Victor M. Zavala

Adjoint Sensitivity Analysis for Numerical Weather Prediction: Applications to Power Grid Optimization

  • Alexandru Cioaca
  • Emil M. Constantinescu
  • Victor M. Zavala
    • Categories Constrained Nonlinear Optimization, Control Applications, Stochastic Programming Tags ,

    We present an approach to estimate adjoint sensitivities of economic metrics of relevance in the power grid with respect to physical weather variables using numerical weather prediction models. We demonstrate that this capability can significantly enhance planning and operations. We illustrate the method using a large-scale computational study where we compute sensitivities of the regional … Read more

    Real-Time Optimization Strategies for Building Systems

  • Victor M. Zavala
    • Categories Control Applications, Multi-Criteria Optimization, Nonlinear Optimization Tags , , , , ,

    We propose real-time optimization strategies for energy management in building systems. We have found that exploiting building-wide multivariable interactions between CO2 and humidity, pressure, occupancy, and temperature leads to significant reductions of energy intensity compared with traditional strategies. Our analysis indicates that it is possible to obtain energy savings of more than 50% compared with … Read more

    Scalable Stochastic Optimization of Complex Energy Systems

  • Mihai Anitescu
  • Victor M. Zavala
  • Miles Lubin
  • Cosmin G. Petra
    • Categories Parallel Algorithms, Stochastic Programming Tags , , , ,

    We present a scalable approach and implementation for solving stochastic programming problems, with application to the optimization of complex energy systems under uncertainty. Stochastic programming is used to make decisions in the present while incorporating a model of uncertainty about future events (scenarios). These problems present serious computational difficulties as the number of scenarios becomes … Read more

    On the Dynamic Stability of Electricity Markets

  • Mihai Anitescu
  • Victor M. Zavala
    • Categories Complementarity and Variational Inequalities, Dynamic Programming, Game Theory Tags , , , ,

    In this work, we present new insights into the dynamic stability of electricity markets. In particular, we discuss how short forecast horizons, incomplete gaming, and physical ramping constraints can give rise to stability issues. Using basic concepts of market efficiency, Lyapunov stability, and predictive control, we construct a new stabilizing market design. A numerical case … Read more

    A Game-Theoretical Dynamic Model for Electricity Markets

  • Aswin Kannan
  • Victor M. Zavala
    • Categories Applications - OR and Management Sciences, Dynamic Programming, Game Theory Tags , , , , , , ,

    We present a game-theoretical dynamic model for competitive electricity markets.We demonstrate that the model can be used to systematically analyze the effects of ramp constraints, initial conditions, dynamic disturbances, forecast horizon, bidding frequency, and some other factors on the price signals.We illustrate the capabilities of the model using a numerical case study ArticleDownload View PDF

    Computational and Economic Limitations of Dispatch Operations in the Next-Generation Power Grid

  • Audun Botterud
  • Emil M. Constantinescu
  • Victor M. Zavala
  • Jianhui Wang
    • Categories Dynamic Programming, Linear Programming, Production and Logistics Tags , , , , ,

    We study the interactions between computational and economic performance of dispatch operations under highly dynamic environments. In particular, we discuss the need for extending the forecast horizon of the dispatch formulation in order to anticipate steep variations of renewable power and highly elastic loads. We present computational strategies to solve the increasingly larger optimization problems … Read more

    Achieving Higher Frequencies in Large-Scale Nonlinear Model Predictive Control

  • Mihai Anitescu
  • Victor M. Zavala
    • Categories Complementarity and Variational Inequalities, Constrained Nonlinear Optimization, Control Applications

    We present new insights into how to achieve higher frequencies in large-scale nonlinear predictive control using truncated-like schemes. The basic idea is that, instead of solving the full nonlinear programming (NLP) problem at each sampling time, we solve a single, truncated quadratic programming (QP) problem. We present conditions guaranteeing stability of the approximation error derived … Read more

    Economic Impacts of Advanced Weather Forecasting on Energy System Operations

  • Mihai Anitescu
  • Emil M. Constantinescu
  • Victor M. Zavala
    • Categories Basic Sciences Applications, Statistics, Stochastic Programming

    We analyze the impacts of adopting advanced weather forecasting systems at different levels of the decision-making hierarchy of the power grid. Using case studies, we show that state-of-the-art numerical weather prediction (NWP) models can provide high-precision forecasts and uncertainty information that can significantly enhance the performance of planning, scheduling, energy management, and feedback control systems. … Read more

    PROACTIVE ENERGY MANAGEMENT FOR NEXT-GENERATION BUILDING SYSTEMS

  • Mihai Anitescu
  • Emil M. Constantinescu
  • Guenter Conzelmann
  • Sven Leyffer
  • Victor M. Zavala
  • Jianhui Wang
    • Categories (Mixed) Integer Nonlinear Programming, Chemical Engineering, Control Applications

    We present a proactive energy management framework that integrates predictive dynamic building models and day-ahead forecasts of disturbances affecting efficiency and costs. This enables an efficient management of resources and an accurate prediction of the daily electricity demand profile. The strategy is based on the on-line solution of mixed-integer nonlinear programming problems. The framework is … Read more

    A Computational Framework for Uncertainty Quantification and Stochastic Optimization in Unit Commitment with Wind Power Generation

  • Mihai Anitescu
  • Emil M. Constantinescu
  • Victor M. Zavala
  • S. Lee
  • M. Rocklin
    • Categories Control Applications, Scheduling, Stochastic Programming Tags , , ,

    We present a computational framework for integrating a state-of-the-art numerical weather prediction (NWP) model in stochastic unit commitment/energy dispatch formulations that account for wind power uncertainty. We first enhance the NWP model with an ensemble-based uncertainty quantification strategy implemented in a distributed-memory parallel computing architecture. We discuss computational issues arising in the implementation of the … Read more