EXPLORING THE PROGRESSIVE HEDGING CHARACTERISTICS IN THE SOLUTION OF THE MEDIUM-TERM OPERATION PLANNING PROBLEM

摘要

This paper addresses the solution of the Medium-Term Operation Planning - MTOP problem which aims to define the generation for each power plant, minimizing the expected operating cost. In Brazil, given the predominance of the resources associated with hydro plants, this operation scheduling problem needs to take into account the randomness associated with water inflows to the reservoirs. As a consequence, it is necessary to solve a large scale stochastic programming problem which requires the use of advanced optimization tools in order to obtain a practical solution. In this context, the fundamental objective of this paper is to use of the Progressive Hedging - PH method to solve the MTOP problem. This method has structural properties that can explore the peculiarities of the MTOP problem. Thus, we assess the CPU performance for different schemes of decomposition. In order to evaluate the performance algorithms, the Brazilian hydro-thermal system is used as the test problem.