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João Paulo Manarelli Gaspar
Faculdade de Engenharia de Bauru, Universidade Estadual Paulista ”Júlio de Mesquita Filho”, SP
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Leonardo Nepomuceno
Faculdade de Engenharia de Bauru, Universidade Estadual Paulista ”Júlio de Mesquita Filho”, SP
Keywords:
Robust Optimization, Hydrothermal Systems, Hydrothermal Scheduling
Abstract
This paper proposes an hydrothermal scheduling model for hydrothermal systems based on robust optimization. In the proposed model, the uncertainties in the water inflows to the system’s reservoirs are handled by means of the robust optimization approach, in which water inflows are treated as variables and optimized within a range of values denominated uncertainty set. The generation and operational policies obtained by the model are “immunized” against the uncertainties in the inflows, within the previously established uncertainty set, providing greater security and operational reliability to the system. The results obtained from 100 simulation processes of the decisions calculated by the proposed model show the robustness of the decisions obtained, which are 100% immunized in the range of the region of uncertainty, as expected.
