Spinning reserve and emission unit commitment through stochastic optimization

This paper proposes a stochastic mixed-integer linear approach to deal with a short-term unit commitment problem with uncertainty on a deregulated electricity market that includes day-ahead bidding and bilateral contracts. The proposed approach considers the typically operation constraints on the thermal units and a spinning reserve. The uncertainty is due to the electricity prices, which are modeled by a scenario set, allowing an acceptable computation. Moreover, emission allowances are considered in a manner to allow for the consideration of environmental constraints. A case study to illustrate the usefulness of the proposed approach is presented and an assessment of the cost for the spinning reserve is obtained by a comparison between the situation with and without spinning reserve.

Wind-CSP short-term coordination by Milp approach

This paper is on the maximization of total profit in a day-ahead market for a price-taker producer needing a short-term scheduling for wind power plants coordination with concentrated solar power plants, having thermal energy storage systems. The optimization approach proposed for the maximization of profit is a mixed-integer linear programming problem. The approach considers not only transmission grid constraints, but also technical operating constraints on both wind and concentrated solar power plants. Then, an improved short-term scheduling coordination is provided due to the more accurate modelling presented in this paper. Computer simulation results based on data for the Iberian wind and concentrated solar power plants illustrate the coordination benefits and show the effectiveness of the approach.

Escalonamento de geradores térmicos com integração de produção eólica: uma abordagem baseada em programação inteira mista

A alta e crescente participação da energia eólica na matriz da produção traz grandes desafios aos operadores do sistema na gestão da rede e planeamento da produção. A incerteza associada à produção eólica condiciona os processos de escalonamento e despacho económico dos geradores térmicos, uma vez que a produção eólica efetiva pode ser muito diferente da produção prevista. O presente trabalho propõe duas metodologias de otimização do escalonamento de geradores térmicos baseadas em Programação Inteira Mista. Pretende-se encontrar soluções de escalonamento que minimizem as influências negativas da integração de energia eólica no sistema elétrico. Inicialmente o problema de escalonamento de geradores é formulado sem considerar a integração da energia eólica. Posteriormente foi considerada a penetração da energia eólica no sistema elétrico. No primeiro modelo proposto, o problema é formulado como um problema de otimização estocástico. Nesta formulação todos os cenários de produção eólica são levados em consideração no processo de otimização. No segundo modelo, o problema é formulado como um problema de otimização determinística. Nesta formulação, o escalonamento é feito para cada cenário de produção eólica e no fim determina-se a melhor solução por meio de indicadores de avaliação. Foram feitas simulações para diferentes níveis de reserva girante e os resultados obtidos mostraram que a alta participação da energia eólica na matriz da produção põe em causa a segurança e garantia de produção devido às características volátil e intermitente da produção eólica e para manter os mesmos níveis de segurança é preciso dispor no sistema de capacidade reserva girante suficiente capaz de compensar os erros de previsão.

Self-scheduling and bidding strategies of thermal units with stochastic emission constraints

This paper is on the self-scheduling problem for a thermal power producer taking part in a pool-based electricity market as a price-taker, having bilateral contracts and emission-constrained. An approach based on stochastic mixed-integer linear programming approach is proposed for solving the self-scheduling problem. Uncertainty regarding electricity price is considered through a set of scenarios computed by simulation and scenario-reduction. Thermal units are modelled by variable costs, start-up costs and technical operating constraints, such as: forbidden operating zones, ramp up/down limits and minimum up/down time limits. A requirement on emission allowances to mitigate carbon footprint is modelled by a stochastic constraint. Supply functions for different emission allowance levels are accessed in order to establish the optimal bidding strategy. A case study is presented to illustrate the usefulness and the proficiency of the proposed approach in supporting biding strategies. (C) 2014 Elsevier Ltd. All rights reserved.

Evaluation of the Electric Vehicle Impact in the Power Demand Curve in a Smart Grid Environment

Smart grids with an intensive penetration of distributed energy resources will play an important role in future power system scenarios. The intermittent nature of renewable energy sources brings new challenges, requiring an efficient management of those sources. Additional storage resources can be beneficially used to address this problem; the massive use of electric vehicles, particularly of vehicle-to-grid (usually referred as gridable vehicles or V2G), becomes a very relevant issue. This paper addresses the impact of Electric Vehicles (EVs) in system operation costs and in power demand curve for a distribution network with large penetration of Distributed Generation (DG) units. An efficient management methodology for EVs charging and discharging is proposed, considering a multi-objective optimization problem. The main goals of the proposed methodology are: to minimize the system operation costs and to minimize the difference between the minimum and maximum system demand (leveling the power demand curve). The proposed methodology perform the day-ahead scheduling of distributed energy resources in a distribution network with high penetration of DG and a large number of electric vehicles. It is used a 32-bus distribution network in the case study section considering different scenarios of EVs penetration to analyze their impact in the network and in the other energy resources management.

Supply chain optimization of residual forestry biomass for bioenergy production: the case study of Portugal

Within a large set of renewable energies being explored to tackle energy sourcing problems, bioenergy can represent an attractive solution if effectively managed. The supply chain design supported by mathematical programming can be used as a decision support tool to the successful bioenergy production systems establishment. This strategic decision problem is addressed in this paper where we intent to study the design of the residual forestry biomass to bioelectricity production in the Portuguese context. In order to contribute to attain better solutions a mixed integer linear programming (MILP) model is developed and applied in order to optimize the design and planning of the bioenergy supply chain. While minimizing the total supply chain cost the production energy facilities capacity and location are defined. The model also includes the optimal selection of biomass amounts and sources, the transportation modes selection, and links that must be established for biomass transportation and products delivers to markets. Results illustrate the positive contribution of the mathematical programming approach to achieve viable economic solutions. Sensitivity analysis on the most uncertain parameters was performed: biomass availability, transportation costs, fixed operating costs and investment costs. (C) 2015 Elsevier Ltd. All rights reserved.

Otimização estocástica para a exploração de centrais de concentração solar considerando incerteza e risco

Dissertação para obtenção do grau de Mestre em Engenharia Eletrotécnica

Optimal generation scheduling of wind-CSP systems in day-ahead electricity markets

This paper presents a coordination approach to maximize the total profit of wind power systems coordinated with concentrated solar power systems, having molten-salt thermal energy storage. Both systems are effectively handled by mixed-integer linear programming in the approach, allowing enhancement on the operational during non-insolation periods. Transmission grid constraints and technical operating constraints on both systems are modeled to enable a true management support for the integration of renewable energy sources in day-ahead electricity markets. A representative case study based on real systems is considered to demonstrate the effectiveness of the proposed approach. © IFIP International Federation for Information Processing 2015.

Scheduling aircraft’s engines repair process: a mathematical model

In this talk, we discuss a scheduling problem that originated at TAP - Maintenance & Engineering - the maintenance, repair and overhaul organization of Portugal’s leading airline. In the repair process of aircrafts’ engines, the operations to be scheduled may be executed on a certain workstation by any processor of a given set, and the objective is to minimize the total weighted tardiness. A mixed integer linear programming formulation, based on the flexible job shop scheduling, is presented here, along with computational experiment on a real instance, provided by TAP-ME, from a regular working week. The model was also tested using benchmarking instances available in literature.

A Multiple Criteria Utility-based Approa h for the Unit Commitment with Wind Power and Pumped Storage Hydro

The integration of wind power in eletricity generation brings new challenges to unit commitment due to the random nature of wind speed. For this particular optimisation problem, wind uncertainty has been handled in practice by means of conservative stochastic scenario-based optimisation models, or through additional operating reserve settings. However, generation companies may have different attitudes towards operating costs, load curtailment, or waste of wind energy, when considering the risk caused by wind power variability. Therefore, alternative and possibly more adequate approaches should be explored. This work is divided in two main parts. Firstly we survey the main formulations presented in the literature for the integration of wind power in the unit commitment problem (UCP) and present an alternative model for the wind-thermal unit commitment. We make use of the utility theory concepts to develop a multi-criteria stochastic model. The objectives considered are the minimisation of costs, load curtailment and waste of wind energy. Those are represented by individual utility functions and aggregated in a single additive utility function. This last function is adequately linearised leading to a mixed-integer linear program (MILP) model that can be tackled by general-purpose solvers in order to find the most preferred solution. In the second part we discuss the integration of pumped-storage hydro (PSH) units in the UCP with large wind penetration. Those units can provide extra flexibility by using wind energy to pump and store water in the form of potential energy that can be generated after during peak load periods. PSH units are added to the first model, yielding a MILP model with wind-hydro-thermal coordination. Results showed that the proposed methodology is able to reflect the risk profiles of decision makers for both models. By including PSH units, the results are significantly improved.

The non-emergency patient transport modelled as a team orienteering problem

This work presents an improved model to solve the non-emergency patients transport (NEPT) service issues given the new rules recently established in Portugal. The model follows the same principle of the Team Orienteering Problem by selecting the patients to be included in the routes attending the maximum reduction in costs when compared with individual transportation. This model establishes the best sets of patients to be transported together. The model was implemented in AMPL and a compact formulation was solved using NEOS Server. A heuristic procedure based on iteratively solving Orienteering Problems is presented, and this heuristic provides good results in terms of accuracy and computation time. Euclidean instances as well as asymmetric real data gathered from Google maps were used, and the model has a promising performance mainly with asymmetric cost matrices.

Optimal operation of multiproduct batch plants

Multiproduct plants, Dynamic Optimization, Mixed Integer Linear/Non-Linear Programming, Scheduling

Short-term Hydropower Planning System

The Thesis gives a decision support framework that has significant impact on the economic performance and viability of a hydropower company. The studyaddresses the short-term hydropower planning problem in the Nordic deregulated electricity market. The basics of the Nordic electricity market, trading mechanisms, hydropower system characteristics and production planning are presented in the Thesis. The related modelling theory and optimization methods are covered aswell. The Thesis provides a mixed integer linear programming model applied in asuccessive linearization method for optimal bidding and scheduling decisions inthe hydropower system operation within short-term horizon. A scenario based deterministic approach is exploited for modelling uncertainty in market price and inflow. The Thesis proposes a calibration framework to examine the physical accuracy and economic optimality of the decisions suggested by the model. A calibration example is provided with data from a real hydropower system using a commercial modelling application with the mixed integer linear programming solver CPLEX.

Identifying quantitative operation principles in metabolic pathways: a systematic method for searching feasible enzyme activity patterns leading to cellular adaptive responses

Background: Optimization methods allow designing changes in a system so that specific goals are attained. These techniques are fundamental for metabolic engineering. However, they are not directly applicable for investigating the evolution of metabolic adaptation to environmental changes. Although biological systems have evolved by natural selection and result in well-adapted systems, we can hardly expect that actual metabolic processes are at the theoretical optimum that could result from an optimization analysis. More likely, natural systems are to be found in a feasible region compatible with global physiological requirements. Results: We first present a new method for globally optimizing nonlinear models of metabolic pathways that are based on the Generalized Mass Action (GMA) representation. The optimization task is posed as a nonconvex nonlinear programming (NLP) problem that is solved by an outer- approximation algorithm. This method relies on solving iteratively reduced NLP slave subproblems and mixed-integer linear programming (MILP) master problems that provide valid upper and lower bounds, respectively, on the global solution to the original NLP. The capabilities of this method are illustrated through its application to the anaerobic fermentation pathway in Saccharomyces cerevisiae. We next introduce a method to identify the feasibility parametric regions that allow a system to meet a set of physiological constraints that can be represented in mathematical terms through algebraic equations. This technique is based on applying the outer-approximation based algorithm iteratively over a reduced search space in order to identify regions that contain feasible solutions to the problem and discard others in which no feasible solution exists. As an example, we characterize the feasible enzyme activity changes that are compatible with an appropriate adaptive response of yeast Saccharomyces cerevisiae to heat shock Conclusion: Our results show the utility of the suggested approach for investigating the evolution of adaptive responses to environmental changes. The proposed method can be used in other important applications such as the evaluation of parameter changes that are compatible with health and disease states.

Structural and operational optimisation : applications in energy systems

In this work mathematical programming models for structural and operational optimisation of energy systems are developed and applied to a selection of energy technology problems. The studied cases are taken from industrial processes and from large regional energy distribution systems. The models are based on Mixed Integer Linear Programming (MILP), Mixed Integer Non-Linear Programming (MINLP) and on a hybrid approach of a combination of Non-Linear Programming (NLP) and Genetic Algorithms (GA). The optimisation of the structure and operation of energy systems in urban regions is treated in the work. Firstly, distributed energy systems (DES) with different energy conversion units and annual variations of consumer heating and electricity demands are considered. Secondly, district cooling systems (DCS) with cooling demands for a large number of consumers are studied, with respect to a long term planning perspective regarding to given predictions of the consumer cooling demand development in a region. The work comprises also the development of applications for heat recovery systems (HRS), where paper machine dryer section HRS is taken as an illustrative example. The heat sources in these systems are moist air streams. Models are developed for different types of equipment price functions. The approach is based on partitioning of the overall temperature range of the system into a number of temperature intervals in order to take into account the strong nonlinearities due to condensation in the heat recovery exchangers. The influence of parameter variations on the solutions of heat recovery systems is analysed firstly by varying cost factors and secondly by varying process parameters. Point-optimal solutions by a fixed parameter approach are compared to robust solutions with given parameter variation ranges. In the work enhanced utilisation of excess heat in heat recovery systems with impingement drying, electricity generation with low grade excess heat and the use of absorption heat transformers to elevate a stream temperature above the excess heat temperature are also studied.