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Orientador(es)
Resumo(s)
In this paper, a mixed-integer quadratic programming approach is proposed for the short-term hydro scheduling problem, considering head-dependency, discontinuous operating regions and discharge ramping constraints. As new contributions to earlier studies, market uncertainty is introduced in the model via price scenarios, and risk aversion is also incorporated by limiting the volatility of the expected profit through the conditional value-at-risk. Our approach has been applied successfully to solve a case Study based on one of the main Portuguese cascaded hydro systems, requiring a negligible computational time.
Descrição
Palavras-chave
Hydro Scheduling Mixed-Integer Quadratic Programming Head-Dependency Price Scenarios Risk-Aversion Electricity Market Differential Evolution Neural-Network Term Algorithm Systems Model Flow
Contexto Educativo
Citação
POUSINHO, H. M. I.; MENDES, V. M. F.; CATALÃO, J. P. S. – Scheduling of a hydro producer considering head-dependency, price scenarios and risk-aversion. Energy Conversion and Management. ISSN: 0196-8904. Vol. 56 (2012), pp. 96-103
Editora
Pergamon-Elsevier Science