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A MILP-Based Approach for Hydrothermal Scheduling

In: Operations Research Proceedings 2012

Author

Listed:
  • Dewan Fayzur Rahman

    (INESC TEC (formerly INESC Porto))

  • Ana Viana

    (Polytechnic Institute of Porto and INESC TEC (formerly INESC Porto))

  • João Pedro Pedroso

    (University of Porto and INESC TEC (formerly INESC Porto))

Abstract

This paper presents new solution approaches capable of finding optimal solutions for the Hydrothermal Scheduling Problem (HSP) in power generation planning. The problem has been proven to be NP-hard and no exact methods have been able to tackle it, for problem sizes of practical relevance. We explore three approaches. The first method is an iterative algorithm that has been successfully used previously to solve the thermal commitment problem. The two other methods are “Local Branching” and a hybridization of “Particle Swarm Optimization” with a general purpose solver. Computational experiments show that the iterative piecewise linear approximation method outperforms more elaborated approaches, indicating that recourse to matheuristics for solving this problem is not necessary.

Suggested Citation

  • Dewan Fayzur Rahman & Ana Viana & João Pedro Pedroso, 2014. "A MILP-Based Approach for Hydrothermal Scheduling," Operations Research Proceedings, in: Stefan Helber & Michael Breitner & Daniel Rösch & Cornelia Schön & Johann-Matthias Graf von der Schu (ed.), Operations Research Proceedings 2012, edition 127, pages 157-162, Springer.
  • Handle: RePEc:spr:oprchp:978-3-319-00795-3_23
    DOI: 10.1007/978-3-319-00795-3_23
    as

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