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A nonlinear optimization package for long-term hydrothermal coordination

Jordi Castro (jcastro***at***eio.upc.es)
Jose A. Gonzalez (jose.a.gonzalez***at***upc.es)

Abstract: Long-term hydrothermal coordination is one of the main problems to be solved by an electric utility. Its solution provides the optimal allocation of hydraulic, thermal and nuclear resources at the different intervals of the planning horizon. The purpose of the paper is twofold. Firstly, it presents a new package for solving the hydrothermal coordination problem. The model implemented accurately describes both the hydraulic and thermal subsystems. The resulting large-scale nonlinear and nonconvex problem is solved through either Minos or Snopt, two state-of-the-art nonlinear optimization packages. The second objective of the paper is to deliver to the optimization community the package. Since it implements a difficult, real, and large-scale problem, it can be considered a good test for new nonlinear optimization solvers. Computational results of the package in the solution of a set of real instances of up to 32000 nonlinear variables, 13000 linear and 2500 nonlinear constraints are reported.

Keywords: Large scale optimization; Nonlinear programming; Electricity generation; Long-term hydrothermal coordination.

Category 1: Applications -- Science and Engineering

Citation: DR 2001/05 Statistics and Operations Research Dept. Universitat Politecnica de Catalunya Campus Sud, c. Pau Gargallo 5 08028 Barcelona (Spain) March 2001

Download: [Compressed Postscript]

Entry Submitted: 04/02/2001
Entry Accepted: 04/02/2001
Entry Last Modified: 04/02/2001

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