IDEAS home Printed from https://ideas.repec.org/a/eee/renene/v131y2019icp45-54.html

Assessing solution quality and computational performance in the long-term generation scheduling problem considering different hydro production function approaches

Author

Listed:
  • Fredo, Guilherme Luiz Minetto
  • Finardi, Erlon Cristian
  • de Matos, Vitor Luiz

Abstract

The long-term generation scheduling (LTGS) problem aims at finding a generation policy that minimizes an objective function over a multi-year planning horizon. A crucial aspect of this problem is the Hydropower Production Function (HPF), which relates power with head, turbined outflow, and efficiency of the generating units. Given that the LTGS is a large-scale stochastic optimization problem, the HPF is modeled in a simplified manner. However, considering the high-performance computers currently available and the recent advances in stochastic optimization algorithms, it is possible to enhance the HPF modeling to use the energy resources more efficiently. This paper proposes a piecewise linear model of HPF that considers the plant generation as a function of the volume and the total outflow. Unlike previous works, the HPF also considers the (nonlinear) efficiency function of each generating unit. The paper also presents a comparison between the proposed HPF and a one-dimensional HPF known as constant productivity. The generation policy and the computational burden are analyzed using an optimization-simulation process based on Stochastic Dual Dynamic Programming algorithm. The computational tests use data of a large-scale electrical power system, which corresponds to about 90% of the Brazilian system.

Suggested Citation

  • Fredo, Guilherme Luiz Minetto & Finardi, Erlon Cristian & de Matos, Vitor Luiz, 2019. "Assessing solution quality and computational performance in the long-term generation scheduling problem considering different hydro production function approaches," Renewable Energy, Elsevier, vol. 131(C), pages 45-54.
  • Handle: RePEc:eee:renene:v:131:y:2019:i:c:p:45-54
    DOI: 10.1016/j.renene.2018.07.026
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0960148118308231
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.renene.2018.07.026?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to

    for a different version of it.

    References listed on IDEAS

    as
    1. Hyndman, Rob J. & Koehler, Anne B., 2006. "Another look at measures of forecast accuracy," International Journal of Forecasting, Elsevier, vol. 22(4), pages 679-688.
    2. Cerisola, Santiago & Latorre, Jesus M. & Ramos, Andres, 2012. "Stochastic dual dynamic programming applied to nonconvex hydrothermal models," European Journal of Operational Research, Elsevier, vol. 218(3), pages 687-697.
    3. Philpott, A.B. & de Matos, V.L., 2012. "Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion," European Journal of Operational Research, Elsevier, vol. 218(2), pages 470-483.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Shuo Huang & Xinyu Wu & Yiyang Wu & Zheng Zhang, 2023. "Mid-Term Optimal Scheduling of Low-Head Cascaded Hydropower Stations Considering Inflow Unevenness," Energies, MDPI, vol. 16(17), pages 1-13, September.
    2. Haugen, Mari & Blaisdell-Pijuan, Paris L. & Botterud, Audun & Levin, Todd & Zhou, Zhi & Belsnes, Michael & Korpås, Magnus & Somani, Abhishek, 2024. "Power market models for the clean energy transition: State of the art and future research needs," Applied Energy, Elsevier, vol. 357(C).
    3. Zheng, Hao & Feng, Suzhen & Chen, Cheng & Wang, Jinwen, 2022. "A new three-triangle based method to linearly concave hydropower output in long-term reservoir operation," Energy, Elsevier, vol. 250(C).
    4. Pedro H. M. Nascimento & Vinícius A. Cabral & Ivo C. Silva Junior & Frederico F. Panoeiro & Leonardo M. Honório & André L. M. Marcato, 2021. "Spillage Forecast Models in Hydroelectric Power Plants Using Information from Telemetry Stations and Hydraulic Control," Energies, MDPI, vol. 14(1), pages 1-16, January.
    5. David Lucas dos Santos Abreu & Erlon Cristian Finardi, 2022. "Continuous Piecewise Linear Approximation of Plant-Based Hydro Production Function for Generation Scheduling Problems," Energies, MDPI, vol. 15(5), pages 1-23, February.
    6. Ramon Abritta & Frederico Panoeiro & Leonardo Honório & Ivo Silva Junior & André Marcato & Anapaula Guimarães, 2020. "Hydroelectric Operation Optimization and Unexpected Spillage Indications," Energies, MDPI, vol. 13(20), pages 1-20, October.
    7. Matheus Henrique Dal Molin Ribeiro & Stéfano Frizzo Stefenon & José Donizetti de Lima & Ademir Nied & Viviana Cocco Mariani & Leandro dos Santos Coelho, 2020. "Electricity Price Forecasting Based on Self-Adaptive Decomposition and Heterogeneous Ensemble Learning," Energies, MDPI, vol. 13(19), pages 1-22, October.
    8. Periçaro, Gislaine A. & Karas, Elizabeth W. & Gonzaga, Clóvis C. & Marcílio, Débora C. & Oening, Ana Paula & Matioli, Luiz Carlos & Detzel, Daniel H.M. & de Geus, Klaus & Bessa, Marcelo R., 2020. "Optimal non-anticipative scenarios for nonlinear hydro-thermal power systems," Applied Mathematics and Computation, Elsevier, vol. 387(C).
    9. Hao Zheng & Yan Huang & Yongqiang Wang & Feixiang Hou & Yong Xu & Cheng Chen & Suzhen Feng & Jinwen Wang, 2025. "A High-Precision, All-Rectangle-Based Method Linearly Concave Hydropower Output in Long-Term Reservoir Operation," Energies, MDPI, vol. 18(19), pages 1-23, September.
    10. Guisández, Ignacio & Pérez-Díaz, Juan Ignacio, 2025. "Linear programming formulations for the hydro production function in a water value calculation," Renewable Energy, Elsevier, vol. 243(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Lohmann, Timo & Hering, Amanda S. & Rebennack, Steffen, 2016. "Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling," European Journal of Operational Research, Elsevier, vol. 255(1), pages 243-258.
    2. Duenas, Pablo & Ramos, Andres & Tapia-Ahumada, Karen & Olmos, Luis & Rivier, Michel & Pérez-Arriaga, Jose-Ignacio, 2018. "Security of supply in a carbon-free electric power system: The case of Iceland," Applied Energy, Elsevier, vol. 212(C), pages 443-454.
    3. repec:prg:jnlcfu:v:2022:y:2022:i:1:id:572 is not listed on IDEAS
    4. Laurence T Kell & Iago Mosqueira & Henning Winker & Rishi Sharma & Toshihide Kitakado & Massimiliano Cardinale, 2024. "Empirical validation of integrated stock assessment models to ensuring risk equivalence: A pathway to resilient fisheries management," PLOS ONE, Public Library of Science, vol. 19(7), pages 1-21, July.
    5. Cabral, Joilson de Assis & Freitas Cabral, Maria Viviana de & Pereira Júnior, Amaro Olímpio, 2020. "Elasticity estimation and forecasting: An analysis of residential electricity demand in Brazil," Utilities Policy, Elsevier, vol. 66(C).
    6. Das, Prashant & Füss, Roland & Hanle, Benjamin & Russ, Isabel Nina, 2020. "The cross-over effect of irrational sentiments in housing, commercial property, and stock markets," Journal of Banking & Finance, Elsevier, vol. 114(C).
    7. Thé, Jesse & Yu, Hesheng, 2017. "A critical review on the simulations of wind turbine aerodynamics focusing on hybrid RANS-LES methods," Energy, Elsevier, vol. 138(C), pages 257-289.
    8. de Queiroz, Anderson Rodrigo, 2016. "Stochastic hydro-thermal scheduling optimization: An overview," Renewable and Sustainable Energy Reviews, Elsevier, vol. 62(C), pages 382-395.
    9. Ioannis Badounas & Georgios Pitselis, 2020. "Loss Reserving Estimation With Correlated Run-Off Triangles in a Quantile Longitudinal Model," Risks, MDPI, vol. 8(1), pages 1-26, February.
    10. Artur Budzyński & Maria Cieśla, 2025. "Enhancing Road Freight Price Forecasting Using Gradient Boosting Ensemble Supervised Machine Learning Algorithm," Mathematics, MDPI, vol. 13(18), pages 1-24, September.
    11. Chang, Andrew C. & Hanson, Tyler J., 2016. "The accuracy of forecasts prepared for the Federal Open Market Committee," Journal of Economics and Business, Elsevier, vol. 83(C), pages 23-43.
    12. Michael Kostmann & Wolfgang K. Härdle, 2019. "Forecasting in Blockchain-Based Local Energy Markets," Energies, MDPI, vol. 12(14), pages 1-27, July.
    13. Hayat, Aziz & Bhatti, M. Ishaq, 2013. "Masking of volatility by seasonal adjustment methods," Economic Modelling, Elsevier, vol. 33(C), pages 676-688.
    14. Pankaj Kumar, 2021. "Deep Hawkes Process for High-Frequency Market Making," Papers 2109.15110, arXiv.org.
    15. Bloom, David E. & Canning, David & Fink, Gunther & Finlay, Jocelyn E., 2007. "Does age structure forecast economic growth?," International Journal of Forecasting, Elsevier, vol. 23(4), pages 569-585.
    16. Mengyang Wang & Hui Wang & Jiao Wang & Hongwei Liu & Rui Lu & Tongqing Duan & Xiaowen Gong & Siyuan Feng & Yuanyuan Liu & Zhuang Cui & Changping Li & Jun Ma, 2019. "A novel model for malaria prediction based on ensemble algorithms," PLOS ONE, Public Library of Science, vol. 14(12), pages 1-15, December.
    17. Taleb, Nassim Nicholas, 2020. "On the statistical differences between binary forecasts and real-world payoffs," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1228-1240.
    18. Andrikopoulos, Andreas & Merika, Anna & Stoupos, Nikolaos, 2025. "The effect of oil prices on the US shipping stock prices: The mediating role of freight rates and economic indicators," Journal of Commodity Markets, Elsevier, vol. 38(C).
    19. Martin N. Hjelmeland & Arild Helseth & Magnus Korpås, 2019. "Medium-Term Hydropower Scheduling with Variable Head under Inflow, Energy and Reserve Capacity Price Uncertainty," Energies, MDPI, vol. 12(1), pages 1-15, January.
    20. Olivares, Kin G. & Meetei, O. Nganba & Ma, Ruijun & Reddy, Rohan & Cao, Mengfei & Dicker, Lee, 2024. "Probabilistic hierarchical forecasting with deep Poisson mixtures," International Journal of Forecasting, Elsevier, vol. 40(2), pages 470-489.
    21. Marco Zanotti, 2025. "On the stability of global forecasting models," Working Papers 553, University of Milano-Bicocca, Department of Economics.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:renene:v:131:y:2019:i:c:p:45-54. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/renewable-energy .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.