Power Management under Uncertainty by Lagrangian Relaxation
نویسندگان
چکیده
The weekly cost-optimal generation of electric power in a hydrothermal generation system is modeled as a multistage mixed-integer stochastic program. The model incorporates uncertainties of electrical load forecasts, of inflows to pumped storage hydro plants and of fuel or electricity prices. For its solution a stochastic Lagrangian relaxation scheme is designed by assigning (stochastic) multipliers to all constraints coupling power units. Numerical results are presented for the generation system of a German utility under uncertain load. The stochastic load process is approximated by a finite number of realizations (scenarios) in scenario tree form.
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