Quadratic approximate dynamic programming for scheduling water resources: a case study
Resumen:
We address the problem of scheduling water resources in a power system via approximate dynamic programming. To this goal, we model a finite horizon economic dispatch problem with convex stage cost and affine dynamics, and consider a quadratic approximation of the value functions. Evaluating the achieved policy entails solving a quadratic program at each time step, while value function fitting can be cast as a semidefinite program. We test our proposed algorithm on a simplified version of the Uruguayan power system, achieving a four percent cost reduction with respect to the myopic policy.
| 2021 | |
| Agencia Nacional de Investigación e Innovación | |
|
Programación dinámica aproximada Ingeniería y Tecnología Ingeniería Eléctrica, Ingeniería Electrónica e Ingeniería de la Información |
|
| Inglés | |
| Agencia Nacional de Investigación e Innovación | |
| REDI | |
| https://hdl.handle.net/20.500.12381/471 | |
| Acceso abierto | |
| Reconocimiento 4.0 Internacional. (CC BY) |
| _version_ | 1814959253184577536 |
|---|---|
| author | Castellano, Agustin |
| author2 | Martínez, Camila Monzón, Pablo Bazerque, Juan Ferragut, Andrés Paganini, Fernando |
| author2_role | author author author author author |
| author_facet | Castellano, Agustin Martínez, Camila Monzón, Pablo Bazerque, Juan Ferragut, Andrés Paganini, Fernando |
| author_role | author |
| bitstream.checksum.fl_str_mv | 2d97768b1a25a7df5a347bb58fd2d77f 612842389181700caf76d27ed177b621 |
| bitstream.checksumAlgorithm.fl_str_mv | MD5 MD5 |
| bitstream.url.fl_str_mv | https://redi.anii.org.uy/jspui/bitstream/20.500.12381/471/2/license.txt https://redi.anii.org.uy/jspui/bitstream/20.500.12381/471/1/tdla20_adp.pdf |
| collection | REDI |
| dc.creator.none.fl_str_mv | Castellano, Agustin Martínez, Camila Monzón, Pablo Bazerque, Juan Ferragut, Andrés Paganini, Fernando |
| dc.date.accessioned.none.fl_str_mv | 2021-10-18T11:38:27Z |
| dc.date.available.none.fl_str_mv | 2021-10-18T11:38:27Z |
| dc.date.issued.none.fl_str_mv | 2021-01-21 |
| dc.description.abstract.none.fl_txt_mv | We address the problem of scheduling water resources in a power system via approximate dynamic programming. To this goal, we model a finite horizon economic dispatch problem with convex stage cost and affine dynamics, and consider a quadratic approximation of the value functions. Evaluating the achieved policy entails solving a quadratic program at each time step, while value function fitting can be cast as a semidefinite program. We test our proposed algorithm on a simplified version of the Uruguayan power system, achieving a four percent cost reduction with respect to the myopic policy. |
| dc.description.sponsorship.none.fl_txt_mv | Agencia Nacional de Investigación e Innovación |
| dc.identifier.anii.es.fl_str_mv | FSE_1_2018_1_153050 |
| dc.identifier.doi.none.fl_str_mv | 10.1109/TDLA47668.2020.9326171 |
| dc.identifier.uri.none.fl_str_mv | https://hdl.handle.net/20.500.12381/471 |
| dc.language.iso.none.fl_str_mv | eng |
| dc.publisher.es.fl_str_mv | IEEE |
| dc.rights.es.fl_str_mv | Acceso abierto |
| dc.rights.license.none.fl_str_mv | Reconocimiento 4.0 Internacional. (CC BY) |
| dc.rights.none.fl_str_mv | info:eu-repo/semantics/openAccess |
| dc.source.es.fl_str_mv | 2020 IEEE PES Transmission & Distribution Conference and Exhibition - Latin America (T&D LA) |
| dc.source.none.fl_str_mv | reponame:REDI instname:Agencia Nacional de Investigación e Innovación instacron:Agencia Nacional de Investigación e Innovación |
| dc.subject.anii.none.fl_str_mv | Ingeniería y Tecnología Ingeniería Eléctrica, Ingeniería Electrónica e Ingeniería de la Información |
| dc.subject.es.fl_str_mv | Programación dinámica aproximada |
| dc.title.none.fl_str_mv | Quadratic approximate dynamic programming for scheduling water resources: a case study |
| dc.type.es.fl_str_mv | Artículo |
| dc.type.none.fl_str_mv | info:eu-repo/semantics/article |
| dc.type.version.es.fl_str_mv | Publicado |
| dc.type.version.none.fl_str_mv | info:eu-repo/semantics/publishedVersion |
| description | We address the problem of scheduling water resources in a power system via approximate dynamic programming. To this goal, we model a finite horizon economic dispatch problem with convex stage cost and affine dynamics, and consider a quadratic approximation of the value functions. Evaluating the achieved policy entails solving a quadratic program at each time step, while value function fitting can be cast as a semidefinite program. We test our proposed algorithm on a simplified version of the Uruguayan power system, achieving a four percent cost reduction with respect to the myopic policy. |
| eu_rights_str_mv | openAccess |
| format | article |
| id | REDI_ad347bf9676ad9d4c4b3d098a7bbb7e2 |
| identifier_str_mv | FSE_1_2018_1_153050 10.1109/TDLA47668.2020.9326171 |
| instacron_str | Agencia Nacional de Investigación e Innovación |
| institution | Agencia Nacional de Investigación e Innovación |
| instname_str | Agencia Nacional de Investigación e Innovación |
| language | eng |
| network_acronym_str | REDI |
| network_name_str | REDI |
| oai_identifier_str | oai:redi.anii.org.uy:20.500.12381/471 |
| publishDate | 2021 |
| reponame_str | REDI |
| repository.mail.fl_str_mv | jmaldini@anii.org.uy |
| repository.name.fl_str_mv | REDI - Agencia Nacional de Investigación e Innovación |
| repository_id_str | 9421 |
| rights_invalid_str_mv | Reconocimiento 4.0 Internacional. (CC BY) Acceso abierto |
| spelling | Reconocimiento 4.0 Internacional. (CC BY)Acceso abiertoinfo:eu-repo/semantics/openAccess2021-10-18T11:38:27Z2021-10-18T11:38:27Z2021-01-21https://hdl.handle.net/20.500.12381/471FSE_1_2018_1_15305010.1109/TDLA47668.2020.9326171We address the problem of scheduling water resources in a power system via approximate dynamic programming. To this goal, we model a finite horizon economic dispatch problem with convex stage cost and affine dynamics, and consider a quadratic approximation of the value functions. Evaluating the achieved policy entails solving a quadratic program at each time step, while value function fitting can be cast as a semidefinite program. We test our proposed algorithm on a simplified version of the Uruguayan power system, achieving a four percent cost reduction with respect to the myopic policy.Agencia Nacional de Investigación e InnovaciónengIEEE2020 IEEE PES Transmission & Distribution Conference and Exhibition - Latin America (T&D LA)reponame:REDIinstname:Agencia Nacional de Investigación e Innovacióninstacron:Agencia Nacional de Investigación e InnovaciónProgramación dinámica aproximadaIngeniería y TecnologíaIngeniería Eléctrica, Ingeniería Electrónica e Ingeniería de la InformaciónQuadratic approximate dynamic programming for scheduling water resources: a case studyArtículoPublicadoinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/article//Ingeniería y Tecnología/Ingeniería Eléctrica, Ingeniería Electrónica e Ingeniería de la Información/Ingeniería Eléctrica, Ingeniería Electrónica e Ingeniería de la InformaciónCastellano, AgustinMartínez, CamilaMonzón, PabloBazerque, JuanFerragut, AndrésPaganini, FernandoLICENSElicense.txtlicense.txttext/plain; charset=utf-84746https://redi.anii.org.uy/jspui/bitstream/20.500.12381/471/2/license.txt2d97768b1a25a7df5a347bb58fd2d77fMD52ORIGINALtdla20_adp.pdftdla20_adp.pdfapplication/pdf612199https://redi.anii.org.uy/jspui/bitstream/20.500.12381/471/1/tdla20_adp.pdf612842389181700caf76d27ed177b621MD5120.500.12381/4712021-10-18 08:38:29.075oai:redi.anii.org.uy:20.500.12381/471PHA+QWNlcHRhbmRvIGxhIGNlc2nDs24gZGUgZGVyZWNob3MgZWwgdXN1YXJpbyBERUNMQVJBIHF1ZSBvc3RlbnRhIGxhIGNvbmRpY2nDs24gZGUgYXV0b3IgZW4gZWwgc2VudGlkbyBxdWUgb3RvcmdhIGxhIGxlZ2lzbGFjacOzbiB2aWdlbnRlIHNvYnJlICBwcm9waWVkYWQgaW50ZWxlY3R1YWwgZGUgbGEgb2JyYSBvcmlnaW5hbCBxdWUgZXN0w6EgZW52aWFuZG8gKOKAnGxhIG9icmHigJ0pLiBFbiBjYXNvIGRlIHNlciBjb3RpdHVsYXIsIGVsIGF1dG9yIGRlY2xhcmEgcXVlIGN1ZW50YSBjb24gZWwgIGNvbnNlbnRpbWllbnRvIGRlIGxvcyByZXN0YW50ZXMgdGl0dWxhcmVzIHBhcmEgaGFjZXIgbGEgcHJlc2VudGUgY2VzacOzbi4gRW4gY2FzbyBkZSBwcmV2aWEgY2VzacOzbiBkZSBsb3MgZGVyZWNob3MgZGUgZXhwbG90YWNpw7NuIHNvYnJlIGxhIG9icmEgYSB0ZXJjZXJvcywgZWwgYXV0b3IgZGVjbGFyYSBxdWUgdGllbmUgbGEgYXV0b3JpemFjacOzbiBleHByZXNhIGRlIGRpY2hvcyB0aXR1bGFyZXMgZGUgZGVyZWNob3MgYSBsb3MgZmluZXMgZGUgZXN0YSBjZXNpw7NuLCBvIGJpZW4gcXVlIGhhIGNvbnNlcnZhZG8gbGEgZmFjdWx0YWQgZGUgY2VkZXIgZXN0b3MgZGVyZWNob3MgZW4gbGEgZm9ybWEgcHJldmlzdGEgZW4gbGEgcHJlc2VudGUgY2VzacOzbi48L3A+DQoNCjxwPkNvbiBlbCBmaW4gZGUgZGFyIGxhIG3DoXhpbWEgZGlmdXNpw7NuIGEgbGEgb2JyYSBhIHRyYXbDqXMgZGUgUkVESSwgZWwgQVVUT1IgQ0VERSBhIEFOSUksIGRlIGZvcm1hIGdyYXR1aXRhIHkgTk8gRVhDTFVTSVZBLCBjb24gY2Fyw6FjdGVyIGlycmV2b2NhYmxlIGUgaWxpbWl0YWRvIGVuIGVsIHRpZW1wbyB5IGNvbiDDoW1iaXRvIG11bmRpYWwsIGxvcyBkZXJlY2hvcyBkZSByZXByb2R1Y2Npw7NuLCBkZSBkaXN0cmlidWNpw7NuLCBkZSBjb211bmljYWNpw7NuIHDDumJsaWNhLCBpbmNsdWlkbyBlbCBkZXJlY2hvIGRlIHB1ZXN0YSBhIGRpc3Bvc2ljacOzbiBlbGVjdHLDs25pY2EsIHBhcmEgcXVlIHB1ZWRhIHNlciB1dGlsaXphZGEgZGUgZm9ybWEgbGlicmUgeSBncmF0dWl0YSBwb3IgdG9kb3MgbG9zIHF1ZSBsbyBkZXNlZW4uPC9wPg0KDQo8cD5MYSBjZXNpw7NuIHNlIHJlYWxpemEgYmFqbyBsYXMgc2lndWllbnRlcyBjb25kaWNpb25lczo8L3A+DQoNCjxwPkxhIHRpdHVsYXJpZGFkIGRlIGxhIG9icmEgc2VndWlyw6EgY29ycmVzcG9uZGllbmRvIGFsIEF1dG9yIHkgbGEgcHJlc2VudGUgY2VzacOzbiBkZSBkZXJlY2hvcyBwZXJtaXRpcsOhIGEgUkVESTo8L3A+DQoNCjx1bD4gPGxpIHZhbHVlPShhKT5UcmFuc2Zvcm1hciBsYSBvYnJhIGVuIGxhIG1lZGlkYSBlbiBxdWUgc2VhIG5lY2VzYXJpbyBwYXJhIGFkYXB0YXJsYSBhIGN1YWxxdWllciB0ZWNub2xvZ8OtYSBzdXNjZXB0aWJsZSBkZSBpbmNvcnBvcmFjacOzbiBhIEludGVybmV0OyByZWFsaXphciBsYXMgYWRhcHRhY2lvbmVzIG5lY2VzYXJpYXMgcGFyYSBoYWNlciBwb3NpYmxlIHN1IGFjY2VzbyB5IHZpc3VhbGl6YWNpw7NuIHBlcm1hbmVudGUsIGHDum4gcG9yIHBhcnRlIGRlIHBlcnNvbmFzIGNvbiBkaXNjYXBhY2lkYWQsIHJlYWxpemFyIGxhcyBtaWdyYWNpb25lcyBkZSBmb3JtYXRvcyBwYXJhIGFzZWd1cmFyIGxhIHByZXNlcnZhY2nDs24gYSBsYXJnbyBwbGF6bywgaW5jb3Jwb3JhciBsb3MgbWV0YWRhdG9zIG5lY2VzYXJpb3MgcGFyYSByZWFsaXphciBlbCByZWdpc3RybyBkZSBsYSBvYnJhLCBlIGluY29ycG9yYXIgdGFtYmnDqW4g4oCcbWFyY2FzIGRlIGFndWHigJ0gbyBjdWFscXVpZXIgb3RybyBzaXN0ZW1hIGRlIHNlZ3VyaWRhZCBvIGRlIHByb3RlY2Npw7NuIG8gZGUgaWRlbnRpZmljYWNpw7NuIGRlIHByb2NlZGVuY2lhLiBFbiBuaW5nw7puIGNhc28gZGljaGFzIG1vZGlmaWNhY2lvbmVzIGltcGxpY2Fyw6FuIGFkdWx0ZXJhY2lvbmVzIGVuIGVsIGNvbnRlbmlkbyBkZSBsYSBvYnJhLjwvbGk+IA0KPGxpIHZhbHVlPShiKT5SZXByb2R1Y2lyIGxhIG9icmEgZW4gdW4gbWVkaW8gZGlnaXRhbCBwYXJhIHN1IGluY29ycG9yYWNpw7NuIGEgc2lzdGVtYXMgZGUgYsO6c3F1ZWRhIHkgcmVjdXBlcmFjacOzbiwgaW5jbHV5ZW5kbyBlbCBkZXJlY2hvIGEgcmVwcm9kdWNpciB5IGFsbWFjZW5hcmxhIGVuIHNlcnZpZG9yZXMgdSBvdHJvcyBtZWRpb3MgZGlnaXRhbGVzIGEgbG9zIGVmZWN0b3MgZGUgc2VndXJpZGFkIHkgcHJlc2VydmFjacOzbi48L2xpPiANCjxsaSB2YWx1ZT0oYyk+UGVybWl0aXIgYSBsb3MgdXN1YXJpb3MgbGEgZGVzY2FyZ2EgZGUgY29waWFzIGVsZWN0csOzbmljYXMgZGUgbGEgb2JyYSBlbiB1biBzb3BvcnRlIGRpZ2l0YWwuPC9saT4gDQo8bGkgdmFsdWU9KGQpPlJlYWxpemFyIGxhIGNvbXVuaWNhY2nDs24gcMO6YmxpY2EgeSBwdWVzdGEgYSBkaXNwb3NpY2nDs24gZGUgbGEgb2JyYSBhY2Nlc2libGUgZGUgbW9kbyBsaWJyZSB5IGdyYXR1aXRvIGEgdHJhdsOpcyBkZSBJbnRlcm5ldC48L3VsPg0KDQo8cD5FbiB2aXJ0dWQgZGVsIGNhcsOhY3RlciBubyBleGNsdXNpdm8gZGUgbGEgY2VzacOzbiwgZWwgQXV0b3IgY29uc2VydmEgdG9kb3MgbG9zIGRlcmVjaG9zIGRlIGF1dG9yIHNvYnJlIGxhIG9icmEsIHkgcG9kcsOhIHBvbmVybGEgYSBkaXNwb3NpY2nDs24gZGVsIHDDumJsaWNvIGVuIGVzdGEgeSBlbiBwb3N0ZXJpb3JlcyB2ZXJzaW9uZXMsIGEgdHJhdsOpcyBkZSBsb3MgbWVkaW9zIHF1ZSBlc3RpbWUgb3BvcnR1bm9zLjwvcD4NCg0KPHA+RWwgQXV0b3IgZGVjbGFyYSBiYWpvIGp1cmFtZW50byBxdWUgbGEgcHJlc2VudGUgY2VzacOzbiBubyBpbmZyaW5nZSBuaW5nw7puIGRlcmVjaG8gZGUgdGVyY2Vyb3MsIHlhIHNlYW4gZGUgcHJvcGllZGFkIGluZHVzdHJpYWwsIGludGVsZWN0dWFsIG8gY3VhbHF1aWVyIG90cm8geSBnYXJhbnRpemEgcXVlIGVsIGNvbnRlbmlkbyBkZSBsYSBvYnJhIG5vIGF0ZW50YSBjb250cmEgbG9zIGRlcmVjaG9zIGFsIGhvbm9yLCBhIGxhIGludGltaWRhZCB5IGEgbGEgaW1hZ2VuIGRlIHRlcmNlcm9zLCBuaSBlcyBkaXNjcmltaW5hdG9yaW8uIFJFREkgZXN0YXLDoSBleGVudG8gZGUgbGEgcmV2aXNpw7NuIGRlbCBjb250ZW5pZG8gZGUgbGEgb2JyYSwgcXVlIGVuIHRvZG8gY2FzbyBwZXJtYW5lY2Vyw6EgYmFqbyBsYSByZXNwb25zYWJpbGlkYWQgZXhjbHVzaXZhIGRlbCBBdXRvci48L3A+DQoNCjxwPkxhIG9icmEgc2UgcG9uZHLDoSBhIGRpc3Bvc2ljacOzbiBkZSBsb3MgdXN1YXJpb3MgcGFyYSBxdWUgaGFnYW4gZGUgZWxsYSB1biB1c28ganVzdG8geSByZXNwZXR1b3NvIGRlIGxvcyBkZXJlY2hvcyBkZWwgYXV0b3IgeSBjb24gZmluZXMgZGUgZXN0dWRpbywgaW52ZXN0aWdhY2nDs24sIG8gY3VhbHF1aWVyIG90cm8gZmluIGzDrWNpdG8uIEVsIG1lbmNpb25hZG8gdXNvLCBtw6FzIGFsbMOhIGRlIGxhIGNvcGlhIHByaXZhZGEsIHJlcXVlcmlyw6EgcXVlIHNlIGNpdGUgbGEgZnVlbnRlIHkgc2UgcmVjb25vemNhIGxhIGF1dG9yw61hLiBBIHRhbGVzIGZpbmVzIGVsIEF1dG9yIGFjZXB0YSBlbCB1c28gZGUgbGljZW5jaWFzIENyZWF0aXZlIENvbW1vbnMgeSBFTElHRSB1bmEgZGUgZXN0YXMgbGljZW5jaWFzIGVzdGFuZGFyaXphZGFzIGEgbG9zIGZpbmVzIGRlIGNvbXVuaWNhciBzdSBvYnJhLjwvcD4NCg0KPHA+RWwgQXV0b3IsIGNvbW8gZ2FyYW50ZSBkZSBsYSBhdXRvcsOtYSBkZSBsYSBvYnJhIHkgZW4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- Agencia Nacional de Investigación e Innovaciónfalse |
| spellingShingle | Quadratic approximate dynamic programming for scheduling water resources: a case study Castellano, Agustin Programación dinámica aproximada Ingeniería y Tecnología Ingeniería Eléctrica, Ingeniería Electrónica e Ingeniería de la Información |
| status_str | publishedVersion |
| title | Quadratic approximate dynamic programming for scheduling water resources: a case study |
| title_full | Quadratic approximate dynamic programming for scheduling water resources: a case study |
| title_fullStr | Quadratic approximate dynamic programming for scheduling water resources: a case study |
| title_full_unstemmed | Quadratic approximate dynamic programming for scheduling water resources: a case study |
| title_short | Quadratic approximate dynamic programming for scheduling water resources: a case study |
| title_sort | Quadratic approximate dynamic programming for scheduling water resources: a case study |
| topic | Programación dinámica aproximada Ingeniería y Tecnología Ingeniería Eléctrica, Ingeniería Electrónica e Ingeniería de la Información |
| url | https://hdl.handle.net/20.500.12381/471 |
