Modeling and Resolution of the Medium Term Energy Generation Planning Problem for a Large Hydro-Electric System

This paper is concerned with the modeling and resolution of the energy generation planning problem of a large hydroelectric system for a horizon up to two years, with emphasis on hydro plant generation, hydro system aggregation, and objective function modeling. The problem has been formulated as a deterministic discrete-time optimal control problem, with linear transition equations, a highly nonlinear objective, and bounds on both the state and the control variables. The solution algorithm is of the reduced gradient type, with the control variables nonbasic to provide good conditioning. Because of the linear relationship between the state and control variables, the set of feasible directions at a point is a polyhedral convex cone and the bounds both on the state and control variables can be accounted for by means of an algorithm for the orthogonal projection of the gradient on the cone. Some computational experience with this large-scale non-linear program is given, followed by a discussion of implementation.