Continuous Solution Simulation in the Short-Term Hydrothermal Coordination Problem

This paper presents a new approach for the solution of the short-term hydrothermal coordination problem based on the continuation method, a parametric optimization technique which solves the given problem by creating and solving a family of problems related by a single continuation parameter. In this application the continuation parameter continuously modifies the system load curve and/or the water inflows to the different reservoirs. Among some of the advantages of this approach we find: (1) It is not necessary to start with a feasible solution to the original problem. (2) The parameter continuation process yields piece-wise linear analytic optimum trajectories rather than point-wise solutions. (3) The method is very reliable. (4) Infeasible problems can be systematically detected. (5) The approach yields some unique analytic insight, as well as having applications in unit commitment, in the evaluation of load management strategies, in fast recoordination following a revision of the load forecast or reservoir inflows, and in operator training. An algorithm to implement this continuous simulation approach is presented and illustrated by various hydrothermal coordination examples.