Applying different decomposition schemes using the progressive hedging algorithm to the operation planning problem of a hydrothermal system

Stochastic optimization models based on risk-averse measures are of essential importance in financial management and business operations. This paper studies new algorithms for a popular class of these models, namely, the mean-deviation models in multistage decision making under uncertainty. It is argued that these types of problems enjoy a scenario-decomposable structure, which could be utilized in an efficient progressive hedging procedure. In case that linkage constraints arise in reformulations of the original problem, a Lagrange progressive hedging algorithm could be utilized to solve the reformulated problem. Convergence results of the algorithms are obtained based on the recent development of the Lagrangian form of stochastic variational inequalities. Numerical results are provided to show the effectiveness of the proposed algorithms.

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Operation Planning of District Heating and Cooling Plants Considering Contract Violation Penalties

Journal of Advanced Computational Intelligence and Intelligent Informatics ◽

10.20965/jaciii.2009.p0185 ◽

2009 ◽

Vol 13 (3) ◽

pp. 185-192

Author(s):

Kosuke Kato ◽

◽

Masatoshi Sakawa ◽

Keiichi Ishimaru ◽

Satoshi Ushiro ◽

...

Keyword(s):

Cold Water ◽

District Heating ◽

Nonlinear Integer Programming ◽

Planning Problem ◽

Integer Programming Problem ◽

Operation Planning ◽

Urban District ◽

Water Steam ◽

Heating And Cooling ◽

Contract Violation

Urban district heating and cooling (DHC) systems operate large freezers, heat exchangers, and boilers to stably and economically supply hot and cold water, steam, etc., based on customer demand. We formulate an operation-planning problem as a nonlinear integer programming problem for an actual DHC plant. To reflect actual decision making appropriately, we incorporate contract-violation penalties into the running cost consisting of fuel and arrangements expenses. We, then, solve operation-planning problems with and without penalties, demonstrating the effectiveness of taking penalties into consideration.

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A Convergence Criterion for Stochastic Dual Dynamic Programming: Application to the Long-Term Operation Planning Problem

IEEE Transactions on Power Systems ◽

10.1109/tpwrs.2017.2787462 ◽

2018 ◽

Vol 33 (4) ◽

pp. 3678-3690 ◽

Cited By ~ 5

Author(s):

Rafael Bruno S. Brandi ◽

Andre Luis Marques Marcato ◽

Bruno Henriques Dias ◽

Tales Pulinho Ramos ◽

Ivo Chaves da Silva Junior

Keyword(s):

Dynamic Programming ◽

Convergence Criterion ◽

Planning Problem ◽

Operation Planning ◽

Stochastic Dual Dynamic Programming ◽

Term Operation ◽

Dual Dynamic Programming

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A Novel Pre-Dispatching Strategy of Power System under Extreme Weather

Processes ◽

10.3390/pr9122112 ◽

2021 ◽

Vol 9 (12) ◽

pp. 2112

Author(s):

Tianen Huang ◽

Zhenjie Wu ◽

Yuantao Wang ◽

Jian Tang ◽

Xiang Li ◽

...

Keyword(s):

Distribution Network ◽

Distribution Networks ◽

Test System ◽

Power Grids ◽

Economic Losses ◽

Power Outage ◽

Progressive Hedging ◽

Progressive Hedging Algorithm ◽

On Line ◽

The Cost

Pre-dispatch is an important way for distribution networks to cope with typhoon weather, enhance resilience and reduce economic losses. In order to accurately describe the faults and consequences of components’ failure in the distribution network, this paper establishes a pre-dispatch model to cope with typhoon weather based on line failures consequence analysis. First, Monte Carlo simulation is used to sample the typical fault scenarios of vulnerable lines. According to the location of switchgear, the distribution network is partitioned and a block breaker correlation matrix is established. Combined with the line fault status, a fault consequence model of distribution lines related to the pre-dispatching strategy is established. Then, the objective function is given to minimize the sum of the cost of the pre-dispatch operation and the power outage, and then establish a pre-dispatch model for the distribution network. In order to reduce the computational complexity, PH (Progressive Hedging) algorithm is used to solve the model. Finally, the IEEE-69 test system is used to analyze the effectiveness of the method. The results show that the proposed dispatching model can effectively avoid potential risks, reduce system economic losses and improve the resilience of power grids.

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