Submitted by Renata Lopes (renatasil82@gmail.com) on 2016-07-01T14:29:29Z No. of bitstreams: 1 paulaoliveiralagatta.pdf: 1917786 bytes, checksum: 627585584595873c205fcbcf5c79980f (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2016-07-13T16:01:23Z (GMT) No. of bitstreams: 1 paulaoliveiralagatta.pdf: 1917786 bytes, checksum: 627585584595873c205fcbcf5c79980f (MD5) / Made available in DSpace on 2016-07-13T16:01:23Z (GMT). No. of bitstreams: 1 paulaoliveiralagatta.pdf: 1917786 bytes, checksum: 627585584595873c205fcbcf5c79980f (MD5) Previous issue date: 2012-03-05 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Neste trabalho são propostas duas formulações de importantes ferramentas para análise de redes em regime permanente, onde são consideradas equações que descrevem o comportamento do controle primário e secundário de frequência em sistemas elétricos de potência. A primeira proposta é baseada em uma formulação do problema de fluxo de potência convencional e a segunda uma formulação do fluxo de potência ótimo. A formulação de fluxo de potência proposta é desenvolvida a partir de uma metodologia genérica de representação de dispositivos de controle. Esta metodologia consiste em incorporar as equações que modelam dispositivos de controle ao problema básico de fluxo de potência em coordenadas polares, formando um sistema de equações de ordem (2nb+nc). O fluxo de potência desenvolvido é capaz de estimar os desvios de frequência do sistema devido a uma perturbação da carga. Por outro lado, o fluxo de potência ótimo proposto é capaz de identificar montantes e locais de corte carga, de forma a manter a frequência do sistema em uma faixa aceitável de operação. A formulação proposta de FPO consiste em incluir no problema equações de igualdade e desigualdade associadas com o controle primário de frequência e geração de potência ativa. Os desenvolvimentos propostos para o fluxo de potência convencional foram implementados no ambiente MatLab®. Para solução do fluxo de potência ótimo utilizou-se um pacote comercial de otimização, denominado LINGO®. A avaliação do fluxo de potência e fluxo de potência ótimo propostos é feita através do estudo de sistemas tutoriais e do sistema New England. A validação da análise de desvios de frequência é feita através da utilização do programa ANATEM, desenvolvido pelo CEPEL. Os resultados obtidos mostram as vantagens da utilização das formulações propostas. / This work proposes a new formulation for both the conventional power flow and the optimal power flow formulation, in which the steady-state equations describing the primary and secondary frequency control in electrical power systems are included. The proposed power flow formulation is based on a flexible methodology for the representation of control devices. Such methodology incorporates equations that model control devices into the basic power flow formulation in polar coordinates, generating an augmented system of equations having order (2nb + nc). The developed power flow is able to estimate the system frequency deviation due to a load disturbance. On other hand, the proposed optimum power flow formulation is able to identify the minimum load shedding necessary to maintain the system frequency in an acceptable range of operation. The proposed OPF formulation includes additional equality and inequality constraints to represent the steady state primary frequency control as a function of the active power generation. The proposed development for the conventional power flow was made using the MATLAB® environment. The optimal power flow solution used a commercial optimization package called LINGO®. The evaluation of the proposed power flow and optimal power flow formulations were made through the study of small test systems and the New England test system. Validations of the frequency deviation analysis were made using the program ANATEM, developed by CEPEL. The results obtained show the advantages of using the proposed formulations.

Submitted by Patrícia Cerveira (pcerveira1@gmail.com) on 2017-06-13T15:56:56Z No. of bitstreams: 1 Rene_Cruz_Freire.pdf: 5170376 bytes, checksum: 8c6b6dd8986d23b53ae99ba90dd69ef5 (MD5) / Approved for entry into archive by Biblioteca da Escola de Engenharia (bee@ndc.uff.br) on 2017-06-29T16:38:47Z (GMT) No. of bitstreams: 1 Rene_Cruz_Freire.pdf: 5170376 bytes, checksum: 8c6b6dd8986d23b53ae99ba90dd69ef5 (MD5) / Made available in DSpace on 2017-06-29T16:38:47Z (GMT). No. of bitstreams: 1 Rene_Cruz_Freire.pdf: 5170376 bytes, checksum: 8c6b6dd8986d23b53ae99ba90dd69ef5 (MD5) / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Um dos temas de alta relevância para a sociedade atual é a qualidade do suprimento de energia elétrica, que deve ser ininterrupto, seguro e econômico. Para tal, é primordial que o sistema de potência esteja preparado para um possível defeito de algum equipamento da rede, mantendo a operação dentro dos patamares seguros, evitando os blecautes e todas as suas consequências para a sociedade. Isso pode ser feito através do redespacho das unidades geradoras, de modo a encontrar um ponto de operação que concilie segurança e economicidade, dois objetivos conflitantes, enquanto busca se afastar o mínimo possível do ponto de operação previamente estabelecido, via planejamento eletroenergético, para o sistema de potência em questão. Trata-se de uma abordagem multiobjetiva do Fluxo de Potência Ótimo com Restrições de Segurança (FPORS) que pode ser solucionada com uma abordagem de Computação Evolucionária (CE) com viés multiobjetivo. Neste trabalho, foram implementadas e comparadas duas meta-heurísticas evolutivas multiobjetivo: Nondominated Sorting Genetic Algorithm II (NSGA-II) e o Multi-objective Evolutionary Particle Swarm Optimization (MOEPSO). Os resultados dessas heurísticas também foram comparados com a abordagem mono-objetivo do mesmo problema. Os algoritmos foram implementados no MATLAB® e testados em um sistema-teste que simula as condições do Sistema Interligado Nacional (SIN). As heurísticas multiobjetivo foram comparadas através da metodologia de análise da Fronteira de Pareto (FP), onde é analisado qual método concilia melhor os objetivos de economia e segurança. Na primeira análise o NSGA-II saiu-se melhor, entretanto após a implementação de melhorias no algoritmo, o MOEPSO mostrou desempenho superior na segunda análise. Nas duas análises, o viés multiobjetivo mostrou-se superior ao mono-objetivo, na comparação através do critério de agregação de objetivos. Em relação ao tempo de simulação de cada método, o MOEPSO foi superior na primeira análise, já na segunda análise foi implementado um refinamento baseado no Fluxo de Potência Linearizado no FPORS, que baixou o tempo de simulação das duas heurísticas multiobjetivas em comparação com a primeira análise, e o MOEPSO teve o menor tempo de simulação. Na comparação com o viés mono-objetivo, apenas o NSGA-II teve tempo médio de simulação maior que o método mono-objetivo na primeira análise. Na segunda análise, todas as heurísticas multiobjetivo possuíam tempo de simulação menores que o método mono-objetivo. / One of the topics of high relevance to the today’s society is the quality of electric power supply, which must be uninterrupted, safe and economical. To this end, it is essential that the power system be prepared for a possible defect of some equipment from the network while maintaining operation within safe levels, avoiding blackouts and all its consequences for society. This can be done by redispatch of generating units, in order to find an operation point which conciliate security and economy, two conflicting objectives, while seeking to depart as little as possible of the operation point previously established in the energy planning for the power system in question. This is a multi-objective approach to Security Constrained Optimal Power Flow (SCOPF) that can be solved with an approach of Evolutionary Computation with multi-objective bias. In this work we were implemented and compared two multi-objective evolutionary meta-heuristics: Nondominated Sorting Genetic Algorithm II (NSGA-II) and Multi-objective Evolutionary Particle Swarm Optimization (MOEPSO). The results of these heuristics were also compared with mono-objective approach to the same problem. The algorithms were implemented in MATLAB® and tested in a test-case that simulates the conditions of the Brazilian Sistema Interligado Nacional (National Interconnected System). The multi-objective heuristics were compared using the analysis methodology of the Pareto Frontier, where is analyzed which method is better to conciliate the economy and security objectives. In the first analysis the NSGA-II fared better, but after the implementation of improvements in the algorithm, the MOEPSO showed superior performance in the second analisys. In both analyzes, the multi-objective bias was superior to the mono-objective bias, in the comparison through objectives aggregation criteria. Concerning the simulation time of each method, the MOEPSO was superior in the first analysis, but in the second analysis was implemented a refinement based on DC Load Flow, which lowered the simulation time of the two multi-objective heuristics compared with the first analysis, and the MOEPSO had the shortest time simulation. Compared to the mono-objective bias, only the NSGA-II had an average time simulation greater than the mono-objective method in the first analysis. In the second analysis, all multi-objectives heuristics had simulation time smaller than the mono-objective method.

Cette thèse a pour objet la résolution exacte d’un problème d’optimisation des flux de puissance (OPF) dans un réseau électrique. Dans l’OPF, on doit planifier la production et la répartition des flux de puissances électriques permettant de couvrir, à un coût minimal, la consommation en différents points du réseau. Trois variantes du problème de l’OPF sont étudiées dans ce manuscrit. Nous nous concentrerons principalement sur la résolution exacte des deux problèmes (OPF − L) et (OPF − Q), puis nous montrerons comment notre approche peut naturellement s’´étendre à la troisième variante (OPF − UC). Cette thèse propose de résoudre ces derniers à l’aide d’une méthode de reformulation que l’on appelle RC-OPF. La contribution principale de cette thèse réside dans l’étude, le développement et l’utilisation de notre méthode de résolution exacte RC-OPF sur les trois variantes d’OPF. RC-OPF utilise également des techniques de contractions de bornes, et nous montrons comment ces techniques classiques peuvent être renforcées en utilisant des résultats issus de notre reformulation optimale. / Alternative Current Optimal Power Flow (ACOPF) is naturally formulated as a non-convex problem. In that context, solving (ACOPF) to global optimality remains a challenge when classic convex relaxations are not exact. We use semidefinite programming to build a quadratic convex relaxation of (ACOPF). We show that this quadratic convex relaxation has the same optimal value as the classical semidefinite relaxation of (ACOPF) which is known to be tight. In that context, we build a spatial branch-and-bound algorithm to solve (ACOPF) to global optimality that is based on a quadratic convex programming bound.

<p>In the US, seven regional transmission organizations (RTOs) operate wholesale electricity markets within three largely independent transmission systems, the largest of which includes five RTO regions and many vertically integrated utilities.</p> <p>RTOs operate a day-ahead and a real-time market. In the day-ahead market, generation and demand-side resources are optimally scheduled based on bids and offers for the next day. Those schedules are adjusted according to actual operating conditions in the real-time market. Both markets involve a unit commitment calculation, a mixed integer program that determines which generators will be online, and an economic dispatch calculation, an optimization determines the output of each online generator for every interval and calculates locational marginal prices (LMPs).</p> <p>The use of LMPs for the management of congestion in RTO transmission systems has brought efficiency and transparency to the operation of electric power systems and provides price signals that highlight the need for investment in transmission and generation. Through this work, we aim to extend these efficiency and transparency gains to the coordination across RTOs. Existing market-based inter-regional coordination schemes are limited to incremental changes in real-time markets. </p> <p>We propose a multi-regional unit-commitment that enables coordination in the day-ahead timeframe by applying a distributed approach to approximate a system-wide optimal commitment and dispatch while allowing each region to largely maintain their own rules, model only internal transmission up to the boundary, and keep sensitive financial information confidential. A heuristic algorithm based on an extension of the alternating directions method of multipliers (ADMM) for the mixed integer program is applied to the unit commitment. </p> The proposed coordinated solution was simulated and compared to the ideal single-market scenario and to a representation of the current uncoordinated solution, achieving at least 58% of the maximum potential savings, which, in terms of the annual cost of electric generation in the US, could add up to nearly $7 billion per year. In addition to the coordinated day-ahead solution, we develop a distributed solution for financial transmission rights (FTR) auctions with minimal information sharing across RTOs that constitutes the first known work to provide a viable option for market participants to seamlessly hedge price variability exposure on cross-border transactions.

[pt] Um dos algoritmos mais eficientes para resolver problemas de planejamento de operações hidrotérmicas, que são modelos estocásticos multiestágio de larga escala, é o chamado algoritmo de programação dinâmica dupla estocástica (SDDP). O planejamento da operação dos sistemas de energia visa avaliar o valor dos recursos escassos (por exemplo, água) para alimentar os modelos de despacho de curto prazo usados na implementação real das decisões. Quando o modelo de planejamento se desvia significativamente da realidade da operação implementada, as políticas de decisão são consideradas inconsistentes no tempo. A literatura recente explorou diferentes fontes de inconsistência, como medidas de risco dinâmico inconsistentes no tempo, representação imprecisa do processo de informação e simplificações no modelo de planejamento de rede. Este trabalho aborda a inconsistência no tempo devido a simplificações na representação da rede no modelo de planejamento que estende a literatura existente. O objetivo deste trabalho é propor uma estrutura, composta por uma metodologia e um pacote computacional de código aberto, para testar o impacto operacional e econômico das simplificações da modelagem sobre o fluxo de energia da rede em sistemas de energia hidrotérmica. Entre as inúmeras formulações disponíveis no pacote, nos concentramos em avaliar o custo e o desempenho operacional das seguintes aproximações de modelos: o modelo de rede de transporte (NFA), atualmente em uso pelo operador de sistema brasileiro; o relaxamento de cone de segunda ordem (SOC); o relaxamento de programação semidefinida (SDP); a aproximação do fluxo de energia de corente continua (DC); e o DC com aproximação de fluxo de potência com perda de linha (DCLL). Todas as formulações mencionadas anteriormente são testadas como aproximações para o modelo de rede na fase de planejamento, onde é construída a função de custo futuro. Em seguida, avaliamos cada aproximação simulando a operação do sistema usando um modelo de implementação que minimiza o custo imediato sob as restrições de fluxo de energia AC e a respectiva função de custo futuro. A comparação é feita para dois sistemas, um composto por um ciclo e o outro aproximadamente radial. / [en] One of the most efficient algorithms for solving hydrothermal operation planning problems, which are large-scale multi-stage stochastic models, is the so-called stochastic dual dynamic programming (SDDP) algorithm. Operation planning of power systems aims to assess the value of the scarce resources (e.g. water) to feed short-term dispatch models used in the actual implementation of the decisions. When the planning model significantly deviates from the reality of the implemented operation, decision policies are said to be time-inconsistent. Recent literature has explored different sources of inconsistency such as time-inconsistent dynamic risk measures, inaccurate representation of the information process and simplifications in the network planning model. This work addresses the time-inconsistency due to simplifications in the network representation in the planning model extending the existing literature. The objective of this work is to propose a framework, comprised of a methodology and an open-source computational package, for testing the operative and economic impact of modeling simplifications over the network power-flow in hydrothermal power systems. Among the myriad of formulations available in the package, we focused on assessing the cost and operative performance of the following model approximations: the transportation network-flow model (NFA), currently in use by the Brazilian system operator; the second-order cone relaxation (SOC); the semidefinite programming relaxation (SDP); the DC power-flow approximation (DC); and the DC with line-loss power-flow approximation (DCLL). All the previously mentioned formulations are tested as approximations for the network model in the planning stage, where the cost-to-go function is built. Then, we evaluate each approximation by simulating the system s operation using an implementation model, which minimizes the immediate cost under AC power-flow constraints and the respective cost-to-go function. The comparison is made for two systems, one composed of a cycle and the other approximately radial.

No / This paper proposes a hybrid optimization method for optimal allocation of wind turbines (WTs) that combines a fast and elitist multiobjective genetic algorithm (MO-GA) and the market-based optimal power flow (OPF) to jointly minimize the total energy losses and maximize the net present value associated with the WT investment over a planning horizon. The method is conceived for distributed-generator-owning distribution network operators to find the optimal numbers and sizes of WTs among different potential combinations. MO-GA is used to select, among all the candidate buses, the optimal sites and sizes of WTs. A nondominated sorting GA II procedure is used for finding multiple Pareto-optimal solutions in a multiobjective optimization problem, while market-based OPF is used to simulate an electricity market session. The effectiveness of the method is demonstrated with an 84-bus 11.4-kV radial distribution system.

This dissertation focuses on selected issues in regard to the mathematical modeling of electricity markets. In a first step the interrelations of electric power market modeling are highlighted a crossroad between operations research, applied economics, and engineering. In a second step the development of a large-scale continental European economic engineering model named ELMOD is described and the model is applied to the issue of wind integration. It is concluded that enabling the integration of low-carbon technologies appears feasible for wind energy. In a third step algorithmic work is carried out regarding a game theoretic model. Two approaches in order to solve a discretely-constrained mathematical program with equilibrium constraints using disjunctive constraints are presented. The first one reformulates the problem as a mixed-integer linear program and the second one applies the Benders decomposition technique. Selected numerical results are reported.

This dissertation focuses on selected issues in regard to the mathematical modeling of electricity markets. In a first step the interrelations of electric power market modeling are highlighted a crossroad between operations research, applied economics, and engineering. In a second step the development of a large-scale continental European economic engineering model named ELMOD is described and the model is applied to the issue of wind integration. It is concluded that enabling the integration of low-carbon technologies appears feasible for wind energy. In a third step algorithmic work is carried out regarding a game theoretic model. Two approaches in order to solve a discretely-constrained mathematical program with equilibrium constraints using disjunctive constraints are presented. The first one reformulates the problem as a mixed-integer linear program and the second one applies the Benders decomposition technique. Selected numerical results are reported.

[pt] Esta dissertação está estruturada como uma coleção de cinco artigos formatados em capítulos. Os quatro primeiros artigos apresentam contribuições em modelagem e metodológicas para problemas de operação ou investimento em sistemas de potência usando arcabouço de otimização robusta adaptativa e modificações no algoritmo de geração de linhas e colunas (CCGA). O primeiro artigo aborda a programação de curto prazo com restrição de segurança, onde a resposta automática de geradores é considerada. Um modelo robusto de dois estágios é adotado, resultando em complexas instâncias de programação inteira mista, que apresentam variáveis binárias associadas às decisões de primeiro e segundo estágios. Um novo CCGA que explora a estrutura do problema é desenvolvido. O segundo artigo usa redes neurais profundas para aprender o mapeamento das demandas nodais aos pontos de ajuste dos geradores para o problema do primeiro artigo. O CCGA é usados para garantir a viabilidade da solução. Este método resulta em importantes ganhos computacionais em relação ao primeiro artigo. O terceiro artigo propõe uma abordagem adaptativa em dois estágios para um modelo robusto de programação diária no qual o conjunto de incerteza poliedral é caracterizado diretamente a partir dos dados de geração não despachável observados. O problema resultante é afeito ao CCGA. O quarto artigo propõe um modelo de dois estágios adaptativo, robusto em distribuição para expansão de transmissão, incorporando incertezas a longo e curto prazo. Um novo CCGA é desenvolvido para lidar com os subproblemas. Finalmente, sob uma perspectiva diferente e generalista, o quinto artigo investiga a adequação de prêmios de incentivo para promover inovações em aspectos teóricos e computacionais para os desafios de sistemas de potência modernos. / [en] This dissertation is structured as a collection of five papers formatted as chapters. The first four papers provide modeling and methodological contributions in scheduling or investment problems in power systems using the adaptive robust optimization framework and modifications to the column-and-constraint-generation algorithm (CCGA). The first paper addresses the security-constrained short-term scheduling problem where automatic primary response is considered. A two-stage robust model is adopted, resulting in complex mixed-integer linear instances featuring binary variables associated with first- and second-stage decisions. A new tailored CCGA which explores the structure of the problem is devised. The second paper uses deep neural networks for learning the mapping of nodal demands onto generators set point for the first paper s model. Robust-based modeling approaches and the CCGA are used to enforce feasibility for the solution. This method results in important computational gains as compared to results of the first paper. The third paper proposes an adaptive data-driven approach for a two-stage robust unit commitment model, where the polyhedral uncertainty set is characterized directly from data, through the convex hull of a set of previously observed non-dispatchable generation profiles. The resulting problem is suitable for the exact CCGA. The fourth paper proposes an adaptive two-stage distributionally robust transmission expansion model incorporating long- and short-term uncertainties. A novel extended CCGA is devised to tackle distributionally robust subproblems. Finally, under a different and higher-level perspective, the fifth paper investigates the adequacy of systematic inducement prizes for fostering innovations in theoretical and computational aspects for various modern power systems challenges.

This research presents a Hybrid Particle Swarm Optimization with Bat Algorithm (HPSOBA) based approach to solve Optimal Reactive Power Dispatch (ORPD) problem. The primary objective of this project is minimization of the active power transmission losses by optimally setting the control variables within their limits and at the same time making sure that the equality and inequality constraints are not violated. Particle Swarm Optimization (PSO) and Bat Algorithm (BA) algorithms which are nature-inspired algorithms have become potential options to solving very difficult optimization problems like ORPD. Although PSO requires high computational time, it converges quickly; while BA requires less computational time and has the ability of switching automatically from exploration to exploitation when the optimality is imminent. This research integrated the respective advantages of PSO and BA algorithms to form a hybrid tool denoted as HPSOBA algorithm. HPSOBA combines the fast convergence ability of PSO with the less computation time ability of BA algorithm to get a better optimal solution by incorporating the BA’s frequency into the PSO velocity equation in order to control the pace. The HPSOBA, PSO and BA algorithms were implemented using MATLAB programming language and tested on three (3) benchmark test functions (Griewank, Rastrigin and Schwefel) and on IEEE 30- and 118-bus test systems to solve for ORPD without DG unit. A modified IEEE 30-bus test system was further used to validate the proposed hybrid algorithm to solve for optimal placement of DG unit for active power transmission line loss minimization. By comparison, HPSOBA algorithm results proved to be superior to those of the PSO and BA methods. In order to check if there will be a further improvement on the performance of the HPSOBA, the HPSOBA was further modified by embedding three new modifications to form a modified Hybrid approach denoted as MHPSOBA. This MHPSOBA was validated using IEEE 30-bus test system to solve ORPD problem and the results show that the HPSOBA algorithm outperforms the modified version (MHPSOBA). / Electrical and Mining Engineering / M. Tech. (Electrical Engineering)