A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment

被引：48
|
作者：
Nowak, MP
Schultz, R
Westphalen, M
机构：
[1] Univ Duisburg Essen, Dept Math, D-47048 Duisburg, Germany
[2] SINTEF Ind Management, NO-7465 Trondheim, Norway
来源：
OPTIMIZATION AND ENGINEERING | 2005年 / 6卷 / 02期
关键词：
stochastic integer programming; power optimization;
D O I：
10.1007/s11081-005-6794-0
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
We develop a two-stage stochastic integer programming model for the simultaneous optimization of power production and day-ahead power trading in a hydro-thermal system. The model rests on mixed-integer linear formulations for the unit commitment problem and for the price clearing mechanism at the power exchange. Foreign bids enter as random components into the model. We solve the stochastic integer program by a decomposition method combining Lagrangian relaxation of nonanticipativity with branch-and-bound in the spirit of global optimization. Finally, we report some first computational experiences.
引用
收藏
页码：163 / 176
页数：14
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