generalized unit commitment

Optimal electricity market bidding strategies considering emission allowances

Publication TypeProceedings Article
Year of Publication2012
AuthorsCristina Corchero; F.-Javier Heredia; Julián Cifuentes
Conference Name2012 9th International Conference on the European Energy Market (EEM 2012)
Series TitleIEEE Conference Publications
Pagination1-8
Conference Start Date10/05/2012
PublisherIEEE
Conference LocationFlorence
EditorIEEE
ISSN Number-
ISBN Number978-1-4673-0834-2
Key Wordsresearch; elecriticy; markets; CO2 allowances; emissions limits; environment; stochastic programming; modeling languages; paper
AbstractThere are many factors that influence the day-ahead market bidding strategies of a GenCo in the current energy market framework. In this work we study 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 operational characteristics of both kinds of units are modeled in detail. We deal with this problem in the framework of the Iberian Electricity Market and the Spanish National Emissions and Allocation Plans. The economic implications for a GenCo of including the environmental restrictions of these National Plans are analyzed.
URLClick Here
DOI10.1109/EEM.2012.6254676
Preprinthttp://hdl.handle.net/2117/18691
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Optimal electricity market bidding strategies considering emission allowances

Publication TypeConference Paper
Year of Publication2012
AuthorsCristina Corchero; F.-Javier Heredia; Julián Cifuentes
Conference Name9th International Conference on the European Energy Market (EEM12)
Conference Date10-12/05/2012
Conference LocationFlorence, Italy
Type of WorkContributed presentation
Key Wordsresearch; elecriticy; markets; CO2 allowances; emissions limits; environment; stochastic programming; modeling languages
AbstractThere are many factors that influence the day-ahead market bidding strategies of a GenCo in the current energy market framework. In this work we study 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 operational characteristics of both kinds of units are modeled in detail. We deal with this problem in the framework of the Iberian Electricity Market and the Spanish National Emissions and Allocation Plans. The economic implications for a GenCo of including the environmental restrictions of these National Plans are analyzed.
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The Radar Subgradient Method Applied to the Unit Commitment Problem

Publication TypeConference Paper
Year of Publication2000
AuthorsF.-Javier Heredia; Cesar Beltrán
Conference Name9th Stockolm Optimization Days
Conference Date06/2000
Conference LocationStockholm, Sweden
Type of WorkContributed presentation
Key Wordsresearch, radar subgradient; guc
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Aplicació del mètode "Radar Mulplier" al problema GUC amb factibilitat total

Publication TypeTesis de Grau i Màster // BSc and MSc Thesis
Year of Publication2003
AuthorsJordi Laseras
DirectorF.-Javier Heredia
Tipus de tesiTesi Final de Màster // MSc Thesis
TitulacióLlicenciatura en Ciències i Tècniques Estadístiques
CentreFacultat de Matemàtiques i Estadística, UPC
Data defensa01/05/2003
Nota // mark10 (over 10) MH
Key Wordsteaching; UPC; FME; LCTE; MSc Thesis
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Generalized unit commitment by the radar multiplier method

Publication TypeThesis
Year of Publication2001
AuthorsCesar Beltran
Academic DepartmentDept. of Statistics and Operations Research. Prof. F.-Javier Heredia, advisor.
Number of Pages147
UniversityUniversitat Politècnica de Catalunya
CityBarcelona
DegreePhD Thesis
Key Wordsresearch; radar multiplier; generalised unit commitment; teaching
AbstractThis 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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Recent Advances in Optimisation of Generation Operation

Publication TypeConference/School/Seminar attendance
Year of Publication1999
AuthorsF.-Javier Heredia
Conference NameElectric Energy Systems University Enterprise Training Partnership
Event TypeSeminar
Conference OrganiserElectricité de France (EDF)
Conference Dates25-26/03/1999
Conference LocationClamart, France
Key Wordsresearch; power systems; EDF
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Optimal Bidding Strategies for Thermal and Combined Cycle Units in the Day-ahead Electricity Market with Bilateral Contracts

Publication TypeConference Paper
Year of Publication2009
AuthorsHeredia, F.-Javier; Rider, Marcos.-J.; Corchero, C.
Conference Name2009 Power Engineering Society General Meeting
Series TitleProceedings of the Power Engineering Society General Meeting, 2009. IEEE
Volume1
Pagination1-6
Conference Date26-30/07/2009
PublisherIEEE
Conference LocationCalgary, Alberta, Canada
EditorIEEE
Type of WorkContributed oral presentation
ISSN Number1944-9925
ISBN Number978-1-4244-4241-6
Key Wordsresearch; stochastic programming; electricity markets; day-ahead market, bilateral contracts; Combined Cycle Units; optimal bid
AbstractThis paper developed a stochastic programming model that integrated the most recent regulation rules of the Spanish peninsular system for bilateral contracts in the dayahead optimal bid problem. Our model allows a price-taker generation company to decide the unit commitment of the thermal and combined cycle programming units, the economic dispatch of the BC between all the programming units and the optimal sale bid by observing the Spanish peninsular regulation. The model was solved using real data of a typical generation company and a set of scenarios for the Spanish market price. The results are reported and analyzed.
URLClick Here
DOI10.1109/PES.2009.5275680
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Estudi i optimització de l'oferta al Mercat Ibèric d'Electricitat (MIBEL)

Publication TypeTesis de Grau i Màster // BSc and MSc Thesis
Year of Publication2009
AuthorsSilvia Nieto; Iván Ruz
DirectorF.-Javier Heredia
Tipus de tesiTesi de Grau // BSC Thesis
TitulacióDiplomatura d'Estadística
CentreFacultat de Matemàtiques i Estadística, UPC
Data defensa09/07/2009
Nota // mark9.5 (over 10) E
Key Wordsteaching; PFC-DE; MIBEL; optimal bid; BSc Thesis
AbstractEstudi de les ofertes reals de les companyies productores d'energia elèctrica a MIBEL i comparació de dos models alternatius de optimització de l'oferta.
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Lectura de dos PFC's a la DE sobre oferta òptima als mercats d'energia elèctrica.

El passat dijous 9 de juliol de 2009 es va llegir el Projecte Final de Carrera dels alumnes Silvia Nieto i Ivan Ruz, que portava per títol "Estudi i optimització de l’oferta al Mercat Ibèric ’Electricitat (MIBEL)", dirigit pel professor Javier Heredia. Els objectius del treball han estat:


  • Fer una descriptiva de les dades obtingudes de les energies tèrmiques per veure el comportament que hi tenen.
  • Entendre el model d'optimització d'oferta presentat a l'article [1], i compendre la seva implementació.
  • Entendre el model d'optimització d'oferta de l'article [2] i resoldre una nova modelització adaptant aquest model a l'anterior fent els canvis pertinents.
  • Comparar els dos models i treure'n conclusions sobre quin és el més eficient.

Aquí teniu més informació.

[1] Arroyo, José M. ; Carrión, Miguel. A computationally efficient mixed-integer linear formulation for the termal unit commitment problem. Institute of Electrical and Electronics Engineers transactions on power systems, vol. 21, nº3, agost 2006.

[2] Cristina Corchero, F. Javier Heredia, "A Stochastic Programming Model for the Thermal Optimal Day-Ahead Bid Problem with Physical Futures Contracts", Submitted to European Journal of Operations Research, Barcelona, Espanya, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 03/2009

 

Augmented Lagrangean Relaxation and Decomposition Applied to the Short-Term Hydrothermal Coordination Problem

Publication TypeConference Paper
Year of Publication1999
AuthorsBeltran, C.; Heredia, F. J.
Conference Name19th IFIP TC7 Conference on System Modelling and Optimization
Conference Date12-16/07/1999
Conference LocationCambridge, U.K.
Type of WorkContributed oral presentation
Key Wordsaugmented lagrangian relaxation; generalized unit commitment; block coordinated descent method; auxiliary principle problem; research
AbstractThe problem dealt with is called the Short-Term Hydrothermal Coordination (SHTC) problem. The objective of this problem is the optimization of electrical production and distribution, considering a short-term planning horizon (from one day to one week). Hydraulic and thermal plants must be coordinated in order to satisfy the customer demand of electricity at the minimum cost and with a reliable service. The model for the STHC problem presented here considers the thermal system, the hydraulic system and the distribution network. Nowadays the Lagrangean Relaxation (LR) method is the most widespread procedure to solve the STHC problem. The initial Classical Lagrangean Relaxation (CLR) method was improved by the Augmented Lagrangean Relaxation (ALR) method, although recent advances in the multiplier updating for the CLR method (cutting plane, bundle methods, etc.) have brought this classical method back into fashion. Two main advantages of the ALR method over the CLR method: (1) the ALR method allows us to obtain a saddle-point even in cases where the CLR method presents a duality gap. The solution of the STHC problem by the CLR method usually yields an infeasible primal solution $x_k$ due to the duality gap, whereas in the ALR method a solution of the dual problem provides a feasible primal solution. (2) The second advantage is that, using the CLR method, the differentiability of the dual function cannot be ensured and therefore nondifferentiable methods must be applied in the CLR method. This difficulty can be overcome if an augmented Lagrangean is used, since the dual function $q_c$ is differentiable for an appropriate c. Thus, the multipliers can be updated using ``large steps''. The main weakness of the ALR method is that the quadratic terms introduced by the augmented Lagrangean are not separable. If we want to solve the STHC problem by decomposition, some methods, such as the Auxiliary Problem Principle, or, as in our case, the Block Coordinate Descent method, must be used. However, the CLR method gives a separable Lagrangean. The starting point is the paper by Batut and Renaud [1] and therefore we use Variable Duplication plus the Augmented Lagrangean Relaxation (ALR) method. The method used by Batut and Renaud is improved theoretically and practically. From the theoretical point of view, the conservative Auxiliary Problem Principle is replaced by the Block Coordinate Descent Method that shows to be faster. From the practical point of view, an effective software package designed to solve the Optimum Short-Term Hydrothermal Coordination Problem, is incorporated in order to speed up the whole algorithm. Several medium to large scale instances of this problem have been solved showing the applicability of the proposed procedure.
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