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Thursday, June 22 • 2:15pm - 3:03pm
Stochastic Optimization Models on Power Systems

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We will present 3 tools for decision making under uncertainty in the power systems area: SDDP, a tool for optimal hourly operation of complex power systems; OptGen, a computational tool for determining the least-cost expansion of a multi-regional hydrothermal system; OptFlow, a mathematical model to optimize operation of a generation/transmission system with AC electrical network constraints.models have been used by system operators, regulators and investors in more than seventy countries in the Americas, Asia-Pacific, Europe and Africa, including some of the largest hydro based systems in the world, such as the Nordic pool, Canada, the US Pacific Northwest and Brazil. SDDP is also the model used by the World Bank staff in their planning studies of countries in Asia, Africa and Latin America. OptGen had some interesting applications regional studies such as the interconnection of Central America, the Balkan regions, the interconnection of nine South American countries, Africa (Egypt-Sudan-Ethiopia and Morocco-Spain) and Central Asia. The original version of all 3 models was written in FORTRAN with the aid of some modelling tool or higher level API: AMPL for OptFlow, Mosel for OptGen and COIN-OR API for SDDP. Similar to any software, maintaining the code and adding new features became increasingly complex because they have to be built upon older data structures and program architectures.concerns motivated PSR to develop an updated version of these programs written entirely in julia (with JuMP and MathProgBase) for three basic reasons: (i) the code is concise and very readable; (ii) the availability of an advanced optimization “ecosystem”; and (iii) excellent resources for distributed processing (CPUs and GPUs). We retained the use of Xpress by developing the Xpress.jl library. We also use MPI.jl for distributed processing (including multiple servers in AWS).computational performance of the new code is matches the current ones’, which is very encouraging given that the current FORTRAN code has been optimized for several years based on thousands of studies. Also, the julia code incorporates several new modeling features that were easy to implement in all the 3 models: including SDP and SOCP relaxations for OPF and SDDiP method for stochastic integer optimization, confirming our expectation of faster model development.new models were incorporated to an integrated planning system for Peru being developed by PSR, which will be delivered in August 2017. They are also being internally tested as a “shadow” to the current version for studies in several countries and was delivered for beta testing for some PSR clients. The official release is scheduled for the end of 2017.


Joaquim Garcia

PSR Inc.
Joaquim has a BSc degree in electrical engineering and a BSc degree in mathematics, both from PUC -Rio and is currently working towards a PhD in electrical engineering with emphasis on decision support, also at PUC-Rio. During his undergraduate studies, he attended a year at UC Santa... Read More →
avatar for Camila Metello

Camila Metello

Camila graduated as an industrial engineer and has a MSc in Decision Analysis from PUC-Rio. Attended UC Berkeley for a semester during under graduation. Joined PSR in 2013, where, at present, works with the development of the models of optimization of hydrothermal dispatch under uncertainty... Read More →

Thursday June 22, 2017 2:15pm - 3:03pm PDT
West Pauley Pauley Ballroom, Berkeley, CA