A Decomposition Approach to the Economic Dispatch of Hydrothermal Systems

The objective of the predispatch of a hydroelectric system is to produce an hourly generation schedule that does not violate electrical constraints and meets weekly generation targets for each hydro plant. The predispatch can therefore be seen as a link between operation planing and the on-line generation scheduling. This paper presents a decomposition approach to the solution of the predispatch problem, which is modeled as a large-scale linear program and solved by Dantzig-Wolfe decomposition. The subproblems in this decomposition correspond to hourly optimal rescheduling problems and are solved by an efficient version of the Dual Simplex method. Core and CPU requirements are thus greatly reduced. A case study with the Brazilian Southeast netwrk is presented and discussed.