2016 Optimization Days

HEC Montréal, Québec, Canada, May 2 — 4, 2016

Schedule Authors My Schedule
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MA8 Optimisation de la production hydroélectrique I / Hydroelectric Production Planning I

May 2, 2016 10:30 AM – 12:10 PM

Location: St-Hubert

Chaired by Sara Séguin

4 Presentations

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    10:30 AM - 10:55 AM

    Blackbox optimization of inflow scenario trees

    • Sara Séguin, presenter, Polytechnique Montréal
    • Charles Audet, GERAD - Polytechnique Montréal
    • Pascal Côté, Rio Tinto

    Inflow scenario tree parameters are tuned using blackbox optimization methods. The scenario tree structure maximizing total energy production in a rolling-horizon scheme is compared to the energy production using median scenario of the inflows. Numerical experiments are conducted on a Rio Tinto hydropower system in Saguenay, Québec.

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    10:55 AM - 11:20 AM

    Comparison of model based and model free methods for water reservoir management

    • Quentin Desreumaux, presenter, Université de Sherbrooke
    • Pascal Côté, Rio Tinto
    • Robert Leconte, Université de Sherbrooke
    • Andrea Castelletti, Politecnico di Milano
    • Matteo Giuliani, Politecnico di Milano

    Stochastic dynamic programming and direct policy search using universal approximators for reservoir management are compared. The comparison focuses on the representation of the uncertainty and the consequence on the policy obtained. Numerical experiments are performed on the real case of Kemano located in British-Columbia, Canada.

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    11:20 AM - 11:45 AM

    Fast near-optimal heuristic for the short-term hydro-generation planning problem

    • Alexia Marchand, presenter, Polytechnique Montréal
    • Michel Gendreau, Polytechnique Montréal
    • Grégory Émiel, Hydro-Québec
    • Marko Blais, Hydro-Québec

    Short-term hydro-generation planning can be modeled as a mixed integer linear program. However, for Hydro-Quebec’s system, the resulting MILP is too big to be solved in a reasonable time with commercial solvers. We developed a three phase-heuristic based on spatial decomposition that yields to fast near-optimal solutions. We will present this approach and give numerical illustrations on real problem instances.

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    11:45 AM - 12:10 PM

    The LSMC-S&D method applied to the Kemano system

    • Nicolas Léveillé, presenter, HEC
    • Michel Denault, GERAD - HEC Montréal
    • Pascal Côté, Rio Tinto

    A hydropower management policy is built using the Least Square Monte Carlo method with regression on the state and the decision (LSMC-S&D). Numerical experiments are conducted on RioTinto’s Kemano system in British Colombia.