R. Gonçalves, E. Finardi, E. L. D. Silva, M. L. Santos
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引用次数: 11
Abstract
The Medium-Term Operation Planning (MTOP) of hydrothermal systems aims to define the generation for each power plant, minimizing the expected operating cost over the planning horizon. Mathematically, this task can be characterized as a linear, stochastic, large-scale problem which requires the application of suitable optimization tools. To solve this problem, this paper proposes to use the Nested Decomposition, frequently used to solve similar problems (as in Brazilian case), and Progressive Hedging, an alternative method, which has interesting features that make it promising to address this problem. To make a comparative analysis between these two methods with respect to the quality of the solution and the computational burden, a benchmark is established, which is obtained by solving a single Linear Programming problem (the Deterministic Equivalent Problem). An application considering a hydrothermal system is carried out.
期刊介绍:
Computational & Applied Mathematics began to be published in 1981. This journal was conceived as the main scientific publication of SBMAC (Brazilian Society of Computational and Applied Mathematics).
The objective of the journal is the publication of original research in Applied and Computational Mathematics, with interfaces in Physics, Engineering, Chemistry, Biology, Operations Research, Statistics, Social Sciences and Economy. The journal has the usual quality standards of scientific international journals and we aim high level of contributions in terms of originality, depth and relevance.