Stochastic Nonlinear Programming Model for Power Plant Operation via Piecewise Linearization

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

研究成果: Conference contribution

抄録

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.

本文言語English
ホスト出版物のタイトル2019 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2019
出版社IEEE Computer Society
ページ586-590
ページ数5
ISBN(電子版)9781728138046
DOI
出版ステータスPublished - 2019 12
イベント2019 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2019 - Macao, Macao
継続期間: 2019 12 152019 12 18

出版物シリーズ

名前IEEE International Conference on Industrial Engineering and Engineering Management
ISSN(印刷版)2157-3611
ISSN(電子版)2157-362X

Conference

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

ASJC Scopus subject areas

  • ビジネス、管理および会計(その他)
  • 産業および生産工学
  • 安全性、リスク、信頼性、品質管理

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