2016
Authors
Vieira, B; Viana, A; Matos, M; Pedroso, JP;
Publication
ELECTRIC POWER SYSTEMS RESEARCH
Abstract
The integration of wind power in electricity generation brings new challenges to the unit commitment problem, as a result of the random nature of the wind speed. The scheduling of thermal generation units at the day-ahead stage is usually based on wind power forecasts. Due to technical limitations of thermal units, deviations from those forecasts during intra-day operations may lead to unwanted consequences, such as load shedding and increased operating costs. Wind power forecasting uncertainty has been handled in practice by means of conservative stochastic scenario-based optimization models, or through additional operating reserve settings. However, generation companies may have different attitudes towards the risks associated to wind power variability. In this paper, operating costs and load shedding are modeled by non-linear utility functions aggregated into a single additive utility function of a multi-objective model. Computational experiments have been done to validate the approach: firstly we test our model for the wind-thermal unit commitment problem and, in a second stage, pumped storage hydro units are added, leading to a model with wind-hydro-thermal coordination. Results have shown that the proposed methodology is able to correctly reflect different risk profiles of decision makers for both models.
2016
Authors
Klimentova, X; Pedroso, JP; Viana, A;
Publication
COMPUTERS & OPERATIONS RESEARCH
Abstract
This paper addresses the problem of maximising the expected number of transplants in kidney exchange programmes. New schemes for matching rearrangement in case of failure are presented, along with a new tree search algorithm used for the computation of optimal expected values. Extensive computational experiments demonstrate the effectiveness of the algorithm and reveal a clear superiority of a newly proposed scheme, subset-recourse, as compared to previously known approaches.
2014
Authors
Brandao, F; Pedroso, JP;
Publication
COMPUTERS & OPERATIONS RESEARCH
Abstract
The conventional assignment-based first/best fit decreasing algorithms (FFD/BFD) are not polynomial in the one-dimensional cutting stock input size in its most common format. Therefore, even for small instances with large demands, it is difficult to compute FFD/BFD solutions. We present pattern-based methods that overcome the main problems of conventional heuristics in cutting stock problems by representing the solution in a much more compact format Using our pattern-based heuristics, FFD/BFD solutions for extremely large cutting stock instances, with billions of items, can be found in a very short amount of time.
2014
Authors
Rahman, DF; Viana, A; Pedroso, JP;
Publication
OPERATIONS RESEARCH PROCEEDINGS 2012
Abstract
2014
Authors
Rahman, DF; Viana, A; Pedroso, JP;
Publication
INTERNATIONAL JOURNAL OF ELECTRICAL POWER & ENERGY SYSTEMS
Abstract
This paper presents two new solution approaches capable of finding optimal solutions for the thermal unit commitment problem in power generation planning. The approaches explore the concept of "matheuristics", a term usually used to refer to an optimization algorithm that hybridizes (meta)heuristics with mixed integer programming solvers, in order to speed up convergence to optimality for large scale instances. Two algorithms are proposed: "local branching", and an hybridization of particle swarm optimization with a mixed integer programming solver. From extensive computational tests on a broad set of benchmarks, the algorithms were found to be able to solve large instances. Optimal solutions were obtained for several well-known situations with dramatic reductions in CPU time for the larger cases, when compared to previously proposed exact methods.
2013
Authors
Viana, A; Pedroso, JP;
Publication
INTERNATIONAL JOURNAL OF ELECTRICAL POWER & ENERGY SYSTEMS
Abstract
s This paper presents a complete, quadratic programming formulation of the standard thermal unit commitment problem in power generation planning, together with a novel iterative optimisation algorithm for its solution. The algorithm, based on a mixed-integer formulation of the problem, considers piecewise linear approximations of the quadratic fuel cost function that are dynamically updated in an iterative way, converging to the optimum: this avoids the requirement of resorting to quadratic programming, making the solution process much quicker. From extensive computational tests on a broad set of benchmark instances of this problem, the algorithm was found to be flexible and capable of easily incorporating different problem constraints. Indeed, it is able to tackle ramp constraints, which although very important in practice were rarely considered in previous publications. Most importantly, optimal solutions were obtained for several well-known benchmark instances. including instances of practical relevance, that are not yet known to have been solved to optimality. Computational experiments and their results showed that the method proposed is both simple and extremely effective.
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