Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
A Stochastic Integer Programming Model for Incorporating Day-Ahead Trading of Electricity into Hydro-Thermal Unit Commitment
Abstract We develop a two-stage stochastic integer programming model for the simultaneous optimization of power production and day-ahead power trading in a hydro-thermal system. The model rests on mixed-integer linear formulations for the unit commitment problem and for the price clearing mechanism at the power exchange. Foreign bids enter as random components into the model. We solve the stochastic integer program by a decomposition method combining Lagrangian relaxation of nonanticipativity with branch-and-bound in the spirit of global optimization. Finally, we report some first computational experiences.
A Stochastic Integer Programming Model for Incorporating Day-Ahead Trading of Electricity into Hydro-Thermal Unit Commitment
Abstract We develop a two-stage stochastic integer programming model for the simultaneous optimization of power production and day-ahead power trading in a hydro-thermal system. The model rests on mixed-integer linear formulations for the unit commitment problem and for the price clearing mechanism at the power exchange. Foreign bids enter as random components into the model. We solve the stochastic integer program by a decomposition method combining Lagrangian relaxation of nonanticipativity with branch-and-bound in the spirit of global optimization. Finally, we report some first computational experiences.
A Stochastic Integer Programming Model for Incorporating Day-Ahead Trading of Electricity into Hydro-Thermal Unit Commitment
Nowak, Matthias P. (Autor:in) / Schultz, Rüdiger (Autor:in) / Westphalen, Markus (Autor:in)
Optimization and Engineering ; 6 ; 163-176
01.06.2005
14 pages
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
Stochastic Unit Commitment and Optimal Power Trading Incorporating PV Uncertainty
| DOAJ | 2019
Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization
| Springer Verlag | 2020
Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization
| Online Contents | 2019