A nonlinear optimization package for long-term hydrothermal coordination

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 two-fold. 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 32,000 nonlinear variables, 13,000 linear and 2500 nonlinear constraints are reported. 2002 Elsevier B.V. All rights reserved.