Application of robust optimization technique to the energy planning problem

Abstract

The present work proposes an approach based on the application of the robust optimization technique named column-and-constraint generation (C&CG), for solving the problem of energy planning comprising the minimization of the thermoelectric dispatch cost during a daily operation of a system with wind and hydraulic generation. In order to define the hourly dispatch of thermoelectric generation, the approach considers a history of flow for the hydraulic generation, as well as uncertainties over the wind behavior in the wind power plant. Thus, the short-term energy planning is defined by taking into account the wind stochastic through the concept of uncertainties. As solving proposal, linear programming with a robust optimization (RO) mathematical technique through the C&CG algorithm is used. This method is applied to divide the global problem into wind speed uncertainties scenarios.