optimization
Wed, 07/11/2018 - 11:26 — admin
| Publication Type | Conference Paper |
| Year of Publication | 2018 |
| Authors | Cristina Corchero; Josep Homs-Moreno; F.-Javier Heredia; Lucia Igualada; Mikel de Prada |
| Conference Name | 23th International Symposium on Mathematical Programming |
| Conference Date | 01-06/07/2018 |
| Conference Location | Bordeaux |
| Type of Work | contributed presentation |
| Key Words | research; hybrid AC-DC; offshore wind power plant; local branching |
| Abstract | The current study analyses a hybrid o↵shore wind farm design in which individual wind turbine power converters are removed from wind turbines and are installed on intermediate o↵shore collector platforms. In this study a compact and small-sized mixedinteger linear optimisation model makes four decisions with the goal of minimising installation and operation costs: the location and the number of o↵shore platforms and power converters to be installed, the optimal wind farm cable layout and the cluster optimal operating frequency of each wind turbine. The solutions found either for small and large o↵shore wind farms improve notoriously real-world designs, reducing up to 8 percent installation and maintenance costs. On the optimization technical results, a variant of Local Branching has been developed, reducing in some cases more than half of computing time with respect to default Local Branching. The model developed serves as a mathematical tool to provide rigorous evidences of the suitability of the hybrid design versus traditional o↵shore wind farm designs. |
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Thu, 02/01/2018 - 16:54 — admin
| Publication Type | Tesis de Grau i Màster // BSc and MSc Thesis |
| Year of Publication | 2017 |
| Authors | Josep Homs Moreno |
| Director | F.-Javier Heredia Cervera; Cristina Corchero; Lucia Igualada |
| Tipus de tesi | MSc Thesis |
| Titulació | Interuniversity Master in Statistics and Operations Research UPC-UB |
| Centre | Faculty of Mathematics and Statistics |
| Data defensa | 23/10/2017 |
| Nota // mark | 9.5 (A) |
| Key Words | offshore wind; Hybrid AC-DC grid; MIP; teaching; MSc Thesis |
| Abstract | This thesis analyses a design in which individual wind turbine converters are removed from wind turbines and are installed on intermediate o shore platforms. Thus, many turbines may be controlled by only few power converters, de ning clusters. All wind turbines in a cluster operate at the same cluster optimal frequency. This approach is cheaper in terms of capital cost savings than having individual power converters integrated in wind turbines because less components must be installed and maintained. At the same time, it gives enough exibility to turbines to still operate with high power eciency. The generated power in turbines is transmitted with alternating current to AC/DC power converters. In addition, power from AC/DC converters is transmitted in direct current to a single large high voltage direct current converter, which transmits power to the onshore collection grid. |
| DOI / handle | http://hdl.handle.net/2117/110482 |
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Wed, 07/19/2017 - 11:56 — admin
 L'alumne del grau de matemàtiques de l'FME Jordan Escandell ha llegit el treball fi de grau Caracterització de Formulacions Fortes del Problema Unit Commitment. Aquest projecte abordava la caracterització de formulacions fortes del problema Unit Commitment a partir de l'estudi de les diferents desigualtats proposades pels diferents autors així com la seva adaptació i possible millora en la modelització de certs problemes reals de mercats elèctrics. Els models d'optimització matemàtica obtinguts s'han implementat computacionalment i aplicat a la resolució de problemes reals d'oferta òptima a merctas elèctrics.
Fri, 07/17/2015 - 13:02 — admin
| Publication Type | Conference Paper |
| Year of Publication | 2015 |
| Authors | F.-Javier Heredia; Antonio Rengifo |
| Conference Name | 27th European Conference on Operational Research |
| Conference Date | 12-15/07/2015 |
| Conference Location | Glasgow, UK. |
| Type of Work | invited |
| Key Words | research; MTM2013-48462-C2-1; mixed-integer nonlinear programming; proximal bundle methods; multimarket electricity problems; parallelism |
| Abstract | The use of stochastic programming to solve real instances of optimal bid problems in electricity market usually implies the solution of large scale mixed integer nonlinear optimization problems that can't be tackled with the available general purpose commercial optimisation software. In this work we show the potential of proximal bundle methods to solve large scale stochastic programming problems arising in electricity markets. Proximal bundle methods was used in the past to solve deterministic unit commitment problems and are extended in this work to solve real instances of stochastic optimal bid problems to the day-ahead market (with embedded unit commitment) with thousands of scenarios. A parallel implementation of the proximal bundle method has been developed to take profit of the separability of the lagrangean problem in as many subproblems as generation bid units. The parallel proximal bundle method (PPBM) is compared against general purpose commercial optimization software as well as against the perspective cuts algorithm, a method specially conceived to deal with quadratic objective function over semi-continuous domains. The reported numerical results obtained with a workstation with 32 threads show that the commercial software can’t find a solution beyond 50 scenarios and that the execution times of the proposed PPBM are as low as a 15% of the execution time of the perspective cut approach for problems beyond 800 scenarios.
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Fri, 11/28/2014 - 18:18 — admin
 Professor Eugenio Mijangos was visiting prof. F.-Javier Heredia at the UPC-BarcelonaTech research gropu GNOM during November 27 to 28 to start-up the tasks related with the research project FOWGEM . As a result, they are going to undertake the application of the implementation of the BFC algorithm developped by professor Mijangos to solve the multistage stochastic programming model for the multimarket optimal generation bid formulated by prof. Heredia and Dr. Corchero described in the work Efficient solution of optimal multimarket electricity bid models (Corchero, Heredia, Mijangos, DOI: 10.1109/EEM.2011.5953017). This is a previous step for the resolution of the IOGET model.
Fri, 09/06/2013 - 15:58 — admin
| Publication Type | Report |
| Year of Publication | 2011 |
| Authors | Cristina Corchero; Eugenio Mijangos; F.-Javier Heredia |
| Pages | 25 |
| Date | 11/2011 |
| Reference | Research report DR 2011/04, Dept. of Statistics and Operations Research. E-Prints UPC, http://hdl.handle.net/2117/18368. Universitat Politècnica de Catalunya |
| Prepared for | Published by TOP |
| Key Words | research; electricity market; |
| Abstract | On current electricity markets the electrical utilities are faced with very sophisticated
decision making problems under uncertainty. Moreover, when focusing in the shortterm
management, generation companies must include some medium-term products that
directly influence their short-term strategies. In this work, the bilateral and physical futures
contracts are included into the day-ahead market bid following MIBEL rules and a stochastic
quadratic mixed-integer programming model is presented. The complexity of this stochastic
programming problem makes unpractical the resolution of large-scale instances with general purpose optimization codes. Therefore, in order to gain efficiency, a polyhedral outer approximation of the quadratic objective function obtained by means of perspective cuts (PC) is proposed. A set of instances of the problem has been defined with real data and solved with the PC methodology. The numerical results obtained show the efficiency of this methodology compared with standard mixed quadratic optimization solvers. |
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Tue, 03/05/2013 - 16:24 — admin
| Publication Type | Proceedings Article |
| Year of Publication | 2013 |
| Authors | F. -Javier Heredia; Cristina Corchero; Eugenio Mijangos |
| Conference Name | 25th IFIP TC 7 Conference, CSMO 2011 |
| Series Title | IFIP Advances in Information and Communication Technology |
| Volume | 391 |
| Pagination | 511-520 |
| Conference Start Date | 12/09/2011 |
| Publisher | Springer Berlin Heidelberg |
| Conference Location | Berlin |
| ISSN Number | 1868-4238 |
| ISBN Number | 978-3-642-36062-6 |
| Key Words | Liberalized Electricity Market; Optimal Bid Stochastic Programming; Quadratic Branch-and-Fix Coordination; research; paper; DPI2008-02153 |
| Abstract | The electric market regulation in Spain (MIBEL) establishes the rules for bilateral and futures contracts in the day-ahead optimal bid problem. Our model allows a price-taker generation company to decide the unit commitment of the thermal units, the economic dispatch of the bilateral and futures contracts between the thermal units and the optimal sale bids for the thermal units observing the MIBEL regulation. The uncertainty of the spot prices is represented through scenario sets. We solve this model on the framework of the Branch and Fix Coordination metodology as a quadratic two-stage stochastic problem. In order to gain computational efficiency, we use scenario clusters and propose to use perspective cuts. Numerical results are reported. |
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| DOI | 10.1007/978-3-642-36062-6_51 |
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Thu, 07/19/2012 - 21:00 — admin
| Publication Type | Proceedings Article |
| Year of Publication | 2012 |
| Authors | Cristina Corchero; M. Cruz; F.-Javier Heredia; J.-I. Cairo; L. Igualada; A. Romero |
| Conference Name | 2012 9th International Conference on the European Energy Market (EEM 2012) |
| Series Title | IEEE Conference Publications |
| Pagination | 1-6 |
| Conference Start Date | 10/05/2012 |
| Publisher | IEEE |
| Conference Location | Florence, Italy |
| Editor | IEEE |
| ISBN Number | 978-1-4673-0834-2 |
| Key Words | research; electrical vehicle; smartgrids; charging station; microgrid; queuing system; paper |
| Abstract | In this work we focus on the optimal design of electric vehicle charging stations. We consider investment, operational costs, physical constraints and different electricity pricing strategies. The size of the various components in the microgrid architecture and the suitability of the storage system are analysed. The electric vehicle charging demand is modelled through a queuing system. |
| URL | Click Here |
| DOI | 10.1109/EEM.2012.6254677 |
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Thu, 07/19/2012 - 10:36 — admin
Fri, 11/18/2011 - 18:56 — admin
The work " A new optimal electricity market bid model solved through prespective cuts" developed in collaboration with prof. Cristina Corchero (GNOM/IREC) and Eugenio Mijangos (Basc Country University), has been accepted for publication in the journal TOP. A preliminary version of the manuscript is available at this link . This study presents a new procedure to find the optimal electricity generation bid for a generation company operating in the Iberian Electricity Market (MIBEL), and was a part of the research project DPI2008-02153,.
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