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DISCO - 2011

Section: New Results

Robust optimization for energy management

Participants : Guillaume Sandou, Henri Borsenberger, Philippe Dessante [Supelec (E3S) Energy Department] .

Many studies have considered the solution of Unit Commitment problems for the management of energy networks. In this field, earlier work addressed the problem in determinist cases and in cases dealing with demand uncertainties. In this paper [15] , the authors develop a method to deal with uncertainties related to the cost function. Indeed, such uncertainties often occur in energy networks (waste incinerator with a priori unknown waste amounts, cogeneration plant with uncertainty of the sold electricity price...). The corresponding optimization problems are large scale stochastic non-linear mixed integer problems. The developed solution method is a recourse based programming one. The main idea is to consider that amounts of energy to produce can be slightly adapted in real time, whereas the on/off statuses of units have to be decided very early in the management procedure. Results show that the proposed approach remains compatible with existing Unit Commitment programming methods and presents an obvious interest with reasonable computing loads.