Short-Term Hydrothermal Scheduling Using a Two-Stage Linear Programming with Special Ordered Sets Method

The short-term hydrothermal scheduling (SHS), typically a complicated nonlinear, nonconvex and non-smooth optimization problem, is very important for the economic operation of power systems. Instead of heuristic algorithms popularly used in previous studies, this paper employs a mathematical approach, where a two-stage linear programming with special ordered sets (TLPSOS) is proposed to solve the SHS problem. The nonlinear thermal cost functions and hydropower output functions are approximated by using the special ordered sets. The TLPSOS involves two stages: solve the linearized model in the first stage, and eliminate the linearization errors in the second. Superior to heuristic algorithms, the TLPSOS does not rely on parameters, and can always give stable results. Applied to a widely used hydrothermal system which consists of four hydroplants and three thermal plants, the present method shows its efficiency and strength in obtaining results better than those of previous studies.