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Incluant une Journée industrielle de l'optimisation

HEC Montréal, 7 - 9 mai 2012

JOPT2012

HEC Montréal, 7 — 9 mai 2012

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WB5 Optimisation de la production d’électricité 2 / Electricity Generation Planning 2

9 mai 2012 11h00 – 12h15

Salle: Raymond Chabot Grant Thornton

Présidée par Michel Gendreau

2 présentations

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    11h00 - 11h25

    Multistage Stochastic Optimization Methods Applied to Solve the Medium-Term Operation Planning Problem

    • Raphael E.C. Gonçalves, Présentateur, Polytechnique Montréal

    The purpose of this work is to present a comparative study about the performance of different multistage stochastic optimization methods applied to the Medium Term Operation Planning problem: Nested Decomposition, a common approach for solving these kinds of problems, and the Progressive Hedging method, particularly promising to solve multistage stochastic.

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    11h25 - 11h50

    Midterm Hydro Generation Scheduling under Inflow Uncertainty Using the Progressive Hedging Algorithm

    • Pierre-Luc Carpentier, Présentateur, Polytechnique Montréal
    • Michel Gendreau, Polytechnique Montréal
    • Fabian Bastin, Université de Montréal

    We propose a new stochastic optimization model to solve Hydro-Québec's midterm generation scheduling problem (MGSP). The aim is to establish weekly generation targets for controllable hydro plants to maximize reservoir energy storage at the end of a 18-24 months planning horizon. Reservoir inflow variability is modeled using a finite scenario tree. Variablehead hydro plants generation functions are modeled as concave piecewise linear functions of reservoir storage and turbined outflow. The MGSP is formulated as a huge multistage stochastic linear program. A Lagrangean relaxation is applied on non-anticipativity constraints of the stochastic program. A scenario decomposition approach is used to solve efficiently the stochastic program. We apply the well-know progressive hedging algorithm. This optimization model is tested on Hydro-Québec large-scale hydro-dominated power system.

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