Long-Term Generation Scheduling: A Tutorial on the Practical Aspects of the Problem Solution

Pedrini, Renata; Finardi, Erlon Cristian

doi:10.1007/s40313-021-00871-1

Cited by 4 publications

(1 citation statement)

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“…We suggest the reference [2] for an overview of the LTHS problem, describing characteristics related to the formulation of the problem and solution algorithms. Likewise, [3,4] present tutorials regarding the application of SDDP to solve the LTHS problem.…”

Section: Introductionmentioning

confidence: 99%

Dealing with Negative Inflows in the Long-Term Hydrothermal Scheduling Problem

Larroyd¹,

Pedrini

Beltran³

et al. 2022

Energies

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The long-term hydrothermal scheduling (LTHS) problem seeks to obtain an operational policy that optimizes water resource management. The most employed strategy to obtain such a policy is stochastic dual dynamic programming (SDDP). The primary source of uncertainty in predominant hydropower systems is the reservoirs inflow, usually a linear time series model (TSM) based on the order-p periodic autoregressive [PAR(p)] model. Although the linear PAR(p) can represent the seasonality and autocorrelation of the inflow datasets, negative inflows may appear during SDDP iterations, leading to water balance infeasibilities in the LTHS problem. Different from other works, the focus of this paper is not avoiding negative inflows but instead dealing with the negative values that cause infeasibilities. Hence, three strategies are discussed: (i) inclusion of a slack variable penalized in the objective function, (ii) negative inflow truncation to zero, and (iii) optimal inflow truncation, among which the latter is a novel approach. The strategies are compared individually and combined. Methodological conditions and evidence of the algorithm convergence are presented. Out-of-sample simulations show that the choice of negative inflow strategy significantly impacts the performance of the resultant operational policy. The combination of strategy (i) and (iii) reduces the expected operation cost by 15%.

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Section: Introductionmentioning

confidence: 99%