Hydrothermal coordination problems

Problem 1
Two thermal units have a generic cost function Fi (€/h) = ai Pi2 + bi Pi + ci and their
power limits are Pimin y Pimax. The consumption function of the hydrothermal unit is
Q(m3/h) = a PH + b and its power limit PHmax. The time horizon for study is represented
by two periods, A and B, with a demand values DA y DB, (DA > DB), and durations hA
and hB, (hA > hB). The total volume of water available is V. The thermal units are
always connected to the grid, and the optimization criterion is to minimize operational
costs.

a) Determine the analytic expression of the total power generated by both thermal
units depending on the power generated by the hydrothermal unit for both
periods.
b) Analytically prove whether the power generated by each group is greater for
period A or B, given following cases:
b1) Every group is marginal at both periods.
b2) The hydrothermal unit reaches its power limit at period A (being marginal
at the other period)
b3) One of the thermal units reaches its minimum power limit at period B
(being marginal all the other cases).

Problem 2
A thermal unit and a hydro unit supply power to the grid (P in MW):
GT: F( PT) = 1500 + 25 PT + 0.012 PT2 €/h 200 < PT < 800
GH: q(PH) = 500 + 1834 PH (q = 0 for PH = 0) m3/h 0 < PH < 400

The goal is to find the optimal economic dispatch for a day. The demand of the day can
be represented by two periods A and B, with a duration of 8h and 16 hours, and a
demand of 1000MW and 400MW respectively. The available volume of water to be
used during that day is 8.8152 Hm3.
a) Using your common sense (without formulating the optimization problem),
estimate the economic dispatch for each period and prove that it is feasible.
Sketch the demand profile for the day, showing how much is covered by each
generator. What should be the water marginal value according to the obtained
estimation?
b) Describe the optimization problem for this economic dispatch oproblem. Solve
the optimality conditions, using as a first hypothesis the results obtained on
question a). Calculate the water marginal values and the system marginal cost
each for each period.
c) The available water to be consumed that day enters the reservoir as external
inflows that vary through the day: 288 000 m3/h during period A, and 406 950
m3/h during period B. The reservoir has a lower limit of 4 Hm3 and a maximum
storing capacity of 17 Hm3. The final volume must be the same as the initial one,
6 Hm3. Formulate the corresponding optimization problem, and solve it. Check
if the water marginal value changes through the day, and explain the reason.
Problem 3
Pending to be translated