Publication Type | Journal Article |
Year of Publication | 2011 |
Authors | Cristina Corchero; F.-Javier Heredia |
Journal Title | Computers & Operations Research |
Volume | 38 |
Issue | 11 |
Pages | 1501-1512 |
Start Page | 1501 |
Journal Date | 2011 |
Publisher | Elsevier |
ISSN Number | 0305-0548 |
Key Words | research; paper; stochastic programming; optimal bod; day-ahead market; MIBEL; DPI2008-02154; modeling |
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DOI | 10.1016/j.cor.2011.01.008 |
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Publication Type | Conference Paper |
Year of Publication | 2000 |
Authors | F.-Javier Heredia; Cesar Beltrán |
Conference Name | 9th Stockolm Optimization Days |
Conference Date | 06/2000 |
Conference Location | Stockholm, Sweden |
Type of Work | Contributed presentation |
Key Words | research, radar subgradient; guc |
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Publication Type | Funded research projects |
Year of Publication | 1993 |
Authors | F.-Javier Heredia |
Type of participation | Researcher |
Duration | 10/1993-05/1995 |
Funding organization | Electra de Viesgo S.A. |
Partners | Dep. Estadística i Investigació Operativa, UPC |
Full time researchers | 4 |
Budget | 62.505,26€ |
Project code | UPC C1958 |
Key Words | research; contracts; Electra de Viesgo; network expansion; project; private; energy |
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Publication Type | Funded research projects |
Year of Publication | 1989 |
Authors | F.-Javier Heredia |
Type of participation | Researcher |
Duration | 05/1989-12/1992 |
Funding organization | FECSA-ENHER-HECSA |
Partners | Dep. d'Estadística i Investigació Operativa, UPC |
Full time researchers | 2 |
Budget | 158.088,00€ |
Project code | UPC C0919 |
Key Words | research; contracts; multicommodity; project; private; energy |
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Publication Type | Funded research projects |
Year of Publication | 1992 |
Authors | F.-Javier Heredia |
Type of participation | Researcher |
Duration | 01/1989-12/1992 |
Funding organization | Red Eléctrica de España, S.A. |
Partners | Dept. d?Estadística i Investigació Operativa, Universitat Politècnica de Catalunya. |
Full time researchers | 3 |
Budget | 102.472,00€ |
Project code | UPC C0606 |
Key Words | research; contracts; REE; multicommodity; project; public; competitive; energy |
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Publication Type | Thesis |
Year of Publication | 2001 |
Authors | Cesar Beltran |
Academic Department | Dept. of Statistics and Operations Research. Prof. F.-Javier Heredia, advisor. |
Number of Pages | 147 |
University | Universitat Politècnica de Catalunya |
City | Barcelona |
Degree | PhD Thesis |
Key Words | research; radar multiplier; generalised unit commitment; teaching |
Abstract | This operations research thesis should be situated in the field of the power generation industry. The general objective of this work is to efficiently solve the Generalized Unit Commitment (GUC) problem by means of specialized software. The GUC problem generalizes the Unit Commitment (UC) problem by simultane-ously solving the associated Optimal Power Flow (OPF) problem. There are many approaches to solve the UC and OPF problems separately, but approaches to solve them jointly, i.e. to solve the GUC problem, are quite scarce. One of these GUC solving approaches is due to professors Batut and Renaud, whose methodology has been taken as a starting point for the methodology presented herein. This thesis report is structured as follows. Chapter 1 describes the state of the art of the UC and GUC problems. The formulation of the classical short-term power planning problems related to the GUC problem, namely the economic dispatching problem, the OPF problem, and the UC problem, are reviewed. Special attention is paid to the UC literature and to the traditional methods for solving the UC problem. In chapter 2 we extend the OPF model developed by professors Heredia and Nabona to obtain our GUC model. The variables used and the modelling of the thermal, hydraulic and transmission systems are introduced, as is the objective function. Chapter 3 deals with the Variable Duplication (VD) method, which is used to decompose the GUC problem as an alternative to the Classical Lagrangian Relaxation (CLR) method. Furthermore, in chapter 3 dual bounds provided by the VDmethod or by the CLR methods are theoretically compared. Throughout chapters 4, 5, and 6 our solution methodology, the Radar Multiplier (RM) method, is designed and tested. Three independent matters are studied: first, the auxiliary problem principle method, used by Batut and Renaud to treat the inseparable augmented Lagrangian, is compared with the block coordinate descent method from both theoretical and practical points of view. Second, the Radar Sub- gradient (RS) method, a new Lagrange multiplier updating method, is proposed and computationally compared with the classical subgradient method. And third, we study the local character of the optimizers computed by the Augmented Lagrangian Relaxation (ALR) method when solving the GUC problem. A heuristic to improve the local ALR optimizers is designed and tested. Chapter 7 is devoted to our computational implementation of the RM method, the MACH code. First, the design of MACH is reviewed brie y and then its performance is tested by solving real-life large-scale UC and GUC instances. Solutions computed using our VD formulation of the GUC problem are partially primal feasible since they do not necessarily fulfill the spinning reserve constraints. In chapter 8 we study how to modify this GUC formulation with the aim of obtaining full primal feasible solutions. A successful test based on a simple UC problem is reported. The conclusions, contributions of the thesis, and proposed further research can be found in chapter 9. |
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Publication Type | Proceedings Article |
Year of Publication | 2010 |
Authors | Cristina Corchero; F.-Javier Heredia |
Conference Name | 7th Conference on European Energy Market EEM10 |
Series Title | Proceedings of the 7th Conference on European Energy Market EEM10 |
Volume | 1 |
Pagination | 1 - 6 |
Conference Start Date | 23/06/2010 |
Publisher | IEEE |
Conference Location | Madrid |
Editor | IEEE |
ISBN Number | 978-1-4244-6838-6 |
Key Words | research; DPI2008-02153; multimarket; MIBEL; stochastic programming; futures contracts; bilateral contracts; optimal bid; paper |
Abstract | A Generation Company (GenCo) can participate in the Iberian Electricity Market (MIBEL) through different mechanisms and pools: the bilateral contracts, the physical derivatives products at the Derivatives Market, the bids to the Day-Ahead Market, the Intraday Markets or the Ancillary Services Markets. From the short-term generation planning point of view, the most important problem to solve is the bidding strategy for the Day-Ahead Market (DAM) given that the 85% of the physical energy traded in Spain is negotiated in it, but this participation cannot be tackled independently of other subsequent markets. |
URL | Click Here |
DOI | 10.1109/EEM.2010.5558714 |
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Publication Type | Conference Paper |
Year of Publication | 2009 |
Authors | M.-Teresa Vespucci; Cristina Corchero; Mario Innorta; F.-Javier Heredia |
Conference Name | 11th International Conference on the Modern Information Technology in the Innovation Processes of the Industrial Enterprises (MITIP 2009) |
Series Title | Proceedings of the 11th International Conference on the Modern Information Technology in the Innovation Processes of the Industrial Enterprises (MITIP 2009) |
Conference Date | 15-16/10/2009 |
Conference Location | Bergamo, Italy |
Type of Work | invited presentation |
ISBN Number | 978-88-89555-09-05 |
Key Words | research; hydro-thermal; futures; day-ahead; GAMS, CPLEX |
Abstract | We consider a generation company operating in the liberalized electricity market, whose production system consists of hydro and thermal plants. Production is sold either directly to customers, by means of bilateral contracts, or on the spot market, where the electricity price is unknow until the market clearing process has taken place. Price risk may be hedged by financial tools provided by the Derivative Electricity Market. In this work futures contracts are considered, i.e. agreements to sell electricity in the future for a specified price. A Mixed Integer Linear Programming model is introduced for determining the unit commitment of thermal units and the dispatchment of available thermal units and hydro plants, aiming at maximizing profits. Numerical results on a case study are reported |
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