Edméa Cássia Baptista

The Residual Demand Curve (RDC) aims to estimate the day-ahead market clearing prices given the quotas scheduled for a price-maker generation company in the market. Traditionally, this curve has been obtained by the difference between the inverse functions of aggregated demand and aggregated supply. An important drawback of such approach is that constraints related to complex-bid markets cannot be directly represented in the RDC. In this paper we interpret the traditional RDC as an optimization model and propose Optimization-Based Residual Demand (OBRD) models which represent a series of market clearing procedures where the residual demand is progressively increased. Differently from traditional methods, the proposed approach allows for explicit representation of complex-bid markets. We show that under certain conditions the RDC obtained by the proposed OBRD model is equivalent to that provided by traditional methods. We also propose a methodology for comparing the quality of different RDCs in what regards their ability to predict market clearing prices and the company's profits. Results show that the RDCs obtained by the OBRD model are significantly more accurate than those obtained by traditional approaches for complex-bid markets.

Um dos problemas encontrados na área de Engenharia Elétrica é o problema de despacho econômico (PDE), que visa reduzir o custo total da energia calculando a geração de cada unidade vinculada à rede. Assim, o objetivo é gerar energia com o menor custo de combustível possível, atendendo à demanda e respeitando todas as restrições do sistema de geração. Uma variante do PDE é o PDE com ponto de carga da válvula (PDE-PCV). Este, é formulado como um problema de otimização restrito, não convexo e não diferenciável, não sendo possível resolvê-lo diretamente com métodos determinísticos. Portanto, propõe-se neste trabalho, analisar o desempenho do método heurístico Evolução Diferencial (ED) na resolução do PDE-PCV. Foi desenvolvido um programa de computador em Matlab e realizados testes com o PDE-PCV associado aos sistemas elétricos com 3, 13 e 40 geradores.

This paper proposes a new formulation for the Discrete Reactive Optimal Power Flow problem (DROPF) that aims at reducing the number of control actions of the problem. For such a purpose, additional constraints are introduced in the classical model to the DROPF problem so as to represent specific behaviors of voltage control devices in the electrical system. These behaviors involve the actuation of a control device only when the voltage magnitude limit of the bus controlled by such device is effectively reached. The proposed DROPF model is solved by the branch-and-bound method implemented in the free solver BONMIN. Numerical tests were performed using the IEEE 14, 30 and 118 bus electrical systems and demonstrated the efficiency of the proposed model. The results are compared with the ones obtained by a classical DROPF.

Wind energy is becoming an increasingly substantial component of many nations’ energy portfolios. The intermittent nature of wind energy is traded off in a multi-objective sense against its environmental benefits when compared to conventional thermal energy sources. This gives rise to the multi-criteria sustainable dispatch problem considered in this paper. A relevant multi-objective model is formulated considering both environmental and economic criteria as well as ensuring adequate production levels. The techniques of weighted goal programming (WGP) and the progressive bounded constraint method (PBC) are combined in a novel manner in order to overcome computational challenges associated with the sinusoidal nature of the model. This allows the generation of a representative set of Pareto efficient solutions. The proposed methodology is demonstrated on a test set of relevant examples, and conclusions are drawn from both methodological and application perspectives. The results provide a quantification of the economic and environmental benefits of added wind power to a solely thermal system. However, a trade-off between the levels of economic versus environmental benefits gained is also demonstrated.

Anais do Simpósio de Engenharia, Gestão e Inovação (2674-5526) - Evolução Diferencial Híbrida Com Método Quase-Newton Aplicada Ao Problema De Despacho Econômico Com Ponto De Carregamento De Válvula

In the context of project management, the attention given to project portfolio management has increased in recent years. The use of mathematical programming for portfolio management is also on the rise, because it integrates the project interactions with the multiple objectives of portfolio management into a single model. Among the possible objectives, recent studies have paid special attention to the emerging objective of future preparedness, which has not yet been incorporated into the existing mathematical models. This paper presents a mixed-integer nonlinear optimization model for portfolio selection that considers four main performance measures for project management, namely, value maximization, strategic alignment, balance, and future preparedness. Given the importance of the last measure, the purpose of this paper is to provide a more complete model that provides the marginal contribution and the best combination of projects according to the needs of the company. The model is tested using real data from two companies, one in Brazil and one in Canada, and the results obtained are coherent with their respective practices.

Este trabalho propõe um método determinı́stico de otimização que envolve um método de reescalamento não-linear, técnicas de correção de inércia, métodos de suavização de funções e de restrições canalizadas progressivas para resolução do Problema Multiobjetivo de Despacho Econômico e Ambiental com Pontos de carregamento de Válvula (PMDEA-PV). O PMDEA-PV é formulado como um problema multiobjetivo, não-linear, não-convexo e não-diferenciável e devido a essas dificuldades, normalmente, é resolvido utilizando de abordagens heurı́sticas. A técnica de suavização é utilizada neste trabalho para lidar coma não-diferenciabilidade, enquanto a estratégia de correção de inércia para gerar apenas direções de descida para o método de reescalamento não-linear; o método de restrições canalizadas progressivas trata a natureza multiobjetivo do problema e por fim, o método de reescalamento não-linear é usado para resolver os subproblemas gerados a partir da estratégia anterior. O método proposto é aplicado em dois sistemas teste, de 3 e 10 geradores e os resultados são comparados com os obtidos pelo método heurı́stico de otimização: Non-Dominated Sorting Genetic Algorithm (NSGA-II), mostrando sua eficiência.

Neste trabalho é realizada uma investigação e implementação do método Primal-Dual de Pontos Interiores e Exteriores Barreira Logarítmica Modificada com estratégia de Convergência Global. O método desenvolvido é aplicado ao problema de Fluxo de Potência Ótimo Reativo com variação contínua dos taps dos transformadores em-fase para os sistemas IEEE de 14 e 30 barras. Os resultados obtidos pelo método mostraram-se promissores à resolução desses problemas e possibilitam a aplicação deste em outros de dimensão maior encontrados na literatura.