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Stochastic heat storage problem - solved by the progressive hedging algorithm

Technical Report:

Abstract

In the present study a problem concerning operation of a heat storage tank in connection with a combined heat and power (CHP) plant is considered. The heat storage is used to supply the district heating system when the CHP plant is producing electric power alone and also to optimally redistribute over time the required heat production. Stochasticity is assumed attached to the future power production and it is assumed that accurate predictions of the future heat consumption are available. A receding horizon idea is used. The problem is solved by the Progressive Hedging Algorithm (PHA), a recently developed method to deal with multi-period optimization problems under uncertainty. The application of the method is explained in detail. (au) (10 refs.)
Publication Date:
Dec 31, 1993
Product Type:
Technical Report
Report Number:
DTH-IMSOR-TR-1993-12
Reference Number:
SCA: 250600; PA: DK-94:001731; EDB-95:013929; SN: 95001301464
Resource Relation:
Other Information: DN: EFP-91; PBD: 1993
Subject:
25 ENERGY STORAGE; HEAT STORAGE; STOCHASTIC PROCESSES; TANKS; ALGORITHMS; DUAL-PURPOSE POWER PLANTS; OPTIMIZATION; COMPUTERIZED SIMULATION; 250600; THERMAL
OSTI ID:
10105238
Research Organizations:
Technical Univ. of Denmark, Lyngby (Denmark). Inst. of Mathematical and Operations Research
Country of Origin:
Denmark
Language:
English
Other Identifying Numbers:
Other: ON: DE95723832; CNN: Contract ENS-1323/91-0010; TRN: DK9401731
Availability:
OSTI; NTIS
Submitting Site:
DK
Size:
33 p.
Announcement Date:
Jun 30, 2005

Technical Report:

Citation Formats

Palsson, O P, and Ravn, H F. Stochastic heat storage problem - solved by the progressive hedging algorithm. Denmark: N. p., 1993. Web.
Palsson, O P, & Ravn, H F. Stochastic heat storage problem - solved by the progressive hedging algorithm. Denmark.
Palsson, O P, and Ravn, H F. 1993. "Stochastic heat storage problem - solved by the progressive hedging algorithm." Denmark.
@misc{etde_10105238,
title = {Stochastic heat storage problem - solved by the progressive hedging algorithm}
author = {Palsson, O P, and Ravn, H F}
abstractNote = {In the present study a problem concerning operation of a heat storage tank in connection with a combined heat and power (CHP) plant is considered. The heat storage is used to supply the district heating system when the CHP plant is producing electric power alone and also to optimally redistribute over time the required heat production. Stochasticity is assumed attached to the future power production and it is assumed that accurate predictions of the future heat consumption are available. A receding horizon idea is used. The problem is solved by the Progressive Hedging Algorithm (PHA), a recently developed method to deal with multi-period optimization problems under uncertainty. The application of the method is explained in detail. (au) (10 refs.)}
place = {Denmark}
year = {1993}
month = {Dec}
}