1. Optimal non-anticipative scenarios for nonlinear hydro-thermal power systems.
- Author
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Periçaro, Gislaine A., Karas, Elizabeth W., Gonzaga, Clóvis C., Marcílio, Débora C., Oening, Ana Paula, Matioli, Luiz Carlos, Detzel, Daniel H.M., de Geus, Klaus, and Bessa, Marcelo R.
- Subjects
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QUADRATIC programming , *LAPTOP computers , *NONLINEAR programming , *ALGORITHMS , *HYDROELECTRIC power plants , *NONLINEAR equations , *STOCHASTIC models - Abstract
The long-term operation of hydro-thermal power generation systems is modeled by a large-scale stochastic optimization problem that includes nonlinear constraints due to the head computation in hydroelectric plants. We do a detailed development of the problem model and state it by a non-anticipative scenario analysis, leading to a large-scale nonlinear programming problem. This is solved by a filter algorithm with sequential quadratic programming iterations that minimize quadratic Lagrangian approximations using exact hessians in L ∞ trust regions. The method is applied to the long-term planning of the Brazilian system, with over 100 hydroelectric and 50 thermoelectric plants, distributed in 5 interconnected subsystems. This problem with 50 synthetically generated inflow scenarios and a horizon of 60 months, amounting to about one million variables and 15000 nonlinear constraints was solved by the filter algorithm in a standard 2016 notebook computer in 10 h of CPU. [ABSTRACT FROM AUTHOR]
- Published
- 2020
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