Abstract
The operation planning of hydrothermal systems aims to specify how the set of power plants should be operated so that the resources available for power generation are used efficiently. In hydrothermal systems with great participation of hydroelectric generation, as is the case of the Brazilian system, the operation planning intends to establish Reservoir Operation Rules (RORs) to replace, whenever possible, the thermoelectric generation by the hydroelectric generation (Christoforidis et al., 1996). Due to their peculiar characteristics, the operation planning of the Brazilian hydrothermal system can be classified as a problem coupled in time (dynamic) and space (not separable), nonlinear, nonconvex, stochastic and large scale (Leite et al., 2002; Oliveira & Soares, 1995; Silva & Finardi, 2001). It is worth mentioning that the RORs are present in some stages of the operation planning of hydrothermal systems, such as:
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