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
相关论文
共 50 条
  • [31] A Data-Driven Model of Virtual Power Plants in Day-Ahead Unit Commitment
    Babaei, Sadra
    Zhao, Chaoyue
    Fan, Lei
    IEEE TRANSACTIONS ON POWER SYSTEMS, 2019, 34 (06) : 5125 - 5135
  • [32] Risk Adjustable Day-Ahead Unit Commitment With Wind Power Based on Chance Constrained Goal Programming
    Wang, Yang
    Zhao, Shuqiang
    Zhou, Zhi
    Botterud, Audun
    Xu, Yan
    Chen, Runze
    IEEE TRANSACTIONS ON SUSTAINABLE ENERGY, 2017, 8 (02) : 530 - 541
  • [33] Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization
    Finardi, E. C.
    Lobato, R. D.
    de Matos, V. L.
    Sagastizabal, C.
    Tomasgard, A.
    OPTIMIZATION AND ENGINEERING, 2020, 21 (02) : 393 - 426
  • [34] Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization
    E. C. Finardi
    R. D. Lobato
    V. L. de Matos
    C. Sagastizábal
    A. Tomasgard
    Optimization and Engineering, 2020, 21 : 393 - 426
  • [35] Optimising block bids of district heating operators to the day-ahead electricity market using stochastic programming
    Schledorn, Amos
    Guericke, Daniela
    Andersen, Anders N.
    Madsen, Henrik
    SMART ENERGY, 2021, 1
  • [36] Multi-day Unit Commitment Strategy for Linking-up With Day-ahead Clearing in Provincial Spot Electricity Market
    Yang C.
    Cheng H.
    Feng S.
    Yang, Chenxing (yangchenxing@epri.sgcc.com.cn), 1600, Power System Technology Press (44): : 982 - 990
  • [37] Mixed integer parametric bilevel programming for optimal strategic bidding of energy producers in day-ahead electricity markets with indivisibilities
    Kozanidis, George
    Kostarelou, Eftychia
    Andrianesis, Panagiotis
    Liberopoulos, George
    OPTIMIZATION, 2013, 62 (08) : 1045 - 1068
  • [38] Power System Day-Ahead Unit Commitment Based on Chance-Constrained Dependent Chance Goal Programming
    Li, Zhiwei
    Jin, Tianran
    Zhao, Shuqiang
    Liu, Jinshan
    ENERGIES, 2018, 11 (07):
  • [39] Mixed integer programming of multi-objective security-constrained hydro/thermal unit commitment
    Norouzi, Mohammad Reza
    Ahmadi, Abdollah
    Nezhad, Ali Esmaeel
    Ghaedi, Amir
    RENEWABLE & SUSTAINABLE ENERGY REVIEWS, 2014, 29 : 911 - 923
  • [40] Day-ahead wind-thermal unit commitment considering historical virtual wind power data
    Dong, Jizhe
    Han, Shunjie
    Shao, Xiangxin
    Tang, Like
    Chen, Renhui
    Wu, Longfei
    Zheng, Cunlong
    Li, Zonghao
    Li, Haolin
    ENERGY, 2021, 235
12345