Abstract
In this paper, a nonlinear model for medium-term hydro-thermal scheduling problems with transmission constraints is presented. A nonlinear formulation of hydro power production functions of discharge and storage is used for proper representation of head variation in cascaded reservoirs. Transmission networks are formulated as a direct-current power flow model with support to load attainment over multiple levels representing peak and off-peak hours, enabling varying degrees of both network topology and load balance nodes representation over time stages. Sparse matrix structures that arise from the mathematical formulation allow fast decoupled computation of search directions in a primal-dual interior-point framework. Computational tests with very large case studies are presented. Analysis of numerical algorithm convergence is provided along with insightful optimal solution interpretative commentary.
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