A Bolza problem in hydrothermal optimization

This paper studies the optimization of large-scale hydrothermal power systems. For the general problem with n hydro-plants, we present an algorithm using a particular strategy related to the Gauss–Southwell method of nonlinear optimization. The algorithm offers a constructive method for producing se...

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Bibliographic Details
Published in:Applied mathematics and computation 2007, Vol.184 (1), p.12-22
Main Authors: Bayón, L., Grau, J.M., Ruiz, M.M., Suárez, P.M.
Format: Article
Language:English
Subjects:
Calculus of variations and optimal control
Exact sciences and technology
Mathematical analysis
Mathematics
Numerical analysis
Numerical analysis. Scientific computation
Numerical methods in mathematical programming, optimization and calculus of variations
Numerical methods in optimization and calculus of variations
Optimal control
Pontryagin’s principle
Sciences and techniques of general use
Short-term hydrothermal coordination
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Summary:This paper studies the optimization of large-scale hydrothermal power systems. For the general problem with n hydro-plants, we present an algorithm using a particular strategy related to the Gauss–Southwell method of nonlinear optimization. The algorithm offers a constructive method for producing sequences of problems with one hydro-plant. For this simple problem we use Pontryagin’s minimum principle to prove a condition for the extremals of the functional. We set out our problem in terms of optimal control in continuous time, with the Bolza-type functional. Finally, we present one example employing a program developed with the “Mathematica” package and analyze the convergence of the algorithm.
ISSN:0096-3003
1873-5649
DOI:10.1016/j.amc.2005.09.108