http://hdl.handle.net/2117/3321 2013-05-24T16:31:18Z http://hdl.handle.net/2117/18368 Title: A new optimal electricity market bid model solved through perspective cuts Authors: Corchero García, Cristina; Mijangos Fernández, Eugenio; Heredia, F.-Javier (Francisco Javier) Abstract: On current electricity markets the electrical utilities are faced with very sophisticated decision making problems under uncertainty. Moreover, when focusing in the short-term management, generation companies must include some medium-term products that directly influence their short-term strategies. In this work, the bilateral and physical futures contracts are included into the day-ahead market bid following MIBEL rules and a stochastic quadratic mixed-integer programming model is presented. The complexity of this stochastic programming problem makes unpractical the resolution of large-scale instances with general-purpose optimization codes. Therefore, in order to gain efficiency, a polyhedral outer approximation of the quadratic objective function obtained by means of perspective cuts (PC) is proposed. A set of instances of the problem has been defined with real data and solved with the PC methodology. The numerical results obtained show the efficiency of this methodology compared with standard mixed quadratic optimization solvers. 2013-03-18T12:33:44Z http://hdl.handle.net/2117/15738 Title: Optimum short-term hydrothermal scheduling with spinning reserve through network flows Authors: Heredia, F.-Javier (Francisco Javier); Nabona Francisco, Narcís Abstract: Optimizing the thermal production of electricity in the short term in an integrated power system when a thermal unit commitment has been decided means coordinating hydro and thermal generation in order to obtain the minimum thermal generation costs over the time period under study. Fundamental constraints to be satisfied are the covering of each hourly load and satisfaction of spinning reserve requirements and transmission capacity limits. A nonlinear network flow model with linear side constraints with no decomposition into hydro and thermal subproblems was usedto solve and thermal scheduling. Hydrogeneration is linearized with respect to network variables and novel thermal generation and transmission network is introduced. Computational results are reported. 2012-04-17T17:31:33Z http://hdl.handle.net/2117/14709 Title: An effective line search for the subgradient method Authors: Beltran, C; Heredia, F.-Javier (Francisco Javier) Abstract: One of the main drawbacks of the subgradient method is the tuning process to determine the sequence of steplengths. In this paper, the radar subgradient method, a heuristic method designed to compute a tuning-free subgradient steplength, is geometrically motivated and algebraically deduced. The unit commitment problem, which arises in the electrical engineering field, is used to compare the performance of the subgradient method with the new radar subgradient method. 2012-01-20T13:10:28Z http://hdl.handle.net/2117/14707 Title: Unit commitment by augmented lagrangian relaxation: testing two decomposition approaches Authors: Beltrán Royo, César; Heredia, F.-Javier (Francisco Javier) Abstract: One of the main drawbacks of the augmented Lagrangian relaxation method is that the quadratic term introduced by the augmented Lagrangian is not separable. We compare empirically and theoretically two methods designed to cope with the nonseparability of the Lagrangian function: the auxiliary problem principle method and the block coordinated descent method. Also, we use the so-called unit commitment problem to test both methods. The objective of the unit commitment problem is to optimize the electricity production and distribution, considering a short-term planning horizon. 2012-01-20T13:06:17Z http://hdl.handle.net/2117/14412 Title: Quadratic regularizations in an interior-point method for primal block-angular problems Authors: Castro Pérez, Jordi; Cuesta Andrea, Jordi Abstract: One of the most efficient interior-point methods for some classes of primal block-angular problems solves the normal equations by a combination of Cholesky factorizations and preconditioned conjugate gradient for, respectively, the block and linking constraints. Its efficiency depends on the spectral radius—in [0,1)— of a certain matrix in the definition of the preconditioner. Spectral radius close to 1 degrade the performance of the approach. The purpose of this work is twofold. First, to show that a separable quadratic regularization term in the objective reduces the spectral radius, significantly improving the overall performance in some classes of instances. Second, to consider a regularization term which decreases with the barrier function, thus with no need for an extra parameter. Computational experience with some primal block-angular problems confirms the efficiency of the regularized approach. In particular, for some difficult problems, the solution time is reduced by a factor of two to ten by the regularization term, outperforming state-of-the-art commercial solvers. 2012-01-05T08:42:28Z http://hdl.handle.net/2117/14109 Title: A stochastic programming model for the thermal optimal day-ahead bid problem with physical futures contracts Authors: Corchero García, Cristina; Heredia, F.-Javier (Francisco Javier) Abstract: The reorganization of the electricity industry in Spain completed a new step with the start-up of the Derivatives Market. One main characteristic of MIBEL’s Derivatives Market is the existence of physical futures contracts; they imply the obligation to physically settle the energy. The market regulation establishes the mechanism for including those physical futures in the day-ahead bidding of the Generation Companies. The goal of this work is to optimize coordination between physical futures contracts and the day-ahead bidding which follow this regulation. We propose a stochastic quadratic mixed-integer programming model which maximizes the expected profits, taking into account futures contracts settlement. The model gives the simultaneous optimization for the Day-Ahead Market bidding strategy and power planning production (unit commitment) for the thermal units of a price-taker Generation Company. The uncertainty of the Day-Ahead Market price is included in the stochastic model through a set of scenarios. Implementation details and some first computational experiences for small real cases are presented. 2011-11-29T13:01:40Z http://hdl.handle.net/2117/11744 Title: Software libre: una oportunidad para los investigadores Authors: Rius Carrasco, Roser; González Alastrué, José Antonio Abstract: El mundo del software está viviendo en el último decenio una peculiar revolución que tiene como principal actor el software libre. El fenómeno es de tal magnitud que recientemente Mark Driver, de la acreditada consultora Gartner, predecı´a que, en un par de an˜os, el 80% del software comercial contendrá módulos de software libre1. En el presente número, el artículo de Seoane et al2 hace una apuesta definitiva por el uso de software libre en el a´mbito clínico. No se limita a ello, en realidad: lanza el reto a toda la comunidad e invita a cuestionarse « ¿Debo seguir ligado a un costoso software propietario? ¿Debo denunciar a quien usa ilegalmente este software?». 2011-03-09T10:42:29Z http://hdl.handle.net/2117/11227 Title: A Parameter-free approach for solving combinatorial optimization problems through biased randomization of efficient heuristics Authors: Ionescu, Dragos; Juan Pérez, Angel Alejandro; Faulín, Javier; Ferrer Biosca, Alberto Abstract: This paper discusses the use of probabilistic or randomized algorithms for solving combinatorial optimization problems. Our approach employs non-uniform probability distributions to add a biased random behavior to classical heuristics so a large set of alternative good solutions can be quickly obtained in a natural way and without complex conguration processes. This procedure is especially useful in problems where properties such as non-smoothness or non-convexity lead to a highly irregular solution space, for which the traditional optimization methods, both of exact and approximate nature, may fail to reach their full potential. The results obtained are promising enough to suggest that randomizing classical heuristics is a powerful method that can be successfully applied in a variety of cases 2011-01-31T09:43:37Z http://hdl.handle.net/2117/10883 Title: Short-term hydrothermal coordination by augmented lagrangean relaxation: a new multiplier updating Authors: Beltrán Royo, César; Heredia, F.-Javier (Francisco Javier) Abstract: The Augmented Lagrangean Relaxation (ALR) method is one of the most powerful techniques to solve the Short-Term Hydrothermal Coordination (STHC) problem. A crucial step when using the ALR method is the updating of the multipliers. In this paper we present a new multiplier updating procedure: the Gradient with Radar Step (GRS) method. The method has been successfully tested by solving medium-scale examples of the STHC problem 2011-01-03T14:04:10Z http://hdl.handle.net/2117/10488 Title: Deterministic and stochastic assessment of the harmonic currents consumed by discharge lamps Authors: Mesas García, Juan José; Sainz Sapera, Luis; Ferrer Biosca, Alberto 2010-12-01T15:49:32Z http://hdl.handle.net/2117/9074 Title: A tool for analyzing and fixing infeasible RCTA instances Authors: Castro Pérez, Jordi; González Alastrué, José Antonio Abstract: Minimum-distance controlled tabular adjustment methods (CTA), and its restricted variants (RCTA), is a recent perturbative approach for tabular data protection. Given a table to be protected, the purpose of RCTA is to find the closest table that guarantees protection levels for the sensitive cells. This is achieved by adding slight adjustments to the remaining cells, possibly excluding a subset of them (usually, the total cells) which preserve their original values. If either protection levels are large, or the bounds for cell deviations are tight, or too many cell values have to be preserved, the resulting mixed integer linear problem may be reported as infeasible. This work describes a tool developed for analyzing infeasible instances. The tool is based on a general elastic programming approach, which considers an artificial problem obtained by relaxing constraints and bounds through the addition of extra elastic variables. The tool allows selecting the subset of constraints and bounds to be relaxed, such that an elastic filter method can be applied for isolating a subset of infeasible table relations, protection levels, and cell bounds. Some computational experiments are reported using real-world instances. 2010-09-23T13:59:07Z http://hdl.handle.net/2117/8825 Title: A mathematical model of refinery operations characterised by complete horizontal integration of subsystems from purchase to product distribution Authors: Alabi, Adebayo Adejare; Castro Pérez, Jordi Abstract: Refinery economics are extremely complex and involve massive amounts of operational data and decision-making processes; therefore, most refinery planners model and solve each sub-problem sequentially and independently. Obviously, this does not guarantee the globally optimal operation of the refinery because several features in a single and integrated model are not considered. Each sub-problem of integrated refinery planning (IRP) has been modelled, solved and well-published in the literature. Currently, research efforts are directed towards integrating the sub-problems and solving the resulting problem. In this article, the IRP problem is introduced and the solution methods with results are then outlined. 2010-09-13T08:28:30Z http://hdl.handle.net/2117/8778 Title: Existence, uniqueness and convergence of the regularized primal-dual central path Authors: Castro Pérez, Jordi; Cuesta Andrea, Jordi Abstract: In a recent work [J. Castro, J. Cuesta, Quadratic regularizations in an interior-point method for primal block-angular problems, Mathematical Programming, in press (doi:10.1007/s10107-010-0341-2)] the authors improved one of the most efficient interior-point approaches for some classes of block-angular problems. This was achieved by adding a quadratic regularization to the logarithmic barrier. This regularized barrier was shown to be self-concordant, thus fitting the general structural optimization interior-point framework. In practice, however, most codes implement primal dual path-following algorithms. This short paper shows that the primal-dual regularized central path is well defined, i.e., it exists, it is unique, and it converges to a strictly complementary primal dual solution. 2010-09-07T12:18:29Z http://hdl.handle.net/2117/8332 Title: Optimal bidding strategies for thermal and generic programming units in the day-ahead electricity market Authors: Heredia, F.-Javier (Francisco Javier); Rider Flores, Marcos Julio; Corchero García, Cristina Abstract: This study has developed a stochastic programming model that integrates the day-ahead optimal bidding problem with the most recent regulation rules of the Iberian Electricity Market(MIBEL) for bilateral contracts (BC), with a special consideration for the new mechanism to balance the competition of the production market, namely virtual power plant (VPP) auctions. The model allows a price-taking generation company (GenCo) to decide on the unit commitment of the thermal units, the economic dispatch of the BCs between the thermal units and the generic programming unit (GPU), and the optimal sale/purchase bids for all units (thermal and generic), by observing the MIBEL regulation. The uncertainty of the spot prices has been represented through scenario sets built from the most recent real data using scenario reduction techniques. The model has been solved using real data from a Spanish generation company and spot prices, and the results have been reported and analyzed. 2010-07-22T08:03:29Z http://hdl.handle.net/2117/7612 Title: A web-based learning tool improves student performance in statistics: a randomized masked trial Authors: González Alastrué, José Antonio; Jover, Lluís; Cobo Valeri, Erik; Muñoz Gracia, María del Pilar Abstract: Background: e-status is a web-based tool able to generate different statistical exercises and to provide immediate feedback to students’ answers. Although the use of Information and Communication Technologies (ICTs) is becoming widespread in undergraduate education, there are few experimental studies evaluating its effects on learning. Method: All of the students (121) from an introductory course for statistics in dentistry were randomly assigned to use the tool with one of two 6-problem sets, known as types A and B. The primary endpoint was the grade difference obtained in the final exam, composed of two blocks of questions related to types A and B. The exam evaluator was masked to the intervention group. Results: We found that the effect of e-status on the student grade was an improvement of 0.48 points(95% CI:0.10-0.86) on a ten-point scale. Among the 94 students who actually employed e-status, the effect size was 0.63 (95% CI: 0.17-1.10). Conclusions: It is feasible to formally assess the learning effect of an innovative tool. Providing e-status exercises to students has a direct effect on learning numerical operations related to statistics. Further effects on higher cognitive levels still have to be explored. 2010-06-10T15:51:48Z