Andres Ramos | Comillas Pontifical University (original) (raw)

Papers by Andres Ramos

Research paper thumbnail of Mathematical Programming Approach to Underground Timetabling Problem for Maximizing Time Synchronization

Dirección y Organización

MATHEMATICAL PROGRAMMING APPROACH TO UNDERGROUND TIMETABLING PROBLEM FOR MAXIMIZING TIME SYNCHRON... more MATHEMATICAL PROGRAMMING APPROACH TO UNDERGROUND TIMETABLING PROBLEM FOR MAXIMIZING TIME SYNCHRONIZATION

Research paper thumbnail of Automatic selection of candidate investments for Transmission Expansion Planning

International Journal of Electrical Power & Energy Systems, 2014

This paper deals explicitly with the problem of proposing candidate lines (sometimes referred to ... more This paper deals explicitly with the problem of proposing candidate lines (sometimes referred to as technical alternatives) for Transmission Expansion Planning (TEP). Candidate lines have been traditionally regarded as expert-provided system information. However, given the need to plan larger networks, identifying interesting candidates is an issue of increasing relevance and complexity. This paper proposes a consistent method to tackle this problem.

Research paper thumbnail of Strategic Unit Commitment for Generation in Deregulated Electricity Markets

International Series in Operations Research & Management Science

... stage of the generation firm's decision procedure is the design of the hourly offer curv... more ... stage of the generation firm's decision procedure is the design of the hourly offer curves that must be submitted to the different auctions. ... Similarly, the pumped-storage unit consumes energy when the value of its reserve is times higher than the weekly minimum marginal revenue ...

Research paper thumbnail of Offshore wind farm electrical design using a hybrid of ordinal optimization and mixed-integer programming

Wind Energy, 2014

Electrical layout design is, for offshore wind farms (OWF), a complex problem that has a far-reac... more Electrical layout design is, for offshore wind farms (OWF), a complex problem that has a far-reaching impact on both plant cost and reliability. A full optimization of the layout, as opposed to just selecting the most favorable pre-established configuration, is required in order to capture all the potential efficiencies. However, classical optimization methods such as mixed-integer programming (MIP) might not be applicable to large OWFs. This paper describes a novel combination of ordinal optimization (OO) and MIP that is able to deal with large problems in reduced computation times with a statistical optimality guarantee. The algorithm is applied to a real case study taken from Barrow Offshore Wind Farm in the East Irish Sea.

Research paper thumbnail of Enhanced pan-European transmission planning methodology

2015 IEEE Power & Energy Society General Meeting, 2015

This paper presents a new methodology for long-term transmission planning over large systems. The... more This paper presents a new methodology for long-term transmission planning over large systems. The developed approach aims at finding the optimal design of a large grid including its modular development plan over a long time horizon. Advanced optimization and simulation methods have been investigated to tackle this very large and complex problem, which includes highly combinatorial aspects and stochastic behaviours of system components, while ensuring some control over the system. Some tools have been implemented and tested on a case study based on the French and Spanish systems. The preliminary results of this study give an estimation of the resources that would be needed for a real study over a system of the size of the whole pan-European network for the period 2020 to 2050.

Research paper thumbnail of An MCP approach for hydrothermal coordination in deregulated power markets

2000 Power Engineering Society Summer Meeting (Cat. No.00CH37134)

to model imperfect competition among electricity producers transmission. Wei and Smeers used a Va... more to model imperfect competition among electricity producers transmission. Wei and Smeers used a Variational Inequality (vr) approach for computing the market equilibria addressing the problem of transmission pricing [5]. ~thOUgh modeling advances have been notable, limitations persist in tackling realistic power system.

Research paper thumbnail of Tight and Compact MIP Formulation of Configuration-Based Combined-Cycle Units

IEEE Transactions on Power Systems, 2016

Private investors, flexibility, efficiency and environmental requirements from deregulated market... more Private investors, flexibility, efficiency and environmental requirements from deregulated markets have led the existence and building of a significant number of combinedcycle gas turbines (CCGTs) in many power systems. These plants represent a complicated optimization problem for the short-term planning unit commitment (UC) carried out by independent system operators due to their multiple operating configurations. Accordingly, this paper proposes a mixed-integer linear programming (MIP) formulation of the configuration-based model of CCGTs, which is commonly utilized for bid/offering market processes. This formulation is simultaneously tighter and more compact than analogous MIP-based models, hence it presents a lower computational burden. The computational efficiency of the proposed formulation is supported by solving networkconstrained UC case studies, of different size and complexity, using three of the leading commercial MIP solvers: CPLEX, GUROBI and XPRESS. Index Terms-Mixed-integer linear programming MIP, combined cycle unit, unit commitment, tight MIP formulation. NOMENCLATURE Uppercase letters are used for denoting parameters and sets. Lowercase letters denote variables and indexes. A. Indexes and Sets g ∈ G Generating units, running from 1 to G. x, y ∈ M g Modes, running from 0 to M g. x , y ∈ M g All modes in M g different than x = 0. M F,x g Feasible transitions between modes x and y, where x = y.

Research paper thumbnail of Strategies to fulfill medium-term objectives through short-term operation in competitive power markets

2003 IEEE Bologna Power Tech Conference Proceedings,

Research paper thumbnail of Train Timetable Design for Shared Railway Systems using a Linear Programming Approach to Approximate Dynamic Programming

In the last 15 years, the use of rail infrastructure by different train operating companies (shar... more In the last 15 years, the use of rail infrastructure by different train operating companies (shared railway system) has been proposed as a way to improve infrastructure utilization and to increase efficiency in the railway industry. Shared use requires coordination between the infrastructure manager and multiple train operators in a competitive framework, so that regulators must design appropriate capacity pricing and allocation mechanisms. However, the resulting capacity utilization from a given mechanism in the railway industry cannot be known in the absence of operations. Therefore assessment of capacity requires the determination of the train timetable, which eliminates any potential conflicts in bids from the operators. Although there is a broad literature that proposes train timetabling methods for railway systems with single operators, there are few models for shared competitive railway systems. This paper proposes a train timetabling model for shared railway systems that explicitly considers network effects and the existence of multiple operators requesting to operate several types of trains traveling along different routes in the network. The model is formulated and solved both as a mixed integer linear programming (MILP) problem (using a 2 commercial solver) and as a dynamic programming (DP) problem. We solve the DP formulation with a novel algorithm based on a linear programming (LP) approach to approximate dynamic programming (ADP) that can solve much larger problems than are computationally intractable with commercial MILP solvers. The model simulates the optimal decisions by an infrastructure manager for a shared railway system with respect to a given objective function and safety constraints. This model can be used to evaluate alternative capacity pricing and allocation mechanism. We demonstrate the method for one possible capacity pricing and allocation mechanism, and show how the competing demands and the decisions of the infrastructure manager under this mechanism impact the operations on a shared railway system for all stakeholders. Keywords-Shared railway systems capacity planning, train timetabling problem, linear programming approach to approximate dynamic programming, adaptive learning, q-factors 1. INTRODUCTION In the last 15 years, several countries have promoted the use of shared railway systems that allow independent operators to access the infrastructure. This enables higher levels of infrastructure utilization (Gomez-Ibanez and de Rus, 2006). However, shared railway corridors require coordination between the infrastructure manager-typically the owner of the infrastructure-and multiple train operators (Gomez-Ibanez, 2003). This coordination involves determining which trains can access the infrastructure at each time (capacity allocation) and the access price they need to pay (capacity pricing). According to (Roth, 2002) and (Vazquez, 2003), ideal capacity pricing and allocation mechanisms should be reproducible and transparent, easy to understand, and non-discriminatory (especially when the operators compete in the same market). Simple capacity pricing and allocation rules are used in other network industries (such as electric power or telecommunication). However, in the railway industry, the characteristics of the network and operations critically affect capacity and safety. According to (Krueger et al., 1999) railway capacity is defined as "a measure of the ability to move a specific amount of traffic over a defined rail with a given set of resources under a specific service plan." As a result, the implications for the railway system of the capacity pricing and allocation mechanism remain unclear, even for simple mechanisms used in other contexts. In other words, to understand the implications of capacity regulation in the rail industry, we have to recognize that infrastructure capacity utilization is endogenous: it

Research paper thumbnail of MPO: A tool for hydrothermal scheduling and pricing in a competitive framework

ABSTRACT The paper describes a novel and unified approach to develop a fully detailed operations ... more ABSTRACT The paper describes a novel and unified approach to develop a fully detailed operations model under the new competitive framework among electric companies. The competitive behavior of the electric energy market is represented by the formulation of a set of equilibrium constraints that reproduce the optimality conditions for maximizing the profit of strategic firms. At the same time the system operation functions, such as probabilistic hydrothermal scheduling, thermal unit commitment, seasonal and daily operation of pumped units are considered. A scenario tree explicitly models stochastic natural inflows. The model has been implemented in GAMS, an algebraic modeling language specially suited for optimization problems. This model has being applied to the Spanish electric energy system as a case study in the new competitive framework.

Research paper thumbnail of Simulation application to hydropower systems management and design in a market environment

2010 7th International Conference on the European Energy Market, 2010

This paper presents a mixed approach to schedule and assess the design of hydropower systems. It ... more This paper presents a mixed approach to schedule and assess the design of hydropower systems. It is composed of a simulation tool that considers the full detail of the operation of the system, while it follows as closer as possible the objectives proposed by a medium term mathematical programming model that considers the whole hydrothermal system in the electricity market. The simulation tool also allows considering forced outages, to permit the assessment of different design options for new assets or for considering the repowering of old ones. The test case considered in this paper is a realistic one, in which different price profiles and power capacity scenarios are evaluated. Finally the maximum generation flow and number of turbines of a new hydro power plant is assessed considering the reduction of spills and the energy production against installation costs.

Research paper thumbnail of Offshore wind farm electrical design: a review

Wind Energy, 2012

Wind energy will be indispensable as Europe advances towards a low carbon energy future. Offshore... more Wind energy will be indispensable as Europe advances towards a low carbon energy future. Offshore locations in the North and Baltic seas are expected to host large arrays of wind farms that plan to export formidable amounts of electricity to the continent. The design of such plants is an intricate task where the electrical layout plays a crucial role. This complexity calls for the use of advanced optimization tools to support investment and operation decisions. This paper reviews the main approaches already developed in the literature and discusses their implications.

Research paper thumbnail of A Decision Support Model for Weekly Operation of Hydrothermal Systems by Stochastic Nonlinear Optimization

International Series in Operations Research & Management Science, 2011

This chapter formulates and solves an optimal resource allocation problem of thermal and hydropow... more This chapter formulates and solves an optimal resource allocation problem of thermal and hydropower plants with multiple basins and multiple connected reservoirs. The stochastic factors of the problem are here represented by natural hydro inflows. A multivariate scenario tree is in this case obtained taking into account the stochastic inputs and their spatial and temporal dependencies. The hydropower plant efficiency depends on its water head and the reservoir volume depends nonlinearly on the headwater elevation, leading to a large-scale stochastic nonlinear optimization problem, whose formulation and solution are detailed in the case study. An analysis of exhaustive alternatives of computer implementation is also discussed.

Research paper thumbnail of Creation of Hydroelectric System Scheduling by Simulation

Understanding Complex Systems

• Hydro plants constitute an energy source with very low variable costs. Operating costs of hydro... more • Hydro plants constitute an energy source with very low variable costs. Operating costs of hydro plants are due to operation and maintenance and, in many models, they are neglected with respect to thermal units' variable costs. This is the reason for employing this technology as much ...

Research paper thumbnail of Transmission expansion planning using an efficient version of Benders' decomposition. A case study

2013 IEEE Grenoble Conference, 2013

Transmission Expansion Planning (TEP) is a central decision in power systems and is currently rec... more Transmission Expansion Planning (TEP) is a central decision in power systems and is currently receiving increased attention due to the integration of renewable power needed to meet the ambitious European emission reduction targets. The TEPES model (long-term Transmission Expansion Planning for an Electric system) unites some of the latest theoretical developments in the field (with some of them having been designed especially for this model) with a practical application, as TEPES is currently used in several international projects. The model identifies the optimal expansion plan in terms of investment expenses, operation cost and reliability penalties. It considers stochasticity in demand, hydro inflows, fuel prices and renewable energy generation. TEPES is solved using an efficient implementation of Benders' decomposition that incorporates some algorithmic improvements that enhance computational performance. Two case studies (one descriptive test case and one real application) illustrate the model.

Research paper thumbnail of Strategic Unit Commitment for Generation Companies in Deregulated Electricity Markets

In this chapter the new short-term problems that are faced by a generation company in a deregulat... more In this chapter the new short-term problems that are faced by a generation company in a deregulated electricity market are addressed and a complete decision procedure is proposed. Additionally, a strategic unit commitment model, which deals with the weekly operation of the firm's generating facilities is presented. The traditional cost evaluation techniques and the technical constraints that grant a feasible schedule have been combined with new market modeling equations. Strategic constraints, that allow the accomplishment of the firm's medium term objectives, are suggested. The model is formulated as a MIP optimization problem and is solved by means of a commercial algorithm instead of using the traditional Lagrangian Relaxation approach. Results of the application of the method to a numerical example are presented. The procedure is as simplified version of one of the several tools currently used by a leading Spanish generation company, Iberdrola, for the weekly operation...

Research paper thumbnail of Optimal underground timetable design based on power flow for maximizing the use of regenerative-braking energy

Proceedings of the Institution of Mechanical Engineers, Part F: Journal of Rail and Rapid Transit, 2011

This paper deals with the design of underground rail system timetables that synchronize the movem... more This paper deals with the design of underground rail system timetables that synchronize the movement of trains to allow the energy consumption from substations to be reduced by maximizing the use of regenerative-braking energy. Nowadays, most trains are equipped with regenerative-braking systems and any of this recovered energy not used by on-board auxiliary services can be consumed by other trains in the same rail section. A mathematical programming optimization model has been designed to synchronize the braking of trains arriving at station with the acceleration of trains exiting from the same or another station. In addition, a power flow model of the electrical network has been developed to calculate the power-saving factor for each synchronization event in order to encourage better synchronizations, particularly those which have fewer energy losses. These models were applied in the design of a schedule for line 3 of the Madrid underground system. This schedule was then trialled ...

Research paper thumbnail of Coordinated Hydropower Plant Simulation for Multireservoir Systems

Journal of Water Resources Planning and Management, 2014

ABSTRACT Hydroreservoirs usually serve two main purposes: hydropower production and water consump... more ABSTRACT Hydroreservoirs usually serve two main purposes: hydropower production and water consumption. The great flexibility, low operating costs, and low carbon impact of hydroturbines turns them into a desirable technology in the generator mix of power systems. In addition, sustainability and environmental concerns support their use in current power systems, along with other renewable energy sources like wind and solar energy. However, the stochastic nature of river inflows hinders their long-term use and hints at the need to use planning tools. Furthermore, it also requires the use of planning tools in order to balance present and future requirements. This work presents a simulation tool that is employed at Iberdrola to help in the preparation of medium-term hydroelectric production schedules. The main objective of the simulation is to follow the production guidelines given by a long-term hydrothermal problem, while avoiding spillages and failures to fulfill water release agreements. In order to achieve this, the simulation algorithm is structured around several phases that aim at coordinating the operation of all the elements in the basin. This way, the simulation tool provides the operator a way to evaluate the outcome from forecasts of either water inflows or future operation situations. Some of the potential applications of this simulation tool are shown in this work: general simulation in order to know in advance the consequences of possible inflow forecasts, and how to assess several maintenance schedules and different upgrade plans.

Research paper thumbnail of Demand Response in an Isolated System With High Wind Integration

IEEE Transactions on Power Systems, 2012

Growing load factors in winter and summer peaks are a serious problem faced by the Spanish electr... more Growing load factors in winter and summer peaks are a serious problem faced by the Spanish electric energy system. This has led to the extensive use of peak load plants and thus to higher costs for the whole system. Wind energy represents a strongly increasing percentage of overall electricity production, but wind normally does not follow the typical demand profile. As generation flexibility is limited due to technical restrictions, and in absence of large energy storages, the other side of the equilibrium generation-demand has to react. Demand Side Management measures intend to adapt the demand profile to the situation in the system. In this paper, the operation of an electric system with high wind penetration is modeled by means of a unit commitment problem. Demand shifting and peak shaving are introduced to this operation problem. Demand shifting is modeled in two different ways. Firstly the system operator controls the shift of demand; secondly each consumer decides its reaction to prices depending on its elasticity. The model is applied to the isolated power system of Gran Canaria. The impact of an increased installed wind capacity on operation and the cost savings resulting from the introduction of responsive demand are assessed. Furthermore, results from the different implemented demand response options are compared.

Research paper thumbnail of Optimal Design of the Electrical Layout of an Offshore Wind Farm Applying Decomposition Strategies

IEEE Transactions on Power Systems, 2013

Electrical layout design is a key element in offshore wind farm planning, with a critical impact ... more Electrical layout design is a key element in offshore wind farm planning, with a critical impact on both plant cost and reliability. OffshoreWindfarm Layout optimizer (OWL) has been developed to efficiently find optimal electrical layouts in affordable computation times. The tool includes the possibility of HVDC connection and incorporates an approximation of losses, as well as stochasticity in wind inputs and component failures. OWL has been applied to several case studies including Barrow Offshore Wind Farm. OWL produces a significant cost reduction over the actually implemented design, with total realizable savings of EUR 800 k. The optimal layout includes redundant elements and deviates from a symmetrical pattern, therefore showing that a full optimization of the layout, rather than the selection of a pre-defined configuration, is necessary in order to fully capture efficiencies. The model relies on MIP and exploits the structure of the problem via decomposition strategies. Two different approaches have been developed, both resulting in substantial time savings. Benders' decomposition has been further improved by the addition of partially relaxed cuts and the application of scenario aggregation techniques. In addition, the Progressive Contingency Incorporation algorithm proposed by the authors is applied. Computation time savings reach two orders of magnitude.

Research paper thumbnail of Mathematical Programming Approach to Underground Timetabling Problem for Maximizing Time Synchronization

Dirección y Organización

MATHEMATICAL PROGRAMMING APPROACH TO UNDERGROUND TIMETABLING PROBLEM FOR MAXIMIZING TIME SYNCHRON... more MATHEMATICAL PROGRAMMING APPROACH TO UNDERGROUND TIMETABLING PROBLEM FOR MAXIMIZING TIME SYNCHRONIZATION

Research paper thumbnail of Automatic selection of candidate investments for Transmission Expansion Planning

International Journal of Electrical Power & Energy Systems, 2014

This paper deals explicitly with the problem of proposing candidate lines (sometimes referred to ... more This paper deals explicitly with the problem of proposing candidate lines (sometimes referred to as technical alternatives) for Transmission Expansion Planning (TEP). Candidate lines have been traditionally regarded as expert-provided system information. However, given the need to plan larger networks, identifying interesting candidates is an issue of increasing relevance and complexity. This paper proposes a consistent method to tackle this problem.

Research paper thumbnail of Strategic Unit Commitment for Generation in Deregulated Electricity Markets

International Series in Operations Research & Management Science

... stage of the generation firm's decision procedure is the design of the hourly offer curv... more ... stage of the generation firm's decision procedure is the design of the hourly offer curves that must be submitted to the different auctions. ... Similarly, the pumped-storage unit consumes energy when the value of its reserve is times higher than the weekly minimum marginal revenue ...

Research paper thumbnail of Offshore wind farm electrical design using a hybrid of ordinal optimization and mixed-integer programming

Wind Energy, 2014

Electrical layout design is, for offshore wind farms (OWF), a complex problem that has a far-reac... more Electrical layout design is, for offshore wind farms (OWF), a complex problem that has a far-reaching impact on both plant cost and reliability. A full optimization of the layout, as opposed to just selecting the most favorable pre-established configuration, is required in order to capture all the potential efficiencies. However, classical optimization methods such as mixed-integer programming (MIP) might not be applicable to large OWFs. This paper describes a novel combination of ordinal optimization (OO) and MIP that is able to deal with large problems in reduced computation times with a statistical optimality guarantee. The algorithm is applied to a real case study taken from Barrow Offshore Wind Farm in the East Irish Sea.

Research paper thumbnail of Enhanced pan-European transmission planning methodology

2015 IEEE Power & Energy Society General Meeting, 2015

This paper presents a new methodology for long-term transmission planning over large systems. The... more This paper presents a new methodology for long-term transmission planning over large systems. The developed approach aims at finding the optimal design of a large grid including its modular development plan over a long time horizon. Advanced optimization and simulation methods have been investigated to tackle this very large and complex problem, which includes highly combinatorial aspects and stochastic behaviours of system components, while ensuring some control over the system. Some tools have been implemented and tested on a case study based on the French and Spanish systems. The preliminary results of this study give an estimation of the resources that would be needed for a real study over a system of the size of the whole pan-European network for the period 2020 to 2050.

Research paper thumbnail of An MCP approach for hydrothermal coordination in deregulated power markets

2000 Power Engineering Society Summer Meeting (Cat. No.00CH37134)

to model imperfect competition among electricity producers transmission. Wei and Smeers used a Va... more to model imperfect competition among electricity producers transmission. Wei and Smeers used a Variational Inequality (vr) approach for computing the market equilibria addressing the problem of transmission pricing [5]. ~thOUgh modeling advances have been notable, limitations persist in tackling realistic power system.

Research paper thumbnail of Tight and Compact MIP Formulation of Configuration-Based Combined-Cycle Units

IEEE Transactions on Power Systems, 2016

Private investors, flexibility, efficiency and environmental requirements from deregulated market... more Private investors, flexibility, efficiency and environmental requirements from deregulated markets have led the existence and building of a significant number of combinedcycle gas turbines (CCGTs) in many power systems. These plants represent a complicated optimization problem for the short-term planning unit commitment (UC) carried out by independent system operators due to their multiple operating configurations. Accordingly, this paper proposes a mixed-integer linear programming (MIP) formulation of the configuration-based model of CCGTs, which is commonly utilized for bid/offering market processes. This formulation is simultaneously tighter and more compact than analogous MIP-based models, hence it presents a lower computational burden. The computational efficiency of the proposed formulation is supported by solving networkconstrained UC case studies, of different size and complexity, using three of the leading commercial MIP solvers: CPLEX, GUROBI and XPRESS. Index Terms-Mixed-integer linear programming MIP, combined cycle unit, unit commitment, tight MIP formulation. NOMENCLATURE Uppercase letters are used for denoting parameters and sets. Lowercase letters denote variables and indexes. A. Indexes and Sets g ∈ G Generating units, running from 1 to G. x, y ∈ M g Modes, running from 0 to M g. x , y ∈ M g All modes in M g different than x = 0. M F,x g Feasible transitions between modes x and y, where x = y.

Research paper thumbnail of Strategies to fulfill medium-term objectives through short-term operation in competitive power markets

2003 IEEE Bologna Power Tech Conference Proceedings,

Research paper thumbnail of Train Timetable Design for Shared Railway Systems using a Linear Programming Approach to Approximate Dynamic Programming

In the last 15 years, the use of rail infrastructure by different train operating companies (shar... more In the last 15 years, the use of rail infrastructure by different train operating companies (shared railway system) has been proposed as a way to improve infrastructure utilization and to increase efficiency in the railway industry. Shared use requires coordination between the infrastructure manager and multiple train operators in a competitive framework, so that regulators must design appropriate capacity pricing and allocation mechanisms. However, the resulting capacity utilization from a given mechanism in the railway industry cannot be known in the absence of operations. Therefore assessment of capacity requires the determination of the train timetable, which eliminates any potential conflicts in bids from the operators. Although there is a broad literature that proposes train timetabling methods for railway systems with single operators, there are few models for shared competitive railway systems. This paper proposes a train timetabling model for shared railway systems that explicitly considers network effects and the existence of multiple operators requesting to operate several types of trains traveling along different routes in the network. The model is formulated and solved both as a mixed integer linear programming (MILP) problem (using a 2 commercial solver) and as a dynamic programming (DP) problem. We solve the DP formulation with a novel algorithm based on a linear programming (LP) approach to approximate dynamic programming (ADP) that can solve much larger problems than are computationally intractable with commercial MILP solvers. The model simulates the optimal decisions by an infrastructure manager for a shared railway system with respect to a given objective function and safety constraints. This model can be used to evaluate alternative capacity pricing and allocation mechanism. We demonstrate the method for one possible capacity pricing and allocation mechanism, and show how the competing demands and the decisions of the infrastructure manager under this mechanism impact the operations on a shared railway system for all stakeholders. Keywords-Shared railway systems capacity planning, train timetabling problem, linear programming approach to approximate dynamic programming, adaptive learning, q-factors 1. INTRODUCTION In the last 15 years, several countries have promoted the use of shared railway systems that allow independent operators to access the infrastructure. This enables higher levels of infrastructure utilization (Gomez-Ibanez and de Rus, 2006). However, shared railway corridors require coordination between the infrastructure manager-typically the owner of the infrastructure-and multiple train operators (Gomez-Ibanez, 2003). This coordination involves determining which trains can access the infrastructure at each time (capacity allocation) and the access price they need to pay (capacity pricing). According to (Roth, 2002) and (Vazquez, 2003), ideal capacity pricing and allocation mechanisms should be reproducible and transparent, easy to understand, and non-discriminatory (especially when the operators compete in the same market). Simple capacity pricing and allocation rules are used in other network industries (such as electric power or telecommunication). However, in the railway industry, the characteristics of the network and operations critically affect capacity and safety. According to (Krueger et al., 1999) railway capacity is defined as "a measure of the ability to move a specific amount of traffic over a defined rail with a given set of resources under a specific service plan." As a result, the implications for the railway system of the capacity pricing and allocation mechanism remain unclear, even for simple mechanisms used in other contexts. In other words, to understand the implications of capacity regulation in the rail industry, we have to recognize that infrastructure capacity utilization is endogenous: it

Research paper thumbnail of MPO: A tool for hydrothermal scheduling and pricing in a competitive framework

ABSTRACT The paper describes a novel and unified approach to develop a fully detailed operations ... more ABSTRACT The paper describes a novel and unified approach to develop a fully detailed operations model under the new competitive framework among electric companies. The competitive behavior of the electric energy market is represented by the formulation of a set of equilibrium constraints that reproduce the optimality conditions for maximizing the profit of strategic firms. At the same time the system operation functions, such as probabilistic hydrothermal scheduling, thermal unit commitment, seasonal and daily operation of pumped units are considered. A scenario tree explicitly models stochastic natural inflows. The model has been implemented in GAMS, an algebraic modeling language specially suited for optimization problems. This model has being applied to the Spanish electric energy system as a case study in the new competitive framework.

Research paper thumbnail of Simulation application to hydropower systems management and design in a market environment

2010 7th International Conference on the European Energy Market, 2010

This paper presents a mixed approach to schedule and assess the design of hydropower systems. It ... more This paper presents a mixed approach to schedule and assess the design of hydropower systems. It is composed of a simulation tool that considers the full detail of the operation of the system, while it follows as closer as possible the objectives proposed by a medium term mathematical programming model that considers the whole hydrothermal system in the electricity market. The simulation tool also allows considering forced outages, to permit the assessment of different design options for new assets or for considering the repowering of old ones. The test case considered in this paper is a realistic one, in which different price profiles and power capacity scenarios are evaluated. Finally the maximum generation flow and number of turbines of a new hydro power plant is assessed considering the reduction of spills and the energy production against installation costs.

Research paper thumbnail of Offshore wind farm electrical design: a review

Wind Energy, 2012

Wind energy will be indispensable as Europe advances towards a low carbon energy future. Offshore... more Wind energy will be indispensable as Europe advances towards a low carbon energy future. Offshore locations in the North and Baltic seas are expected to host large arrays of wind farms that plan to export formidable amounts of electricity to the continent. The design of such plants is an intricate task where the electrical layout plays a crucial role. This complexity calls for the use of advanced optimization tools to support investment and operation decisions. This paper reviews the main approaches already developed in the literature and discusses their implications.

Research paper thumbnail of A Decision Support Model for Weekly Operation of Hydrothermal Systems by Stochastic Nonlinear Optimization

International Series in Operations Research & Management Science, 2011

This chapter formulates and solves an optimal resource allocation problem of thermal and hydropow... more This chapter formulates and solves an optimal resource allocation problem of thermal and hydropower plants with multiple basins and multiple connected reservoirs. The stochastic factors of the problem are here represented by natural hydro inflows. A multivariate scenario tree is in this case obtained taking into account the stochastic inputs and their spatial and temporal dependencies. The hydropower plant efficiency depends on its water head and the reservoir volume depends nonlinearly on the headwater elevation, leading to a large-scale stochastic nonlinear optimization problem, whose formulation and solution are detailed in the case study. An analysis of exhaustive alternatives of computer implementation is also discussed.

Research paper thumbnail of Creation of Hydroelectric System Scheduling by Simulation

Understanding Complex Systems

• Hydro plants constitute an energy source with very low variable costs. Operating costs of hydro... more • Hydro plants constitute an energy source with very low variable costs. Operating costs of hydro plants are due to operation and maintenance and, in many models, they are neglected with respect to thermal units' variable costs. This is the reason for employing this technology as much ...

Research paper thumbnail of Transmission expansion planning using an efficient version of Benders' decomposition. A case study

2013 IEEE Grenoble Conference, 2013

Transmission Expansion Planning (TEP) is a central decision in power systems and is currently rec... more Transmission Expansion Planning (TEP) is a central decision in power systems and is currently receiving increased attention due to the integration of renewable power needed to meet the ambitious European emission reduction targets. The TEPES model (long-term Transmission Expansion Planning for an Electric system) unites some of the latest theoretical developments in the field (with some of them having been designed especially for this model) with a practical application, as TEPES is currently used in several international projects. The model identifies the optimal expansion plan in terms of investment expenses, operation cost and reliability penalties. It considers stochasticity in demand, hydro inflows, fuel prices and renewable energy generation. TEPES is solved using an efficient implementation of Benders' decomposition that incorporates some algorithmic improvements that enhance computational performance. Two case studies (one descriptive test case and one real application) illustrate the model.

Research paper thumbnail of Strategic Unit Commitment for Generation Companies in Deregulated Electricity Markets

In this chapter the new short-term problems that are faced by a generation company in a deregulat... more In this chapter the new short-term problems that are faced by a generation company in a deregulated electricity market are addressed and a complete decision procedure is proposed. Additionally, a strategic unit commitment model, which deals with the weekly operation of the firm's generating facilities is presented. The traditional cost evaluation techniques and the technical constraints that grant a feasible schedule have been combined with new market modeling equations. Strategic constraints, that allow the accomplishment of the firm's medium term objectives, are suggested. The model is formulated as a MIP optimization problem and is solved by means of a commercial algorithm instead of using the traditional Lagrangian Relaxation approach. Results of the application of the method to a numerical example are presented. The procedure is as simplified version of one of the several tools currently used by a leading Spanish generation company, Iberdrola, for the weekly operation...

Research paper thumbnail of Optimal underground timetable design based on power flow for maximizing the use of regenerative-braking energy

Proceedings of the Institution of Mechanical Engineers, Part F: Journal of Rail and Rapid Transit, 2011

This paper deals with the design of underground rail system timetables that synchronize the movem... more This paper deals with the design of underground rail system timetables that synchronize the movement of trains to allow the energy consumption from substations to be reduced by maximizing the use of regenerative-braking energy. Nowadays, most trains are equipped with regenerative-braking systems and any of this recovered energy not used by on-board auxiliary services can be consumed by other trains in the same rail section. A mathematical programming optimization model has been designed to synchronize the braking of trains arriving at station with the acceleration of trains exiting from the same or another station. In addition, a power flow model of the electrical network has been developed to calculate the power-saving factor for each synchronization event in order to encourage better synchronizations, particularly those which have fewer energy losses. These models were applied in the design of a schedule for line 3 of the Madrid underground system. This schedule was then trialled ...

Research paper thumbnail of Coordinated Hydropower Plant Simulation for Multireservoir Systems

Journal of Water Resources Planning and Management, 2014

ABSTRACT Hydroreservoirs usually serve two main purposes: hydropower production and water consump... more ABSTRACT Hydroreservoirs usually serve two main purposes: hydropower production and water consumption. The great flexibility, low operating costs, and low carbon impact of hydroturbines turns them into a desirable technology in the generator mix of power systems. In addition, sustainability and environmental concerns support their use in current power systems, along with other renewable energy sources like wind and solar energy. However, the stochastic nature of river inflows hinders their long-term use and hints at the need to use planning tools. Furthermore, it also requires the use of planning tools in order to balance present and future requirements. This work presents a simulation tool that is employed at Iberdrola to help in the preparation of medium-term hydroelectric production schedules. The main objective of the simulation is to follow the production guidelines given by a long-term hydrothermal problem, while avoiding spillages and failures to fulfill water release agreements. In order to achieve this, the simulation algorithm is structured around several phases that aim at coordinating the operation of all the elements in the basin. This way, the simulation tool provides the operator a way to evaluate the outcome from forecasts of either water inflows or future operation situations. Some of the potential applications of this simulation tool are shown in this work: general simulation in order to know in advance the consequences of possible inflow forecasts, and how to assess several maintenance schedules and different upgrade plans.

Research paper thumbnail of Demand Response in an Isolated System With High Wind Integration

IEEE Transactions on Power Systems, 2012

Growing load factors in winter and summer peaks are a serious problem faced by the Spanish electr... more Growing load factors in winter and summer peaks are a serious problem faced by the Spanish electric energy system. This has led to the extensive use of peak load plants and thus to higher costs for the whole system. Wind energy represents a strongly increasing percentage of overall electricity production, but wind normally does not follow the typical demand profile. As generation flexibility is limited due to technical restrictions, and in absence of large energy storages, the other side of the equilibrium generation-demand has to react. Demand Side Management measures intend to adapt the demand profile to the situation in the system. In this paper, the operation of an electric system with high wind penetration is modeled by means of a unit commitment problem. Demand shifting and peak shaving are introduced to this operation problem. Demand shifting is modeled in two different ways. Firstly the system operator controls the shift of demand; secondly each consumer decides its reaction to prices depending on its elasticity. The model is applied to the isolated power system of Gran Canaria. The impact of an increased installed wind capacity on operation and the cost savings resulting from the introduction of responsive demand are assessed. Furthermore, results from the different implemented demand response options are compared.

Research paper thumbnail of Optimal Design of the Electrical Layout of an Offshore Wind Farm Applying Decomposition Strategies

IEEE Transactions on Power Systems, 2013

Electrical layout design is a key element in offshore wind farm planning, with a critical impact ... more Electrical layout design is a key element in offshore wind farm planning, with a critical impact on both plant cost and reliability. OffshoreWindfarm Layout optimizer (OWL) has been developed to efficiently find optimal electrical layouts in affordable computation times. The tool includes the possibility of HVDC connection and incorporates an approximation of losses, as well as stochasticity in wind inputs and component failures. OWL has been applied to several case studies including Barrow Offshore Wind Farm. OWL produces a significant cost reduction over the actually implemented design, with total realizable savings of EUR 800 k. The optimal layout includes redundant elements and deviates from a symmetrical pattern, therefore showing that a full optimization of the layout, rather than the selection of a pre-defined configuration, is necessary in order to fully capture efficiencies. The model relies on MIP and exploits the structure of the problem via decomposition strategies. Two different approaches have been developed, both resulting in substantial time savings. Benders' decomposition has been further improved by the addition of partially relaxed cuts and the application of scenario aggregation techniques. In addition, the Progressive Contingency Incorporation algorithm proposed by the authors is applied. Computation time savings reach two orders of magnitude.