Mathematical programming in power system networks

Course Info

The course provides advanced knowledge about application of optimization methods in the analysis and simulation of power systems. Students will acquire a general knowledge and skills, as well as specific knowledge necessary for the implementation and solution of modern optimization problems in the field of electricity networks within the software package GAMS / PYOMO.

Course materials are available at FESB MERLIN.

Course content

  • Introduction to Mathematical Programming
  • Introduction to the software package GAMS / Pyomo
  • The problem of linear, mixed-integer, and nonlinear programming. Application of methods to the problem of: AC / DC optimal power flow, optimal unit commitment, optimal control of reactive power / voltage, optimal capacity allocation of RES, optimal coordinated management of RES in the distribution system …
  • Decomposition optimization methods. Benders decomposition: Application of methods to the problem of: multi-period optimal power flow, transmission expansion planning, optimal allocation of RES capacity…
  • Simulation of stochastic time series. The method of vector autoregression. Application of methods to the problem of: the generation of correlated and autocorrelated time series: wind speed data, system load, the forecasting error, …
  • Probabilistic power flow calculations: Monte Carlo method, method of cumulants, point estimate method, …
  • The problem of stochastic optimization. Application of methods to the problem of: stochastic optimal power flow, optimal unit commitment in systems with high shares of wind power, determination of optimal system reserves, …
  • Heuristic optimization methods. Application of methods to the problem of: optimal control of reactive power / voltage, optimal power flow,…

Course Literature

  • Enrique Castillo, Antonio J. Conejo, Pablo Pedregal, Ricardo García, Natalia Alguacil: Building and Solving Mathematical Programming Models in Engineering and Science//, Wiley, November 2001
  • Jizhong Zhu: Optimization of Power System Operation// Wiley-IEEE Press, 2009.
  • Kothari D. P., Dhillon J. S.: Power system optimization// Prentice – Hall of India, New Delhi, 2007.
  • Richard E. Rosenthal: A GAMS Tutorial
  • Kwang Y. Lee, Mohamed A. El-Sharkawi: Modern Heuristic Optimization Techniques: Theory and Applications to Power Systems//, Wiley-IEEE Press, March 2008,
  • Richard E. Rosenthal: GAMS - A User’s Guide// GAMS Development Corporation, Washington, DC, USA, March 2014
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