Stochastic optimization of a hydro-thermal system including network constraints

Journal Article · Fri May 01 04:00:00 EDT 1992 · IEEE Transactions on Power Systems (Institute of Electrical and Electronics Engineers); (United States)

DOI:https://doi.org/10.1109/59.141787· OSTI ID:5141380

Gorenstin, B G; Campdonico, N M; Costa, J P; Pereira, M V.F. ^[1]

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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

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ALGORITHMS
DYNAMIC PROGRAMMING
ELECTRIC POWER
ENERGY SOURCES
GEOTHERMAL POWER PLANTS
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HYDROELECTRIC POWER PLANTS
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MATHEMATICAL LOGIC
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RENEWABLE ENERGY SOURCES
SCHEDULES
SIMULATION
SURFACE WATERS
THERMAL POWER PLANTS
WATER RESERVOIRS