F.-Javier Heredia - Academic web site

Publication Type	Thesis
Year of Publication	2001
Authors	Cesar Beltran
Academic Department	Dept. of Statistics and Operations Research. Prof. F.-Javier Heredia, advisor.
Number of Pages	147
University	Universitat Politècnica de Catalunya
City	Barcelona
Degree	PhD Thesis
Key Words	research; radar multiplier; generalised unit commitment; teaching
Abstract	This operations research thesis should be situated in the field of the power generation industry. The general objective of this work is to efficiently solve the Generalized Unit Commitment (GUC) problem by means of specialized software. The GUC problem generalizes the Unit Commitment (UC) problem by simultane-ously solving the associated Optimal Power Flow (OPF) problem. There are many approaches to solve the UC and OPF problems separately, but approaches to solve them jointly, i.e. to solve the GUC problem, are quite scarce. One of these GUC solving approaches is due to professors Batut and Renaud, whose methodology has been taken as a starting point for the methodology presented herein. This thesis report is structured as follows. Chapter 1 describes the state of the art of the UC and GUC problems. The formulation of the classical short-term power planning problems related to the GUC problem, namely the economic dispatching problem, the OPF problem, and the UC problem, are reviewed. Special attention is paid to the UC literature and to the traditional methods for solving the UC problem. In chapter 2 we extend the OPF model developed by professors Heredia and Nabona to obtain our GUC model. The variables used and the modelling of the thermal, hydraulic and transmission systems are introduced, as is the objective function. Chapter 3 deals with the Variable Duplication (VD) method, which is used to decompose the GUC problem as an alternative to the Classical Lagrangian Relaxation (CLR) method. Furthermore, in chapter 3 dual bounds provided by the VDmethod or by the CLR methods are theoretically compared. Throughout chapters 4, 5, and 6 our solution methodology, the Radar Multiplier (RM) method, is designed and tested. Three independent matters are studied: first, the auxiliary problem principle method, used by Batut and Renaud to treat the inseparable augmented Lagrangian, is compared with the block coordinate descent method from both theoretical and practical points of view. Second, the Radar Sub- gradient (RS) method, a new Lagrange multiplier updating method, is proposed and computationally compared with the classical subgradient method. And third, we study the local character of the optimizers computed by the Augmented Lagrangian Relaxation (ALR) method when solving the GUC problem. A heuristic to improve the local ALR optimizers is designed and tested. Chapter 7 is devoted to our computational implementation of the RM method, the MACH code. First, the design of MACH is reviewed brie y and then its performance is tested by solving real-life large-scale UC and GUC instances. Solutions computed using our VD formulation of the GUC problem are partially primal feasible since they do not necessarily fulfill the spinning reserve constraints. In chapter 8 we study how to modify this GUC formulation with the aim of obtaining full primal feasible solutions. A successful test based on a simple UC problem is reported. The conclusions, contributions of the thesis, and proposed further research can be found in chapter 9.
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Publication Type	Conference/School/Seminar attendance
Year of Publication	2010
Authors	F.-Javier Heredia
Conference Name	Exploratory Workshop on Mixed Integer Nonlinear Programming: Theory, algorithms and applications
Event Type	Workshop
Conference Organiser	Mathematical Research Institute of the University of Sevilla (IMUS)
Conference Dates	01-03/12/2010
Conference Location	Sevilla, Spain
Key Words	research; mixed nonlinear optimization; DPI2008-02153
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Publication Type	Conference Paper
Year of Publication	2010
Authors	Eugenio Mijangos; F-Javier Heredia; Cristina Corchero
Conference Name	International Conference on Operations Research
Conference Date	01-03/09/2010
Conference Location	Zurich, Switzerland
Type of Work	contributed presentation
Key Words	research; perspective cuts; mixed nonlinear optimization; optimization; optimal bid; electricity market
Abstract	The electric market regulation in Spain (MIBEL) establishes the rules for bilateral contracts in the day-ahead optimal bid problem. Our model allows a price-taker generation company to decide the unit commitment of the thermal units, the economic dispatch of the bilateral contracts between the thermal units and the optimal sale bids for the thermal units observing the MIBEL regulation. The uncertainty of the spot prices is represented through scenario sets. We solve this model as a deterministic MIQP problem by using perspective cuts to improve the performance of Branch and Cut. Numerical results are reported.
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Publication Type	Conference Paper
Year of Publication	2010
Authors	Eugenio Mijangos; F.-Javier Heredia
Conference Name	24th European Conference on Operational Research
Conference Date	11-14/07/2010
Conference Location	Lisboa
Type of Work	Invited Presentation
Key Words	research; mixed nonlinear optimization; perspective cuts
Abstract	The electric market regulation in Spain (MIBEL) establishes the rules for bilateral contracts in the day-ahead optimal bid problem. Our model allows a price-taker generation company to decide the unit commitment of the thermal units, the economic dispatch of the bilateral contracts and the optimal sale bids observing the MIBEL. The uncertainty of the spot prices is represented through scenario sets. We solve this model as a deterministic MIQP problem by using perspective cuts to improve the performance of Branch and Cut approach. Numerical results are reported.
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Publication Type	Book Chapter
Year of Publication	2010
Authors	F.-Javier Heredia
Editor	Manuel Castellet; Joan del Castillo; Xavier Jarque; Margarida Mitjana
Book Title	Llibre Blanc de la Recerca Matemàtica a Catalunya (2000-2009)
City	Barcelona
Publisher	Institut d'Estudis Catalans
Pages	3
Chapter	6
Language	Català
ISBN Number	978-84-9965-009-8
Key Words	research; catalunya; mathematics
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El dia 10 de juny es va celebrar a la seu de l'Intitut d'Estudis Catalans la presentació del "Llibre blanc de la recerca matemàtica a Catalunya", que recull l'activitat dels grups de recerca en matemàtiques de Catalunya durant el període comprés entre l'any 2000 i 2009. He tingut l'oportunitat de participar en aquest projecte amb la redacció del capítol "La recerca en optimització / investigació operativa a Catalunya"on es descriu quins son els grups de recerca de les diferents universitat catalanes que desenvolupen la seva activitat en l'àres de 'optimització/investigació operativa. 

Publication Type	Proceedings Article
Year of Publication	1992
Authors	Heredia, F.-Javier; Nabona, N.
Conference Name	European Conference on Numerical Methods in Engineering '92
Series Title	Proceedings of the First European Conference on Numerical Methods in Engineering
Pagination	437-444
Conference Start Date	7/09/1992
Publisher	Elsevier
Conference Location	Brussels, Belgium
Editor	Ch. Hirsch, O.C. Zienkiewicz, E. Oñate
ISBN Number	0-444-89794-1
Key Words	research; nonlinear network flows; side constraints; power systems; short-term hydrothermal OPF; paper
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Publication Type	Proceedings Article
Year of Publication	1991
Authors	Heredia, F.-Javier; Nabona, N.
Conference Name	15th IFIP Conference on System Modelling and Optimization
Series Title	Lectures Notes in Control and Information Sciences
Volume	180
Pagination	301-310
Conference Start Date	02/09/1991
Publisher	Springer-Verlag
Conference Location	Zurich
Editor	P. Kall
ISBN Number	3-540-55577-3
Key Words	research; nonlinear network flows; linear side constraints; paper
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Publication Type	Proceedings Article
Year of Publication	2009
Authors	Heredia, F.-Javier; Rider, Marcos.-J.; Corchero, C.
Conference Name	2009 Power Engineering Society General Meeting
Pagination	1-6
Conference Start Date	26/07/2010
Publisher	IEEE
Conference Location	Calgary
ISSN Number	1944-9925
ISBN Number	978-1-4244-4241-6
Key Words	research; Electricity spot-market; bilateral contracts; combined cycle units; optimal bidding strategies; short-term electricity generation planning; stochastic programming; paper
Abstract	This paper developed a stochastic programming model that integrated the most recent regulation rules of the Spanish peninsular system for bilateral contracts in the day-ahead optimal bid problem. Our model allows a price-taker generation company to decide the unit commitment of the thermal and combined cycle programming units, the economic dispatch of the BC between all the programming units and the optimal sale bid by observing the Spanish peninsular regulation. The model was solved using real data of a typical generation company and a set of scenarios for the Spanish market price. The results are reported and analyzed.
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DOI	10.1109/PES.2009.5275680
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Publication Type	Conference/School/Seminar attendance
Year of Publication	1999
Authors	F.-Javier Heredia
Conference Name	Electric Energy Systems University Enterprise Training Partnership
Event Type	Seminar
Conference Organiser	Electricité de France (EDF)
Conference Dates	25-26/03/1999
Conference Location	Clamart, France
Key Words	research; power systems; EDF
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