DocumentCode :
1581226
Title :
Feasibility and optimality cuts for the MultiStage benders decomposition approach: Application to the network constrained hydrothermal scheduling
Author :
Santos, T.N. ; Diniz, A.L.
Author_Institution :
COPPE, Fed. Univ. of Rio de Janeiro, Rio de Janeiro, Brazil
fYear :
2009
Firstpage :
1
Lastpage :
8
Abstract :
We consider the short term hydrothermal scheduling problem, modeled as a deterministic large-scale linear programming problem on a cost minimization basis. The problem is decomposed in time into several subproblems and solved by multi-stage Benders decomposition (MSBD). In this paper, we study two strategies to handle infeasible subproblems that may occur during the MSBD iterative process, even if the original problem is feasible. The first strategy consists in adding slack variables in all constraints, with large penalties in the objective function, and applying the conventional optimality cuts during the whole process. The second approach is to build the so-called ldquofeasibility cutsrdquo to be included in the subproblem of the previous stage whenever the subproblem of a certain stage becomes infeasible. Both strategies were applied to solve three kind of multi-stage problems: feasible problems, infeasible problems, and feasible problems that may present infeasible subproblems during its solving procedure. We make a comparative assessment of the performance and the final solution obtained by the two strategies, for a study case comprising the entire Brazilian power system.
Keywords :
hydrothermal power systems; iterative methods; linear programming; power generation scheduling; Brazilian power system; MSBD iterative process; cost minimization; deterministic large-scale linear programming problem; feasibility cuts; multistage Benders decomposition approach; network constrained hydrothermal scheduling; optimality cuts; Cost function; Dynamic programming; Dynamic scheduling; Iterative methods; Large-scale systems; Linear programming; Power generation; Power system dynamics; Power systems; Time factors; Benders decomposition; Power generation scheduling; dynamic programming; linear programming;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Power & Energy Society General Meeting, 2009. PES '09. IEEE
Conference_Location :
Calgary, AB
ISSN :
1944-9925
Print_ISBN :
978-1-4244-4241-6
Type :
conf
DOI :
10.1109/PES.2009.5275442
Filename :
5275442
Link To Document :
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