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A decision support model for weekly operation of hydrothermal systems by stochastic nonlinear optimization
Ramos Galán, Andrés; Cerisola Lopez De Haro, Santiago; Latorre Canteli, Jesús María; Bellido Miranda, Rafael; Perea Sánchez, Alejandro; López Rodríguez, Elena (Springer (Berlín, Alemania), 2011-09-30) -
A decision support system for generation planning and operation in electricity markets
Ramos Galán, Andrés; Cerisola Lopez De Haro, Santiago; Latorre Canteli, Jesús María (Springer (Berlín, Alemania), 2010-06-01) -
A decisión support system for generation planning an operationin electricity markets
Ramos Galán, Andrés; Cerisola Lopez De Haro, Santiago; Latorre Canteli, Jesús María -
A finite Benders decomposition algorithm for mixed integer problems, resolution through parametric Branch and Bound
Cerisola Lopez De Haro, Santiago; Ramos Galán, Andrés -
A medium-term integrated risk management model for a hydrothermal generation company
Cabero Borrós, Jordi; Baillo Moreno, Alvaro; Cerisola Lopez De Haro, Santiago; Ventosa Rodríguez, Mariano; García Alcalde, Antonio; Perán Montero, Fernando Luis; Relaño Cobián, Gregorio (2005-08-01)This paper presents a methodology to manage the market risk faced by a hydrothermal generation company in the medium-term (one year). This risk is due to uncertainty in fuel prices, power demand, water inflows, and electricity ... -
A progressive contingency incorporation approach for stochastic optimization problems
Lumbreras Sancho, Sara; Ramos Galán, Andrés; Cerisola Lopez De Haro, Santiago (2013-05-01)Reliability is a key objective in many optimal design problems. Very often this criterion is incorporated into stochastic optimization problems by introducing contingency evaluation scenarios. This results in a special ... -
Agregación de nodos en descomposición anidada estocástica de Benders
Cerisola Lopez De Haro, Santiago; Ramos Galán, Andrés (Sin editorial (Vigo, España), 2000-04-04)La descomposición anidada de Benders se presenta como un algoritmo potente para resolver problemas lineales de gran tamaño, mediante su partición en problemas más pequeños. Sin embargo, debido al tiempo necesario para ... -
Analysis of stochastic problem decomposition algorithms in computational grids
Latorre Canteli, Jesús María; Cerisola Lopez De Haro, Santiago; Ramos Galán, Andrés; Palacios Hielscher, Rafael -
Analysis of stochastic problem decomposition algorithms in computational grids
Latorre Canteli, Jesús María; Cerisola Lopez De Haro, Santiago; Ramos Galán, Andrés; Palacios Hielscher, Rafael (2009-02-01)Stochastic programming usually represents uncertainty discretely by means of a scenario tree. This representation leads to an exponential growth of the size of stochastic mathematical problems when better accuracy is needed. ... -
Aplicaciones en sistemas de energía eléctrica
Cerisola Lopez De Haro, Santiago; Ramos Galán, Andrés; Baillo Moreno, Alvaro (Tirant lo Blanch (Valencia, España), 2004-10-01) -
Benders decomposition for mixed-integer hydrothemal problems by Lagrangean relaxation
Cerisola Lopez De Haro, Santiago; Ramos Galán, Andrés (Sin editorial (Sevilla, España), 2002-06-24)Decomposition models with integer variables usually decompose into a master problem that comprises all the integer variables and subproblems, which evaluate the remaining variables. Subproblems with integer variables ... -
Building optimal offer curves for an electricity spot market: a decomposition solution methodology
Fernández López, José María; Cerisola Lopez De Haro, Santiago; Baillo Moreno, AlvaroWe present a Mixed Integer Programming (MIP) approach to optimize the hydro-production offers submitted by a power generation company to an electricity spot market in which offer curves are required to be stepwise functions. ... -
Clustering algorithms for scenario tree generation: Application to natural hydro inflows
Latorre Canteli, Jesús María; Cerisola Lopez De Haro, Santiago; Ramos Galán, Andrés (2007-09-16)In stochastic optimization problems, uncertainty is normally represented by means of a scenario tree. Finding an accurate representation of this uncertainty when dealing with a set of historical series is an important ... -
Coordinated hydro power plant simulation for multi-reservoir systems
Latorre Canteli, Jesús María; Cerisola Lopez De Haro, Santiago; Ramos Galán, Andrés; Perea Sánchez, Alejandro; Bellido Miranda, Rafael -
Coordinated hydropower plant simulation for multireservoir systems
Latorre Canteli, Jesús María; Cerisola Lopez De Haro, Santiago; Ramos Galán, Andrés; Perea Sánchez, Alejandro; Bellido Miranda, Rafael (2014-02-01)Hydroreservoirs usually serve two main purposes: hydro-power production and water consumption. The great flexibility, low operation costs and low carbon impact of hydro turbines turns them into a desirable technology in ... -
Creation of hydroelectric system scheduling by simulation
Latorre Canteli, Jesús María; Cerisola Lopez De Haro, Santiago; Ramos Galán, Andrés; Bellido Miranda, Rafael; Perea Sánchez, Alejandro (Springer (Berlín, Alemania), 2007-10-01) -
Decomposing the mean risk problem: a Lagrangian Relaxation approach and its comparison with the Benders decomposition algorithm
Cerisola Lopez De Haro, Santiago; Jovanonic, Nenad; García González, Javier; Barquín Gil, JuliánIn this paper we consider the mean risk problem and formulate two alternative decomposition methods for it. The mean risk problem is a stochastic problem where the scenarios are tangled by the risk constraints. Apart from ... -
Economic dispatch considering the cost of o&m long-term service agreements
Batlle López, Carlos; Rodilla Rodríguez, Pablo; Cerisola Lopez De Haro, SantiagoO&M costs have traditionally been introduced in unit commitment problems by means of an energy cost adder component. We argue that in the new context characterized by a large penetration of intermittent renewables this ... -
Electricity market short-term risk management via risk-adjusted probability measures
Jovanonic, Nenad; García González, Javier; Barquín Gil, Julián; Cerisola Lopez De Haro, Santiago (2017-07-01)This paper presents an iterative algorithm for modelling the mean-risk model with the Conditional Value at Risk (CVaR). The algorithm is based on the Lagrangian relaxation decomposition, and its main advantage is that it ... -
Generating Scenario Trees for Hydro Inflows
Vitoriano Villanueva, Begoña; Cerisola Lopez De Haro, Santiago; Ramos Galán, Andrés (Sin editorial (Funchal, Portugal), 2000-09-25)The operation planning of a hydroelectric sysstem, requires some random variables to be represented in a form suitable for quantitative models. Stochastic programming models require a scenario tree to be developed. In this ...