Séguin Sara et Côté Pascal. (2018). Blackbox optimization for chance constrained hydro scheduling problems. Dans Proceedings of the 6th International Workshop on Hydro Scheduling in Competitive Electricity Markets. (p. 1-7). The International Workshop on Hydro Scheduling in Competitive Markets. Switzerland : Springer International Publishing.
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URL officielle: https://doi.org/10.1007/978-3-030-03311-8_1
Résumé
This paper presents a novel method to treat a chance constrained formulation of the hydropower reservoir management problem. An advantage of this methodology is that it is easily understandable by the decision makers. However, when using explicit optimization methods, the optimal operating policy requires to be simulated over multiple scenarios to validate the feasibility of the constraints. A blackbox optimization framework is used to determine the parameters of the chance constraints, embedding the chance constrained optimization problem and the simulation as the blackbox. Numerical results are conducted on the Kemano hydropower system in Canada.
Type de document: | Chapitre de livre |
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Date: | 1 Novembre 2018 |
Lieu de publication: | Switzerland |
Sujets: | Sciences naturelles et génie > Génie > Génie électrique et génie électronique Sciences naturelles et génie > Sciences mathématiques > Informatique |
Département, module, service et unité de recherche: | Départements et modules > Département d'informatique et de mathématique |
Mots-clés: | Hydropower reservoir management, blackbox optimization, chance constrained optimization, stochastic dynamic programming, gestion de réservoir hydroélectrique, optimisation Blackbox, optimisation contrainte au hasard, programmation dynamique stochastique |
Déposé le: | 16 nov. 2018 00:45 |
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Dernière modification: | 16 nov. 2018 00:45 |
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