energy and power systems
SLOEGAT Project. Short and Long term Optimization of Energy Generation And Trading (Esprit 22695).
Thu, 10/25/2007 - 00:30 — admin| Publication Type | Funded research projects |
| Year of Publication | 1996 |
| Authors | F.-Javier Heredia |
| Type of participation | Full time researcher |
| Duration | 12/1996-05/1999 |
| Funding organization | European Union, ESPRIT Programme |
| Partners | Universidad Politécnica de Catalunya, Iberdrola, Universidad de Aachen, VEW Alemania, SIEMENS Austria |
| Full time researchers | 4 (DEIO/UPC) |
| Budget | 180.238€ |
| Project code | Esprit 22695 |
| Key Words | research; nonlinear network flows; side constraints; power systems; transmission network; short-term hydrothermal coordination; long-term hydrothermal coordination project; public; competitive; EU; energy |
| Abstract | The project aims to develop, implement and test, on a high performance computing platform, a software system to simulate and optimise the energy generation and trading coordination planning process in large electricity generating systems, both in the short (1 day-1 week) and medium to long term (one-two years). Special consideration will be given to this process to the growing importance of the energy trading problem in a deregulated market. |
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Planificación Óptima de Gran Dimensión de la Producción Hidrotérmica de Energía Eléctrica a Corto Plazo (TAP96-1044).
Thu, 10/25/2007 - 00:23 — admin| Publication Type | Funded research projects |
| Year of Publication | 1996 |
| Authors | F.-Javier Heredia |
| Type of participation | Full time researcher |
| Duration | 07/1996-06/1999 |
| Funding organization | Ministerio de Educación y Ciencia / Comisión Interministerial de Ciencia y Tecnologia |
| Partners | Departament d'Estadística i Investigació Operativa / Universitat Politècnica de Catalunya |
| Full time researchers | 9 |
| Budget | 56.428€ |
| Project code | TAP96-1044 |
| Key Words | research; nonlinear network flows; side constraints; power systems; transmission network; short-term hydrothermal coordination; project; public; competitive; cicyt; energy |
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Planificación óptima de gran dimensión de la produción hidrotérmica de energia eléctrica (TAP99-1075-C02-01).
Thu, 10/25/2007 - 00:19 — admin| Publication Type | Funded research projects |
| Year of Publication | 2000 |
| Authors | F.-Javier Heredia |
| Type of participation | Full researcher |
| Duration | 01/2000-12/2002 |
| Funding organization | Ministerio de Educación y Ciencia / Comisión Interministerial de Ciencia y Tecnologia |
| Partners | Departament d'Estadística i Investigació Operativa, Univ. Politècnica de Catalunya |
| Full time researchers | 5 |
| Budget | 76.785€ |
| Project code | TAP99-1075-C02-01 |
| Key Words | research; nonlinear network flows; side constraints; power systems; transmission network; short-term hydrothermal coordination; long-term hydrothermal coordination; project; public; competitive; cicyt; energy |
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Coordinación hidrotérmica a corto y largo plazo de la generación eléctrica en un mercado competitivo (DPI2002-03330).
Wed, 10/24/2007 - 23:53 — admin| Publication Type | Funded research projects |
| Year of Publication | 2002 |
| Authors | F.-Javier Heredia |
| Type of participation | Full time researcher |
| Duration | 01/2003 -12/2005 |
| Funding organization | Ministerio de Educación y Ciencia |
| Partners | Departament d'Estadística i Investigació Operativa / Universitat Politècnica de Catalunya; Unión Fenosa |
| Full time researchers | 7 |
| Budget | 85.000’00 € |
| Project code | DPI2002-03330 |
| Key Words | research; dual methods; lagrangian relaxation; unit commitment; power systems; transmission network; radar multiplier; project; public; competitive; micinn; energy |
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Planificación de la generación eléctrica a corto y largo plazo en un mercado liberalizado con contratos bilaterales (DPI2005-09117-C02-01).
Wed, 10/24/2007 - 23:39 — admin| Publication Type | Funded research projects |
| Year of Publication | 2005 |
| Authors | F.-Javier Heredia |
| Type of participation | Full time researcher |
| Duration | 01/2006-12/2008 |
| Funding organization | Ministerio de Educación y Ciencia |
| Partners | Departament d'Estadística i Investigació Operativa, Universidad Politèctica de Catalunya; Unión Fenosa |
| Full time researchers | 5 |
| Budget | 289.408'00€ |
| Project code | DPI2005-09117-C02-01 |
| Key Words | research; stochastic programming; electricity markets; future contracts; bilateral contracts; regulation markets; project; public; competitive; micinn; energy |
| Abstract | The project aims at two new features: the simultaneous consideration of bidding power to the liberalized market and of bilateral contracts (between a generation company and a consumer client), given the future elimination of the current regulations discouraging bilateral contracts, and the developement of optimization procedures more efficient than those employed now to solve these problems. This higher efficiency will allow a more accurate modeling and solving larger real problems in reasonable CPU time. In this project, both modeling languages and commercially available solvers in the one hand, and our own optimization algorithms in the other are employed. The algorithms to be developed include the use of: interior-point methods, global optimization, column-generation methods, and Lagrangian relaxation procedures employing dual methods |
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Generació d'escenaris per a l'optimització de l'oferta al mercat elèctric
Wed, 10/24/2007 - 22:45 — admin| Publication Type | Tesis de Grau i Màster // BSc and MSc Thesis |
| Year of Publication | 2007 |
| Authors | Elisenda Vila Jofre |
| Director | Heredia, F.J.; Corchero, C. |
| Tipus de tesi | Tesi de Grau |
| Titulació | Diplomatura d'Estadística |
| Centre | Facultat de Matemàtiques i Estadística, UPC |
| Data defensa | 26/09/2007 |
| Key Words | stochastic programming; scenario generation; power systems; AMPL; electricity markets; teaching |
| Abstract | El sector elèctric espanyol ha passat en els darrers anys de tenir una estructura de preus regulada per el govern a una estructura de mercat on els preus de l’energia es marquen en funció de l’oferta i la demanda. Aquest nou entorn canvia els problemes als quals s’enfronta una companyia generadora, ja que desconeix el preu al que li pagaran la producció i la producció final. Per a poder introduir aquesta informació en els models d’optimització necessitem representar la incertesa de manera que sigui apropiada per a la seva computació. És en aquest punt on neix la necessitat de construir els arbres d’escenaris. Al llarg d’aquest projecte es detallen els procediments seguits per tal de construir els arbres d’escenaris i se’n descriu una possible aplicació en un model d’optimització. |
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The radar multiplier method: a two-phase approach for large scale nonlinear combinatorial optimization problems
Mon, 10/15/2007 - 17:38 — admin| Publication Type | Conference Paper |
| Year of Publication | 2003 |
| Authors | Heredia, F. J.; Beltran, C. |
| Conference Name | 21th IFIP TC7 Conference on System Modelling and Optimization |
| Pagination | 92 |
| Conference Date | 21-25/07/2003 |
| Publisher | INRIA |
| Conference Location | Sophia Antipolis, France |
| Editor | J. Cagnol; J.P. Zolesio |
| Type of Work | Contributed oral presentation |
| ISBN Number | 2-7261-1253-6 |
| Key Words | augmented lagrangian relaxation; generalized unit commitment; radar multiplier method; research |
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Generalized Unit Commitment
Mon, 10/15/2007 - 12:22 — admin| Publication Type | Conference Paper |
| Year of Publication | 2004 |
| Authors | Heredia, F. J.; Beltran, C. |
| Conference Name | Applied Mathematical Programming and Modellization (APMOD 2004) |
| Conference Date | 21-23/06/2004 |
| Conference Location | Brunel University, Uxbridge, UK. |
| Type of Work | Invited oral presentation |
| Key Words | augmented lagrangian relaxation; generalized unit commitment; radar multiplier method; research |
| Abstract | The Generalized Unit Commitment problem (GUC) extends the unit commitment problem by adding the transmission network. A full-network modelization of the GUC problem is presented. In this model, all non-binary variables of the problem can be represented as flows of the so called Hydro-Thermal-Transmission Network (HTTN), including those representing incremental and decremental spinning reserve. The result is a large scale nonlinear mixed optimization problem that is solved with the Radar Multiplier method, a novel two-phase dual technique based on augmented Lagrangian relaxation and variable duplication. The computational implementation of the proposed model and method, both in FORTRAN and AMPL, are described. The numerical solution of several instances of the GUC problem will be presented and discussed, showing the capability of the model and solution technique to cope with real-world instances of the GUC problem. |
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Optimal Short-Term Strategies for a Generation Company in the MIBEL
Mon, 09/24/2007 - 18:29 — admin| Publication Type | Conference Paper |
| Year of Publication | 2006 |
| Authors | Corchero, C.; Heredia, F. J. |
| Conference Name | APMOD 2006: Applied Mathematical Programming and Modellization |
| Conference Date | 19-21/06/06 |
| Conference Location | Madrid |
| Editor | Universidad Rey Juan carlos, Universidad Pontificia de Comillas |
| Type of Work | Contributed session |
| Key Words | stochastic programming; electricity markets; day-ahead market; future contracts; research |
| Abstract | MIBEL, the future Spanish and Portuguese electricity market, is expected to start in 2007 and one of the most important changes will be the creation of short-term futures markets, such as daily and weekly futures contracts. This new framework will require important changes in the short term optimization strategies of the generation companies. We propose a methodology to coordinate the day-ahead market and the new daily futures market proposed in the MIBEL. This coordination is particularly important in physical futures contracts; they imply the obligation to supply energy and could change the optimal power planning. The methodology is based on stochastic mixed-integer programming and gives the optimal bid in the futures markets as long as the simultaneous optimization for power planning production and day-ahead market bidding for the thermal units of a price-taker generation company. The approach presented is stochastic because of the uncertainty of the spot and futures market prices. We use time series techniques to model the market prices and we introduce them in the optimization model by an optimally generated scenario tree. The implementation is done with a modelling language. Implementation details and some first computational experiences for small cases are presented. |
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A mixed-integer stochastic programming model for the day-ahead and futures energy markets coordination
Sat, 09/22/2007 - 12:55 — admin| Publication Type | Conference Paper |
| Year of Publication | 2007 |
| Authors | Corchero, C.; Heredia, F. J. |
| Conference Name | EURO XXII: 2nd European Conference on Operational Reserach |
| Conference Date | 08/07/2007 |
| Publisher | The Association of European Operational Research Societies |
| Conference Location | Prague, Czech Republic |
| Type of Work | Oral presentacion |
| Key Words | stochastic programming; electricity markets; day-ahead market; future contracts; research |
| Abstract | The participation in spot-market and in financial markets has traditionally been studied independently but there are some evidences that indicate it could be interesting a joint approach. We propose a methodology based on stochastic mixed-integer programming to coordinate the day-ahead market and the physical futures contracts. It gives the optimal bid for the spot-market as long as the simultaneous optimization for power planning production and day-ahead market bidding for the thermal units of a price-taker generation company. Implementation details and some first computational experiences for small real cases are presented. |
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