Optimal non-anticipative scenarios for nonlinear hydro-thermal power systems

DOI10.1016/J.AMC.2019.124820MaRDI QIDQ2660091zbMATH OpenOpenAlexFDO

Authors Elizabeth W. Karas, Ana Paula Oening, Daniel H. M. Detzel, Klaus de Geus, Marcelo R. Bessa, Gislaine A. Periçaro, C. C. Gonzaga, Débora Cintia Marcilio, Luiz Carlos Matioli

Publication date 29 March 2021

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2019.124820

zbMATH Keywords

filter methodhydro-thermal power systemsnon-anticipative scenario analysisnonlinear optimization

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55) Applications of mathematical programming (90C90)

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Cites work

• A Globally Convergent Filter Method for Nonlinear Programming
• Contemporaneous bivariate time series
• Global convergence of a general filter algorithm based on an efficiency condition of the step
• Global Convergence of Filter Methods for Nonlinear Programming
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• Lectures on Stochastic Programming
• Multi-stage stochastic optimization applied to energy planning
• Newton-Type Methods for Optimization and Variational Problems
• Nonlinear programming without a penalty function.
• Scenario optimization
• Scenario reduction for stochastic programs with conditional value-at-risk
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• The value of rolling-horizon policies for risk-averse hydro-thermal planning

Cited in

(5)

• A nonlinear optimization package for long-term hydrothermal coordination.
• Game-theoretic genetic-priced optimization of multiple microgrids under uncertainties
• Non-anticipative risk-averse analysis with effective scenarios applied to long-term hydrothermal scheduling
• A CLASS OF NONSMOOTH DISCRETE-TIME CONSTRAINED OPTIMAL CONTROL PROBLEMS WITH APPLICATION TO HYDROTHERMAL POWER SYSTEMS
• A decision support model for weekly operation of hydrothermal systems by stochastic nonlinear optimization

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