Presentacion TrialLecture

OPTIMIZATION TECHNIQUES APPLIED TO INTEGRATION
OF POWER GENERATION FROM INTERMITTENT ENERGY

SOURCES
Possibilities, Challenges and Illustrative Examples.
Alejandro Garcés Ruiz
Trial Lecture
The Norwegian University of Science and Technology

2012
Outline
Review of Optimization Principles

Basic Optimization Techniques
Non-Linear Programming
Complexity
Heuristics
Applications in New Power Systems

Economic Dispatch and OPF
2/40
Optimization History
G. Dantzig Leonid Kantorovich

1947 1939 John von Neumann
1940s
1600 1700 1800 1900 2000
Heuristics
1960s: (Fiacco-McCormick) IP
1980s: Polynomial-time
interior-point methods
for LP (Karmarkar)
Leibniz Newton Lagrange

1646 –1716 1642-1643 1736-1813
3/40
Optimization
Objective function
~
M in J = F (X)
subject to
~ =0
G(X)
~ ≤ hmax
hmin ≤ H(X)
X
~ ∈Ω
X
Space of feasible solutions
4/40
Multiobjective Optimization
M in J = −ω1 f1 (x) + ω2 f2 (x)
√
f1 (x) = k x
f2 (x) = c · x
Minimal Investment
Pareto line
f2
Uto
pia
line
Minimal Losses
5/40 f1
Optimization
0.5
2
0
−2 0
−1 0
1
2 −2
2 −y 2
M ax J(x, y) = e−x
6/40
Constrains
0.5
2
0
−2 0
−1 0
1
2 −2
2 −y 2
M ax J(x, y) = e−x with x ≥ 0.5
7/40
Continuous Discrete
Linear
Non-Linear
8/40
Classification of Optimization Techniques
Continuous Problem Discrete Problem

I Linear programming I Linear integer
I Simplex (primal and I Branch and bound
dual methods) I Cutting-plane method
I Interior point I Heuristics
I Network flow I Non-Linear integer
I Non-Linear (heuristic)
programming I Genetic algorithms
I Lagrange relaxation I Tabu search
I Interior point I Particle swarm
I Gradient methods I Ant colony
I Geometric optimization
programming I Simulated annealing
There is not an universal tool for solving all problems

9/40


9/40


9/40


9/40


9/40


9/40
Continuous Discrete
Linear
Non-Linear
10/40
Basic Optimization (Continuous problems)
Optimal Point
Gradient ∇ f(x) = 0
11/40
Basic Optimization
Equality Constrains
M in J = F (X)
subject to
G(X) = a
Lagrangian
L(X, λ) = F (X) + λ(G(X) − a)
∂L
= 0 ← Optimality
∂X
∂L
= G(X) − a = 0 ← Feasibility
∂λ
12/40
Basic Optimization
Equality Constrains
M in J = F (X)
subject to
G(X) = a
Lagrangian
L(X, λ) = F (X) + λ(G(X) − a)
∂L
= 0 ← Optimality
∂X
∂L
= G(X) − a = 0 ← Feasibility
∂λ
12/40
Interior Point Methods
M in J = F (X)
M in J = F (X) subject to
subject to H(X) + S = 0
H(X) ≤ 0
S≥0
Barrier Function
B(X, µ) = F (X) + µ · ln(S)
As µ → 0 then the minimum of B(X) → F (X)
13/40
Linear Programming
Gradient
Optimum
14/40
Gradient
Optimum
Optimum
Gradient
15/40
What Makes a Problem Difficult ?
Local Optimal
Global Optimal point
Convex Function Non-Convex Function
Convex set Non-Convex set

X2 X2
X1 X1
16/40
Continuous Discrete
Linear
Non-Linear
17/40
What Makes a Problem Difficult ? Discrete
Discrete Variables
M in J = F (X)
X∈N
18/40
Computational Complexity
A simple problem
M in F (X) with X = (x1 , x2 , . . . , x100 )T and xk ∈ {0, 1}
x1 x2 ... x99 x100

0 0 0 0 0
0 0 0 0 1
0 0 0 1 0
.. .. .. .. ..
. . . . .
1 1 1 1 1
2100 Possible Combinations
19/40
I 2100 = 1.27 × 1030 [s]

I 2100 = 3.52 × 1026 [h]
I 2100 = 1.47 × 1025 [days]
I 2100 = 4.01×1022 [years] > 13.75×109 Age of the Universe !!
NP-Hard: The time required to solve the problem using any currently known algorithm
20/40 increases very quickly as the size of the problem grows
I 2100 = 1.27 × 1030 [s]

I 2100 = 3.52 × 1026 [h]
I 2100 = 1.47 × 1025 [days]
I 2100 = 1.27 × 1030 [s]

I 2100 = 3.52 × 1026 [h]
I 2100 = 1.47 × 1025 [days]
I 2100 = 1.27 × 1030 [s]

I 2100 = 3.52 × 1026 [h]
I 2100 = 1.47 × 1025 [days]
Heuristics: Random Search
I Probability to get a point

X outside of A
A
1−
S
I Probability to find a point
inside A after n attempts
n
Y A
P =1− 1−
S
I Required iterations
ln(1 − P )
n=
ln(1 − A/S)
21/40
Particle Swarm Optimization
Optimal Point
22/40
Optimal Point
23/40
Optimal Point
24/40
About Heuristics
Some characteristics
I Use of some degree of random search
I Artificial intelligence (Seudo-Gradient)
I None of them guarantee optimality (only a good solution)
I All of them allow customization
25/40
About Optimization Methods
I Exact techniques are always preferable for continuous

problems.
I Check convexity
I Mix problems allow mixed techniques
I Customization
I Use information of the problem (for example in power
systems the voltages should be close to 1pu)
I Check the size of the space for discrete problems
26/40
Review of Optimization Principles
Basic Optimization Techniques
Complexity
Heuristics
Applications in New Power Systems

Economic Dispatch and OPF
27/40
Economic Dispatch
28/40
New Electrical System (Renewables)
29/40
Intermittent Energy Sources
Power
12h 20h Time
Stochastic phenomena
30/40
How to face the Uncertainties ?
I Forecasting
I Penalize Cost
I Stochastic programming
I Robust Optimization
31/40
Hydrothermal Dispatch
Min J = Cost Operation
Thermal Power
Vf = Vi + A - Q
Hydropower
32/40
Hydro-Wind-Solar-Thermal Dispatch
Wind
Thermal Power
Min J = Cost Operation
Hydropower
Solar
33/40
Stochastic Programming
Future G(Y)
Now P21
G(Y)
P22
G(Y)
P11 P23
F(X) G(Y)
P12
G(Y)
P13
G(Y)
M in J = F (X) + p1 · G(Y ) + p2 · G(W ) + p3 · G(Z)

34/40
Robust Optimization
M in J = F (X)
subject to
G(X, µ) = 0
I µ∈S
I Robust respect to µ
I Optimal respect to F
I Sensitivity Analysis
Always expect the worst, and you will never be disappointed.
A. Ben-Tal and A. Nemirovski. Robust truss topology design via

semindefinite programming. SIAM Journal on Optimization, 7(4):9911016, 1997.
35/40
Example
z = 1.04
z = 1.16
1
1.5
1.0
0
0.5
0.0
−1
-0.5
−2 −1 0 1 2 3
M ax z = 0.3 · x + y
( xk )2 + y 2 ≤ 1 with k ∈ [1, 2]
36/40
Including Stability Into the Model
I Include Stability into the optimization model (Transient

Stability Constrained OPF)
I Is it discrete or continuous problem ?
I How to know if one solution is more stable than other ?
37/40
Classical Approach
2 7 8 9 3
G G
Event
5 6
Optimal
Point
4
Stable
Points
38/40
Remarks
I The experience in optimization of hydrothermal systems

can be used for future intermittent energy sources
(Stochastic programming)
I Robust Optimization could be a good approach in cases
where the stochastic model is not well known (offshore,
wave, etc).
I Security and stability should be considered in the
optimization and not only as sensitivity analysis
39/40
Thanks for your attention !!!
Your questions are welcome.
40/40

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OPTIMIZATION TECHNIQUES APPLIED TO INTEGRATION

OF POWER GENERATION FROM INTERMITTENT ENERGY

Alejandro Garcés Ruiz

The Norwegian University of Science and Technology

Review of Optimization Principles

Applications in New Power Systems

G. Dantzig Leonid Kantorovich

1600 1700 1800 1900 2000

Leibniz Newton Lagrange

Space of feasible solutions

Continuous Problem Discrete Problem

There is not an universal tool for solving all problems

Continuous Problem Discrete Problem

There is not an universal tool for solving all problems

Continuous Problem Discrete Problem

There is not an universal tool for solving all problems

Continuous Problem Discrete Problem

There is not an universal tool for solving all problems

Continuous Problem Discrete Problem

There is not an universal tool for solving all problems

Continuous Problem Discrete Problem

There is not an universal tool for solving all problems

Global Optimal point

Convex Function Non-Convex Function

Convex set Non-Convex set

x1 x2 ... x99 x100

2100 Possible Combinations

2100 Possible Combinations

I 2100 = 1.27 × 1030 [s]

2100 Possible Combinations

I 2100 = 1.27 × 1030 [s]

2100 Possible Combinations

I 2100 = 1.27 × 1030 [s]

2100 Possible Combinations

I 2100 = 1.27 × 1030 [s]

I Probability to get a point

I Exact techniques are always preferable for continuous

Applications in New Power Systems

12h 20h Time

Min J = Cost Operation

M in J = F (X) + p1 · G(Y ) + p2 · G(W ) + p3 · G(Z)

A. Ben-Tal and A. Nemirovski. Robust truss topology design via

I Include Stability into the optimization model (Transient

I The experience in optimization of hydrothermal systems

Your questions are welcome.

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