Maria Elvira Piñeiro Maceira

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We consider the inclusion of commitment of thermal generation units in the optimal management of the Brazilian power system. By means of Lagrangian relaxation we decompose the problem and obtain a nondifferentiable dual function that is separable. We solve the dual problem with a bundle method. Our purpose is twofold: first, bundle methods are the methods(More)
Long-term hydrothermal generation planning (LTHTP) problems have been traditionally conceived as minimum cost-based optimization models. However, such policy may lead to unacceptable amounts of load curtailment in critical inflow scenarios, which are likely to be avoided. This paper describes a direct approach for the implementation of a Conditional(More)
Welington Luis de Oliveira; Claudia Sagastizábal; Débora Dias Jardim Penna; Maria Elvira Piñeiro Maceira; Jorge Machado Damázio 2 Electric Power Research Center – CEPEL, CP 68007 Rio de Janeiro, Brazil. 3 IMPA – Estrada Dona Castorina 110, Jardim Botânico, Rio de Janeiro, Brazil. Research of this author is supported in part by CNPq Grant 30345-2008/9, by(More)
During 2014 and 2015, the Brazilian hydrothermal interconnected system faced critical hydrological conditions, such as extremely low multivariate inflow values on February 2014 and January 2015. Therefore, an issue that arose in early 2014 was whether the Brazilian government would have to implement or not an energy rationing. In this sense, this paper(More)
Power generation planning in hydrothermal systems is a complex optimization task, specially due to the high uncertainty in the inflows to hydro plants. Since it is impossible to traverse the huge scenario tree of the multistage problem, stochastic dual dynamic programming (SDDP) is the leading technique to solve it, originally from an expected-cost(More)
In Brazil’s long-term energy planning, the dispatch of thermal plants usually varies along a year. Such variation is essentially due to the predominance of the hydraulic mix in the system electric energy supply. For this reason, without preventive measures, a highly irregular cash flow occurs for natural gas (NG) providers, who supply gas for electric(More)
This paper discusses the adoption of multi-area reliability concepts in the evaluation of Brazilian power system capacity to supply the peak load. In the assessment of the interconnected hydrothermal power systems reliability it is adopted a computational model that takes into account uncertainties on the streamflows into the hydro plants reservoirs, random(More)
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