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3, AUGUST 2007

1351

**Hydrothermal Scheduling Using Benders Decomposition: Accelerating Techniques
**

Wilfredo S. Sifuentes, Student Member, IEEE, and Alberto Vargas, Senior Member, IEEE

Abstract—A new decomposition method is presented that includes the network through ac modeling within the hydrothermal scheduling optimization process including the losses. In short-term hydrothermal scheduling, the transmission network is typically modeled with dc power ﬂow techniques. Such modeling, however, can lead to impractical solutions when it is veriﬁed with ac power ﬂow. Another proposal considers in thermal systems the ac network modeling but not the optimization of losses. The approach presented here addresses issues such as congestion management and control of service quality that often arise in large and weakly meshed networks—the typical pattern of power systems in Latin America. Generalized Benders decomposition and traditional, well-known optimization techniques are used to solve this problem. The master problem stage deﬁnes the generation levels by regarding the inter-temporal constraints, whereas the subproblem stage determines both the active and the reactive economical dispatches for each time interval of the load curve. It meets the electrical constraints through a modiﬁed ac optimal power ﬂow (OPF). Another important contribution is the inclusion of accelerating techniques aimed at reducing the number of iterations and CPU time. The methodology was proven in a real system and test systems. Results are discussed in this paper. Index Terms—Benders decomposition, hydrothermal scheduling, optimal power ﬂow, unit commitment.

I. INTRODUCTION HORT-TERM hydrothermal scheduling (STHS) is known as one of the most challenging optimization tasks in power systems [1]. Its purpose is to minimize the total generation cost over a time period (a day or a week) involving a mix of hydro and thermal generation. This problem has been addressed with several techniques, e.g., dynamic programming [1], [2], Lagrangean decomposition [3], [4], and generalized Benders decomposition [5]. In these works, however, the transmission network was not considered or was greatly simpliﬁed. These simpliﬁcations could lead to inoperable dispatch or to the need for adjustments at the level of unit commitment when verifying operational limits with ac power ﬂow. This problem is not only typical in Latin American countries that feature extensive and weakly-meshed networks, highly-loaded power lines, and generation plants located far from the load [7], [8] but is also present in other countries, like Spain [9]. The restructuring of electrical markets in the 1980s and 1990s for better competitiveness also turned the STHS problem into

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Manuscript received January 27, 2006; revised November 20, 2006. This work was supported by the German Exchange Service (Deutscher Akademischer Austauschdienst/DAAD). Paper no. TPWRS-00044-2006. The authors are with the Instituto de Energía Eléctrica, Universidad Nacional de San Juan, San Juan, Argentina (e-mail: wssr@ieee.org; avargas@iee.unsj. edu.ar). Digital Object Identiﬁer 10.1109/TPWRS.2007.901751

a more complex one. Thus, when evaluating economically the operation of a power system in this stringent competitive framework, the problem incorporates additional factors, e.g., the lack of electric power to supply the demand, as measured by the non-supplied energy (NSE) factor. NSE is economically quantiﬁed by the cost of the NSE (CNSE) that must be evaluated for each period and each system bus. In spite of this deregulation trend, most countries in Latin America are still computing the short-term operating planning under some kind of centralized dispatch criteria. The most successful optimization technique applied so far to solve STHS has been Lagrangean relaxation (LR). In early applications, the optimization problem considered only thermal units [1], [3], [10]. The methodology was soon extended to consider the constraints from hydroelectric power stations [4], [12] and, subsequently, to include the transmission network modeled by dc power ﬂow [11], [13], [14]. The success of the LR approach lies in the fact that it allows relaxing the hard constraints by deﬁning a dual problem, which turns the original problem into a separable one. However, on account of its own nature, the solution attained for the dual problem is almost always non-practical. It requires further complex adjustments to meet every constraint of the primary problem, especially for inter-temporal constrains, such as the multi-period water balance of hydropower schemes. Other approaches of recent works [5], [6] have shown promising results using generalized Benders decomposition (GBD) [15]. With this tool and with an appropriate selection of variables, it is possible to split the problem into several small ones. This transformation allows processing the inter-temporal constraints separately from the static constraints, i.e., constraints that cover a single period. The issue of considering the transmission network within the STHS problem implies adding a very large set of nonlinear constraints that are equivalent to an OPF for each period. Since the OPF is regarded as a very complex problem [16], in STHS, the network is modeled with little detail or, else, it is greatly simpliﬁed. At present, there are just a few works that include an entire network modeling and the losses included in optimization [6], [17]. Nonetheless, they consider only purely thermal generation. Others authors include an ac network modeling and were applied in both small-scale and large-scale systems, including security and contingency constraints, but the approach is purely thermal feasibility oriented [18], [19] instead of hydrothermal optimality oriented as is presented in this paper. Doña [7] considers a complementary heuristic procedure to detect and correct reactive power deﬁcit problems within an optimization process for a large-scale hydrothermal system, and Serrano [8] proposes an improvement of voltage levels and

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NO. Minimum active and reactive power output of thermal unit . Rx Penalty costs due to reactive excess. linear. Module and angle of the admittance matrix elements. though with an extension to consider a complete power ﬂow modeling. Ramp rate of thermal unit . Maximum active and reactive power output of thermal unit . It combines the approach of Alguacil [5] to treat the inter-temporary constraints and the approach of Ma [20] for the electrical constraints. for period for Operation state of hydro-power plant period . as is recognized in [22]. Active and reactive power load for period on bus . The STHS can be formulated as shown in (1) at the bottom of the page. and the high computational burden for the master problem [21]. PROBLEM FORMULATION The following notation is introduced. A heuristic decomposition is presented in [9] applied to the Spanish market to correct both voltage levels and congestion issues. Minimum active and reactive power outputs of hydro-power plant . Number of buses in the system. Maximum active and reactive power outputs of hydro-power plant . AUGUST 2007 losses reduction process by considering the smallest deviation of the previously computed economic dispatch. Two drawbacks (always present in Benders decomposition) are its slow ﬁnal convergence. The generic hydrothermal coordination is formulated in Section II. Penalty costs due to active and reactive deﬁcits. Voltage angle for period on bus . Section III describes the proposed decomposition and the addition of heuristics to reduce the number of iterations. The present work offers a contribution on this sense. Spinning reserve required for period . As a conclusion on the state of the art. Section V gives concluding remarks. Active and reactive power deﬁcits for period on bus . This problem is extremely difﬁcult to deal with using LR approaches but relatively straightforward using the MIP technique. Minimum up time of thermal unit . (1) . an issue that is hard to address with other approaches. Number of thermal units. Voltage value for period on bus . Minimum and maximum voltage limits of bus k. Number of hydro-power plants. VOL. The former is minimized by introducing accelerating techniques in a speciﬁc stage of the procedure and the latter by using a specialized optimization tool.1352 IEEE TRANSACTIONS ON POWER SYSTEMS. This paper is organized as follows. Excess values of active and reactive power for period on bus . II. Minimum and maximum water volume of the dam associated to the hydro-power plant . Main Variables: Active and reactive power output of thermal unit for period . Startup cost of thermal unit . Number of lines in the system. The solution of hydrothermal systems with hydro predominance is signiﬁcantly more complex than the thermal system. 22. Operation state of thermal unit . This compounded approach also allows representing cascaded hydro power plants. there is not any strong mathematical formulation available applied to STHS with an ac modeling. Minimum and maximum limits active power of the line or branch l. also called tailing-off effect. 3. for period Water volume and ﬂow rate of the dam associated to hydro-power plant for period . Startup of thermal unit Startup. Section IV gives the numerical results and discusses the application to an actual system. Sets: Time horizon of scheduling. and quadratic terms of the costs curve of thermal unit . Active and reactive power output of hydro-power plant for period . at present. Constants: Free.

. and the subproblem as well. . the penalty magnitudes correspond to the costs resulting from being unable to supply active or reactive power to the system (an extension of the concept of fault machine). III. PROPOSED DECOMPOSITION The original GBD [15] technique was developed with the purpose of manipulating continuous and discrete variables separately. (3) 3) Ramping. (8) 7) Spinning reserve requirement (SRR). which—in turn—prevents their individual treatment. The constraints from hydroelectric power plants are frequently modeled linearly. there are more continuous variables— —in the master problem. (13) (14) 11) Bus voltage limits. (15) Constraints (6) and (10)–(15) correspond to the formulation of various ac OPFs. These variables will not be zero when the proposed generating schedule and the transmission network cannot satisfy the nodal balance. They can be modeled either linearly or in quadratic form. Problem (1) is subject to the following constrains: 1) Auxiliary constraint to detect start-up. In the present work. and the second group represents the total amount of penalty costs. Nevertheless. SRR is considered. these constraints are easily handled through a linear representation. the active power limit is shown. Due to regulation in some Latin American countries.SIFUENTES AND VARGAS: HYDROTHERMAL SCHEDULING USING BENDERS DECOMPOSITION 1353 The ﬁrst group represents the production and startup costs. The subproblem is a nonlinear optimization problem. Second. 8) Nodal balance on bus riod . (7) 6) Minimum and maximum volume of each reservoir. The master problem—a mixed integer optimization problem—deals with the discrete variables and with only one continuous variable. whereas constraints (6) and (10)–(15) correspond to a nonlinear problem with continuous variables (provided some variables are ﬁxed equal to a given value). However. until reaching the convergence criterion. Constraints (2)–(5) and (7)–(9) correspond to a mixed integer problem. (9) Main electrical operation constrains are the following ones: . In this work. constraint (12) can be replaced for the apparent power limit or current thermal limits for the methodology presented here. though with a difference in that they contain variables that link these constraints through several time intervals. (2) 2) Minimum up-time operation. they prevent the occurrence of non-feasibilities in the optimization approach. The Benders cuts are linear approximations to the subproblem about the solution point found in the master problem. Therefore. The proposed decomposition is slightly different from the original GBD approach. and it has a ﬁxed value previously computed through studies comparing reliability and operation cost. (4) 4) Minimum and maximum active and reactive power output of hydraulic unit generation. (12) 10) Power output limits (active and reactive) of thermal units. A particular case is the consideration of time delay in cascaded hydroelectric power plants. which allows closing the nodal balance (active and/or reactive balance) for any condition. in relation to the generated power output . (active and reactive) for every pe- (10) (11) 9) Capacity limits of transmission lines or branches for every period . The production costs are those incurred by the committed thermal units. and meet two imporThe introduction of variables tant objectives in the formulation: First. there exists some exception when a nonlinear modeling must be considered [23]—a case not regarded in this work. the master problem must be solved successively (by accumulating the Benders cuts). The continuous variable together with the Benders cuts represent the subproblem into the master problem. which allow (5) (6) 5) Hydraulic balance considering continuity and time-delay of inﬂow.

(7). the solution for the subproblem solution will always be feasible. the region is approximated by quadratic functions. However. with its active power totally supplied (as ensured by unit commitment computed in the master problem). In this scenario. the ﬁrst tool used in order to optimize the subproblem is sequential quadratic programming. because an increase of reactive power injection in that bus will contribute very little or nothing to raise the voltage level. because in nonlinear programming. this situation is seldom found in practice. The added Benders cuts represent the subproblem in a linear way. with this formulation. the Benders cut is The upper line means a ﬁxed value for the variable computed in the previous iteration in the master problem and the remaining values in the subproblem . Master Problem versus Subproblem: As a clarifying example. the generators (thermal and hydro units) nearest to the reactive-deﬁcit bus will have greater values associated to the dual value of the variable that controls its operation state . It is then necessary to add the Benders cuts when computing each iteration. The strict application of GBD requires that the subproblem be convex. Considering the case for variable for a speciﬁc period and a thermal unit . Therefore. This way. Hence. because it is necessary to know their dual value once the solution of the subproblem has been attained. (20) The objective function (19) is subject to constraints (2)–(5). and (8). the master problem can also process constraint (9). The non-convexities in the subproblem result from the presence of sine and cosine functions in the nodal balance (active and reactive) equations. an intuitive decomposition is presented ﬁrst. Luckily. the dual value of will be zero or very small. represents the subproblem within the master problem. Subproblem: The subproblem is deﬁned as (16) Objective function (16) is subject to constraints (6) and (10)–(15). the additional constraint that should be added to the OPF would be (18) is the previous value obtained in the master problem. The observed sensitivity arises from the fact that controls the limits of constrains (13) and (14). 2) The penalized variables altogether with the magnitude of the penalization signiﬁcantly reduce the non-convex zones and prevent the subproblem from becoming non-feasible. Then. This problem is nonlinear and separable. (e. For each single period . This condition will be compensated for by activating a reactive power deﬁcit machine on this bus. the subproblem becomes a set of independent optimal power ﬂows. must be included as a constraint explicitly. else. The main advantage of this formulation is that it prevents the need of building feasibility cuts. some conditions can prevent or reduce much of these occurrences. NO. 22. With all this information. If the generator is located on a bus that has reactive power reserve electrically far from the bus showing the voltage-problem. let us consider the case of a given OPF. the nonlinear solver must guarantee this is reached in order to attain the Lagrangean multipliers. VOL. For sake of simplicity. Therefore. it is not always possible to know when the optimization problem is not feasible or that the solver cannot reach at the right solution. AUGUST 2007 transforming the subproblem into a set of independent optimization problems as well as greatly reducing its computational burden. These constrains have variables that participate in the objective function of the subproblem. The formulation of the master problem is of mixed integer lineal programming (MIP) type. Hence. (16) will actually be as follows: 3) It is highly advisable to ﬁx the bounds of variables. 1) It is necessary to reach large bus angle-differences in order to change the convexity of these functions. voltage angles bounds: It is very important to remark that. In Latin America. Each dual value is used to construct the Benders cuts. where and is the Lagrange multiplier of the constraint. a common practice is to assign the spinning reserve only to hydraulic plants.g.. the master problem determines a . Moreover. The solution gets reduced to an operative and feasible region to degrees). computed in the master problem as input data to the OPF. then. the linearized Benders cut may cut off feasible solutions. it gives a linear approximation of the rate-of-change of the subproblem costs caused by a unitary change of .1354 IEEE TRANSACTIONS ON POWER SYSTEMS. As in the previous case. though incapable of reaching the imposed voltage level for a given bus. it is necessary to add speciﬁc constrains of and variables into the subproblem. the dual value of variable will depend on the electrical proximity of the generator to the reactive-deﬁcit bus. Master Problem: The master problem includes the minimization of the ﬁxed costs (free term of the cost curve) and the startup costs of the thermal units subject to the operative inter-temporal constrains (minimum operation times and minimum out-of-service time). 3. which are added to the master problem in each iteration to improve the proposed dispatch. It also contains the complete set of constraints of the hydroelectric power plants (19) (17) The original variables.

Therefore. 1 shows the algorithm structure. is that the difference between the upper and lower bounds should be smaller than the adopted tolerance. Results Validation: It is not possible to show the contrast with other methodology applied to this problem (STHS) with ac modeling. the master problem has little information. this approach cannot be used in the same way. angles. the next better point (schedule) is calculated with RMIP. 3) Contrast the results found in steps 1 and 2. However. Then in our case. A similar analysis can be done when congestion appears. 2) The ﬁrst iterations are performed with relaxed mixed integer programming (RMIP). for example. This scheme is founded on the fact that GBD converges in one . just to prevent the master problem giving the same solutions in the next iterations. 1) When Benders decomposition is used in linear programming. 3) The upper and lower bounds of the solution for hydraulic power plants in the last iterations are tightened. and voltages. new generation schedule.SIFUENTES AND VARGAS: HYDROTHERMAL SCHEDULING USING BENDERS DECOMPOSITION 1355 variables in the subproblem are the penalized variables. Fig. 1) Solve the original problem with the proposed methodology. though the computational burden is increased as well. that the total amount of active generation of two power plants change slightly between two iterations but change much more between them with a very little improvement of the lower and upper bounds. 2) By ﬁxing all binary variables and using the remaining results found in step one as initial variable values. the quadratic term can also be moved to the master problem when the presented decomposition presents a slow convergence but the master problem needs to be solved using a QMIP solver. solve again the original problem without considering any decomposition (totally coupled problem). the hydraulic generation undergoes a hydro generation complementary effect. For each period . We adopt to include the quadratic term into the subproblem and then testing this decomposition provided that actual Latin-Americans hydrothermal systems present both hydro and thermal units very different characteristics and the quadratic terms are not signiﬁcant (in fact.. Proposed algorithm structure. This means. e. it was realized that. Decomposition Strategy: In the actual decomposition. The selected distance in order to delete a cut is chosen by trial and error. where iteration [24] if the subproblem is solved at point Fig. the Benders cut are deﬁned as (23) Accelerating Techniques (ACCT): The inclusion of ACCT is aimed at reducing the computing time for the entire problem. in speciﬁc periods. Under this decomposition framework. Controlling this behavior will lead to a faster convergence. After a careful observation to understand why GBD shows a long tail (slow ﬁnal convergence).g. only a linear cost curve representation is used). in some countries. 4) The stopping criteria adopted with GBD. It is described brieﬂy below. The master problem is redeﬁned as (21) The authors analyzed several scenarios and got as a conclusion that it is necessary to implement a particular decomposition strategy appropriate for the speciﬁc system. in order to guarantee the optimality of the solution. The problem arises from the fact that a Benders cut cannot be active but that cut is actually forcing to an integer solution of some variable. and GBD with ACCT. the state . 1. This consideration allows processing inter-temporary constraints—e. In mixed integer programming. the linear part of the cost-curve of thermal units was moved to the master problem (including its active power limits constraint).. The distance of the cut can be evaluated as the difference between zero and the constraint evaluated at the solution point.g. in hydrothermal or thermal systems. the subproblem is redeﬁned as (22) It is necessary to add the constraint to consider the inﬂuence of the quadratic part of the cost curve in the master problem. and it obtains a stronger lower bound. with slightly worsening of the solution. it is only necessary to keep the active Benders cuts to the next iterations. This problem is brought up by the linear representation of the entire problem in the master problem. the following scheme is proposed. and the proposed schedule does not have to be exactly computed. In the ﬁrst iterations. (9) or (4)—without making simpliﬁcations.

The penalty costs used were UM 1750 for active deﬁcit and UM 1650 for reactive deﬁcit. and a peak of 2200 MW. This fact is very important because the master problem grows with each iteration. its solution takes more CPU time. The CPU time solution corresponds 55% to the master problem and 45% to the subproblem. However. the reactive nodal balance and other constraints containing reactive variables were disabled. four SVCs. In various tests performed. Then. and the voltage was ﬁxed in 1. and Xpress-SLP for the subproblem. These values are only representative for this speciﬁc problem. and the active power difference is taken by the thermal units. This nonlinear problem. once the discrete variables were computed. 3. four simulations were made to observe the impact of ac modeling. The key reason for this reduction on CPU time lies on the less iteration needed to achieve convergence. Finally.u.u. The electric network was modeled with 61 buses and 103 lines.0 p. But in the proposed case. only a few of them are shown. 1To check a dc dispatch. in all buses in order to reproduce a dc modeling. with the possibility of having some further cost reductions due to an improvement in water allocation. due to operational requirements). Table III shows the voltage levels for the fourth simulation. characterized by an annual energy demand of 11085 GWh. All results are referred to the proposed method. in the ﬁrst and the third simulation. TABLE I IMPACT ON OPERATIVE COSTS DUE TO NETWORK MODELING CONSTRAINTS TABLE II BUS VOLTAGE (IN P. and are their optimal values.) COMPUTED FOR THE FIRST SIMULATION.u. the proposed algorithm has not presented any problem in various tests done with estimated quadratic costs. 22. VOL. takes a long time to converge. then the original problem can be transformed into a nonlinear optimization problem by ﬁxing the binary variables. NO. and it reached 0. in all buses (excepting the lower limit in “SICN-17” bus. IV. Active and reactive generations of ﬁve noncontrollable hydro plants were directly discarded in the nodal balance as a negative load.U.95 p. It was tested on an Athlon XP 2.) COMPUTED TO THE FOURTH SIMULATION. The methodology was implemented with Dash Optimization Suite® [25]. though maintaining a nonlinear losses representation. Table II also shows the impact of not considering the voltage constraints.1 and 0. the nonlinear problem was reconstructed by hyper-planes.U. The system was modeled considering 12 hydraulic power plants associated to nine river basins. The reason for this is that. generation levels. with no reduction in solution quality. At peak hour. the thermal unit U12 startup and stay online lasted one hour because of reactive requirements. . Impact From the ACCT: Table V shows the impact from ACCT aimed at reducing the total CPU time. the original problem was turned into a large-scale nonlinear (totally coupled) one. Results Validation: As previously stated. The quadratic cost curve term for thermal units was neglected because it was not available. Fig. in GBD. The voltage buses with problems were resolved with a new unit commitment. in spite of having fewer variables and having as initial variable values the results obtained by the proposed decomposition. The voltage limits were set to 1. which was set in 1.). In the ﬁrst and second simulations. and the minimum may be slightly different from the actual one. including the above-described accelerating techniques. Due to the large number of results (voltages.1356 IEEE TRANSACTIONS ON POWER SYSTEMS. the execution time increases quickly due to the MIP nature of the master problem. using Xpress—MIP to solve the master problem. It is possible to see the impact over the cost of the activation of both groups of constraints: voltage limits and/or capacity limits. a more generic “checking” is performed by allowing further moves of both thermal and hydro generation.0-GHz PC with 1 GBytes of RAM memory. the line limit capacity constraints were not set. ALL VOLTAGES ARE AT THEIR OPERATIVE LIMITS These voltages were obtained after ﬁxing the commitment status (0/1) of both thermal and hydro units and performing the proposed algorithm with the voltage constraints. some of them in cascade. If the status (0/1) of both thermal and hydro operation units were correctly computed. AUGUST 2007 means the entire set of binary variables.0 p. 22 thermal plants. angles. During a typical day with a high hydropower share (89%). The CPU time considerably decreases (ﬁve times). normally an OPF is performed in each period. the two last simulations were made with a full ac modeling.1 The fourth simulation had all its constraints active. For larger problems.4% of tolerance. Fig. RESULTS Test Example: The methodology was tested in the NorthCenter Interconnected System of Peru (SICN). etc. 2 shows the load diagram. Besides. OUT-OF-LIMIT VOLTAGES IN BOLD TABLE III BUS VOLTAGE (IN P. The very ﬂat thermal generation dispatched suggests a good solution for the proposed decomposition. the ACCT was able to diminish the solution quality. Table I shows the total costs for the four simulations. An entire survey day was split into 48 periods. Table IV shows the unit commitment status for dc (ﬁrst simulation) and ac results (fourth simulation). unless stated otherwise. 3 shows the convergence with the addition of ACCT (13 iterations) and without ACCT (25 iterations).

Noncontrollable hydro units are not included. “AD” PRESENT IN BOTH AC AND DC DISPATCH AND “D” ONLY PRESENT IN DC DISPATCH Fig. there is an optimization technique for nonlinear mixed integer problems called outer approximation [21] that solves MINL problems by adding linearized constraints to the master problem. it is applicable only to small-scale problems because of the above-mentioned reasons. Another possibility is to add feasibility cuts. For instance. though. In fact. with a much worse solution than with the proposed method (see Table VII). 2. converging in fewer iterations than with Benders decomposition. . rather. It may be argued that 1. these are not mathematically deducible. if it includes the next constraint into the master problem (losses computed in the previous iteration) losses (24) Several tests showed that this constraint can reduce the number of iterations. it is actually present as signal cost. 3. Even though if they were linearized and added to the master problem. TABLE V TOTAL COST CONSIDERING PURE GBD AND GBD PLUS ACCT: FOURTH SIMULATION The additional cost savings noted in Table VI are caused by an improved water allocation resulting from the nonlinear representation of the total problem. AND THE FULLY COUPLED NONLINEAR PROBLEM Fig. The main drawback to include this constraint is the fact that the active power balance is actually the entire set of active nodal balance made up of completely nonlinear constraints. Nevertheless. the active power balance constraint is not explicitly considered. In some cases. TABLE VI TOTAL COST CONSIDERING THE PROPOSED METHOD INCLUDING ACCT.41% (the largest difference) could be non-negligible. Number of iterations required to achieve convergence—lower and upper bound evolution (fourth simulation). it would become so large and would take extremely long CPU times to reach the solution. but it is important to say that this full operative solution was achieved in reasonable computing CPU time.SIFUENTES AND VARGAS: HYDROTHERMAL SCHEDULING USING BENDERS DECOMPOSITION 1357 TABLE IV UNIT COMMITMENT STATUS “A” MEANS ONLY PRESENT IN AC DISPATCH. while avoiding any post-heuristic schedule correction. actually. Dispatch for full ac modeling: fourth simulation. they could cause the master problem to converge to a wrong solution. as in [5]. Discussion: In the proposed master problem of decomposition.

after several iterations. CPU TIME. From the tenth iteration. when reactive problems are present. VOL. the quadratic term is located in the subproblem with the goal to alleviate the computational burden of the master problem and to obtain faster solutions.1358 IEEE TRANSACTIONS ON POWER SYSTEMS. but it has a high effect over the cost. the hydro generation can change abruptly in some units between two successive iterations. In this manner. the problem was solved in few iterations. this step requires the most computational effort. and robust. The last iterations of the process are used to reduce the deﬁcit very close to zero. This fact causes that commonly appears one or two marginal units (in pure thermal systems) or the uniform operation of thermal units in hydrothermal systems with hydro predominance. this status could change for certain units (near to the voltage problem bus) until the reactive problem is overcome. begins to delimitate the ﬁnal solution region of the problem and exist few alternatives (thermal dispatch) with similar cost. As a conclusion. without needing any post-schedule correction. We also test a purely thermal system (IEEE 118 bus) with many similar (some of them equal) cost curves and important quadratic terms. 22. 3. For actual systems. Due to the linear representation of the subproblem into the master problem. It has fundamental importance for largely expanded and weakly meshed systems. In this condition. Under these test conditions. CONCLUSION The proposed methodology is innovative from the viewpoint that it allows modeling the transmission network using an ac OPF in the STHS optimization. Then we proceed to consider the quadratic term in the master problem transforming this in a type of mixed integer quadratic problem. the proposed generation does not exactly match the active power balance in the subproblem. with the consequent variations of losses. [19] (equivalent to dispatching a fault machine in that bus). Fewer percentages lead to faster convergence but also could lead to a non-feasible master problem. The master problem. The large iteration numbers required to achieve convergence are reduced (and CPU time) with the addition of simple rules. optimized. In this instance. In addition. The same tailing-off effect has been noted. Its main disadvantage is that it may require a large number of iterations. AUGUST 2007 TABLE VII TOTAL COST. the last iterations are necessary to adjust the hydro generation units for reducing the network losses (due to its linear representation reconstructed by the Benders cuts). This fact tells us that the proposed dispatch is better. AND ITERATIONS CONSIDERING THE ADDITIONAL CONSTRAINT (24) TABLE VIII TOTAL MISMATCHES DEFICIT OR EXCESS [MWH OR MV ARH]: FOURTH SIMULATION The implementation of constraint (24) in our proposed decomposition without any other ACCT does not help to reduce computation time. contributed largely to the total cost due to its penalization. There is not one methodological solution that ﬁts all cases in unit commitment and short-term hydrothermal coordination. and the only solution to meet the nodal balance is to shed load [18]. The chosen decomposition of the problem allows considering the network’s entire modeling. pure. This is possible to observe in the computed lower bound. so a smaller amount of penalized imbalance will be present. though with a difference: The gap between the upper and lower bounds in the ﬁrst iterations is smaller than with the proposed method. 2In spite of having the Benders cuts that transfer the impact of the quadratic cost term. this heuristic cut will lead to an incorrect solution. the deﬁcit is very small (see Table VIII). This criterion requires more CPU time than the nodal mismatch criteria adopted in [18] and [19]. in spite of being small or very small. The presented decomposition scheme is simple. the representation still have been linear. This ensures the near optimal global solution. even for dominant hydraulic power systems. It is also easy to implement. . Most 0/1 deﬁnitive status of thermal units are deﬁned in the ﬁrst iterations. the type of modeling (the quadratic term in the subproblem or in the master problem) is problem-dependent like was showed. because as is observed. If congestion appears. V. though the water movement between sub-periods is again the greatest problem that prevents achieving a faster convergence. This behavior causes power ﬂow variations. while the quality service requirements are satisﬁed. In our proposal. but the quality of solution is better and a near global optimum solution is assured. because it uses well-known. a thermal unit will always try to absorb most of the deﬁcit. such as those of Latin American countries or systems with a lack of reactive support. However. This imbalance. it is strictly necessary to be sure that the generation is always able to cover both the demand and the losses. fast techniques. with little impact on computing CPU time. The proposed method showed a slow convergence because the linear representation2 of the cost curves into the master problem. Important constraints like transmission congestion and voltage control are considered in the proposed methodology. The main observed reason for slow convergence lies in the variations of hydro generation between iterations in the last iterations. % of its prehydro generation is allowed to change only vious value. the authors have not noted any numerical difﬁculty as regards unit status. Our premise was based on the fact and experience about power systems where the operative characteristics of unit generators are signiﬁcantly different. NO. such as MIP and ac OPF algorithms.

pp. [16] M. 12–16. vol. Fu. Wood and B. 3. In contrast to the Lagrangean relaxation approach. and J.” IEEE Trans. at IEE. C. Luh. vol. pp. X/PI-38. Sheblé. 3. and A. no. “Unit commitment with transmission security and voltage constraints. vol. Thomas. Wilfredo S. 2. [5] N. 2. 1972. in 1992. Power Generation. His research interests include optimization theory. Cerezo. L. Houzhong. Power Syst. G. pp. “Security-constrained Unit Commitment with AC constraints. Garcia-Gonzalez and G. Jr. 14.com. vol. He received the Mechanical-Electrical degree from Universidad Nacional de Ingenieria (UNI). Aug. no. 120–126. Power Syst. pp. “AC Contingency dispatch based on security-constrained unit commitment.D.” IEEE Trans. E.. [2] J. vol. IEEE Power Eng. pp. Renhou. Power Syst. 3. 15. Xiaohong. Yan. General Meeting. Kuan. M. Power Syst. 1993.SIFUENTES AND VARGAS: HYDROTHERMAL SCHEDULING USING BENDERS DECOMPOSITION 1359 Complex hydraulic chains or additional constrains can be easily modeled and/or added. 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