Optimization and Systems Theory Seminar
Friday, August 27, 1999, 11.00-12.00, Room 3721, Lindstedtsv. 25


Alfredo Piria
Universidad de la Republica
Montevideo
Uruguay
E-mail: apiria@fing.edu.uy

A dual algorithm for power production planning with uncertain data and transmission network constraints systems

We will present an algorithm for the power production planning optimization problem, with nonlinear network constraints and uncertain data. The uncertanity is modelled via scenarios, with multistage recourse decisions. The particular structure of the constraints is used to decompose the problem with a splitting variable strategy, both in the variables linking different stages and the variables linking the network with the generator units. The resulting dual problem is solved by means of a non differentiable convex optimization method. Some numerical results for the uruguayan system are presented.
Calendar of seminars
Last update: August 18, 1999 by Anders Forsgren, anders.forsgren@math.kth.se.