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.

Made available in DSpace on 2016-12-12T20:27:38Z (GMT). No. of bitstreams: 1 Camila Bianka Silva Bastos.pdf: 1963598 bytes, checksum: bee88eacc3f6e3c327425297316a691d (MD5) Previous issue date: 2015-02-27 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / This dissertation presents a study of the operation of two different three-phase grid-connected test-grids with the connection of a 1MWp photovoltaic system. Two analysis methods are used to evaluate the impacts of this photovoltaic systeM, these methods being conventional static analysis and the analysis known as Quasi-Static Time-Series Analysis. Despite the fact that all grids have unique characteristics, it is important to use test-grids, which simulate the real grid characteristics, to analyze the kinds of problems that can occur and then look for alternatives, if necessary. The impacts evaluated are related to the system losses, minimized with the allocation study of the generation on the grid, voltage profile and tap position curve, when automatic load tap changers are used. It was verified that the photovoltaic system interconnection point is the most influenced one after its connection to the grid. The Quasi-Static Time-Series Analysis allow the correct evaluation of the load-generation interaction, running the time series power flow through estimated data for the load and irradiance curves during 168 hours. The conventional static analysis only considers critical operation conditions, like minimum and maximum load, and no generation or maximum generation, and does not evaluate different case scenarios that occur in reality. The photovoltaic systems can bring many advantages to the electric systems, like the improvement on the final consumer voltage profile, line losses reduction, and also environmental impacts reduction. However, with the increase of distributed photovoltaic generation on the electrical grid, it s necessary to be aware of the impacts that this may cause by performing interconnection studies. / Esta dissertação apresenta um estudo da operação de uma rede teste trifásica de média tensão com a interligação de um sistema fotovoltaico de 1,0 MWp. Dois métodos de análise são utilizados para avaliar os impactos deste sistema fotovoltaico, sendo estes métodos as análises estáticas convencionais eas análises conhecidas como Quasi-Static Time-Series Analysis. Apesar de cada rede elétrica apresentar características únicas, é importante a utilização de sistemas testes, que simulam as características de sistemas reais, para analisar que tipos problemas podem surgir e então buscar alternativas, se necessário. Os impactos avaliados se referem às perdas no sistema, minimizadas com a correta alocação da geração, perfil de tensão e curva de posição do tap, no caso de transformador com comutação automática de tap. Contata-se que o ponto de conexão do sistema fotovoltaico é o mais influenciado pela sua conexão à rede. As análises QSTS possibilitam avaliar corretamente a iteração entre carga e geração, efetuando o fluxo de potência consecutivo através de dados estimados para as curvas de carga e de irradiância solar ao longo de 168 horas. Já as análises convencionais consideram apenas condições críticas de operação, como por exemplo, carga leve ou nominal e geração nula ou máxima, não avaliando então diferentes cenários de operação que ocorrem na prática. Os sistemas fotovoltaicos podem trazer muitos benefícios aos sistemas elétricos, como melhoria do perfil de tensão de atendimento ao consumidor, redução de perdas nas linhas, além da redução nos impactos ambientais. Entretanto, com o aumento de geração fotovoltaica distribuída na rede, é necessário estar atento aos impactos que isto pode causar através de estudos de interconexão.

Submitted by Renata Lopes (renatasil82@gmail.com) on 2016-06-09T12:11:11Z No. of bitstreams: 1 pedrodacruzloureiro.pdf: 1767688 bytes, checksum: 1fa1e4fbfaa6feaf5a5c88ea70df09d6 (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2016-07-13T13:31:22Z (GMT) No. of bitstreams: 1 pedrodacruzloureiro.pdf: 1767688 bytes, checksum: 1fa1e4fbfaa6feaf5a5c88ea70df09d6 (MD5) / Made available in DSpace on 2016-07-13T13:31:22Z (GMT). No. of bitstreams: 1 pedrodacruzloureiro.pdf: 1767688 bytes, checksum: 1fa1e4fbfaa6feaf5a5c88ea70df09d6 (MD5) Previous issue date: 2012-04-16 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Neste trabalho é proposta a aplicação de redes neurais artificiais para ajuste de parâmetros de um compensador estático de reativos, para controle de tensão e harmônicos. Devido à intensa produção de correntes harmônicas e possíveis afundamentos de tensão em instalações industriais como o forno a arco, é necessário um sistema de controle eficiente e robusto. Além disso, os sistemas elétricos de potência se encontram em um cenário com a presença cada vez maior de geração distribuída, cargas não-lineares e forte tendência à operação no contexto das smartgrids e microgrids. Sendo assim, o suporte de reativos deve ser adequado a esses sistemas, podendo atuar de forma rápida, precisa e confiável. Uma possível solução é a utilização de um compensador estático de reativos (CER) com função adicional de filtragem no ponto onde se deseja controlar a tensão e a distorção harmônica. Entretanto, para o correto funcionamento, é necessário um sistema preciso para o ajuste dos parâmetros do CER, ou seja, determinar os ângulos de disparo dos tiristores e o número de bancos de capacitores a serem ligados. Neste trabalho é proposta uma estratégia de controle via redes neurais artificiais, treinadas para o reconhecimento de padrões de operação em regime permanente e definição da configuração do CER, conferindo inteligência ao equipamento. Os desenvolvimentos propostos foram implementados no ambiente MatLab®. A validação do método é feita através de simulações em sistemas-teste, presentes na literatura técnica, utilizando o fluxo de potência pelo método de injeção de correntes trifásico harmônico. Os resultados obtidos mostram as vantagens da utilização da estratégia proposta. / In this work, an artificial neural network-based static var compensator tuning is proposed for voltage and harmonic distortion control. Due to intense harmonic current injection and possible voltage sags produced by industrial facilities such as arc furnaces, an efficient robust control system is needed. Besides, electrical power systems face a new scenario with high penetration of distributed generation and non-linear loads and increased smart grid and microgrid trends. Therefore, the available reactive power sources must be able to provide system control in order to operate the system in a fast, accurate and reliable way. The application of a static var compensator (SVC) with additional filtering function at the controlled node is a possible solution. However, a precise SVC parameters tuning is needed, in order to make the system to work properly. In this work, a control strategy based on artificial neural networks is proposed. The neural networks are trained to recognize steadystate operating patterns and give the SVC adjustment. The proposed technique was implemented in the MatLab® environment. The methodology is validated by simulations in test-systems available in technical literature, using the three-phase harmonic current injection method power flow. Results show the advantages of the proposed methodology.

Cette thèse propose un large éventail d'approches afin d'améliorer différents aspects de l'analyse des flux de puissance avec comme fils conducteur l'utilisation du processeurs graphiques (GPU). Si les GPU ont rapidement prouvés leurs efficacités sur des applications régulières pour lesquelles le parallélisme de données était facilement exploitable, il en est tout autrement pour les applications dites irrégulières. Ceci est précisément le cas de la plupart des algorithmes d'analyse de flux de puissance. Pour ce travail, nous nous inscrivons dans cette problématique d'optimisation de l'analyse de flux de puissance à l'aide de coprocesseur de type GPU. L'intérêt est double. Il étend le domaine d'application des GPU à une nouvelle classe de problème et/ou d'algorithme en proposant des solutions originales. Il permet aussi à l'analyse des flux de puissance de rester pertinent dans un contexte de changements continus dans les systèmes énergétiques, et ainsi d'en faciliter leur évolution. Nos principales contributions liées à la programmation sur GPU sont: (i) l'analyse des différentes méthodes de parcours d'arbre pour apporter une réponse au problème de la régularité par rapport à l'équilibrage de charge ; (ii) l'analyse de l'impact du format de représentation sur la performance des implémentations d'arithmétique floue. Nos contributions à l'analyse des flux de puissance sont les suivantes: (ii) une nouvelle méthode pour l'évaluation de l'incertitude dans l'analyse des flux de puissance ; (ii) une nouvelle méthode de point fixe pour l'analyse des flux de puissance, problème que l'on qualifie d'intrinsèquement parallèle. / This thesis addresses the utilization of Graphics Processing Units (GPUs) for improving the Power Flow (PF) analysis of modern power systems. Currently, GPUs are challenged by applications exhibiting an irregular computational pattern, as is the case of most known methods for PF analysis. At the same time, the PF analysis needs to be improved in order to cope with new requirements of efficiency and accuracy coming from the Smart Grid concept. The relevance of GPU-enhanced PF analysis is twofold. On one hand, it expands the application domain of GPU to a new class of problems. On the other hand, it consistently increases the computational capacity available for power system operation and design. The present work attempts to achieve that in two complementary ways: (i) by developing novel GPU programming strategies for available PF algorithms, and (ii) by proposing novel PF analysis methods that can exploit the numerous features present in GPU architectures. Specific contributions on GPU computing include: (i) a comparison of two programming paradigms, namely regularity and load-balancing, for implementing the so-called treefix operations; (ii) a study of the impact of the representation format over performance and accuracy, for fuzzy interval algebraic operations; and (iii) the utilization of architecture-specific design, as a novel strategy to improve performance scalability of applications. Contributions on PF analysis include: (i) the design and evaluation of a novel method for the uncertainty assessment, based on the fuzzy interval approach; and (ii) the development of an intrinsically parallel method for PF analysis, which is not affected by the Amdahl's law.

The transition of the power sector from vertically integrated utility (VIU) to deregulated system has resulted in reshaping of generation, transmission and distribution components. Some of the objectives of restructuring are to ensure a secure and reliable supply of electricity, encourage competition in all segments, sustain future economic and technological growth, etc. There are many challenges that arise in fulfilling these objectives. The thesis addresses some of them related to planning and operational aspects of real and reactive power, covering the following areas: Real power tracing, loss allocation and pricing Reactive power tracing, loss allocation and pricing Power system generation expansion planning Power transfer capability in interregional grids Voltage stability enhancement by improving reactive power margins In deregulated power systems, it has become important to identify the generation and transmission entities responsible in meeting loads. This is done by tracing the power flows through the transmission network. Power tracing is required to assess the extent of network usage by the participants, so as to allocate the transmission losses and charges. Many loss allocation methods are presented in the literature. The loss allocation method implemented in this thesis is a circuit based method. For obtaining the generators contribution towards meeting system loads and transmission losses, an approach of relative electrical distance (RED) between the generation and the load buses, is presented. The method is used to trace both real and reactive power flows. In the case of real power, the generators are the only sources and loads are the only sinks. However, reactive sources and sinks are distributed all along the transmission system. The reactive power sources considered are generators, switchable VAR sources (shunt capacitor banks) and line charging susceptances; and the reactive sinks are shunt reactors and reactive inductive loads. While tracing their flows the actual sources or sinks are to be identified which is obtained after adding reactive injections and absorptions at each bus. If the net value is absorbing, the bus is a reactive sink and if the net value is injecting, the bus is a reactive source. The transmission line charge susceptances contribution to the system’s reactive flows; and its aid extended in reducing the reactive generation at the generator buses is also discussed. A reactive power optimization technique is applied to optimally adjust the reactive controller settings of transformer taps, generator excitations and switched capacitors, so that the available reactive resources can be fully utilized. In the thesis, a methodology for evaluation of real and reactive power load and loss sharing proportions; and cost allocation towards transmission utilization is presented. Due to the ever growing increase in demands; on one hand the existing transmission networks are getting overloaded at some locations and on the other hand, the available generation is becoming insufficient to cater to the additional demand. To handle this problem, generation and transmission expansions become inevitable. Hence, additional public sector units or independent power producers and transmission providers are to be brought in. However in a restructured system, generally there is no central planning for new generation capacity or transmission additions. The reason being, these investments need huge capital and long period of commitment. While making a generation investment decision, expectations concerning future electricity demand, spot market prices, variations of regulatory policies, etc., are the major considerations. The locations, capacities and timing of new power plants are basically at the generation companies’ own discretion. Also, generation companies do not have any obligation to ensure sufficient supply of electricity to meet present and future requirements. Hence, it is a matter of concern as to how adequate generation capacity can be secured in the long run. Optimal siting and sizing of these new generation locations is also an issue of concern. In this thesis a new index called as ‘Tindex’ is proposed, which identifies prospective new generation expansion locations. The index is formulated based on the transmission network information, and it helps in identifying the most suitable new generation expansion locations. To implement this methodology each of the load bus is treated as a generation bus, one at a time, and the maximum generation capacity that can be installed at the location is computed from the approach. This method ensures minimum transmission expansion. Interconnected power systems help in exchanging power from one area to other areas at times of power deficiency in their own area. To enable this, their tieline capability to transfer power has to be sufficient, which is determined using total transfer capability (TTC) computation. TTC is an important index in power markets with large volume of interarea power exchanges and wheeling transactions taking place on an hourly basis. In the thesis, the total transfer capability (TTC) of interconnected tielines, under normal and contingency conditions is evaluated. The contingency cases evaluated are single line contingency, tieline contingency and generator outage. The most critical lines in each zone are identified using Fuzzy set theory. Unified power flow controller (UPFC), a flexible AC transmission system (FACTS) device is incorporated to improve the power transfers under contingency conditions. The best locations for UPFC placement are identified by analysing the power flow results obtained after considering the contingencies. For each of the normal and contingency cases, a base case and a limiting case are formed and the TTC is evaluated. Limiting case is formed by increasing the load in small steps till a point after which bus voltages or line loadings start to violate their stability constraints. To improve the system conditions in the limiting case, reactive power optimization and UPFC installation is carried out. The results reflect the improvement in system conditions and total transfer capability margins. Availability of sufficient generator reactive margins is very essential to ensure system’s voltage stability, without which even minor disturbances may lead to catastrophe. The amount of reactive power margin available in a system determines its proximity to voltage instability under normal and emergency conditions. One way of improving the reactive margin of a synchronous generator, is to reduce the real power generation within its MVA ratings. However this real power reduction will affect the real power contract agreements formed while power trading. The real power contracts are not disturbed and the reactive power margins are improved by optimally adjusting the other available reactive controllers, namely, generator exciter, transformer taps and shunt compensators. To have further control on the reactive flows, UPFC device is incorporated at appropriate locations. The thesis discusses how reactive margins are computed and subsequently improved using a reactive power optimization technique and UPFC. Case studies are carried out on typical sample 6bus, 8bus, 10bus, 16bus, 20bus, IEEE 30bus, IEEE 39bus systems, and reallife equivalents of Indian southern grid 24bus, 72bus, 87bus and 205bus systems to illustrate the proposed approaches.

This thesis deals with a power flow control in the electric power system. An overview of FACTS devices is introduced; their basic characteristics as well as examples of their application are discussed. A significant part of this thesis investigates phase shifting transformers (PST´s), which seem to be suitable for implementation in the transmission system of the Czech Republic. The PST´s are useful devices that control active power flows on cross-border lines and regulate unwanted and unexpected power flows. Basic types and characteristics of the PST´s are discussed. In chapter 7 is designed laboratory task that should validate the regulatory capabilities of the transformer PST. Designs of models of individual parts of this laboratory task are presented. In the last part of this thesis the regulation effect of the PST is validated in the GLF/AES program.

Kenntnisse über das prinzipielle Verhalten der Lasten und deren Benutzung durch die Endabnehmer sind im Wesentlichen vorhanden. Viele der aktuell notwendigen Untersuchungen benötigen jedoch Zeitreihen elektrischer Lasten, sogenannte Lastgänge. Mit der Synthese von Zeitreihen elektrischer Lasten können unter Berücksichtigung verschiedenster Anforderungen Lastgänge aufgebaut werden, wobei in dieser Arbeit der Fokus auf Haushaltsabnehmer liegt. Wichtige Eingangsdaten für die Lastgangsynthese sind die technischen Kenngrößen der elektrischen Geräte und die sozialen Kennzahlen zur Benutzung der Geräte durch die Endabnehmer. Anhand dieser Eingangsdaten wird die Lastgangsynthese durchgeführt und werden Anwendungsbeispiele dargestellt. Die Entwicklung von klassischen Versorgungsnetzen hin zu aktiven Verteilungsnetzen ist bedingt durch neue Verbraucher, wie Wärmepumpen, Elektroautos, sowie vielen dezentralen Erzeugungsanlagen. Speziell die fluktuierende Einspeisung durch Photovoltaik-Anlagen ist Anlass zur Forderung nach einem Verbrauchs- und Lastmanagement. Mit dem Verbrauchsmanagement wird die Last an die Einspeisung angepasst und das Lastmanagement berücksichtigt zusätzlich die Versorgungssituation des Netzes. Für die Lastgangsynthese werden die Haushaltsgeräte in fünf Geräteklassen unterteilt, für die spezifische Kennzahlen aus technischer und sozialer Sicht angegeben werden. Diese Kennzahlen sind Leistung pro Gerät oder Energieverbrauch pro Nutzung sowie Ausstattungsgrade, Benutzungshäufigkeiten und Zeiten für das Ein- und Ausschalten der Geräte. Damit wird ein neuer Ansatz gewählt, welcher nicht mehr auf die detaillierte Beschreibung des Bewohnerverhaltens beruht, da die Datenbereitstellung dafür äußerst schwierig war und ist. Vorzugsweise in Niederspannungsnetzen sind mit synthetischen Zeitreihen umfangreiche und umfassende Untersuchungen realisierbar. Es gibt verschiedenste Möglichkeiten, die Zeitreihen zusammenzustellen. Mit Lastgängen je Außenleiter können beispielsweise unsymmetrische Zustände der Netze analysiert werden. Zudem können auch Lastgänge für Geräte bzw. Gerätegruppen erstellt werden, welche für Potenzialanalysen des Verbrauchsmanagement essenziell sind. Der wesentliche Unterschied besteht darin, dass viele Berechnungen nicht mehr auf deterministische Extremwerte beruhen, sondern die stochastischen Eigenschaften der Endabnehmer mit den resultierenden Lastgängen berücksichtigt werden. / Distributed generation and novel loads such as electric vehicles and heat pumps require the development towards active distribution networks. Load curves are needed for the appropriate design process. This thesis presents a feasible and expandable synthesis of load curves, which is performed exemplary on residential customers with a period under review of 1 year and time steps of as little as 30 s. The data is collected for up-to-date appliances and current statics examining the way of life. The main focus lies on the input data for the synthesis and distinguishes between technical and social factors. Some thirty home appliances have been analyzed and are classified into five appliance classes by incorporating switching operations and power consumptions. The active power is the key figure for the technical perspective and the data is derived from manufacturer information. For the social perspective six different customer types are defined. They differ in sizes of household and housekeeping. The social key figures are appliance penetration rate and depending on the appliance class the turn-on time, turn-off time, operating duration or cycle duration. The elaborated two-stage synthesis is efficiently implemented in Matlab®. First, artificial load curves are created for each appliance of the households under consideration of the appliance class. In the second step, the individual load curves of the appliances are combined to load curves per line conductor. The algorithms have been validated in the implementation process by retracing the input data in the load curves. Also, the feasibility of the results is shown by comparing the key figures maximum load and power consumption to data in literature. The generated load curves allow for unsymmetrical calculations of distribution systems and can be used for probabilistic investigations of the charging of electric vehicles, the sizing of thermal storage combined with heat pumps or the integration of battery storage systems. A main advantage is the possibility to estimate the likelihood of operating conditions. The enhancement to further appliances and the changeability of the input data allows for versatile further possible investigations.

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.

Im Beitrag wird zunächst die konventionelle auf Signalflüssen basierte Modellbildung mit modernen leistungsflussbasierten Methoden, die auf dem Prinzip von Aktion und Reaktion aufbauen, verglichen. BG (Bond Graph), POG (Power Oriented Graph) und EMR (Energetic Macroscopic representation) sind solche modernen Methoden die den Leistungsaustausch zwischen Teilsystemen als Grundlage für den Modellbildungsansatz nutzen. Diese Werkzeuge erhalten die physikalische Struktur, erlauben es in das dynamische System hineinzuschauen und unterstützen das Verständnis des Leistungsflusses. Unterschiede werden anhand verschiedener Eigenschaften in einer Tabelle angegeben. Nach Erläuterung der Grundlagen zu POG und BG erfolgt die Vorstellung einer Freeware Zusatzbibliothek zur Simulation von Bondgraphen. Spezielle Eigenschaften werden kurz umrissen. Diese Blockbibliothek läuft unter Simulink, besteht aus nur 9 mittels Menü konfigurierbaren Blöcken und realisiert bidirektionale Verbindungen. Die Beispiele Gleichstrommotor, Pulssteller und elastische Welle demonstrieren die Vorteile der leistungsflussorientierten Modellbildung. Zustandsregelung, Energieeffizienz und Simulink LTI Analysewerkzeuge führen in die Anwendung der vorgestellten Simulink Zusatzbibliothek für Bondgraphen ein.:Modellbildung dynamischer Systeme mittels Leistungsfluß 1. Leistungsfluß versus Signalfluß 2. Konjugierte Leistungsvariablen und Kausalität 3. Grundlagen Leistungsfluß orientierter Modellierung 3.1 Definitionen zum POG (Power Oriented Graph) 3.2 Definitionen zu Grundelementen für Bondgraphen (BG) 4. Freeware Bibliothek zur Simulation von Bondgraphen 4.1 Übersicht und Nutzerfreundlichkeit 4.2 Besonderheiten 5. Beispiele 5.1 Gleichstrommotor mit starrer Welle 5.2 Elastische Welle 5.3 Eingangsfilter und Pulssteller 5.4 Vereinfachter Antriebsstrang 6. Anwendung der Simulink Bondgraph Blockbibliothek 6.1 Beispiel elastische Welle 6.2 Zustandsregelung 6.3 Energieeffizienz 6.4 Simulink Analysewerkzeuge 7. Vorteile im Überblick / The paper starts with a comparison of the conventional modelling method based on signal flow and modern power flow oriented modelling methods based on the principle of action and reaction. BG (Bond Graph), POG (Power Oriented Graph) and EMR (Energetic Macroscopic representation) are such modern methods based on the power exchange between partial systems as a key element for the basic modelling approach. These tools preserve the physical structure, enable a view inside dynamical systems and support understanding the power flow. Relationships between these graphical representations will be given. After the explanation of basics for POG and BG an overview and special features of a freeware add-on library for simulation of BGs will be outlined. The block library runs under Simulink, consists of nine menu-driven customised blocks only and realises bidirectional connections. Examples DC motor, chopper and elastic shaft demonstrate the advantages of power flow oriented modelling. State space control, energy efficiency and Simulink LTI analysis tools exemplify the application of the presented Simulink add-on BG library.:Modellbildung dynamischer Systeme mittels Leistungsfluß 1. Leistungsfluß versus Signalfluß 2. Konjugierte Leistungsvariablen und Kausalität 3. Grundlagen Leistungsfluß orientierter Modellierung 3.1 Definitionen zum POG (Power Oriented Graph) 3.2 Definitionen zu Grundelementen für Bondgraphen (BG) 4. Freeware Bibliothek zur Simulation von Bondgraphen 4.1 Übersicht und Nutzerfreundlichkeit 4.2 Besonderheiten 5. Beispiele 5.1 Gleichstrommotor mit starrer Welle 5.2 Elastische Welle 5.3 Eingangsfilter und Pulssteller 5.4 Vereinfachter Antriebsstrang 6. Anwendung der Simulink Bondgraph Blockbibliothek 6.1 Beispiel elastische Welle 6.2 Zustandsregelung 6.3 Energieeffizienz 6.4 Simulink Analysewerkzeuge 7. Vorteile im Überblick

[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.