Stochastic daily hydrothermal scheduling based on decomposition and parallelization

Abstract This paper studies the stochastic short term hydrothermal scheduling of systems that have a significant contribution from controllable reservoirs, focusing on the reservoirs’ operation policy when non-linearity and deployment of supplementary reserves at the real operation stage are modeled. Wind power and forced outages of power plants and transmission lines are treated as stochastic variables, and the total reserve is an endogenous variable to the model. The problem includes cascaded hydro systems with head-sensitive plants, a DC power flow representation with nonlinear transmission losses, and four types of operating reserves; and it aims at pre-positioning generation and reserves schedules in the light of the expected deployment of operating reserves throughout the day. To solve the optimization problem, a hybrid scheme elaborated from outer approximation and Benders decomposition is applied. The proposed solution method is tested in a real-size system, where its effectiveness, in terms of computational speed and accuracy, is demonstrated. The main nomenclature used is presented next. Other auxiliary variables, coefficients, dual variables and scalars are detailed within the section they are mentioned.