Maria Elvira P. Maceira

A two-level SDDP Solving Strategy with Risk-Averse multivariate reservoir Storage Levels for Long Term power Generation Planning

  • Andre L. Diniz
  • Maria Elvira P. Maceira
  • D.D. Penna
  • C. L. Vasconcellos
    • Categories Applications - OR and Management Sciences, Stochastic Programming Tags , ,

    Power generation planning in large-scale hydrothermal systems is a complex optimization task, specially due to the high uncertainty in the inflows to hydro plants. Since it is impossible to traverse the huge scenario tree of the multi-stage problem, stochastic dual dynamic programming (SDDP) is the leading optimization technique to solve it, originally from an expected-cost … Read more

    Optimal Scenario Tree Reduction for Stochastic Streamflows in Power Generation Planning Problems

  • J.M. Damazio
  • Welington de Oliveira
  • Maria Elvira P. Maceira
  • Claudia Sagastizábal
  • D.D. Penna
    • Categories Stochastic Programming Tags , ,

    The mid-term operation planning of hydro-thermal power systems needs a large number of synthetic sequences to represent accurately stochastic streamflows. These sequences are generated by a periodic autoregressive model. If the number of synthetic sequences is too big, the optimization planning problem may be too difficult to solve. To select a small set of sequences … Read more

    Consideration of Gas Supply Contracts with Take-or-pay Clauses in the Brazilian Long-term Energy Planning

  • Maria Elvira P. Maceira
  • Claudia Sagastizábal
  • Leonardo A. M. Moraes
    • Categories Applications - Science and Engineering, Stochastic Programming Tags , , ,

    In Brazil’s long-term energy planning, the dispatch of thermal plants usually varies along a year. Such variation is essentially due to the predominance of the hydraulic mix in the system electric energy supply. For this reason, without preventive measures, a highly irregular cash flow occurs for natural gas (NG) providers, who supply gas for electric … Read more