|edoc-Server der Humboldt-Universität zu Berlin|
Matthias Peter Nowak, SINTEF, Trondheim|
Rüdiger Schultz, Gerhard-Mercator University Duisburg
Markus Westphalen, Gerhard-Mercator University Duisburg
|Title:||Optimization of simultaneous power production and trading by stochastic integer programming|
|Date of Acceptance:||23.05.2002|
Stochastic Programming E-Print Series |
|Editors:||Julie L. Higle; Werner Römisch; Surrajeet Sen|
|Keywords (eng):||Stochastic integer programming, power optimization, electricity trading|
|Metadata export: To export the complete metadata set as Endote or Bibtex format please click to the appropriate link.||Endnote Bibtex|
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|We develop a two-stage stochastic integer programming model for the simultaneous optimization of power production and day-ahead power trading. The model rests on mixed-integer linear formulations for the unit commitment problem and for the price clearing mechanism at the power exchange. Foreign bids enter as random components into the model. We solve the stochastic integer program by a decomposition method combining Lagrangian relaxation of nonanticipativity with branch-and-bound in the spirit of global optimization. Fianlly, we report some first computational experiences.|
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