Bilevel optimization; Integer programming; Power generation; Single leader multiple follower games; Stochastic optimization; Bi-level optimization; Generation companies; Micro grid; Mixed-integer programs; Optimization problems; Stochastic optimizations; Unit-commitment; Computer Science (all); Modeling and Simulation; Management Science and Operations Research; Information Systems and Management; General Computer Science; Industrial and Manufacturing Engineering
Abstract :
[en] In this paper we consider energy management optimization problems in a future wherein an interaction with micro-grids has to be accounted for. We will model this interaction through a set of contracts between the generation companies owning centralized assets and the micro-grids. We will formulate a general stylized model that can, in principle, account for a variety of management questions such as unit-commitment. The resulting model, a bilevel stochastic mixed integer program will be numerically tackled through a novel preprocessing procedure. As a result the solution for the bilevel (or single leader multiple follower) problem will be neither “optimistic” nor “pessimistic”. We will numerically evaluate the difference of the resulting solution with the “optimistic” solution. We will also demonstrate the efficiency and potential of our methodology on a set of numerical instances.
Disciplines :
Mathematics
Author, co-author :
van Ackooij, Wim ; EDF R&D. OSIRIS, Palaiseau Cedex, France
De Boeck, Jérôme ; Université de Liège - ULiège > HEC Liège : UER > UER Opérations : Computational Methods in Management ; Department of Computer Science, Université Libre de Bruxelles, Belgium and INOCS, INRIA Lille Nord-Europe, Brussels, France
Detienne, Boris; Institute of Mathematics, University of Bordeaux, Talence, France
Pan, Stefania; UMR 7030 CNRS LIPN, Université Paris 13, Villetaneuse, France
Poss, Michael ; UMR CNRS 5506 LIRMM, Université de Montpellier, Montpellier, France
Language :
English
Title :
Optimizing power generation in the presence of micro-grids
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