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Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty

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Cited by:

  1. Klein Haneveld, W.K. & Vlerk, M.H. van der, 2000. "Optimizing electricity distribution using two-stage integer recourse models," Research Report 00A26, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  2. Nickel, Stefan & Saldanha-da-Gama, Francisco & Ziegler, Hans-Peter, 2012. "A multi-stage stochastic supply network design problem with financial decisions and risk management," Omega, Elsevier, vol. 40(5), pages 511-524.
  3. Ke, Xinda & Wu, Di & Rice, Jennie & Kintner-Meyer, Michael & Lu, Ning, 2016. "Quantifying impacts of heat waves on power grid operation," Applied Energy, Elsevier, vol. 183(C), pages 504-512.
  4. Luis Montero & Antonio Bello & Javier Reneses, 2020. "A New Methodology to Obtain a Feasible Thermal Operation in Power Systems in a Medium-Term Horizon," Energies, MDPI, vol. 13(12), pages 1-17, June.
  5. Arjmand, Reza & Rahimiyan, Morteza, 2016. "Statistical analysis of a competitive day-ahead market coupled with correlated wind production and electric load," Applied Energy, Elsevier, vol. 161(C), pages 153-167.
  6. Luis Montero & Antonio Bello & Javier Reneses, 2022. "A Review on the Unit Commitment Problem: Approaches, Techniques, and Resolution Methods," Energies, MDPI, vol. 15(4), pages 1-40, February.
  7. Yongpei Guan & Shabbir Ahmed & George L. Nemhauser, 2009. "Cutting Planes for Multistage Stochastic Integer Programs," Operations Research, INFORMS, vol. 57(2), pages 287-298, April.
  8. Psarros, Georgios N. & Nanou, Sotirios I. & Papaefthymiou, Stefanos V. & Papathanassiou, Stavros A., 2018. "Generation scheduling in non-interconnected islands with high RES penetration," Renewable Energy, Elsevier, vol. 115(C), pages 338-352.
  9. Wim Ackooij & Jérôme Malick, 2016. "Decomposition algorithm for large-scale two-stage unit-commitment," Annals of Operations Research, Springer, vol. 238(1), pages 587-613, March.
  10. Zhu, Y. & Li, Y.P. & Huang, G.H. & Fu, D.Z., 2013. "Modeling for planning municipal electric power systems associated with air pollution control – A case study of Beijing," Energy, Elsevier, vol. 60(C), pages 168-186.
  11. Jeanne Aslak Petersen & Ditte Heide-Jørgensen & Nina Detlefsen & Trine Boomsma, 2016. "Short-term balancing of supply and demand in an electricity system: forecasting and scheduling," Annals of Operations Research, Springer, vol. 238(1), pages 449-473, March.
  12. Sebastian Kuhn & Rüdiger Schultz, 2009. "Risk neutral and risk averse power optimization in electricity networks with dispersed generation," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 69(2), pages 353-367, May.
  13. Giarola, Sara & Forte, Ornella & Lanzini, Andrea & Gandiglio, Marta & Santarelli, Massimo & Hawkes, Adam, 2018. "Techno-economic assessment of biogas-fed solid oxide fuel cell combined heat and power system at industrial scale," Applied Energy, Elsevier, vol. 211(C), pages 689-704.
  14. Jochem, Patrick & Schönfelder, Martin & Fichtner, Wolf, 2015. "An efficient two-stage algorithm for decentralized scheduling of micro-CHP units," European Journal of Operational Research, Elsevier, vol. 245(3), pages 862-874.
  15. Cerisola, Santiago & Latorre, Jesus M. & Ramos, Andres, 2012. "Stochastic dual dynamic programming applied to nonconvex hydrothermal models," European Journal of Operational Research, Elsevier, vol. 218(3), pages 687-697.
  16. Suvrajeet Sen & Lihua Yu & Talat Genc, 2006. "A Stochastic Programming Approach to Power Portfolio Optimization," Operations Research, INFORMS, vol. 54(1), pages 55-72, February.
  17. Hongling, Liu & Chuanwen, Jiang & Yan, Zhang, 2008. "A review on risk-constrained hydropower scheduling in deregulated power market," Renewable and Sustainable Energy Reviews, Elsevier, vol. 12(5), pages 1465-1475, June.
  18. Thomas Bittar & Pierre Carpentier & Jean-Philippe Chancelier & Jérôme Lonchampt, 2022. "A decomposition method by interaction prediction for the optimization of maintenance scheduling," Annals of Operations Research, Springer, vol. 316(1), pages 229-267, September.
  19. Georgopoulou, Chariklia A. & Giannakoglou, Kyriakos C., 2009. "Two-level, two-objective evolutionary algorithms for solving unit commitment problems," Applied Energy, Elsevier, vol. 86(7-8), pages 1229-1239, July.
  20. Wim Ackooij, 2014. "Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 80(3), pages 227-253, December.
  21. Steeger, Gregory & Rebennack, Steffen, 2017. "Dynamic convexification within nested Benders decomposition using Lagrangian relaxation: An application to the strategic bidding problem," European Journal of Operational Research, Elsevier, vol. 257(2), pages 669-686.
  22. Xiaoyu Wang & Kan Yang & Liu Yang, 2018. "Application Research of Inner-plant Economical Operation by Multi-colony Ant Optimization," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 32(13), pages 4275-4295, October.
  23. Schulze, Tim & McKinnon, Ken, 2016. "The value of stochastic programming in day-ahead and intra-day generation unit commitment," Energy, Elsevier, vol. 101(C), pages 592-605.
  24. Anthony Papavasiliou & Shmuel S. Oren, 2013. "Multiarea Stochastic Unit Commitment for High Wind Penetration in a Transmission Constrained Network," Operations Research, INFORMS, vol. 61(3), pages 578-592, June.
  25. Vlasta Kaňková, 2005. "Multistage Stochastic Decision and Economic Processes [Vícestupňové stochastické rozhodování a ekonomické procesy]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2005(1), pages 119-127.
  26. Jianqiu Huang & Kai Pan & Yongpei Guan, 2021. "Multistage Stochastic Power Generation Scheduling Co-Optimizing Energy and Ancillary Services," INFORMS Journal on Computing, INFORMS, vol. 33(1), pages 352-369, January.
  27. Michael S. Casey & Suvrajeet Sen, 2005. "The Scenario Generation Algorithm for Multistage Stochastic Linear Programming," Mathematics of Operations Research, INFORMS, vol. 30(3), pages 615-631, August.
  28. Zhu, Y. & Li, Y.P. & Huang, G.H., 2012. "Planning municipal-scale energy systems under functional interval uncertainties," Renewable Energy, Elsevier, vol. 39(1), pages 71-84.
  29. Bakker, Hannah & Dunke, Fabian & Nickel, Stefan, 2020. "A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice," Omega, Elsevier, vol. 96(C).
  30. Jin, L. & Huang, G.H. & Fan, Y.R. & Wang, L. & Wu, T., 2015. "A pseudo-optimal inexact stochastic interval T2 fuzzy sets approach for energy and environmental systems planning under uncertainty: A case study for Xiamen City of China," Applied Energy, Elsevier, vol. 138(C), pages 71-90.
  31. Zhu, Y. & Huang, G.H. & Li, Y.P. & He, L. & Zhang, X.X., 2011. "An interval full-infinite mixed-integer programming method for planning municipal energy systems - A case study of Beijing," Applied Energy, Elsevier, vol. 88(8), pages 2846-2862, August.
  32. Bernard Knueven & James Ostrowski & Jean-Paul Watson, 2020. "On Mixed-Integer Programming Formulations for the Unit Commitment Problem," INFORMS Journal on Computing, INFORMS, vol. 32(4), pages 857-876, October.
  33. repec:dgr:rugsom:00a26 is not listed on IDEAS
  34. Garcia-Gonzalez, Javier & Parrilla, Ernesto & Mateo, Alicia, 2007. "Risk-averse profit-based optimal scheduling of a hydro-chain in the day-ahead electricity market," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1354-1369, September.
  35. İ. Esra Büyüktahtakın, 2022. "Stage-t scenario dominance for risk-averse multi-stage stochastic mixed-integer programs," Annals of Operations Research, Springer, vol. 309(1), pages 1-35, February.
  36. Eyyüb Y. Kıbış & İ. Esra Büyüktahtakın & Robert G. Haight & Najmaddin Akhundov & Kathleen Knight & Charles E. Flower, 2021. "A Multistage Stochastic Programming Approach to the Optimal Surveillance and Control of the Emerald Ash Borer in Cities," INFORMS Journal on Computing, INFORMS, vol. 33(2), pages 808-834, May.
  37. Vlasta Kaňková, 2007. "Multistage Stochastic Programming via Autoregressive Sequences [Autoregresní posloupnosti v úlohách vícestupňového stochastického programování]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2007(4), pages 99-110.
  38. Melamed, Michal & Ben-Tal, Aharon & Golany, Boaz, 2018. "A multi-period unit commitment problem under a new hybrid uncertainty set for a renewable energy source," Renewable Energy, Elsevier, vol. 118(C), pages 909-917.
  39. Zhou, Kaile & Yang, Shanlin & Chen, Zhiqiang & Ding, Shuai, 2014. "Optimal load distribution model of microgrid in the smart grid environment," Renewable and Sustainable Energy Reviews, Elsevier, vol. 35(C), pages 304-310.
  40. Jeanne Aslak Petersen & Ditte Mølgård Heide-Jørgensen & Nina Kildegaard Detlefsen & Trine Krogh Boomsma, 2016. "Short-term balancing of supply and demand in an electricity system: forecasting and scheduling," Annals of Operations Research, Springer, vol. 238(1), pages 449-473, March.
  41. Georgopoulou, Chariklia A. & Giannakoglou, Kyriakos C., 2010. "Metamodel-assisted evolutionary algorithms for the unit commitment problem with probabilistic outages," Applied Energy, Elsevier, vol. 87(5), pages 1782-1792, May.
  42. Heejung Park, 2022. "A Unit Commitment Model Considering Feasibility of Operating Reserves under Stochastic Optimization Framework," Energies, MDPI, vol. 15(17), pages 1-22, August.
  43. Yonghan Feng & Sarah Ryan, 2016. "Solution sensitivity-based scenario reduction for stochastic unit commitment," Computational Management Science, Springer, vol. 13(1), pages 29-62, January.
  44. Lima, Ricardo M. & Novais, Augusto Q. & Conejo, Antonio J., 2015. "Weekly self-scheduling, forward contracting, and pool involvement for an electricity producer. An adaptive robust optimization approach," European Journal of Operational Research, Elsevier, vol. 240(2), pages 457-475.
  45. Maria Vespucci & Francesca Maggioni & Maria Bertocchi & Mario Innorta, 2012. "A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants," Annals of Operations Research, Springer, vol. 193(1), pages 91-105, March.
  46. Wim Ackooij & Jérôme Malick, 2016. "Decomposition algorithm for large-scale two-stage unit-commitment," Annals of Operations Research, Springer, vol. 238(1), pages 587-613, March.
  47. René Brandenberg & Matthias Huber & Matthias Silbernagl, 2017. "The summed start-up costs in a unit commitment problem," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 5(1), pages 203-238, March.
  48. Diana Barro & Elio Canestrelli, 2016. "Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 38(3), pages 711-742, July.
  49. Moritz Nobis & Carlo Schmitt & Ralf Schemm & Armin Schnettler, 2020. "Pan-European CVaR-Constrained Stochastic Unit Commitment in Day-Ahead and Intraday Electricity Markets," Energies, MDPI, vol. 13(9), pages 1-35, May.
  50. Schulze, Tim & Grothey, Andreas & McKinnon, Ken, 2017. "A stabilised scenario decomposition algorithm applied to stochastic unit commitment problems," European Journal of Operational Research, Elsevier, vol. 261(1), pages 247-259.
  51. Chen, C. & Li, Y.P. & Huang, G.H. & Zhu, Y., 2012. "An inexact robust nonlinear optimization method for energy systems planning under uncertainty," Renewable Energy, Elsevier, vol. 47(C), pages 55-66.
  52. Robert Fourer & Leo Lopes, 2006. "A management system for decompositions in stochastic programming," Annals of Operations Research, Springer, vol. 142(1), pages 99-118, February.
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