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Stochastic optimization of a hydro-thermal system including network constraints

Journal Article · · IEEE Transactions on Power Systems (Institute of Electrical and Electronics Engineers); (United States)
DOI:https://doi.org/10.1109/59.141787· OSTI ID:5141380
; ; ;  [1]
  1. CEPEL, Centro de Pesquisas de Energia Electrica, Rio de Janeiro (BR)

This paper describes a methodology for the optimal scheduling of hydrothermal systems taking into account multiple hydro reservoir characteristics, inflow stochasticity and transmission network represented by a linearized power flow model. The solution algorithm is based on stochastic dual dynamic programming, which decomposes the multi-stage stochastic problem into several one stage subproblems. Each subproblem corresponds to a linearized optimal power flow with additional constraints represented the hydro reservoir equations and a piecewise linear approximation of the expected future cost function. Each subproblem is solved by a customized network flow/Dual Simplex algorithm which takes advantage of the network characteristics of the hydro reservoirs and of the transmission system. The application of the methodology is illustrated in a case study with a Brazilian system comprising 44 hydroplants, 11 thermal plants, 463 buses and 834 circuits.

OSTI ID:
5141380
Journal Information:
IEEE Transactions on Power Systems (Institute of Electrical and Electronics Engineers); (United States), Journal Name: IEEE Transactions on Power Systems (Institute of Electrical and Electronics Engineers); (United States) Vol. 7:2; ISSN 0885-8950; ISSN ITPSE
Country of Publication:
United States
Language:
English