Practical class #13 Group of Thursday

30 maio 2019, 09:30 • Célia Maria Santos Cardoso de Jesus

Resolution of problem 14.  Revisions

Short-term resource scheduling -- a more general approach

30 maio 2019, 08:00 • Luis Marcelino Ferreira

Saddle Point theorem

Cost function

Lagrange function L

Dual function q

max q min L = f(x*)

In general <= f(x*)

Dual problem might be easier to solve: our case of resource scheduling

Cost is double summation

View paper from lmfetal (on the page)

Simplified formulation of resource scheduling problem (just one global coupling constraint)

Resource state eq -- definition of resource

Feasible decision set

Solution to the problem

Master problem, Dual problem, Coordinator -- how to solve, gradient direction, step-size

Set of subproblems

Each subproblem is a profit maximization -- how to solve, DP

Output of subproblems is input to Master

Iterative procedure

Concavity

Lagrange supporting hyperplane

Economic interpretation

Energy market, deregulation, and clearing price

Clearing price imparities for an energy market

Practical class #13 Group of Wednesday

29 maio 2019, 09:00 • Célia Maria Santos Cardoso de Jesus

Resolution of problem 14.  Revisions

Problem 12

28 maio 2019, 11:00 • Luis Marcelino Ferreira

Assignment

Discussion

Solution principles

Solution by Matlab

Data preparation

Run and results

Interpretation

Some specific cases

Full discussion of files provided

Practical class #12 Group of Thursday

23 maio 2019, 09:30 • Célia Maria Santos Cardoso de Jesus

Resolution of problem 13.  Quiz #6