Stochastic Nonlinear Programming Model for Power Plant Operation via Piecewise Linearization

T. Fukuba, T. Sato, T. Shiina, K. Tokoro

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

In this paper, we consider the application of mathematical optimization models to energy problems. Using the latest information technology, we try to utilize renewable energy whose output is unstable. Such efforts are collectively called smart communities. Stochastic programming deals with optimization under uncertain conditions. Since the output of solar power generation in a smart community is uncertain, application of stochastic programming is required. Considering practical operational constraints, this model becomes a stochastic programming problem involving nonlinear recourse, which cannot be solved with typical solvers directly. The problem can be reformulated as a large-scale mixed integer programming problem by piecewise linear approximation to obtain an optimal solution. In our algorithm, we add points for piecewise linear approximation iteratively and increase accuracy of the approximation. In numerical experiments, the effectiveness of the stochastic programming model is shown by comparing it with the deterministic model. Moreover, we calculate a recovery period of investment cost for photovoltaic generation and a storage battery and show usefulness of our model when evaluating a practical operation.

Original languageEnglish
Title of host publication2019 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2019
PublisherIEEE Computer Society
Pages586-590
Number of pages5
ISBN (Electronic)9781728138046
DOIs
Publication statusPublished - 2019 Dec
Event2019 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2019 - Macao, Macao
Duration: 2019 Dec 152019 Dec 18

Publication series

NameIEEE International Conference on Industrial Engineering and Engineering Management
ISSN (Print)2157-3611
ISSN (Electronic)2157-362X

Conference

Conference2019 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2019
CountryMacao
CityMacao
Period19/12/1519/12/18

Keywords

  • Integer Programming
  • Stochastic Programming
  • Unit Commitment

ASJC Scopus subject areas

  • Business, Management and Accounting (miscellaneous)
  • Industrial and Manufacturing Engineering
  • Safety, Risk, Reliability and Quality

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  • Cite this

    Fukuba, T., Sato, T., Shiina, T., & Tokoro, K. (2019). Stochastic Nonlinear Programming Model for Power Plant Operation via Piecewise Linearization. In 2019 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2019 (pp. 586-590). [8978496] (IEEE International Conference on Industrial Engineering and Engineering Management). IEEE Computer Society. https://doi.org/10.1109/IEEM44572.2019.8978496