Short term generation scheduling with security constraints

The authors discuss network flow concepts as a means of modeling a large multiriver system with cascaded hydro plants for purposes of generation scheduling. The reservoir dynamics are described by network flow balance equations. A nonlinear modeling approach is taken to represent hydro-plant generating characteristics, and variable reservoir heads are permitted. The system model recognizes security constraints in the form of interregional transmission-capacity limitations. The resulting large-scale mathematical programming problem is solved by using a reduced-gradient algorithm specialized to exploit the embedded network structure of the hydrological system. The additional security constraints are handled by a gradient-protection scheme that is based on estimates of the Lagrange multipliers associated with binding constraints. The estimates of the multipliers are determined by solving a small, quadratic minimization problem