research
A stochastic programming model for the tertiary control of microgrids
Thu, 09/03/2015 - 10:25 — admin| Publication Type | Proceedings Article |
| Year of Publication | 2015 |
| Authors | Leire Citores; Cristina Corchero; F.-Javier Heredia |
| Conference Name | 12th International Conference on the European Energy Market (EEM15) |
| Pagination | 1-6 |
| Conference Start Date | 19-22/05/2015 |
| Publisher | IEEE |
| Conference Location | Lisbon, Portugal. |
| ISBN Number | 978-1-4673-6691-5 |
| Key Words | Microgrids; Optimization; Production; Stochastic processes; Uncertainty; Wind power generation; Wind speed; energy system optimization; microgrid; scenario generation; stochastic programming; paper; research |
| Abstract | In this work 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 as 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 a significant improvement over a deterministic model. |
| URL | Click Here |
| DOI | 10.1109/EEM.2015.7216761 |
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Economic analysis of battery electric storage systems operating in electricity markets
Thu, 09/03/2015 - 10:14 — admin| Publication Type | Proceedings Article |
| Year of Publication | 2015 |
| Authors | F.-Javier Heredia; Jordi Riera; Montserrat Mata; Joan Escuer; Jordi Romeu |
| Conference Name | 12th International Conference on the European Energy Market (EEM15) |
| Pagination | 1- 5 |
| Conference Start Date | 19/05/2015 |
| Publisher | IEEE |
| Conference Location | Lisbone, Portugal. |
| ISBN Number | 978-1-4673-6692-2/15 |
| Key Words | virtual power plants; energy economy; battery energy storage systems; electricity markets; SAS/OR; wind power; research; paper |
| Abstract | Battery electric storage systems (BESS) in the range of 1-10 MWh is a key technology allowing a more efficient operation of small electricity market producer. The aim of this work is to assess the economic viability of Li-ion based BESS systems for small electricity producers. The results of the ex-post economic analysis performed with real data from the Iberian Electricity Market shows the economic viability of a Li-ion based BESS thanks to the optimal operation in day-ahead and ancillary electricity markets. |
| URL | Click Here |
| DOI | 10.1109/EEM.2015.7216739 |
| Preprint | http://hdl.handle.net/2117/82524 |
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El almacenamiento de la electricidad
Tue, 07/21/2015 - 19:55 — admin| Publication Type | Conference/School/Seminar attendance |
| Year of Publication | 2015 |
| Authors | F.-Javier Heredia |
| Event Type | Seminar |
| Conference Organiser | Fundación gas Natural fenosa |
| Conference Dates | 17/02/2015 |
| Conference Location | Madrid, Spain |
| Key Words | research; MTM2013-48462-C2-1; electricity storage systems |
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A multi-objective approach to infrastructure planning in the early stages of EV introduction
Fri, 07/17/2015 - 13:15 — admin| Publication Type | Conference Paper |
| Year of Publication | 2015 |
| Authors | Cristina Corchero; Andina Brown; Oriol Serch; Miguel Cruz; F.-Javier Heredia |
| 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; multi objective optimization; electrical vehicle, charging point location |
| Abstract | The aim of this study is to address the problem of locating fast charging stations for electric vehicles in the early stages of infrastructure implementation. Despite existence of successful trials and pilot projects, there are barriers preventing the successful development of a private EV market in its present state; investors are reluctant to invest in infrastructure due to the relatively small number of EV users, and conversely consumers are hesitant about purchasing EVs due high prices and a lack of charging infrastructure. It has been identified that introducing fast charging stations can aid this process, in particular by easing users’ concerns about running out of charge before reaching their destination. This 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: (1) 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 (2) to minimise the set up costs associated with the installation of the stations. A mathematical model is formulated and implemented to obtain results for the case study of Barcelona. The optimal solutions are found and used to depict the Pareto front, offering insight into the nature of the trade-offs between the objectives and aiding the decision making process. |
| URL | Click Here |
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Parallel Proximal Bundle Methods for Stochastic Electricity Market Problems
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. |
| URL | Click Here |
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Participation in the 12th International Conference on the European Energy Market
Wed, 06/24/2015 - 15:48 — admin
The International Conference on the European Energy Market is the premier forum for the exchange of ideas and to discuss the development of the energy markets in Europe. It has achieved a huge success during the past eleven editions covering the electricity and gas markets policies and experiences, climate change impacts on the sector and developments at the European level. In 2015, the EEM was hosted by ISEL - Instituto Superior de Engenharia de Lisboa in cooperation with the Technical University of Lodz. I contributed to this conference with the presentation of the following two works:
A stochastic programming model for the tertiary control of microgrids
Wed, 06/24/2015 - 13:19 — admin| Publication Type | Conference Paper |
| Year of Publication | 2015 |
| Authors | Leire Citores; Cristina Corchero; F.-Javier Heredia |
| Conference Name | 12th International Conference on the European Energy Market |
| Conference Date | 19-22/05/2015 |
| Conference Location | Lisbon, Portugal |
| Type of Work | contributed presentation |
| Key Words | research; MTM2013-48462-C2-1; microgrid; stochastic programming; scenario generation; wind power |
| Abstract | In this work 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 as 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 a significant improvement over a deterministic model. |
| URL | Click Here |
| Export | Tagged XML BibTex |
Economic analysis of battery electric storage systems operating in electricity markets
Wed, 06/24/2015 - 13:06 — admin| Publication Type | Conference Paper |
| Year of Publication | 2015 |
| Authors | F.-Javier Heredia; Jordi Riera; Montserrat Mata; Joan Escuer; Jordi Romeu |
| Conference Name | 12th International Conference on the European Energy Market |
| Conference Date | 19-22/05/2015 |
| Conference Location | Lisbon, Portugal |
| Type of Work | contributed presentation |
| Key Words | research; MTM2013-48462-C2-1; battery electricity storage systems; electricity markets; day-ahead market; secondary reserve market; SAS/OR; wind power plants; energy economy; virtual power plant |
| Abstract | Battery electric storage systems (BESS) in the range of 1-10 MWh is a key technology allowing a more efficient operation of small electricity market producer. The aim of this work is to assess the economic viability of Li-ion based BESS systems for small electricity producers. The results of the ex-post economic analysis performed with real data from the Iberian Electricity Market shows the economic viability of a Li-ion based BESS thanks to the optimal operation in day-ahead and ancillary electricity markets. |
| URL | Click Here |
| Export | Tagged XML BibTex |
Participation in the 20th Conference of the International Federation of Operational Research Societies (IFORS2014)
Thu, 11/27/2014 - 23:20 — admin
On July 2014 Barcelona hosted the 20th Conference of the International Federation of Operational Research Societies (IFORS2014), one the most important meetings of the international OR community. The 20th edition of this conference was organized by the OR community in the different universities of Catalonia, under the leadership of prof. Elena Fernández, from the UNiversitat Politècnica de Catalunya-BarcelonaTech. I had the opportunity to contribute to this event as a member of the Organizing Committee as well as organizing a very successfull stream on Optimization Models and Algorithms in Energy Industry (28 contributions), together with my friend and colleague Dr. Cristina Corchero (Catalonian Institute for Energy Research, IREC). I also presented the work Stochastic Optimal Bid to Electricity Markets with Emission Risk Constraints, co-authored with Julián Cifuentes , a former student of the Master in Statistics and Operations Research, and Dr. Cristina Corchero.
A stochastic programming model for the tertiary control of microgrids
Thu, 11/27/2014 - 16:48 — admin| Publication Type | Tesis de Grau i Màster // BSc and MSc Thesis |
| Year of Publication | 2014 |
| Authors | Leire Citores |
| Director | F.-Javier Heredia, Cristina Corchero |
| Tipus de tesi | MSc Thesis |
| Titulació | Master in Statistics and Operations research |
| Centre | Faculty of Mathematics and Statistics |
| Data defensa | 27/06/2014 |
| Nota // mark | 10 MH (A with Honours) |
| Key Words | research; teaching; microgrids, stochastic programming; scenario generation; wind generation; day-ahead electricity market; imbalances; MSc Thesis |
| Abstract | In 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 / handle | http://hdl.handle.net/2099.1/23235 |
| URL | Click Here |
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