Stochastic optimization of a hydro-thermal system including network constraints

作者: B.G. Gorenstin , N.M. Campodonico , J.P. da Costa , M.V.F. Pereira

DOI: 10.1109/59.141787

关键词:

摘要: A methodology for the optimal scheduling of hydrothermal power systems is described taking into account multiple hydro reservoir characteristics, inflow stochasticity, and transmission network represented by a linearized flow model. The solution algorithm based on stochastic dual dynamic programming (SDDP), which decomposes multistage problem several one-stage subproblems. Each subproblem corresponds to with additional constraints representing equations piecewise linear approximation expected future cost function. solved customized flow/dual simplex takes advantage characteristics reservoirs system. application illustrated in case study Brazilian system comprising 44 hydroplants, 11 thermal plants, 463 buses 834 circuits. >

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