Thes heduling andpre-dispat hin ludingPSH unitsinpowersystemshasbeena topi
ofresear hfor alongtime. In 1965,KennedyandMabu e analyzedin[85℄thedispat h
ofPSHonaninter onne tedhydrothermalsystem,des ribingpra ti alappli ationte h-
niques. Lateron,Aoki etal. presenteda newmethod forsolvinge iently a large-s ale
optimal UCPin luding PSHunits using Lagrangian relaxation[86℄.
Morere ently,Borghettietal. [87℄presentedaMILPmodelto solvetheUCPwithboth
thermalandhydrounitswithpumpedstorage apa ities,inamarket-basedenvironment.
Theauthors onsideredhydropowerplantswithmoremultipleturbines,allofthembeing
supplied bya single upper reservoir. The head-ee t istaken into a ount by means of
an enhan ed linearisation te hnique. Ramp transition onstraints and pumped-storage
areother important te hni al issues in luded in theproposedMILP model. Interesting
results were found for small instan es, for a planning horizon of one week. However,
solutiona ura yand omputationaltimesverifyarelevantde reaseforbiggerinstan es,
asa onsequen e of theadvan edlinearisations introdu ed to themodel.
Khatod, Pant and Sharma [84℄ presented a new approa h for optimising a day-ahead
s heduling onsidering wind and PSH units owned by an independent GENCO that
aims at maximising prots in an ele tri ity market. Hydro generation and pumping
imply operating osts and a penalty is applied for unutilized wind energy, in order to
avoid waste of this energy. In this approa h, the amount of dispat hed power during
low pri e periods seeks to be as minimum as possible, while during high pri e periods
windandhydroenergyissuppliedatthemaximumallowed level. Themodelappearsto
besimple and helpful for GENCOsusing renewable sour es andoperatinginele tri ity
markets. However, due to the several simpli ations andrelaxations, thenalsolutions
might be far fromtheoptimal.
Hinojosaand Leyton [88℄ take advantage ofevolutionaryalgorithms to solve theshort-
without pumping apa ities. The proposed methodology proved to be interesting for
small andmedium sizeinstan es.
Asto hasti approa hisintrodu ed byVespu ietal. [83℄for thes heduling ofagener-
ationsystemin luding PSHunits and windpower plantsina ompetitive environment.
The proposedmodel assumes a hydro systemwith a setof inter onne ted hydro plants
and onsiders water ows between hydro units and possibility of water spillage. The
wind un ertainty is integrated by using a s enario tree to represent the wind hourly
produ tion. Thesystemismathemati ally representedbyadire tedmulti-graph,where
nodes represent reservoirs and ar s represent water ows. After testing in an Italien
ele tri ityprodu er,theauthorsfound thesto hasti modelpreferable totheequivalent
deterministi model.
Duqueetal. [89℄andGonzalezetal. [90℄developeds enario-basedsto hasti approa hes
to optimiseajointoperationbetween awind power plant and aPSH farminele tri ity
markets. They on luded that hydro plants an be useful to minimise the imbalan e
osts aused byerrorsintheWPF.
As a on lusion on the literature review, sto hasti approa hes proved to be more ad-
equate to solve s heduling problems with PSH units and large wind penetration. The
wind variability an be balan ed by the PSH units, that provide additional exibility
of operation. The obje tive fun tion varies from the maximisation of prot (based on
market energy pri es) to the minimisation of osts. Hydro produ tion is mainly on-
sidered as free of osts. The PSH units are mostly isolated (not onne ted to a river)
and are provided with an upper reservoir. Evolutionary algorithms have proved to be
ableto ndgoodsolutions inreasonabletimes onsidering therealnon-linear fun tions,
but the nal solution is not optimal. However, when exa t methods are used to solve
A Multiple Criteria Utility-based
Approa h for the WHTUCP
Notation
Constants
• ηhp
e ien y of the pumping y le ofhydrounith
.• ηhg
e ien y of the generating y leof hydro unith
.• dl
h, duh
lower andupperpumping powerlimits ofhydrounith
[MW℄.• gl
h, guh
lower anduppergeneration limitsofhydrounith
[MW℄.• capl
h, capuh
lower andupper apa itylimitsof reservoirof hydro unith
[MWh℄.• volinitialh
, volhfinal
initial and nallevels inthereservoir [MWh℄.Variables
vhts
energy stored inthereservoir of hydro unith
,inperiodt
,for s enarios
[MWh℄.
qhts
waterdis harge rateofhydro unith
,inperiodt
,for s enarios
[MW℄.
pphts
pumpinginputpowerofhydrounith
,inperiodt
,fors enarios
[MW℄.
whts
water spillage ofhydrounith
,inperiodt
,for s enarios
[MWh℄.•
Auxiliary variables:
z
p
hts
1 if hydro unith
is in pumping mode, in periodt
, for s enarios
,0
otherwise℄.
z
g
hts
1 if hydro unith
is in generating mode, in periodt
, for s enarios
,0
otherwise℄.This hapter presents the assumptions and a formulation for the integration of PSH
fa ility in the proposed WTUCP, in order to evaluate the inuen e of those units on
dealing withwind power variability. The work hereby presented in an extension of the
approa hdevelopedin hapters 3and5. We present the onstraintsrelatedtothehydro
omponent,aswellasthene essarymodi ationsintrodu edinthemodel. Theobje tive
is to investigate ifthe new WHTUCP model isable to ree t theDM risk proles and
nd out the ontribution of PSH fa ilities to improve the nal solutions. In order to
a hievethat goal, we onsider isolatedPSH units thatoperate at no osts. Then,water
ows from rivers or spillage of water arenot onsidered. On this way, theoperation of
ea h PSH unit boilsdown ex lusively to the onsumption of energy to pumpand store
wateror theusageofstored watertogenerate ele tri ityusedto servetheloaddemand.
7.1 Assumptions
Sin e we ontinue the proposedWTUCP model dis ussed before, theprevious assump-
•
Thehydrosystem onsistsofasetofhydrounits. Ea hhydrounitisprovidedwith a turbine and a single upstream reservoir. Ea h hydro unit may either generateele tri energy using stored water from the reservoir or onsume energy to pump
water into thereservoir;
•
Headee tisnot onsidered-Ele tri poweroutputofhydrounitsdoesnotdepend onthewaterlevelinthereservoir. Thedis hargeoutputpowerisdenedbyalinearonversion using a pre-dened oe ient (
η
g
h
) that represents the ratio of energy inje ted into the power system to the (equivalent) energy onsumed from storedwater.