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This report elaborates on the possibilities for reducing computation time in the Fansi power market model by applying relaxation techniques and temporal decomposition. Findings and conclusions are supported by computational experiments conducted on a realistic large-scale dataset. Relaxation of reservoir balance constraints are investigated, and an effective heuristic method is presented. Both serial and parallel implementations of Benders decomposition applied to a deterministic linear programming problem are investigated. Although the parallel implementation shows potential for improving computational performance, further investigations are recommended. Relaxation Techniques and Temporal Decomposition of Scenarios in Fundamental Power Market Models

This paper studies the operation of a small renewable and hydro-dominated power system when introducing environmental constraints. The risk of rationing and the local price formation is investigated using a stochastic, cost-minimising optimisation model for long-term operation of a regional renewable power system with reservoir hydropower. The model is applied to a case study based on Norwegian hydropower plants with state-dependent, environmental constraints on reservoir management. The results demonstrate the reduced operational flexibility of the hydropower system and an increased risk of rationing, when the environmental constraint is imposed. In some of the case runs, the long-term management of the constrained reservoir is found to change considerable, but is also shown to be sensitive to the value of lost load, the transmission capacity and the total wind power generation. Optimal Operation of Hydro-Dominated Power Systems with Environmental Constraints

The memo summarizes the literature review that was carried out as part of the development of the KSP application "RES – Modelling a 100% Renewable Electricity System".

This report elaborates on the toolchains applied for generation scheduling in the two countries Norway and Brazil. Both countries have vast hydropower resources, with numerous geographically widespread and complex reservoir systems. Although the underlying objective of the scheduling is essentially the same, the systems are operated in different market contexts, where the different stakeholders' objectives clearly differ. This in turn leads to different uses of the scheduling models and information flow between the models. We review the main operational scheduling models and their overarching toolchains developed and maintained by the two research institutions SINTEF Energy Research and the Brazilian Electric Energy Research Centre (CEPEL). We identify the similarities and differences and try to shed light on the original ideas that motivated the creation of the models and toolchains. We also discuss the current state of these models and how they are being developed through R&D. With the great changes both two systems are expected to see in the future, we discuss the need to improve and extend the current toolchains

As the penetration of variable renewable powergeneration increases in power systems around the world, systemsecurity is challenged. Ensuring that enough reserve capacity isavailable to balance the increased forecast errors introduced bywind and solar power are and will be an important challengeto solve for system operators. This is also true in systems thatalready have flexible balancing resources, such as hydropower.The main challenge in this case will be the coordination ofthe reserve procurement between connected hydropower plants,as the water flow is changed when the reserve capacity isactivated. However, the activation step is often ignored orsimplified in hydropower scheduling models that include reservecapacity procurement. In this paper, a two-stage model forscheduling power and procuring symmetric spinning reserves in ahydropower system with uncertain net load is proposed to capturethe effect of geographic reserve capacity coordination. To modelthe uncertainty in the net load, a new mixed stochastic-robustoptimization model is proposed to achieve cost efficiency andsystem security. We show that this proposed model outperformsits natural contenders in the given case study, and so does notsuffer from the typical overly conservative nature of pure robustmodels.

This report has been prepared in the first phase of the project 'Pricing Balancing Services in the Future Nordic Power Market1, and its purpose is two-fold. First, a review on expected future trends in European power markets is provided, focusing on the sequences and rules of existing and expected future markets. Second, a literature review on the topic of fundamental price forecasting is given. The focus is on modelling approaches for short-term physical markets, including several markets, such as the dayahead intraday and balancing markets.

The work documented in this report has been carried out in project WP3.4 in the HydroCen research center. We have surveyed the need for improved modelling of environmental and technical constraints related to operational hydropower scheduling software. The results have been processed and summarized, and we have selected the two major types of con-straints that seems the most relevant for this project. The two constraint types are described and their possible inclusions in the stochastic dual dynamic programming (SDDP) algorithm are assessed. © Norwegian Research Centre for Hydropower Technology (HydroCen) 20XX. The publication may freely be cited with source acknowledgement