Abstract
This chapter formulates and solves an optimal resource allocation problem of thermal and hydropower plants with multiple basins and multiple connected reservoirs. The stochastic factors of the problem are here represented by natural hydro inflows. A multivariate scenario tree is in this case obtained taking into account the stochastic inputs and their spatial and temporal dependencies. The hydropower plant efficiency depends on its water head and the reservoir volume depends nonlinearly on the headwater elevation, leading to a large-scale stochastic nonlinear optimization problem, whose formulation and solution are detailed in the case study. An analysis of exhaustive alternatives of computer implementation is also discussed.
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Ramos, A., Cerisola, S., Latorre, J.M., Bellido, R., Perea, A., Lopez, E. (2011). A Decision Support Model for Weekly Operation of Hydrothermal Systems by Stochastic Nonlinear Optimization. In: Bertocchi, M., Consigli, G., Dempster, M. (eds) Stochastic Optimization Methods in Finance and Energy. International Series in Operations Research & Management Science, vol 163. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-9586-5_7
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