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2005-11-03Buch DOI: 10.18452/2616
Stochastic unit commitment in hydro-thermal power production planning
dc.contributor.authorGröwe-Kuska, Nicole
dc.contributor.authorRömisch, Werner
dc.date.accessioned2017-06-15T17:44:15Z
dc.date.available2017-06-15T17:44:15Z
dc.date.created2005-11-03
dc.date.issued2005-11-03
dc.identifier.issn0863-0976
dc.identifier.urihttp://edoc.hu-berlin.de/18452/3268
dc.description.abstractWe present a mixed-integer multistage stochastic programming model for the short term unit commitment of a hydro-thermal power system under uncertainty in load, inflow to reservoirs, and prices for fuel and delivery contracts. The model is implemented for uncertain load and tested on realistic data from a German power utility. Load scenario trees are generated by a procedure consisting of two steps: (i) Simulation of load scenarios using an explicit respresentation of the load distribution and (ii) construction of a tree out of these scenarios. The dimension of the corresponding mixed-integer programs ranges up to 200,000 binary and 350,000 continuous variables. The model is solved by a Lagrangian-based decomposition strategy exploiting the loose coupling structure. Solving the Lagrangian dual by a proximal bundle method leads to a successive decomposition into single unit subproblems, which are solved by specific algorithms. Finally, Lagrangian heuristics are used to construct nearly optimal first stage decisions.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.subjectLagrangian relaxationeng
dc.subjectStochastic programmingeng
dc.subjectbundle methodseng
dc.subjectunit commitmenteng
dc.subjectscenario tree generationeng
dc.subject.ddc510 Mathematik
dc.titleStochastic unit commitment in hydro-thermal power production planning
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10052502
dc.identifier.doihttp://dx.doi.org/10.18452/2616
local.edoc.container-titlePreprints aus dem Institut für Mathematik
local.edoc.pages20
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2002
local.edoc.container-issue3
local.edoc.container-year2002
local.edoc.container-erstkatid2075199-0

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