101. Stochastic optimal power flow problem using interior point methods with block structure
Invited abstract in session TC-6: Stochastic methods and applications, stream Methods for non-/monotone inclusions and their applications.
Thursday, 11:25 - 12:40Room: M:H
Authors (first author is the speaker)
| 1. | Aurelio Oliveira
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| Computational & Applied Mathematics, UNICAMP | |
| 2. | Catalina Jaramillo Villalba
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| Instituto de Matemática, Estatística e Computação Científica, Universidade Estadual de Campinas |
Abstract
This work focuses on optimizing power flow in the electrical sector, considering uncertainties in energy demand, and aiming to minimize costs and energy loss within the constraints of the physical network. We use a two-stage stochastic programming building discrete scenarios associated to the uncertainty of demand. The problems are solved using specialized software employing interior point methods for stochastic programming. A mathematical formulation using splitting variables is presented and computational experiments, comparing the new approach with a classical one are performed. The findings indicate that the proposed method yields solutions consistent with other softwares, showing notable improvements in terms of processing time and the number of iterations.
Keywords
- Optimization under uncertainty and applications
- Linear and nonlinear optimization
- Optimization in industry, business and finance
Status: accepted
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