Abstract
We consider power system expansion planning under uncertainty. In our approach, integer programming and stochastic programming provide a basic framework. We develop a multistage stochastic programming model in which some of the variables are restricted to integer values. By utilizing the special property of the problem, called block separable recourse, the problem is transformed into a two-stage stochastic program with recourse. The electric power capacity expansion problem is reformulated as the problem with first stage integer variables and continuous second stage variables. The L-shaped algorithm to solve the problem is proposed.
| Original language | English |
|---|---|
| Pages (from-to) | 934-939 |
| Number of pages | 6 |
| Journal | World Academy of Science, Engineering and Technology |
| Volume | 78 |
| Publication status | Published - 2011 Jun |
| Externally published | Yes |
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Keywords
- Electric power capacity expansion problem
- Integer programming
- L-shaped method
- Stochastic programming
ASJC Scopus subject areas
- Engineering(all)
Cite this
Stochastic programming model for power generation. / Shiina, Takayuki.
In: World Academy of Science, Engineering and Technology, Vol. 78, 06.2011, p. 934-939.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - Stochastic programming model for power generation
AU - Shiina, Takayuki
PY - 2011/6
Y1 - 2011/6
N2 - We consider power system expansion planning under uncertainty. In our approach, integer programming and stochastic programming provide a basic framework. We develop a multistage stochastic programming model in which some of the variables are restricted to integer values. By utilizing the special property of the problem, called block separable recourse, the problem is transformed into a two-stage stochastic program with recourse. The electric power capacity expansion problem is reformulated as the problem with first stage integer variables and continuous second stage variables. The L-shaped algorithm to solve the problem is proposed.
AB - We consider power system expansion planning under uncertainty. In our approach, integer programming and stochastic programming provide a basic framework. We develop a multistage stochastic programming model in which some of the variables are restricted to integer values. By utilizing the special property of the problem, called block separable recourse, the problem is transformed into a two-stage stochastic program with recourse. The electric power capacity expansion problem is reformulated as the problem with first stage integer variables and continuous second stage variables. The L-shaped algorithm to solve the problem is proposed.
KW - Electric power capacity expansion problem
KW - Integer programming
KW - L-shaped method
KW - Stochastic programming
UR - http://www.scopus.com/inward/record.url?scp=84855252101&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84855252101&partnerID=8YFLogxK
M3 - Article
AN - SCOPUS:84855252101
VL - 78
SP - 934
EP - 939
JO - World Academy of Science, Engineering and Technology
JF - World Academy of Science, Engineering and Technology
SN - 2010-376X
ER -