Applying successive linear programming for stochastic short-term hydropower optimization

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Short-term hydropower production planning by stochastic programming

Within the framework of multi-stage mixed-integer linear stochastic programming we develop a short-term production plan for a price-taking hydropower plant operating under uncertainty. Current production must comply with the day-ahead commitments of the previous day which makes short-term production planning a matter of spatial distribution among the reservoirs of the plant. Day-ahead market pr...

متن کامل

Optimization of long-term Han River basin hydropower scheduling using linear programming

Power production in Korea can be classified into nuclear, thermal, and hydropower generation. The nuclear power plant occupies the largest portion of power generation, whilst hydropower only accounts for 2%. Nevertheless, many people are interested in hydropower generation, because its power generation time is shorter than that of nuclear and thermal power. In addition, it is considered as clea...

متن کامل

Stochastic Short-Term Hydro-Thermal Scheduling Based on Mixed Integer Programming with Volatile Wind Power Generation

This study addresses a stochastic structure for generation companies (GenCoʼs) that participate in hydro-thermal self-scheduling with a wind power plant on short-term scheduling for simultaneous reserve energy and energy market. In stochastic scheduling of HTSS with a wind power plant, in addition to various types of uncertainties such as energy price, spinning /non-spinning reserve prices, unc...

متن کامل

Stochastic Successive Convex Approximation for Non-Convex Constrained Stochastic Optimization

This paper proposes a constrained stochastic successive convex approximation (CSSCA) algorithm to find a stationary point for a general non-convex stochastic optimization problem, whose objective and constraint functions are nonconvex and involve expectations over random states. The existing methods for non-convex stochastic optimization, such as the stochastic (average) gradient and stochastic...

متن کامل

Multiple Instance Classification via Successive Linear Programming

The multiple instance classification problem [6,2,12] is formulated using a linear or nonlinear kernel as the minimization of a linear function in a finite dimensional (noninteger) real space subject to linear and bilinear constraints. A linearization algorithm is proposed that solves a succession of fast linear programs that converges in a few iterations to a local solution. Computational resu...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Electric Power Systems Research

سال: 2016

ISSN: 0378-7796

DOI: 10.1016/j.epsr.2015.08.020