Wind Hydro Power Optimization based

on Stochastic Forecasting of Wind

By:
Muhammad Sharjeel Javaid
(201404920)
Numan Saeed (201404640)
Course Instructor:
Dr. Ali Taleb Al-Awami
Electrical Engineering Department,
College of Engineering Sciences and
Applied Engineering.

KING FAHD UNIVERSITY OF PETROLEUM & MINERALS

1-FIRST PROGRESS REPORT SUMMARY

1-FIRST PROGRESS REPORT SUMMARY

Formulation
Deterministic Input Wind ()

Energy Price Tariff

Output Power to Grid

(MATLAB)

Profit Comparison

Hours

Price/Unit

00:00-08:00

54 /MWh

Operation
Strategy

Profits

08:00-22:00

103.84
/MWh

W-H

10555

OW

8741.8

Difference

1813.2

2-GOALS FOR FINAL PROGRESS REPORT

Primary Goals
A. UnderstandAIMMS
B. DeterministicModelinAIMMS
C. UncertainModelinAIMMS
I.
ScenarioAnalysis(MonteCarloSimulations)
II. RobustOptimization
III. Comparison

Secondary Goals
D. EffectofPenalty
E. ThermalGeneratorIncorporationinourSystem
F. Comparison

3-UNDERSTANDING AIMMS
AIMMS Literature Review

AIMMSTheLanguageReference
AIMMSOptimizationModeling
AIMMSFunctionReference
GoogleGroups

4-DETERMINISTIC MODEL IN AIMMS

(INPUT DATA)
Lower
Bound

Parameter

Upper
Bound

0 MW

Capacity of Wind Turbines

12 MW

0 MW
0 MW
0 MW

Hydro Generator
Pump Capacity

3 MW
3 MW
3 MW

00MWh
MW

Reservoir Capacity

24
MWh
3 MW

Parameter
0 MWh
Efficiency of Pump )

Values

Efficiency of Hydro
Generator

86%
86%

Cost/Unit of Pump (

1.5
1.5
/MWh
/MWh

Hours

Price/Unit

00:00-08:00
00:00-08:00
08:00-22:00
08:00-22:00

54 /MWh
54 /MWh
103.84
103.84
/MWh
/MWh

86%

24 MWh

4-DETERMINISTIC MODEL IN AIMMS

(RESULTS)
Output Power Contributions

PeakHours
Off-PeakHours

Energy Stored in Reservoir with Pump Operation

UNCERTAIN MODEL ANALYSIS

SCENARIO GENERATION (MONTE CARLO SIMULATION)
ROBUST OPTIMIZATION
To be uncertain is to be uncomfortable, but to be
certain is to be ridiculous Chineseproveb

5-UNCERTAIN MODEL ANALYSIS (INPUT DATA)

All input parameters and bounds remains same, except available wind

For each hour standard deviation is introduced

5-UNCERTAIN MODEL ANALYSIS (SCENARIO

GENERATION RESULTS)

Also known as Monte Carlo Simulations

Total 150 scenarios are solved in AIMMS

Profits
Maximum

22427.02

Minimum

24323.74

Average

23346.88

10

5-UNCERTAIN MODEL ANALYSIS (ROBUST

OPTIMIZATION RESULTS)

Available Wind parameter was declared uncertain in AIMMS

Solved the Robust Optimization by generating RO_Model in AIMMS

11

6-COMPARISON OF ROBUST OPTIMIZATION AND

SCENARIO ANALYSIS

Optimizatio
n
Technique

Profits

RO

19530.29

Monte Carlo

23346.88

Difference

3816.59

12

EFFECT OF PENALTY FUNCTION

AND HOW TO OVERCOME THE LOSS

13

7-PENALTY FUNCTION EFFECT

Luckily, for the given wind scenario, we never ran
out of energy resources.
However, if at any instant, our whole system is
unable to produce the required 3 MW (preset lower
limit), we are penalized.
To verify penalty we reduce the available wind in the
beginning when we have 0 MWh stored in reservoir.

14

7-PENALTY FUNCTION EFFECT

Wind Scenario is changed by changing available wind to 1 MW for first 3 hours, as shown

=500/MWh

Profits
Revenue

22309.99

Penalty

7920

Net Profit

14389.99

15

8-HOW TO OVERCOME THE LOSS

To overcome the fear of penalty, a small thermal generator is added

with no start-up cost, ramping rate of 3 MW/hour and produce energy
at 150 /MWh

, this constraint is added to the optimization formulation

=0, =3

The new objective function will be

16

8-HOW TO OVERCOME THE LOSS

Now after adding Generator total supplied power remained within the limits (i.e. 3<Pi<8), Generator output
graph is also shown

Profits
Without
Generator

14389.95

With
Generator

21538.62

Difference

7148.67

17

CONCLUSION

We have optimized the operation strategy of our Plant for next 48 hours, for
maximum profit, with and without uncertainty.

Compared the results of Robust Optimization and Monte Carlo Simulations.

Evaluated the benefits of adding 1 Thermal Unit to the System

1.
2.
3.
4.
5.

What is new to the Reference Paper (IEEE Transaction)!!!

Implemented in AIMMS
Robust Optimization Model Solution
Comparison of RO results with Monte Carlo Simulations
Effect of penalty
Addition of a Thermal Unit to mitigate the effect of penalty

18

REFERENCES

[1]J.K.KaldellisandK.A.Kavadia,Optimalwind-hydrosolutionforAegeanSeaIslandselectricitydemand
fulfilment,J.ApplEnergyvol.70,pp,333-354,2001
[2]J.K.KaldellisandK.A.Kavadia,ElectricityloadmanagementofAPSusingwind-hydrosolution,inProc.Wind
Power,Athens,Greece2002
[3]K.HalldorssonandJ.Stenzel,Aschedulingstrategyforarenewablepowermarketer,inProc,2001IEEE
PortoPowerTechConf.PortoPortugalSept,2001
[4]E.D.CastronuovoandJ.A.P.Lopes,Windandsmallhydrogeneration.Anoptimizationapproachfordaily
integratedoperation,inProc.2003EWEA,Madrid,Spain,June2003
[5]P.PinsonandG.NKariniotakis,Windpowerforecastingusingfuzzyneuralnetworksenhancedwithon-line
predictionriskassessment,inProc2003IEEEBolognaPowerTech

19

!THANK YOU

20

KING FAHD UNIVERSITY OF PETROLEUM & MINERALS