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Interior point method for long-term generation scheduling of large-scale hydrothermal systems

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Abstract

This paper presents an interior point method for the long-term generation scheduling of large-scale hydrothermal systems. The problem is formulated as a nonlinear programming one due to the nonlinear representation of hydropower production and thermal fuel cost functions. Sparsity exploitation techniques and an heuristic procedure for computing the interior point method search directions have been developed. Numerical tests in case studies with systems of different dimensions and inflow scenarios have been carried out in order to evaluate the proposed method. Three systems were tested, with the largest being the Brazilian hydropower system with 74 hydro plants distributed in several cascades. Results show that the proposed method is an efficient and robust tool for solving the long-term generation scheduling problem.

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Authors and Affiliations

  1. Mathematic Department, Paulista State University, Av. Ariberto Pereira da Cunha, 333, Guaratinguetá, SP, 12516-410, Brazil

    Anibal Tavares Azevedo

  2. Applied Mathematic Department, State University of Campinas, Rua Sergio Buarque de Holanda, 651, Campinas, SP, 13083-970, Brazil

    Aurelio Ribeiro Leite Oliveira

  3. School of Electrical and Computer Engineering, State University of Campinas, Rua Albert Einstein, 400, Campinas, SP, 13083-852, Brazil

    Secundino Soares

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  1. Anibal Tavares Azevedo
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  2. Aurelio Ribeiro Leite Oliveira
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  3. Secundino Soares
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Correspondence to Anibal Tavares Azevedo.

Additional information

This research was supported in part by the Foundation for the Support of Research of the State of São Paulo (FAPESP), by the Brazilian Council for the Development of Science and Technology (CNPq), and by the Superior Level Coordination for Personal Development (CAPES), Brazil.

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Azevedo, A.T., Oliveira, A.R.L. & Soares, S. Interior point method for long-term generation scheduling of large-scale hydrothermal systems. Ann Oper Res 169, 55–80 (2009). https://doi.org/10.1007/s10479-008-0389-z

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