Journal ArticleDOI
Stochastic Optimization of a Multireservoir Hydroelectric System: A Decomposition Approach
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TLDR
In this paper, a computational scheme that is able to determine at each stage the most economical generation decision for each plant of a hydrothermal system is presented, based on the stochastic extension of Benders decomposition and can be implemented from already existing operation models.Abstract:
A computational scheme that is able to determined at each stage the most economical generation decision for each plant of a hydrothermal system is presented. The algorithm is based on the stochastic extension of Benders decomposition and can be implemented from already existing operation models. The results can be used in the weekly or monthly generation scheduling activities in real-time operation. A case study with 37 reservoirs of the Brazilian system is presented and discussed.read more
Citations
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Journal ArticleDOI
Multi-stage stochastic optimization applied to energy planning
TL;DR: This paper presents a methodology for the solution of multistage stochastic optimization problems, based on the approximation of the expected-cost-to-go functions of Stochastic dynamic programming by piecewise linear functions.
Journal ArticleDOI
Security-Constrained Optimal Power Flow with Post-Contingency Corrective Rescheduling
TL;DR: In this paper, a mathematical framework for the solution of the economic dispatch problem with security constraints is presented, which can take into account the system corrective capabilities after the outage has occurred, and the solution algorithm is based on mathematical programming decomposition techniques that allow the iterative solution of a "base-case" economic dispatch and separate contingency analysis with generation rescheduling to eliminate constraint violations.
Journal ArticleDOI
An inexact two-stage stochastic programming model for water resources management under uncertainty
Guohe Huang,Daniel P. Loucks +1 more
TL;DR: The ITSP is applied to a hypothetical case study of water resources system operation and results indicate that reasonable solutions have been obtained and the information obtained can provide useful decision support for water managers.
Journal ArticleDOI
Stochastic optimization of unit commitment: a new decomposition framework
TL;DR: A new stochastic decomposition method well-suited to deal with large-scale unit commitment problems, where random disturbances are modeled as scenario trees and prices attached to nodes of the scenario trees are updated by the coordination level is applied.
Journal ArticleDOI
An interval-parameter multi-stage stochastic programming model for water resources management under uncertainty
TL;DR: In this article, an interval-parameter multi-stage stochastic linear programming (IMSLP) method has been developed for water resources decision making under uncertainty, where penalties are exercised with recourse against any infeasibility, which permits in-depth analyses of various policy scenarios that are associated with different levels of economic consequences when the promised water allocation targets are violated.
References
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Journal ArticleDOI
Partitioning procedures for solving mixed-variables programming problems
TL;DR: In this article, the 8th International Meeting of the Institute of Management Sciences, Brussels, August 23-26, 1961, the authors presented a paper entitled "The International Journal of Management Science and Management Sciences".
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Generalized Benders decomposition
TL;DR: In this paper, the extremal value of the linear program as a function of the parameterizing vector and the set of values of the parametric vector for which the program is feasible were derived using linear programming duality theory.
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Dynamic programming applications in water resources
TL;DR: In this paper, the authors present a survey of dynamic programming models for water resource problems and examine computational techniques which have been used to obtain solutions to these problems, including aqueduct design, irrigation system control, project development, water quality maintenance, and reservoir operations analysis.