Nonlinear optimization method for short-term hydro scheduling considering head-dependency

This paper is on the problem of short-term hydro scheduling, particularly concerning head-dependent reservoirs under competitive environment. We propose a new nonlinear optimization method to consider hydroelectric power generation as a function of water discharge and also of the head. Head-dependency is considered on short-term hydro scheduling in order to obtain more realistic and feasible results. The proposed method has been applied successfully to solve a case study based on one of the main Portuguese cascaded hydro systems, providing a higher profit at a negligible additional computation time in comparison with a linear optimization method that ignores head-dependency.

GA topology optimization using random keys for tree encoding of structures

Topology optimization consists in finding the spatial distribution of a given total volume of material for the resulting structure to have some optimal property, for instance, maximization of structural stiffness or maximization of the fundamental eigenfrequency. In this paper a Genetic Algorithm (GA) employing a representation method based on trees is developed to generate initial feasible individuals that remain feasible upon crossover and mutation and as such do not require any repairing operator to ensure feasibility. Several application examples are studied involving the topology optimization of structures where the objective functions is the maximization of the stiffness and the maximization of the first and the second eigenfrequencies of a plate, all cases having a prescribed material volume constraint.

A risk-averse optimization model for trading wind energy in a market environment under uncertainty

In this paper, a stochastic programming approach is proposed for trading wind energy in a market environment under uncertainty. Uncertainty in the energy market prices is the main cause of high volatility of profits achieved by power producers. The volatile and intermittent nature of wind energy represents another source of uncertainty. Hence, each uncertain parameter is modeled by scenarios, where each scenario represents a plausible realization of the uncertain parameters with an associated occurrence probability. Also, an appropriate risk measurement is considered. The proposed approach is applied on a realistic case study, based on a wind farm in Portugal. Finally, conclusions are duly drawn. (C) 2011 Elsevier Ltd. All rights reserved.

Development of a biosensor for urea assay based on amidase inhibition, using an ion-selective electrode

A biosensor for urea has been developed based on the observation that urea is a powerful active-site inhibitor of amidase, which catalyzes the hydrolysis of amides such as acetamide to produce ammonia and the corresponding organic acid. Cell-free extract from Pseudomonas aeruginosa was the source of amidase (acylamide hydrolase, EC 3.5.1.4) which was immobilized on a polyethersulfone membrane in the presence of glutaraldehyde; anion-selective electrode for ammonium ions was used for biosensor development. Analysis of variance was used for optimization of the biosensorresponse and showed that 30 mu L of cell-free extract containing 7.47 mg protein mL(-1), 2 mu L of glutaraldehyde (5%, v/v) and 10 mu L of gelatin (15%, w/v) exhibited the highest response. Optimization of other parameters showed that pH 7.2 and 30 min incubation time were optimum for incubation ofmembranes in urea. The biosensor exhibited a linear response in the range of 4.0-10.0 mu M urea, a detection limit of 2.0 mu M for urea, a response timeof 20 s, a sensitivity of 58.245 % per mu M urea and a storage stability of over 4 months. It was successfully used for quantification of urea in samples such as wine and milk; recovery experiments were carried out which revealed an average substrate recovery of 94.9%. The urea analogs hydroxyurea, methylurea and thiourea inhibited amidase activity by about 90%, 10% and 0%, respectively, compared with urea inhibition.

Direct multisearch for multiobjective optimization

In practical applications of optimization it is common to have several conflicting objective functions to optimize. Frequently, these functions are subject to noise or can be of black-box type, preventing the use of derivative-based techniques. We propose a novel multiobjective derivative-free methodology, calling it direct multisearch (DMS), which does not aggregate any of the objective functions. Our framework is inspired by the search/poll paradigm of direct-search methods of directional type and uses the concept of Pareto dominance to maintain a list of nondominated points (from which the new iterates or poll centers are chosen). The aim of our method is to generate as many points in the Pareto front as possible from the polling procedure itself, while keeping the whole framework general enough to accommodate other disseminating strategies, in particular, when using the (here also) optional search step. DMS generalizes to multiobjective optimization (MOO) all direct-search methods of directional type. We prove under the common assumptions used in direct search for single objective optimization that at least one limit point of the sequence of iterates generated by DMS lies in (a stationary form of) the Pareto front. However, extensive computational experience has shown that our methodology has an impressive capability of generating the whole Pareto front, even without using a search step. Two by-products of this paper are (i) the development of a collection of test problems for MOO and (ii) the extension of performance and data profiles to MOO, allowing a comparison of several solvers on a large set of test problems, in terms of their efficiency and robustness to determine Pareto fronts.

ANN-Based LMP forecasting in a distribution network with large penetration of DG

In recent years, power systems have experienced many changes in their paradigm. The introduction of new players in the management of distributed generation leads to the decentralization of control and decision-making, so that each player is able to play in the market environment. In the new context, it will be very relevant that aggregator players allow midsize, small and micro players to act in a competitive environment. In order to achieve their objectives, virtual power players and single players are required to optimize their energy resource management process. To achieve this, it is essential to have financial resources capable of providing access to appropriate decision support tools. As small players have difficulties in having access to such tools, it is necessary that these players can benefit from alternative methodologies to support their decisions. This paper presents a methodology, based on Artificial Neural Networks (ANN), and intended to support smaller players. In this case the present methodology uses a training set that is created using energy resource scheduling solutions obtained using a mixed-integer linear programming (MIP) approach as the reference optimization methodology. The trained network is used to obtain locational marginal prices in a distribution network. The main goal of the paper is to verify the accuracy of the ANN based approach. Moreover, the use of a single ANN is compared with the use of two or more ANN to forecast the locational marginal price.

Hydro energy systems management in Portugal: Profit-based evaluation of a mixed-integer nonlinear approach

In this paper, a novel mixed-integer nonlinear approach is proposed to solve the short-term hydro scheduling problem in the day-ahead electricity market, considering not only head-dependency, but also start/stop of units, discontinuous operating regions and discharge ramping constraints. Results from a case study based on one of the main Portuguese cascaded hydro energy systems are presented, showing that the proposedmixed-integer nonlinear approach is proficient. Conclusions are duly drawn. (C) 2010 Elsevier Ltd. All rights reserved.

Cooperative scheduling system with emergent swarm based behavior

This paper presents a Swarm based Cooperation Mechanism for scheduling optimization. We intend to conceptualize real manufacturing systems as interacting autonomous entities in order to support decision making in agile manufacturing environments. Agents coordinate their actions automatically without human supervision considering a common objective – global scheduling solution taking advantages from collective behavior of species through implicit and explicit cooperation. The performance of the cooperation mechanism will be evaluated consider implicit cooperation at first stage through ACS, PSO and ABC algorithms and explicit through cooperation mechanism application.

Intelligent Bio-Inspired system for manufacturing scheduling under uncertainties

A novel approach to scheduling resolution by combining Autonomic Computing (AC), Multi-Agent Systems (MAS), Case-based Reasoning (CBR), and Bio-Inspired Optimization Techniques (BIT) will be described. AC has emerged as a paradigm aiming at incorporating applications with a management structure similar to the central nervous system. The main intentions are to improve resource utilization and service quality. In this paper we envisage the use of MAS paradigm for supporting dynamic and distributed scheduling in Manufacturing Systems with AC properties, in order to reduce the complexity of managing manufacturing systems and human interference. The proposed CBR based Intelligent Scheduling System was evaluated under different dynamic manufacturing scenarios.

A short-term risk management tool applied to OMEL electricity market using particle swarm optimization

Short-term risk management is highly dependent on long-term contractual decisions previously established; risk aversion factor of the agent and short-term price forecast accuracy. Trying to give answers to that problem, this paper provides a different approach for short-term risk management on electricity markets. Based on long-term contractual decisions and making use of a price range forecast method developed by the authors, the short-term risk management tool presented here has as main concern to find the optimal spot market strategies that a producer should have for a specific day in function of his risk aversion factor, with the objective to maximize the profits and simultaneously to practice the hedge against price market volatility. Due to the complexity of the optimization problem, the authors make use of Particle Swarm Optimization (PSO) to find the optimal solution. Results from realistic data, namely from OMEL electricity market, are presented and discussed in detail.

Optimization model for medium term natural gas commitment

In this paper we study the optimal natural gas commitment for a known demand scenario. This study implies the best location of GSUs to supply all demands and the optimal allocation from sources to gas loads, through an appropriate transportation mode, in order to minimize total system costs. Our emphasis is on the formulation and use of a suitable optimization model, reflecting real-world operations and the constraints of natural gas systems. The mathematical model is based on a Lagrangean heuristic, using the Lagrangean relaxation, an efficient approach to solve the problem. Computational results are presented for Iberian and American natural gas systems, geographically organized in 65 and 88 load nodes, respectively. The location model results, supported by the computational application GasView, show the optimal location and allocation solution, system total costs and suggest a suitable gas transportation mode, presented in both numerical and graphic supports.

Natural gas system operation: lagrangean optimization techniques

To comply with natural gas demand growth patterns and Europe´s import dependency, the gas industry needs to organize an efficient upstream infrastructure. The best location of Gas Supply Units – GSUs and the alternative transportation mode – by phisical or virtual pipelines, are the key of a successful industry. In this work we study the optimal location of GSUs, as well as determining the most efficient allocation from gas loads to sources, selecting the best transportation mode, observing specific technical restrictions and minimizing system total costs. For the location of GSUs on system we use the P-median problem, for assigning gas demands nodes to source facilities we use the classical transportation problem. The developed model is an optimisation-based approach, based on a Lagrangean heuristic, using Lagrangean relaxation for P-median problems – Simple Lagrangean Heuristic. The solution of this heuristic can be improved by adding a local search procedure - the Lagrangean Reallocation Heuristic. These two heuristics, Simple Lagrangean and Lagrangean Reallocation, were tested on a realistic network - the primary Iberian natural gas network, organized with 65 nodes, connected by physical and virtual pipelines. Computational results are presented for both approaches, showing the location gas sources and allocation loads arrangement, system total costs and gas transportation mode.

Particle swarm optimization applied to integrated demand response resources scheduling

The concept of demand response has a growing importance in the context of the future power systems. Demand response can be seen as a resource like distributed generation, storage, electric vehicles, etc. All these resources require the existence of an infrastructure able to give players the means to operate and use them in an efficient way. This infrastructure implements in practice the smart grid concept, and should accommodate a large number of diverse types of players in the context of a competitive business environment. In this paper, demand response is optimally scheduled jointly with other resources such as distributed generation units and the energy provided by the electricity market, minimizing the operation costs from the point of view of a virtual power player, who manages these resources and supplies the aggregated consumers. The optimal schedule is obtained using two approaches based on particle swarm optimization (with and without mutation) which are compared with a deterministic approach that is used as a reference methodology. A case study with two scenarios implemented in DemSi, a demand Response simulator developed by the authors, evidences the advantages of the use of the proposed particle swarm approaches.

LMP based bid formation for virtual power players operating in smart grids

Power system organization has gone through huge changes in the recent years. Significant increase in distributed generation (DG) and operation in the scope of liberalized markets are two relevant driving forces for these changes. More recently, the smart grid (SG) concept gained increased importance, and is being seen as a paradigm able to support power system requirements for the future. This paper proposes a computational architecture to support day-ahead Virtual Power Player (VPP) bid formation in the smart grid context. This architecture includes a forecasting module, a resource optimization and Locational Marginal Price (LMP) computation module, and a bid formation module. Due to the involved problems characteristics, the implementation of this architecture requires the use of Artificial Intelligence (AI) techniques. Artificial Neural Networks (ANN) are used for resource and load forecasting and Evolutionary Particle Swarm Optimization (EPSO) is used for energy resource scheduling. The paper presents a case study that considers a 33 bus distribution network that includes 67 distributed generators, 32 loads and 9 storage units.

ANN based support for distributed energy resources scheduling in smart grids

The future scenarios for operation of smart grids are likely to include a large diversity of players, of different types and sizes. With control and decision making being decentralized over the network, intelligence should also be decentralized so that every player is able to play in the market environment. In the new context, aggregator players, enabling medium, small, and even micro size players to act in a competitive environment, will be very relevant. Virtual Power Players (VPP) and single players must optimize their energy resource management in order to accomplish their goals. This is relatively easy to larger players, with financial means to have access to adequate decision support tools, to support decision making concerning their optimal resource schedule. However, the smaller players have difficulties in accessing this kind of tools. So, it is required that these smaller players can be offered alternative methods to support their decisions. This paper presents a methodology, based on Artificial Neural Networks (ANN), intended to support smaller players’ resource scheduling. The used methodology uses a training set that is built using the energy resource scheduling solutions obtained with a reference optimization methodology, a mixed-integer non-linear programming (MINLP) in this case. The trained network is able to achieve good schedule results requiring modest computational means.