skip to main content

Search for: All records

Creators/Authors contains: "Woodruff, David"
  1. Abstract not provided.
  2. Abstract not provided.
  3. Abstract not provided.
  4. Abstract not provided.
  5. Abstract not provided.
  6. Pyomo supports the formulation and analysis of mathematical models for complex optimization applications. This capability is commonly associated with algebraic modeling languages (AMLs), which support the description and analysis of mathematical models with a high-level language. Although most AMLs are implemented in custom modeling languages, Pyomo's modeling objects are embedded within Python, a full- featured high-level programming language that contains a rich set of supporting libraries.
  7. Forecasts of available wind power are critical in key electric power systems operations planning problems, including economic dispatch and unit commitment. Such forecasts are necessarily uncertain, limiting the reliability and cost effectiveness of operations planning models based on a single deterministic or “point” forecast. A common approach to address this limitation involves the use of a number of probabilistic scenarios, each specifying a possible trajectory of wind power production, with associated probability. We present and analyze a novel method for generating probabilistic wind power scenarios, leveraging available historical information in the form of forecasted and corresponding observed wind power timemore » series. We estimate non-parametric forecast error densities, specifically using epi-spline basis functions, allowing us to capture the skewed and non-parametric nature of error densities observed in real-world data. We then describe a method to generate probabilistic scenarios from these basis functions that allows users to control for the degree to which extreme errors are captured.We compare the performance of our approach to the current state-of-the-art considering publicly available data associated with the Bonneville Power Administration, analyzing aggregate production of a number of wind farms over a large geographic region. Finally, we discuss the advantages of our approach in the context of specific power systems operations planning problems: stochastic unit commitment and economic dispatch. Here, our methodology is embodied in the joint Sandia – University of California Davis Prescient software package for assessing and analyzing stochastic operations strategies.« less
  8. Progressive hedging, though an effective heuristic for solving stochastic mixed integer programs (SMIPs), is not guaranteed to converge in this case. Here, we describe BBPH, a branch and bound algorithm that uses PH at each node in the search tree such that, given sufficient time, it will always converge to a globally optimal solution. Additionally, to providing a theoretically convergent “wrapper” for PH applied to SMIPs, computational results demonstrate that for some difficult problem instances branch and bound can find improved solutions after exploring only a few nodes.
  9. Abstract not provided.
  10. Abstract not provided.
Switch to Detail View for this search