Decentralized Hydrothermal Dispatch via Bilevel Optimization
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Decentralized Hydrothermal Dispatch via Bilevel Optimization K. C. Almeida1
· F. Cicconet1
Received: 5 November 2018 / Revised: 26 March 2019 / Accepted: 26 April 2019 / Published online: 10 May 2019 © Brazilian Society for Automatics–SBA 2019
Abstract This paper analyzes the problem of dispatching power in a hydrothermal system in a way that gives more freedom to power producers. The dispatch is obtained by solving a bilevel optimization problem, and generation outputs are determined by the interactions of a market coordinator, which receives generation offers, and the system operator, which guarantees a dispatch that is feasible to system constraints. The dispatch is carried out for hydro-dominant system and considers that power producers make quantity offers to the market. Lagrangian duality theory is employed to solve the bilevel problem. The paper analyzes results obtained for small partitions of the Brazilian hydroelectric system. Keywords Medium-term hydrothermal dispatch · Bilevel optimization · Stochastic programming
1 Introduction Operational planning of hydrothermal systems is carried out considering a long-term horizon to ensure the most efficient usage of water resources. Particularities of hydro power generation, such as the variable generation capacities of power plants, the existence of interconnected plants and the fact that the main component of the generation cost is the opportunity cost of having less water available for future periods, have led countries with high percentage of hydro generation to adopt different dispatch methodologies, e.g., in Norway, scheduling is the responsibility of generation companies, whereas in Brazil and New Zealand the dispatch is carried out by system operators in a centralized manner (Nord Pool Spot 2012; Operador Nacional do Sistema Elétrico 2017; Electricity Authority 2012). The centralized dispatch problem has been subject to considerable research over the last 40 years. The problem has been formulated considering different planning horizons and control actions, and a wide variety of methodologies has been used to obtain its solution Labadie (2004).
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K. C. Almeida [email protected] F. Cicconet [email protected]
1
Department of Electrical Engineering, Federal University of Santa Catarina, Florianópolis, Brazil
The computational tractability of the problem becomes an issue as the size of the system to be modeled increases. Therefore, temporal decomposition of the problem into the long-term, medium-term and short-term complementary parts has become a common practice. Solutions to the shorter term problems are usually coordinated by means of boundary conditions provided by longer-term models. When adopting such strategy, the centralized dispatch is carried out by solving single-level optimization problems. However, recently, a bilevel formulation has been proposed for the problem, in which the upper-level problem takes into consideration long-term objectives and constraints and the lower-level problem represents short-term operational conditi
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