teaching

Two new master thesis on optimal operation of microgrids in electricity markets.

 Wind rose diagram ((c) Leire Citores)On June 2014 two new Master Thesis of the Master of Statistcs and Operations Research UPC-UB   was presented   

  • A stochastic programming model for the tertiary control of microgrids by Ms. Leire Cítores.
  • Energy Management System para una microrred domestica con participación en los servicios auxiliares de red by Ms. Irune Etxarri.
  • Dr. Cristina Corchero (IREC) and professor F.-Javier Heredia (GNOM) were the advisors of these two works developped at the facilities of the Catalonia Institute for Energy Research (IREC).

    A stochastic programming model for the tertiary control of microgrids

    Publication TypeTesis de Grau i Màster // BSc and MSc Thesis
    Year of Publication2014
    AuthorsLeire Citores
    DirectorF.-Javier Heredia, Cristina Corchero
    Tipus de tesiMSc Thesis
    TitulacióMaster in Statistics and Operations research
    CentreFaculty of Mathematics and Statistics
    Data defensa27/06/2014
    Nota // mark10 MH (A with Honours)
    Key Wordsresearch; teaching; microgrids, stochastic programming; scenario generation; wind generation; day-ahead electricity market; imbalances; MSc Thesis
    AbstractIn this thesis a scenario-based two-stage stochastic programming model is proposed to solve a microgrid's tertiary control optimization problem taking into account some renewable energy resource s uncertainty as well uncertain energy deviation prices in the electricity market. Scenario generation methods for wind speed realizations are also studied. Results show that the introduction of stochastic programming represents an improvement over a deterministic model.
    DOI / handlehttp://hdl.handle.net/2099.1/23235
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    Energy Management System para una microrred domestica con participación en los servicios auxiliares de red

    Publication TypeTesis de Grau i Màster // BSc and MSc Thesis
    Year of Publication2014
    AuthorsIrune Etxarri Urtasun
    DirectorF.-Javier Heredia, Cristina Corchero
    Tipus de tesiMSc Thesis
    TitulacióMaster in Statistics and Operations Reseafrch
    CentreFaculty of Mathematics and Statistics
    Data defensa27/06/2014
    Nota // mark**
    Key Wordsteaching; research; microgrids; stochastic programming; electricity market; secondary reserve; MSc Thesis
    AbstractEn este proyecto se ha propuesto un modelo estocástico de dos etapas para la gestión de energía en una microrred doméstica, introduciendo la participación en el mercado de banda de regulación. El objetivo del modelo es determinar la potencia que se oferta al mercado diario, teniendo en cuenta la participación en el mercado de banda de regulación. Se ha introducido estocasticidad en los precios de este mercado y en los precios y probabilidades del requerimiento a subir y a bajar de la energía de regulación secundaria. Se han comparado los beneficios de la microrred en caso de participar o no en el mercado de banda de regulación, y se ha visto que la participación en dicho mercado produce grandes beneficios para sus usuarios.
    DOI / handlehttp://hdl.handle.net/2099.1/23233
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    Master Thesis on optimal location of electric vehicle fast charging stations

    AndinaMiss Andina R. Brown defended last February 2014 the master thesis A multi-objective approach to infrastructure planning in the early stages of EV introduction. This thesis was developped at the Energy Economics Research Group of the Catalonia Institute for Energy Research (IREC) and the advisor were Dr. Cristina Corchero (IREC) and professor F.-Javier Heredia (GNOM). This study deals with the problem of a central planner wishing to install fast charging stations for electric vehicles applying a multi-objective approach to a real-case instance of the city of Barcelona.

    A multi-objective approach to infrastructure planning in the early stages of EV introduction

    Publication TypeTesis de Grau i Màster // BSc and MSc Thesis
    Year of Publication2014
    AuthorsAndina Rosalia Brown
    DirectorF.-Javier Heredia; Cristina Corchero
    Tipus de tesiMSc Thesis
    TitulacióMaster in Statistics and Operations Research
    CentreFaculty of Mathematics and Statistics
    Data defensa27/01/2014
    Nota // mark9.0
    Key WordsMulti-objective Optimisation; Facility Location; Electric Vehicle; Fast Charging Stations; MSc Thesis
    AbstractThis study approaches the problem from the perspective of a central planner wishing to install fast charging stations. A multi-objective approach is used to simultaneously consider two conflicting objectives in the optimisation problem. The first objective is to minimise the distance that potential consumers would need to deviate from their normal journeys in order to reach their nearest fast charging station, and thus minimise the associated inconvenience. The second objective is to minimise the set up costs associated with the installation of the stations, which differ according to the number of facilities installed and their location. These objectives are normalised using a function transformation and then combined into a single objective function. A mathematical model is formulated and implemented using GAMS to obtain results for the case study of Barcelona, building on the existing literature. Using the weighted sums method, multiple Pareto optimal solutions are found by solving for different relative weights combinations applied to the two objectives. These solutions are used to depict the Pareto front, offering insight into the nature of the trade-offs between the objectives and aiding the decision making process. This study develops the existing methodology used for the EV infrastructure problem, and shows how the application of a multi-objective formulation can offer useful insight to decision makers, particularly when preferences are unclear a priori.
    DOI / handlehttp://hdl.handle.net/2099.1/20851
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    Stochastic optimal bid to electricity markets with environmental risk constraints

    Publication TypeTesis de Grau i Màster // BSc and MSc Thesis
    Year of Publication2012
    AuthorsJulian Cifuentes Rubiano
    DirectorF.-Javier Heredia
    Tipus de tesiMSc Thesis
    TitulacióMaster in Statistics and Operations Research
    CentreFaculty of Mathematics and Statistics
    Data defensa21/12/2012
    Nota // mark9.5/10
    Key Wordsteaching; stochastic programming; electricity markets; CO2 allowances; environment; emission limits; emission risk; CVaR; CEaR; modeling languages; MSc Thesis
    AbstractThere are many factors that influence the day-ahead market bidding strategies of a generation company (GenCo) in the current energy market framework. Environmental policy issues have become more and more important for fossil-fuelled power plants and they have to be considered in their management, giving rise to emission limitations. This work allows to investigate the influence of both the allowances and emission reduction plan, and the incorporation of the derivatives medium-term commitments in the optimal generation bidding strategy to the day-ahead electricity market. Two different technologies have been considered: the coal thermal units, high-emission technology, and the combined cycle gas turbine units, low-emission technology. The Iberian Electricity Market and the Spanish National Emissions and Allocation Plans are the framework to deal with the environmental issues in the day-ahead market bidding strategies. To address emission limitations, some of the standard risk management methodologies developed for financial markets, such as Value-at-Risk (VaR) and Conditional Value at Risk (CVaR), have been extended. This study offers to electricity generation utilities a mathematical model to determinate the individual optimal generation bid to the wholesale electricity market, for each one of their generation units that maximizes the long-run profits of the utility abiding by the Iberian Electricity Market rules, the environmental restrictions set by the EU Emission Trading Scheme, as well as the restrictions set by the Spanish National Emissions Reduction Plan. The economic implications for a GenCo of including the environmental restrictions of these National Plans are analyzed and the most remarkable results will be presented.. The problem to be solved in this project will provide generationutilities with a mathematical tool to find the individual optimal generation bid for each one of theirgeneration units that maximizes the long-run profits of the utility abiding by the Iberian ElectricityMarket rules, the environmental restrictions of the EU Emission Trading Scheme and also by theSpanish National Emissions Reduction Plan
    DOI / handlehttp://hdl.handle.net/2099.1/17485
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    Optimal Management of Microgrids

    Publication TypeTesis de Grau i Màster // BSc and MSc Thesis
    Year of Publication2012
    AuthorsLucia Igualada González
    DirectorF.-Javier Heredia; Cristina Corchero
    Tipus de tesiTesi Final Màster // MSc Thesis
    TitulacióMaster in Statistics and Operations Research
    CentreFaculty of Mathematics and Statistics
    Data defensa04/07/2012
    Nota // mark10 MH // 10/10
    Key Wordsresearch; teaching; smartgrids; microgrid; migrogrid central controller; electric vehicle; MSc Thesis
    AbstractSmart grids and microgrids are the key in the near future where a decentralization of energy generation is expected. From the point of view of microgrid energy management, economic scheduling for generation devices, storage systems and loads is a crucial problem. Performance an optimization process is necessary to minimize the operating costs while several operational constraints are taken into account. Energy management is carried out by MCC (Microgrid Central Controller) in three steps: tertiary, secondary and primary controls. Tertiary control is executed one day-ahead and has two objectives. The first is an economic optimization using a program based on an Economic Dispatch and an Unit Commitment problem. The second objective is to improve the por tability of the supply and demand balance by interacting with the grid and taking advantage of the V2G (vehicle-to-grid) capability of the charging spot, and to generate a schedule over all components of the microgrid. The secondary control receives the scheduling plan created by tertiary control and taking into account current data, corrects the power outputs of generation units. Exchanged power with the grid and storage states of charge programmed by the tertiary control are ensured. This Energy Management System has been tested over different scenarios. One of them is based on a smart house with a photovoltaic module, a micro wind turbine and one electric vehicle charging spot. The other scenario is based on a large building where one micro gas turbine and one storage device have been added to the rest of units. After analysing the results, several conclusions have been deduced such as a change in curve of load and a lower cost for the user. Generally, the consumption over peak periods is decreased or is almost zero in some test cases, while the demand overnight is increased.
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    Programació Matemàtica // Mathematical Programming

    Publication TypeDocència // Teaching
    Year of Publication2012
    Quadrimestre // Term2012-13 Q1
    AuthorsF.-Javier Heredia; Ma Paz Linares; Jordi Castro
    Coordinator?no
    Codi // Code200152 - PM
    Idioma // LanguageCatalà
    Key Wordsteaching; UPC; FME; GM; mathematical programming; PM
    Abstractteaching; UPC; FME; GM; mathematical programming
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    Titolació // StudiesGrau en Matemàtiques // Degree in Mathematics.
    Centre // Faculty Facultat de Matemàtiques i Estadística (FME)
    Institució // InstitutionUniversitat Politècnica de Catalunya (UPC)
    Horaris // ScheduleWed. 15:00-17:00, Fri. 15:00 - 17:00, room 100 (FME)
    ECTS7.5
    Consultes // tutoringContact.
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    Optimització en enginyeria // Optimization in Engineering

    Publication TypeDocència // Teaching
    Year of Publication2012
    Quadrimestre // Term2012-13 Q2
    AuthorsF.-Javier Heredia; Ma Paz Linares
    Coordinator?yes
    Codi // Code361226
    Idioma // LanguageCatalà
    Key Wordsteaching; UPC; UB; FME; GE; programació lineal; programació entera; assignatures; courses; OI
    Abstract

    Objectius de l'assignatura:

    • Conèixer els models de la investigació operativa habituals en optimització en enginyeria i usar amb correctament la terminologia pròpia de l’àrea.
    • Formular matemàticament i resoldre computacionalment mitjançant l’ús de llenguatges de modelització per a
      programació matemàtica problemes d’optimització en enginyeria de diverses àrees.
    • Interpretar els resultats dels models d’optimització en enginyeria i ser capaç d’elaborar informes i presentacions on s’exposin els resultats.
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    Titolació // StudiesGrau Interuniversitari d'Estadística, UB-UPC.
    Centre // FacultyFaultat d'Economia i Empresa (EEE), UB. Facultat de Matemàtiques i Estadística UPC.
    Institució // InstitutionUniversitat de Barcelona -Universitat Politècnica de Catalunya.
    Horaris // ScheduleDilluns de 13:00 a 14:00, dimarts i dijous de 13:00 a 14:30Facultat d'Economia i Empresa aula 103 (teoria) i I9 (laboratori).
    ECTS6
    Consultes // tutoringContact.
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    Programació Lineal i Entera // Linear and Integer Programming

    Publication TypeDocència // Teaching
    Year of Publication2012
    Quadrimestre // Term2012-13 Q2
    AuthorsF.-Javier Heredia
    Coordinator?yes
    Codi // Code361226
    Idioma // LanguageCatalà
    Key Wordsteaching; UPC; UB; FME; GE; programació lineal; programació entera; assignatures; courses; PLE
    Abstract

    Objectius referits a coneixements

    • Conèixer els models de presa de decisió més importants de la investigació operativa en diversos camps d'aplicació.
    • Analitzar problemes de presa de decisió amb l'objectiu de formular i resoldre computacionalment el model d'optimització més adient.
    • Comprendre les propietats matemàtiques dels problemes de programació lineal i dels seus algorismes de resolució, així com de les tècniques d'anàlisi de sensibilitat.
    • Comprendre les propietats matemàtiques dels problemes de programació lineal entera i dels seus algorismes de resolució.

    Objectius referits a habilitats, destreses

    • Aplicar sense ajut computacional els algorismes estudiats de programació lineal a problemes acadèmics de dimensió reduïda.
    • Resoldre problemes pràctics mitjançant l'aplicació de tècniques d'anàlisi de sensibilitat a models de programació lineal.
    • Aplicar, sense ajut computacional, els algorismes estudiats de programació lineal entera a problemes acadèmics de dimensió reduïda.
    • Resoldre problemes reals de presa de decisió mitjançant l'ús d'algun programari d'optimització de referència corresponent als diferents algorismes d'optimització estudiats al llarg del curs.
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    Titolació // StudiesGrau Interuniversitari d'Estadística, UB-UPC.
    Centre // FacultyFaultat d'Economia i Empresa (EEE), UB. Facultat de Matemàtiques i Estadística UPC.
    Institució // InstitutionUniversitat de Barcelona -Universitat Politècnica de Catalunya.
    Horaris // ScheduleDilluns i dijous de 13:00 a 14:30, dimarts i dijous de 13:00 a 14:00. Facultat d'Economia i Empresa aula 103 (teoria) i I9 (laboratori).
    ECTS6
    Consultes // tutoringContact.
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