Escolar Documentos
Profissional Documentos
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Aplicao de Tcnicas de
Otimizao em Sistemas de
Energia Eltrica
Leonardo Willer de Oliveira
22 de Setembro de 2017
Prof. Leonardo Willer de Oliveira
Ementa
Aplicaes de:
Tcnicas de decomposio;
Programao Inteira;
Ementa
Parte-1:
20/10/2017: Prova-1
3
Prof. Leonardo Willer de Oliveira
Ementa
Parte-2:
27/10/2017: Aula 04
10/11/2017: Aula 05
17/11/2017: Aula 06
24/11/2017: Prova-2
4
Prof. Leonardo Willer de Oliveira
Critrio de Avaliao
Prova 01
25,0 (vinte e cinco) pontos
Prova 02
25,0 (vinte e cinco) pontos
Trabalho 01
25,0 (vinte e cinco) pontos
Trabalho 02
25,0 (vinte e cinco) pontos
5
Prof. Leonardo Willer de Oliveira
Bibliografia
1. Artigos
2. SIERKSMA, Gerard, Linear and Integer Programming Theory and
Practice, CRC, Second Edition (2002).
3. BERTSEKAS, Dimitri P., Dynamic Programming and Optimal Control
Volume 1, Athena Scientific, Third Edition (2005).
4. BERTSEKAS, Dimitri P., Dynamic Programming and Optimal Control
Volume 2, Athena Scientific, Third Edition (2007).
5. MOMOH, James A., Electric Power System Applications of
Optimization, Marcel Dekker (2005).
6. RAU, Narayan S., Optimization Principles Practical Applications to the
Operation and Markets of the Electric Power Industry, Wiley Inter-Science
(2003).
7. Resende, Pardalos, Handbook of Applied Optimization, Oxford,
University Press, 2002.
Prof. Leonardo Willer de Oliveira
7
Prof. Leonardo Willer de Oliveira
Decomposio de Benders
Exemplo 1
Min Fob = 5 . x1 + 10 . x2
Sujeito a
x1 + x2 = 5
x1 0
0 x2 5
x1 = 5
Fob = 25
x2 = 0
8
Prof. Leonardo Willer de Oliveira
Decomposio de Benders
Estgio 1
Min Fob1 = 5 . x1 + 1
Sujeito a
x1 0
x1 = 0
Fob1 = 0 = LI
1 = 0
Decomposio de Benders
Estgio 2
Min Fob2 = 10 . x2
Sujeito a
x2 = 5 x1* (2*)
0 x2 5
x2 = 5
Fob2 = w 2 = 50
2 = 10
10
Prof. Leonardo Willer de Oliveira
Decomposio de Benders
1 + 10.1. x1 50 + 10.1.0
1 + 10. x1 50 11
Prof. Leonardo Willer de Oliveira
Decomposio de Benders
Sujeito a
1 + 10 . x1 50
x1 0
x1 = 5
Fob1 = LI = 25
1 = 0
12
Prof. Leonardo Willer de Oliveira
Decomposio de Benders
w2 = Fob2 = 10 . x2
Sujeito a
x2 = 5 5 (2)
0 x2 5
x2 = 0 w 2 = 0
2 = 10 LS = 5 x1 + 10 x 2 = 25
Convergncia? LS LI <
13
Prof. Leonardo Willer de Oliveira
Decomposio de Benders
Exemplo 2
Min Fob = 5 . x1 + 10 . x2
Sujeito a
x1 + x2 = 5
x1 0
0 x2 4
x1 = 5
Fob = 25
x2 = 0
14
Prof. Leonardo Willer de Oliveira
Decomposio de Benders
Estgio 1
Min Fob1 = 5 . x1 + 1
Sujeito a
x1 0
x1 = 0
Fob1 = 0 = LI
1 = 0
Decomposio de Benders
Estgio 2
Min Fob2 = 10 . x2 + 20 . x3
Sujeito a
x3 + x2 = 5 x1* (2*)
0 x2 4
x3 0
x2 = 4
x3 = 1 Fob2 = w 2 = 60
= 20
2 16
Prof. Leonardo Willer de Oliveira
Decomposio de Benders
1 + 20.1. x1 60 + 20.1.0
1 + 20. x1 60 17
Prof. Leonardo Willer de Oliveira
Decomposio de Benders
Sujeito a
1 + 20 . x1 60
x1 0
x1 = 3
Fob1 = LI = 15
1 = 0
18
Prof. Leonardo Willer de Oliveira
Decomposio de Benders
w2 = Fob2 = 10 . x2+ 20 . x3
Sujeito a
x2 + x3 = 5 3 (2)
0 x2 4
x3 0
x2 = 2
x3 = 0 w 2 = 20
= 10
2
19
Prof. Leonardo Willer de Oliveira
Decomposio de Benders
1 + 10.1. x1 20 + 10.1.3
1 + 10. x1 50 20
Prof. Leonardo Willer de Oliveira
Decomposio de Benders
Sujeito a
1 + 20 . x1 60
1 + 10. x1 50
x1 0
x1 = 5
Fob1 = LI = 25
1 = 0
21
Prof. Leonardo Willer de Oliveira
Decomposio de Benders
w2 = Fob2 = 10 . x2 + 20 . x3
Sujeito a
x2 + x3 = 5 5 (2)
0 x2 4
x3 0
x2 = 0
w 2 = 0
x3 = 0
= 10 LS = 5 x1 + 10 x 2 + 20 x 3 = 25
2
Convergncia? LS LI <
22
Prof. Leonardo Willer de Oliveira
Decomposio de Benders
Decomposio de Benders
Teoria primal-dual
FOB2 = Min c 2T x 2
Estgio 2 sa /
A2 x 2 B2 E1 x1
x2 0
f ( x1 ) = w 2 = FOB2 = Max ( B2 - E1 x1 ) 2
T
sa /
AT2 2 c 2
2 0
24
Prof. Leonardo Willer de Oliveira
Decomposio de Benders
Teoria primal-dual
f ( x1 ) = w 2 = FOB2 = Max ( B2 - E1 x1 ) 2
T
sa /
AT2 2 c 2
2 0
f ( X1 ) = Min 1
1 ( B2 E1 x1 ) 2
T
sa /
2
25
Prof. Leonardo Willer de Oliveira
Decomposio de Benders
FOB = Min c x
1 1 + 1
sa / A1 x1 B1
1 ( B2 E1 x1 ) 2
T
x1 0
26
Prof. Leonardo Willer de Oliveira
Decomposio de Benders
Reescrevendo
1 ( B2 E1 x1 ) 2
T
1 + 2 E1 x1 ( B2 ) 2
T
No ponto timo
w 2 = ( B2 E1 x )
* T
1 2
2 B2 = w 2 + 2 E1 x1*
Portanto
1 + 2 E1 x1 w 2 + 2 E1 x1* 27
Prof. Leonardo Willer de Oliveira
Decomposio de Benders
Convergncia
Se LS LI < , FIM.
28
Prof. Leonardo Willer de Oliveira
Decomposio de Benders
Planejamento Corretivo
Caso Base
Sub-Problema de Investimento
Min FOB
s.a.
h(x) = 0
x = [ x1 , x 2, ..., x n ]
x min x x max x1 : varivel de investimento
Sub-Problema de Operao
Min QINJ
s.a.
h(x) = 0 Cm
x = [ x1* , x 2, ..., x n ] x min x x max 30
Prof. Leonardo Willer de Oliveira
Cm .E m .x1 (w Cm + Cm .E m .x1* ) 0
31
Prof. Leonardo Willer de Oliveira
Fluxo de Potncia
Modelo DC ou Linearizado
Vk 1
km pequeno sen km km , cos km 1
rkm
b sh
km 0 rkm x km g km = rkm + x km
2 2
0
x km 1
b km = 2
rkm + x km
2
x km
1
p km = x km km = km km
Prof. Leonardo Willer de Oliveira
Fluxo de Potncia
Modelo DC ou Linearizado
1
p km = x km km = km km
PG k
k
m
km km = PL k
PG k [( km ) k + ( km m )] = PL k
mk mk
Bbus km = km
Bbus kk = km
mk
Prof. Leonardo Willer de Oliveira
Aplicao
Dados de barras
Carga Ci - Custo Gerao limites de gerao
Barra MW US$/MWh MW
1 0.0 10,00 15.0
3 10.0 - -
Dados de linhas
Barra Barra X
Linha Partida Chegada pu- pu-mho
N0
1 1 2 1.0 1.0
2 1 3 1.0 1.0
3 2 3 0.5 2.0
Formulao
Formulao
Min FOB = 10.PG1 + 20.PG 2 + 0.1 + 0.2 Min FOB = 10.PG1 + 20.PG 2 + 0.1 + 0.2
sa / sa /
PG1 1 0 PG
PG Bbus. = 0 1 0 -2 1 1 0
2 2 PG 2
0 3 = 0 0.1 0 1 1 -3 . = 0 A.X = B
0 PG i 0.15 0 0 1 2 1 0.1
Onde : 2
0 PG i 0.15
2 1 1
Bbus = 1 3 2
1 2 3
Prof. Leonardo Willer de Oliveira
Utilizao da toolbox
10 0 0.1
20 0 0 0.1
C= B = 0 Vlb= Vub=
0 - +
0.1
0 - +
1 0 -2 1
A = 0 1 1 -3
0 0 1 2
[XSOL,FOB,EXITFLAG,OUTPUT,LAMBDA]= linprog(C,A,B,A,B,Vlb,Vub)
Prof. Leonardo Willer de Oliveira
Utilizao da toolbox
1 0,06 10
2 0,02 10 6 4
3 0 10
10 M W
Prof. Leonardo Willer de Oliveira
0 0
0 F F 0 p km F km p km = km km
10 M W 0 MW
4
1 1 2 1.0 1.0 2
2 1 3 1.0 1.0 6
3 2 3 0.5 2.0 10
Prof. Leonardo Willer de Oliveira
Formulao
G1 1 0 2 1 1
G B bus = 0 B bus = 1 3 2
2 2 1 2 3
G 3 0 0.1
0 Gi Gi i i i
0 0
12 12 f 12 12 1 12 2 f 12
( 12 1 12 2 ) p12 = 0 (1 2 ) p12 = 0
0
0 p12 f 12 0 p12 0.02
Prof. Leonardo Willer de Oliveira
Utilizao da toolbox
10 0 0.15
20 0 0.15
0
400 0 0 0.15
C= B= Vlb = Vub =
0 0.1
0
0
0 0 0.02
1 0 0 2 1 0
0 1 0 1 3 0 (1 2 ) p12 = 0
A=
0 0 1 1 2 0
0 0 0 1 1 1
0 p12 0.02
[XSOL,FOB,EXITFLAG,OUTPUT,LAMBDA]= linprog(C,A,B,A,B,Vlb,Vub)
Prof. Leonardo Willer de Oliveira
Resultado
1 0,046 10
2 0,026 20
3 0 16,67
Incluso de Perdas
perdas km = p km + p mk = g km (1 + 1 2 cos km )
2km perdas km
p km = g km g km 1 b km km = + km km
2 2
Prof. Leonardo Willer de Oliveira
Incluso de Perdas
2km perdas km
p km = g km g km 1 b km km = + km km
2 2
1
PG k
mk
km km = PL k +
mk 2
g km km
Prof. Leonardo Willer de Oliveira
Sistema 4 Barras
Sistema 4 Barras
DBAR=[ 1 0 1
2 8 0
3 12 0
4 0 1 ];