Comparing stochastic optimization methods to solve the medium-term operation planning problem

IF 2.5 3区 数学 Q1 MATHEMATICS, APPLIED Computational & Applied Mathematics Pub Date : 2011-07-18 DOI:10.1590/S1807-03022011000200003
R. Gonçalves, E. Finardi, E. L. D. Silva, M. L. Santos
{"title":"Comparing stochastic optimization methods to solve the medium-term operation planning problem","authors":"R. Gonçalves, E. Finardi, E. L. D. Silva, M. L. Santos","doi":"10.1590/S1807-03022011000200003","DOIUrl":null,"url":null,"abstract":"The Medium-Term Operation Planning (MTOP) of hydrothermal systems aims to define the generation for each power plant, minimizing the expected operating cost over the planning horizon. Mathematically, this task can be characterized as a linear, stochastic, large-scale problem which requires the application of suitable optimization tools. To solve this problem, this paper proposes to use the Nested Decomposition, frequently used to solve similar problems (as in Brazilian case), and Progressive Hedging, an alternative method, which has interesting features that make it promising to address this problem. To make a comparative analysis between these two methods with respect to the quality of the solution and the computational burden, a benchmark is established, which is obtained by solving a single Linear Programming problem (the Deterministic Equivalent Problem). An application considering a hydrothermal system is carried out.","PeriodicalId":50649,"journal":{"name":"Computational & Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.5000,"publicationDate":"2011-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"11","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Computational & Applied Mathematics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1590/S1807-03022011000200003","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 11

Abstract

The Medium-Term Operation Planning (MTOP) of hydrothermal systems aims to define the generation for each power plant, minimizing the expected operating cost over the planning horizon. Mathematically, this task can be characterized as a linear, stochastic, large-scale problem which requires the application of suitable optimization tools. To solve this problem, this paper proposes to use the Nested Decomposition, frequently used to solve similar problems (as in Brazilian case), and Progressive Hedging, an alternative method, which has interesting features that make it promising to address this problem. To make a comparative analysis between these two methods with respect to the quality of the solution and the computational burden, a benchmark is established, which is obtained by solving a single Linear Programming problem (the Deterministic Equivalent Problem). An application considering a hydrothermal system is carried out.
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
比较随机优化方法解决中期运营计划问题
热液系统的中期运行规划(MTOP)旨在确定每个电厂的发电量,使规划期内的预期运行成本最小化。在数学上,这项任务可以被描述为一个线性的、随机的、大规模的问题,需要应用合适的优化工具。为了解决这个问题,本文建议使用嵌套分解,经常用于解决类似的问题(如巴西的情况),以及渐进式套期保值,一种替代方法,它具有有趣的特征,使其有望解决这个问题。为了对这两种方法在求解质量和计算量方面进行比较分析,建立了一个基准,并通过求解单个线性规划问题(确定性等价问题)得到该基准。以热液系统为例进行了应用。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
求助全文
约1分钟内获得全文 去求助
来源期刊
Computational & Applied Mathematics
Computational & Applied Mathematics Mathematics-Computational Mathematics
CiteScore
4.50
自引率
11.50%
发文量
352
审稿时长
>12 weeks
期刊介绍: Computational & Applied Mathematics began to be published in 1981. This journal was conceived as the main scientific publication of SBMAC (Brazilian Society of Computational and Applied Mathematics). The objective of the journal is the publication of original research in Applied and Computational Mathematics, with interfaces in Physics, Engineering, Chemistry, Biology, Operations Research, Statistics, Social Sciences and Economy. The journal has the usual quality standards of scientific international journals and we aim high level of contributions in terms of originality, depth and relevance.
期刊最新文献
A numerical investigation with energy-preservation for nonlinear space-fractional Klein–Gordon–Schrödinger system A posteriori error estimates of a DG method for optimal control problems governed by the transport equation A diagonally scaled Newton-type proximal method for minimization of the models with nonsmooth composite cost functions Two general splitting methods with alternated inertia for solving split equality problem in Hilbert spaces On $$(G_O,O)-$$fuzzy rough sets based on overlap and grouping functions over complete lattices
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1