teaching
Gestió òptima de l'energia en microxarxes amb incertesa a la producció i a la demanda.
Fri, 04/03/2020 - 13:12 — admin| Publication Type | Tesis de Grau i Màster // BSc and MSc Thesis |
| Year of Publication | 2019 |
| Authors | Alexandre Alonso Travesset |
| Director | Jordi De la Hoz Casas, F-Javier Heredia Cervera |
| Tipus de tesi | MSc Thesis |
| Titulació | Master in Statistics and Operations Research |
| Centre | Faculty iof Mathematics and Statistics. |
| Data defensa | 09/2019 |
| Nota // mark | 10 MH // A+ |
| Key Words | teaching; microgrids; electricity market; MSc Thesis |
| Abstract | The following Master Thesis involves the construction of a mathematical model aimed at evaluating the economic feasibility of microgrids, which are powered by renewable energy sources. These sources are characterized by their spatial and temporal variability, thus the need to use a statistical approach to forecast these variables becomes apparent. Furthermore, other uncertain variables such as the electrical demand and the market pool price contribute to the formulation of the program. State-of-the-art time-series based models are fitted in order to forecast the behaviour of the uncertain variables. Synthetic data arisen from simulations is drawn from these models in order to generate scenarios of probability. The scenarios are then reduced by means of the backward reduction algorithm in order to increase computational performance, and subsequently introduced in a two-stage stochastic program coded in AIMMS interface. Results show significant details about energy management and prove the suitability of using a stochastic approach rather than a deterministic one to perform the optimisation. |
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Generació d’arbres d’escenaris per a problemes d’oferta òptima en mercats d’electricitat
Mon, 08/19/2019 - 18:04 — admin| Publication Type | Tesis de Grau i Màster // BSc and MSc Thesis |
| Year of Publication | 2019 |
| Authors | Roger Serra Castilla |
| Director | F.- Javier Heredia; Marlyn D. Cuadrado |
| Tipus de tesi | BSc Thesis |
| Titulació | Grau en Estadística |
| Centre | Facultat de matemàtiques i Estadística |
| Data defensa | 01/2019 |
| Nota // mark | 9.0 |
| Key Words | teaching; scenario generation; scenario trees; electricity markets; BSc Thesis |
| Abstract | The electricity markets (EM) is a regulated system which allows producers and consumers to sell and buy energy at a given price that is fixed through an auction mechanism. Thanks to the tasks done by this system, the safe generation, transportation and distribution of electricity needed to satisfy the demand of the national population is assured. The electricity markets is made up of several markets, that can be considered either spot markets (day-ahead and intraday markets, whose trading commodity is energy) or ancillary services markets (the commodity negotiated is energy used to assure the stability of the energy delivering). On the other hand, interacting with the EM there is a wind power plant (WPP) which is in charge of the wind power energy production. A battery energy storage system (BESS) is usually associated to the WPP. The union of the WPP and the BESS is called virtual power plant (VPP). In this context, an optimization model can be presented: the WBVPP model (WPP+BESS Virtual Power Plant). The aim of this optimization model is the maximization of the expected value of the total profit of the VPP. To calculate this value, it is necessary to quantify the amount of wind power energy that fluctuates between the VPP and the EM, as well as the clearing prices of the auctions. The main purpose of this project is to obtain scenario trees using a dynamic generation algorithm in order to satisfy the need to solve, in a reasonable period of time, complex optimization problems of optimal supply of wind power plants in electricity markets. The scenarios trees that are going to be obtained include information regarding the production of wind power energy and the clearing prices of the auctions of the different studied electricity markets. In this study a scenario tree generation algorithm is presented, together with all the theoretical background needed to understand and assure a correct implementation of it, as well as the definition of the different agents that perform in the context of electricity markets. In addition to that, some data will be applied to this algorithm in order to obtain a representation of the scenario trees and to understand the interpretation of them. |
| DOI / handle | http://hdl.handle.net/2445/128065 |
| URL | Click Here |
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Estratègies de Compra d’Energia Elèctrica a l’Estat Espanyol
Mon, 05/20/2019 - 09:58 — admin| Publication Type | Tesis de Grau i Màster // BSc and MSc Thesis |
| Year of Publication | 2017 |
| Authors | Roger Reixach Sánchez |
| Director | F.-Javier Heredia, Jordi de la Hoz |
| Tipus de tesi | MSc Thesis |
| Titulació | Master en Enginyeria de l'Energia |
| Centre | ETSEIB |
| Data defensa | 11/2017 |
| Nota // mark | 6 |
| Key Words | teaching; electricity markets; MSc Thesis |
| DOI / handle | http://hdl.handle.net/2117/109081 |
| URL | Click Here |
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Study and Implementation of the EUPHEMIA Model in European Energy Markets
Fri, 09/14/2018 - 11:49 — admin| Publication Type | Tesis de Grau i Màster // BSc and MSc Thesis |
| Year of Publication | 2018 |
| Authors | Roger Pasola |
| Director | F.-Javier Heredia; Josep Salas |
| Tipus de tesi | MSc Thesis |
| Titulació | Màster in Industrial Engeneering |
| Centre | ETSEIB |
| Data defensa | 03/11/2018 |
| Nota // mark | 9.0 |
| Key Words | teaching; electricity markets; EUPHEMIA; MSc Thesis |
| DOI / handle | http://hdl.handle.net/2117/123837 |
| URL | Click Here |
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A MIP formulation of a Hybrid AC-DC offshore wind power plant topology.
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 |
| URL | Click Here |
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Caracterització de Formulacions Fortes del Problema Unit Commitment.
Thu, 07/27/2017 - 13:55 — admin| Publication Type | Tesis de Grau i Màster // BSc and MSc Thesis |
| Year of Publication | 2017 |
| Authors | Jordan Escandell Planells |
| Director | F.-Javier Heredia |
| Tipus de tesi | BSc Thesis |
| Titulació | Degree in Mathematics |
| Centre | Facultat de matemàtiques i Estadística. |
| Data defensa | 19/07/2017 |
| Nota // mark | 9 (A) |
| Key Words | teaching; unit commitment; energy; integer programming; electricity markets; robust formulations; BSc Thesis |
| Abstract | L’objectiu general és la caracterització de formulacions fortes del problema Unit Commitment. A més a més, 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, constituïren l’enfoc principal de la feina a realitzar. Com a objectius específics tenim: 1. Entendre les diferents formulacions existents del UC, i estudiar-ne els seus punts forts i punts febles. 2. Aplicar la nova formulació escollida a la resolució de problemes reals, basats en informació extreta de les diferents fonts de les que disposàvem. 3. Entendre, interpretar i adaptar els codis proporcionats a la nova formulació considerada. 4. Obtenir resultats numèrics consistents amb la realitat, i que fossin aplicables a la vida real. 5. Millorar la metodologia existent, i aplicar-la per a la resolució de problemes de la vida real i obtenir solucions que satisfacin les capacitats dels diferents instruments que intervenen en el procés. |
| DOI / handle | http://hdl.handle.net/2117/106960 |
| URL | Click Here |
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BSc Thesis on tight MILP formulation of the unit committment problem
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.
A Study on Feasibility of the Distributed Battery Energy Storage Systems in Spanish Retail Electricity Market
Tue, 09/27/2016 - 09:19 — admin| Publication Type | Tesis de Grau i Màster // BSc and MSc Thesis |
| Year of Publication | 2016 |
| Authors | Maksims Sisovs |
| Director | F.-Javier Heredia |
| Tipus de tesi | MSc Thesis |
| Titulació | "KIC InnoEnergy" Master of Science in Smart Electrical Networks and Systems |
| Centre | Escola Tècnica Superior d'Enginyeria Industrial de Barcelona (ETSEIB) |
| Data defensa | 16/09/2016 |
| Nota // mark | 10 MH (A+ with honours) |
| Key Words | teaching; BEES; battery energy storage systems; electrical vehicle; smart meters; retail energy market; MSc Thesis |
| Abstract | The main focus of this master thesis project is to evaluate the economic, technical and regulatory feasibility of distributed battery energy storage systems (BESS) and the potential opportunity of electricity companies to increase their pro ts through advanced operation in energy services, such as electric energy time-shift, ancillary or electric vehicle incentives in Spanish electricity market. To assess the feasibility, an optimization tool has been developed. This tool simulates energy trading between diff erent market participants with particular features extracted from data analysis and literature. Load consumption pro les had been developed from smart meter real data by applying several data mining techniques. This part had been guided by external collaborating entity Minsait. Electricity market analysis includes the overview of its functionality principles and regulatory side regarding storage adaptation and speci fic service applicability. Market historical prices were used for further electricity trading simulation. A brief technical insight explains current storage situation and tells about high-potential technologies in emerging markets. Benchmark analysis covers several products of battery manufacturers with relevant technical and price information. Spanish electricity market showed low adaptability to distributed BESS solutions: energy arbitrage incomes have resulted being insuficient. Ancillary services, despite promising economic gures, are to a large extent prohibited to be provided by distributed storage. Electric vehicle incentives, though, resulted being of a high interest due to absence of direct investment. |
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MSc Thesis on Supply chain optimization with 3D printing
Mon, 07/18/2016 - 19:20 — admin
Last June 2016 Mr. Daniel Ramon Lumbierres presented the MSc Thesis Optimal Supply Chain Strategy through Stochastic Programming in the Master of Statistics and Operations Research (MESIO). This thesis is the result of the collaboration of Mr. Ramon in the funded research project Digitalizing Supply Chain Strategy with 3D Printing granted by Accenture Technology Labs and was advised by prof. F.-Javier Heredia. A summary of this MSc Thesis has been presented in the 28th European Conference on Operational Research. The MSc Thesis Comission of the MESIO awarded that thesis with the highest grade "Matrícula de Honor" (A with Honours).
Optimal Supply Chain Strategy through Stochastic Programming
Mon, 07/18/2016 - 19:11 — admin| Publication Type | Tesis de Grau i Màster // BSc and MSc Thesis |
| Year of Publication | 2016 |
| Authors | Daniel Ramon Lumbierres |
| Director | F.-Javier Heredia |
| Tipus de tesi | MSc Thesis |
| Titulació | Master in Statistics and Operations Research |
| Centre | Faculty of Mathematics and Statistics |
| Data defensa | 27/07/2016 |
| Nota // mark | 9.5 Excel·lent MH (A+ with Honors) |
| Key Words | teaching; supply chain; 3D printing; Postponment; stochastic programming; Accenture; MSc Thesis |
| Abstract | In this project, a new two-stage stochastic programming decision model has been developed to assess: (a) the convenience of introducing 3D printing into any generic manufacturing process, both single and multi-product; and (b) the optimal degree of postponement known as the customer order decoupling point (CODP) while also assuming uncertainty in demand for multiple markets. To this end, we propose the formulation of a generic supply chain through an oriented graph that represents all the deployable alternative technologies. These are defined through a set of operations for manufacturing, assembly and distribution, each of which is characterized by a lead time and cost parameters. Based on this graph, we develop a mixed integer two-stage stochastic program that finds the optimal manufacturing technology to meet the demand of each market, the optimal production quantity for each operation, and the optimal CODP for each technology. The results obtained from several case studies in real manufacturing companies are presented and analyzed. The work presented in this master’s thesis is part of an ongoing research project between UPC and Accenture. |
| DOI / handle | http://hdl.handle.net/2117/88818 |
| URL | Click Here |
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New publications
- Speculation – postponement strategies in supply chain network design problems: a modelling framework for new supply chain strategies through stochastic optimization
- Optimal Participation of Energy Communities in Electricity Markets under Uncertainty. A Multi-Stage Stochastic Programming Approach
- Optimal Participation of Energy Communities in Electricity Markets under Uncertainty. A Multi-Stage Stochastic Programming Approach
- Enhancing Shopping Centre Profitability through Optimized Tenant Mix and Synergistic Placement
- A model to optimize the tenant mix in a shopping centre