Abstract
Brazil is a country whose electrical energy generation comes mainly from hydroelectric and thermoelectric power plants. In order to optimize the water resource and minimize the cost of electricity generation, the National System Operator—ONS solves an optimization problem known as hydrothermal dispatch. In this way, the hydrothermal dispatch problem was solved using the stochastic dual dynamic programming, taking into account constraints imposed by hydroelectric plants and also restrictions imposed by thermoelectric plants, such as transport and generation of natural gas. For the implementation of the dispatch, we used real operation data of the Brazilian National Integrated System of the year 2015, referring to three subsystems: North, Northeast and Southeast/Midwest. The results of the simulations are presented for the different operating situations and explain how the restrictions imposed by natural gas influence the operational cost and the mode of operation of the electric power generating units.
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