Hourly Stochastic Operation and Power Reserve for the Brazilian Interconnected System (SIN) with Renewable Source Uncertainties

A new methodology and computational mathematical model that incorporates the results of DESSEM, but with hourly resolution, representing operation under demand uncertainty and increasingly intermittent production, co-optimizing the short-term operational power reserve in a probabilistic manner.

The number of constraints in the stochastic dispatch problem is reduced due to the affine rules technique. The first set of equations and constraints in the model represents a ‘reference operational trajectory,’ given by the maximum likelihood estimate of the weighted scenarios for demand, renewables, etc. A second, additional set of equations and constraints represents the fact that the actual values of renewable production and demand, each hour, are different from the forecasts. As a consequence, an operational adjustment (a deviation from the reference trajectory) is necessary. The decision variables of the optimization problem under uncertainty are the adjustment coefficients for each generator (similar to Automatic Generation Control), known in the literature as affine decision rules. The final problem corresponds to a large-scale mixed-integer programming (MIP) model. An additional result of the model is the dynamic generation reserve.