic wind generation, resulting in large computational effort. A Markovian approach was used to formulate the SUC problem by assuming the state of intermittent generation at a time instant summarized the information of the past in a probabilistic sense, in order to reduce computational complexity.
2014 IEEE PES General Meeting | Conference & Exposition, 2014
2012 IEEE Power and Energy Society General Meeting, 2012
ABSTRACT With increasing worldwide wind generation capacity, efficient wind power integration int... more ABSTRACT With increasing worldwide wind generation capacity, efficient wind power integration into the electrical grid becomes important. The intermittent nature of wind generation makes it challenging, and transmission capacity constraints add a major level of complexity since with congestion, wind generation at one node may not be the same as wind generation at another node. When multiple wind farms are located at different nodes in the transmission network, the complexity increases drastically. In this paper, wind generation is formulated at the node level using discrete Markov processes, and is integrated into the nodal demand. The Markov property reduces the number of realizations of wind uncertainty over time, compared with the stochastic programming based on scenarios. To overcome the complexity because of multiple states of multiple wind farms, power flows are formulated using voltage phase angles, assuming that the power flows are dominated by the states of the two nodes connecting the line. Then the resulting flow imbalance at each node is handled by setting aside generation and transmission capacities. Numerical results of two examples demonstrate the efficiency and scalability of the new method.
IEEE Transactions on Power Systems, 2015
ABSTRACT Due to the variability of renewable resources, the ISO tries to identify do-not-exceed (... more ABSTRACT Due to the variability of renewable resources, the ISO tries to identify do-not-exceed (DNE) limits, which are the maximum renewable generation ranges that the power system can accommodate without sacrificing system reliability. The problem is formulated as an optimization problem whose objective is to find the largest operating ranges of variable resources such that the system remains feasible under any generation realizations within the range. Computing the DNE limits can be conceptually translated into finding the largest uncertain set of a robust optimization problem. Depending on the assumptions on how the system responds to the uncertainty of renewable resources, three alternative approaches are developed to convert the nonstandard robust optimization problem into linear programming, bilinear programming and two-stage robust optimization problems, respectively. Although the linear programming problem is easier to solve as compared to the other two alternatives, its resulting DNE limits are the most conservative. Therefore, the trade-off needs to be considered when deciding which approach is the most appropriate in real-time operation. A 5-bus system and the ISO New England power system are used to test the proposed approaches.
2012 IEEE Power and Energy Society General Meeting, 2012
2012 IEEE Power and Energy Society General Meeting, 2012