Data-driven Security-Constrained AC-OPF for Operations and Markets

In this paper, we propose a data-driven preventive security-constrained AC optimal power flow (SC-OPF), which ensures small-signal stability and N-1 security. Our approach can be used by both system and market operators for optimizing redispatch or AC based market-clearing auctions. We derive decision trees from large datasets of operating points, which capture all security requirements and allow to define tractable decision rules that are implemented in the SC-OPF using mixed-integer nonlinear programming (MINLP). We propose a second-order cone relaxation for the non-convex MINLP, which allows us to translate the non-convex and possibly disjoint feasible space of secure system operation to a convex mixed-integer OPF formulation. Our case study shows that the proposed approach increases the feasible space represented in the SC-OPF compared to conventional methods, can identify the global optimum as opposed to tested MINLP solvers and significantly reduces computation time due to a decreased problem size.