Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 259, Issue 3, Pages 1156-1168Publisher
ELSEVIER
DOI: 10.1016/j.ejor.2016.11.028
Keywords
Large scale optimization; Nonlinear programming; OR in energy; Scenarios; Stochastic programming
Funding
- NSERC
- FRQNT
- Rio Tinto
- FRQNT through GERAD allowed the research
- Research Council of Norway [243964/E20]
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This paper presents an optimization approach to solve the short-term hydropower unit commitment and loading problem with uncertain inflows. A scenario tree is built based on a forecasted fan of inflows, which is developed using the weather forecast and the historical weather realizations. The tree-building approach seeks to minimize the nested distance between the stochastic process of historical inflow data and the multistage stochastic process represented in the scenario tree. A two-phase multistage stochastic model is used to solve the problem. The proposed approach is tested on a 31 day rolling-horizon with daily forecasted inflows for three power plants situated in the province of Quebec, Canada, that belong to the company Rio Tinto. (C) 2016 Elsevier B.V. All rights reserved.
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