Stochastic optimization of a hydro-thermal system including network constraints

Author

Gorenstin, B.G. ; Campodonico, N.M. ; Costa, J.P. ; Pereira, M.V.F.

Author_Institution

Centro de Pesquisas de Energia Eletrica, Rio de Janeiro, Brazil

Volume

7

Issue

2

fYear

1992

fDate

5/1/1992 12:00:00 AM

Firstpage

791

Lastpage

797

Abstract

The authors describe a methodology for the optimal scheduling of hydrothermal power systems taking into account multiple hydro reservoir characteristics, inflow stochasticity and a transmission network represented by a linearized power flow model. The solution algorithm is based on stochastic dual dynamic programming, which decomposes the multistage problem into several one-stage subproblems. Each subproblem corresponds to a linearized optimal power flow with additional constraints representing 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

Keywords

approximation theory; dynamic programming; hydroelectric power stations; load flow; optimal control; piecewise-linear techniques; power system control; scheduling; stochastic processes; thermal power stations; transmission networks; Brazil; Simplex algorithm; buses; cost function; hydro reservoir; hydroelectric power station; hydrothermal power systems; inflow stochasticity; load flow; optimal scheduling; optimisation; piecewise linear approximation; power flow; stochastic dual dynamic programming; thermal power stations; transmission network; Dynamic programming; Equations; Load flow; Optimal scheduling; Piecewise linear approximation; Power system dynamics; Power system modeling; Reservoirs; Stochastic processes; Stochastic systems;

fLanguage

English

Journal_Title

Power Systems, IEEE Transactions on

Publisher

ieee

ISSN

0885-8950

Type

jour

DOI

10.1109/59.141787

Filename

141787