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Modelos Operaciones

This document provides an overview of power systems operation and optimization problems. It discusses modelling optimization problems by defining decision variables, an objective function, and constraints. It describes different types of optimization problems like linear programming, integer programming, nonlinear programming, and combinatorial problems. Examples provided include transportation problems, optimal use of energy storage, and optimal placement of capacitors. Learning outcomes focus on formulating optimization problems and solving constrained problems using techniques like Lagrange multipliers.

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39 views16 pages

Modelos Operaciones

This document provides an overview of power systems operation and optimization problems. It discusses modelling optimization problems by defining decision variables, an objective function, and constraints. It describes different types of optimization problems like linear programming, integer programming, nonlinear programming, and combinatorial problems. Examples provided include transportation problems, optimal use of energy storage, and optimal placement of capacitors. Learning outcomes focus on formulating optimization problems and solving constrained problems using techniques like Lagrange multipliers.

Uploaded by

Migu3lsp
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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POWER SYSTEMS OPERATION

Part 1: Optimization

Alejandro Garcés

Universidad Tecnológica de Pereira


[email protected]

March 29, 2019


Learning outcomes

I To formulate optimization problems


I To identify different types of optimization problems and
the main features of each one of them
I To solve and analyze constrained problems using Lagrange
multipliers
I To solve linear programming models using the graphical
method

2
Lecture 1
Modelling Optimization Problems

3
Modelling

A mathematical optimization model cosists of


I A set of decision variables
I An objective function (usually economical)
I A set of constraints (usually technical)
I Input parameters and data

4
General optimization problems

Optimization problem

Minimize f (x)
x
Subject to: g(x) = 0
h(x) ≤ 0

5
Type of problems

IP
••••••
•••••••••
•••••••••
PL ••••••••
••••••••
••••••••
•••••••
•••••••

INLP
•••••
••••••
•••••••
NLP ••••••••
••••••••
••••••••
•••••••••
•••••••••

6
Linear programming

LP theoretical tools

min cT · x
A·x=b
x≥0 software

PL is a technology !!

7
Non-linear programming (Examples)

I Quadratic Programming (QP)


1
min xT Hx + Jx
2
Ax ≤ b

I General non-linear programming

min sin(x) + e−x


tanh(x) + ln(x) ≤ 10

8
Combinatorial problems

min f (x)
xi ∈ {0, 1}

Number of variables Set size


1 2
10 10
2 = 1024
100 2100 = 1.27 × 1030

Notice that 1.27 × 1030 sec = 4 × 1022 years !

9
The complete process

Reality Model

Analysis Software

10
How to define the right model ?

It is an art !
I There is not general methodology
I Make sure to understand the problem
I A problem can have different models
I Make approximations
I Exercise !

11
Example 1: Transportation problem

2.5 A D 4.5

3.5 B E 3.0

4.0 C F 2.5

Costs:
Nodes D E D
A 1 2 3
B 2 1 2
C 3 2 1

12
Example 2: Optimal use of energy storage

Solar Storage

Spot market

I Variable energy price


I Limitation on the storage Emax
I Limitation on the capacity PB(max)
I Stochastic or deterministic problem ?

13
Example 3: Optimal placement of capacitors

Subestation

14
Other Examples

Enrique Castillo, Antonio J. Conejo, Pablo Pedregal, Ricardo


Garcı́a, Natalia Alguacil; Formulación y Resolución de Modelos
de Programación Matemática en Ingenierı́a y Ciencia.
I LP: pg 17 - 38
I IP: (pg 39 - 53) and (pg 44 -60)
I NLP: (pg 61 - 70) and (pg 66 - 71)

15
Bibliography

I Enrique Castillo, Antonio J. Conejo, Pablo Pedregal,


Ricardo Garcı́a, Natalia Alguacil; Formulación y
Resolución de Modelos de Programación Matemática en
Ingenierı́a y Ciencia.
I Antoion Conejo, Luis Baringo, Power System Operations
I https://www.cvxpy.org/index.html

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