F.-Javier Heredia - Academic web site

Publication Type	Journal Article
Year of Publication	2012
Authors	F.-Javier Heredia; Marcos J. Rider; C. Corchero
Journal Title	Annals of Operations Research
Volume	193
Issue	1
Pages	107-127
Start Page	107
Journal Date	2012
Publisher	Springer
ISSN Number	0254-5330
Key Words	research; paper; stochastic programming; day-ahead market; combined cycle; bilateral contracts; modeling; DPI2008-02154
Abstract	This paper develops a stochastic programming model that integrates 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 bilateral contract 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. The main contributions of this paper include: (a) a new model for the optimal bid function and matched energy for thermal and CC units, (b) a new and detailed mixed-integer formulation of the operation rules of the CC units and (c) the joint optimization of all the above-mentioned factors together with the BC duties. The model was tested with real data of market prices and programming units of a GenCo operating in the Spanish electricity market.
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DOI	10.1007/s10479-011-0847-x
Preprint	http://hdl.handle.net/2117/2282
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Publication Type	Journal Article
Year of Publication	2011
Authors	Cristina Corchero; F.-Javier Heredia
Journal Title	Computers & Operations Research
Volume	38
Issue	11
Pages	1501-1512
Start Page	1501
Journal Date	2011
Publisher	Elsevier
ISSN Number	0305-0548
Key Words	research; paper; stochastic programming; optimal bod; day-ahead market; MIBEL; DPI2008-02154; modeling
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DOI	10.1016/j.cor.2011.01.008
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The work A stochastic programming model for the optimal electricity market bid problem with bilateral contracts for thermal and combined cycle units of F.-Javier Heredia, Marcos J. Rider and C. Corchero has been accepted for publication in the journal Annals of Operations Research. A preliminary version of the manuscript is available at E-Prints UPC http://hdl.handle.net/2117/2282. This study, which was developed as a part of the research project DPI2008-02153,  allows a price-taker generation company to decide the unit commitment of the thermal and combined cycle programming units, the economic dispatch of the bilateral contract between all the programming units and the optimal sale bid by observing the Spanish peninsular regulation.

The work A Stochastic Programming Model for the Thermal Optimal Day-Ahead Bid Problem with Physical Futures Contracts of C. Corchero and F.-Javier Heredia, has been accepted for publication in the journal Computers & Operations Research (DOI:10.1016/j.cor.2011.01.008). A preprint version of the manuscript is available at http://hdl.handle.net/2117/2795. The goal of this work, which was developed as a part of the research project DPI2008-02153,  is to optimize coordination between physical futures contracts and the day-ahead bidding which follow the MIBEL's regulation. The authors propose a stochastic quadratic mixed-integer programming model which maximizes the expected profits, taking into account futures contracts settlement.

Publication Type	Conference Paper
Year of Publication	2000
Authors	F.-Javier Heredia; Cesar Beltrán
Conference Name	9th Stockolm Optimization Days
Conference Date	06/2000
Conference Location	Stockholm, Sweden
Type of Work	Contributed presentation
Key Words	research, radar subgradient; guc
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Publication Type	Funded research projects
Year of Publication	1995
Authors	F.-Javier Heredia
Type of participation	Researcher
Duration	07/1995-12/1996
Funding organization	Electra de Viesgo S.A.
Partners	Dep. Estadística i Investigació Operativa, UPC.
Full time researchers	3
Budget	24.812,79€
Project code	UPC C2325
Key Words	research; contracts; Electra de Viesgo; project; private; energy
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Publication Type	Funded research projects
Year of Publication	1993
Authors	F.-Javier Heredia
Type of participation	Researcher
Duration	10/1993-05/1995
Funding organization	Electra de Viesgo S.A.
Partners	Dep. Estadística i Investigació Operativa, UPC
Full time researchers	4
Budget	62.505,26€
Project code	UPC C1958
Key Words	research; contracts; Electra de Viesgo; network expansion; project; private; energy
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Publication Type	Funded research projects
Year of Publication	1992
Authors	F.-Javier Heredia
Type of participation	Researcher
Duration	01/1989-12/1992
Funding organization	Red Eléctrica de España, S.A.
Partners	Dept. d?Estadística i Investigació Operativa, Universitat Politècnica de Catalunya.
Full time researchers	3
Budget	102.472,00€
Project code	UPC C0606
Key Words	research; contracts; REE; multicommodity; project; public; competitive; energy
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Publication Type	Tesis de Grau i Màster // BSc and MSc Thesis
Year of Publication	2003
Authors	Jordi Laseras
Director	F.-Javier Heredia
Tipus de tesi	Tesi Final de Màster // MSc Thesis
Titulació	Llicenciatura en Ciències i Tècniques Estadístiques
Centre	Facultat de Matemàtiques i Estadística, UPC
Data defensa	01/05/2003
Nota // mark	10 (over 10) MH
Key Words	teaching; UPC; FME; LCTE; MSc Thesis
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Publication Type	Thesis
Year of Publication	2001
Authors	Cesar Beltran
Academic Department	Dept. of Statistics and Operations Research. Prof. F.-Javier Heredia, advisor.
Number of Pages	147
University	Universitat Politècnica de Catalunya
City	Barcelona
Degree	PhD Thesis
Key Words	research; radar multiplier; generalised unit commitment; teaching
Abstract	This 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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