204
1, February 1990
A LARGE SCALE APPLICATION OF AN OPTIMAL DETERMINISTIC HYDROTHERMAL SCHEDULING ALGORITHM
A.A.F.M. Carneiro, Member IEEE and S. Soares
Universidade Estadual de Campinas - UNICAMF'
Faculdade de Engenharia Eldtrica - FEE
13081- -
Campinas SP
ABSTRACT
This paper presents an application of a This is the approach currently
deterministic optimization algorithm in the
hydrothermal scheduling of the large scale Brazilian
south-southeast interconnected system, composed of 51
hydro and 12 thermal plants, corresponding to 45 GW of
installed capacity. The application considers the
system operational conditions according to the 1986
Operational Plan coordinated by ELETROBRAS the -
Brazilian electric holding company. The employed
algorithm is based on a network flow approach
especially developed for hydrothermal scheduling. For
the south-southeast interconnected system the problem
formulation suggests a primal decomposition
optimization approach. Two applications have been
performed: (1) in a study context the system has been
evaluated for the most critical stream flow ever
recorded; (2) in an operational context the system has
been simulated through an adaptive operational planning
approach. The results show that the employed algorithm
can be a useful tOQl for large scale hydrothermal
systems, giving insight into operational
characteristics and/or adding to the guidance of real
system operation.
INTRODUCTION
The objective of the energy operational planning
of large scale hydrothermal systems is to obtain an
economic and reliable solution to guide real operation.
This is not an easy task due to several characteristics
of the problem:
- The necessity of a long horizon of analysis due to
the presence of large reservoirs of multi-year
regulation capacity.
* The stochasticity of water inflows.
- The operative inter-dependence between hydroelectric
plants located in the same river basin.
* The nonlinearity of thermal costs and
generation functions.
These difficulties lead to the necessity of
decomposing the operational planning into steps of
long, mid and short terms, constituting a planning
chain where the particularities of each time horizon
result in the simplification of problem modeling.
The main issue in hydrothermal energy operational
planning is the difficulty of adequately handling the
stochastic nature of inflows and the individualized
representation of hydro power plants. A very common
approach has been to aggregate the hydro system into
89 SM 673-5 PWRS A paper recommended and approved
by the IEEE Power System Engineering Committee of the
IEEE Power Engineering Society for presentation at the
IEEE/PES 1989 Summer Meeting, Long Beach, California,
-
July 9 14, 1989. Manuscript submitted January 30, 1989;
made available for printing June 20, 1989.
0885-8950/90/0200-0204/$01.00 @ 1990 IEEE
IEEE Transactions on Power Systems, Vol. 5, No.
P.S. Bond
Universidade Federal do Paran; - UFPR
Companhia Paranaense de Energia - COPEL
80000 -
Curitiba - PR
Brasil
composite reservoirs in order to allow its
optimization by stochastic dynamic programming [1,2].
in use by Brazilian
utilities in their operational planning methodology
[31*
An alternative approach consists of the use of a
deterministic optimization tool where an optimal
solution with individual hydro representation is
obtained for forecasted inflows. This kind of approach
must be implemented in an adaptive procedure [ 4 ] where
at each time period an updated solution is obtained for
updated forecasted inflows.
On the other hand, a deterministic optimization
tool can also be useful for operational planning
studies when dealing with historical or synthetic
stream flows [5].
This paper is concerned with the use of a
deterministic optimization algorithm [61 in the
Brazilian south-southeast interconnected hydrothermal
system (BSSIS), composed of 63 power plants
corresponding to 45 ckl of installed capacity, and
responsible for more than 83 percent of the total
energy consumed in the country [3]. The 1986
Operational Plan [7] coordinated by ELETROBRAS - the
Brazilian electric holding company was used as a -
reference for system configuration and operational
conditions.
In an operational study context the (BSSIS) was
evaluated under the most critical hydrological
conditions ever recorded. The results show the system
performance and some interesting behavior
characteristics of the reservoirs.
In a real operational context the (BSSIS)
operation was simulated by an adaptive planning
approach implemented in monthly steps, where the
hydrothermal scheduling is optimized with inflows given
by a time series forecasting model [8]. The same year
1986 was used for this test and the results were
compared with (1) the optimal solution obtained with
knowledge of the 1986 verified inflows, and (2) the
actual system operation in that year.
hydro The paper is organized as follows: first, the
general deterministic formulation of the hydrothermal
scheduling problem is presented; then, the (BSSIS) is
described, according to the 1986 Operational Plan of
ELETROBRAS, and its deterministic optimization is
formulated and solved by a primal decomposition
approach; then, the numerical results are shown for
both the critical stream flow study and the adaptive
planning simulation; finally, some points are commented
and the final conclusions are stated.
THE HYDROTHERMAL. SCHEDULING DETERMINISTIC FORMULATION
The deterministic formulation of the hydrothermal
scheduling problem can be stated as the minimization of
the total operational cost given by
m
where
t time period (week or month)
 205

T number of time periods THE BRAZILIAN SOUTH-SOUTHEAST INTERCONNECTED SYSTEM

ft(.) operational cost function
The Brazilian south-southeast interconnected sys-
C(.) non-hydro generation tem (BSSIS) is composed of 51 hydro plants with 31
reservoirs, as shown in Table 1, and 12 thermal units,
The non-hydro generation is composed of thermal corresponding to an installed hydro capacity of 41524
generation (coal, oil, gas, nuclear), non-contractual MW and thermal capacity of 3845 MW. Its largest river
imports and even load shortage, and is given by basin (the Para& river basin), located in the
southeast system, includes 32 hydro plants and 14
C(t) = D(t) - R(t) (2) reservoirs as shown in Figure 1.
where
O(.) load demand
total hydro generation
€I(.)

As the non-hydro sources must be employed in an TABLE 1

economical order according to increasing marginal
costs, the operational cost function ft(.) is a convex
increasing function of non-hydro generation [9], and Hydro plants in the (BSSIS)
depends on the time period t due to maintenance
schedules and non-hydro system expansions.
The total hydro generation is obtained from Number Name InstalledPower Storage Capacity
(Mw) (106~3)
(3)
1 EmborcacSo 1200 12521
where 2 Itumbiara 2080 12454
N
Oi( - )
number of hydro plants
hydro generation function 3 Cachoeira Dourada 439 -
4 sHo si&o 1680 5540
xi(.) water storage in reservoir i 5 Camargos 45 672
ui(.) water release from reservoir i 6 Itutinga 49 -
7 Furnas 1216 17217
The hydro generation is a function of water head 8 Peixoto 476 2500
andwaterrelease and isgiven, avoiding the indices, by 9 Estreito 1050 -
-
$(x.u) - K.[hl(x) - h2(u)l.min[u,qmax1 (4)
10
11
12
Jaguara
Volta Grande
Porto ColGmbia
426
380
320
-
-
where 13 Graminha 80 504
K constant taking into account gravity accel- 14 Euclides da Cunha 108 -
eration, water density, turbine-generator 15 A.S. Oliveira 33 -
efficiency and conversion factors. 16 Marimbondo 1488 5260
hl(.) up stream level as a function of storage. 17 Kgua Vermelha 1380 5169
18 Ilha Solteira 3240 12828
h2(.) down stream level as a function of release. Barra Bonita 2566
19 140
q- maximum water discharge. 20 A.S. Lima 143 -
21 Ibitinga 132 -
The dynamic water balance equations for each 22 Promissa0 264 2128
reservoir are given by 23 Nova Avanhandava 302 360
24 Trbs I d o s 810 3040
xi(t+1) = xi(t) + Yi(t) + 1 uk(t) - ui(t) (5) 25 Jupii 1414 -
kQi 26 Jurumirim 98 3165
27 Xavantes 414 3041
where
yi(t) incremental water inflow into reservoir i
28 L.N. Garcez 70 -
29 Capivara 640 5724
ni indexset of immediately upstream reservoirs 30 Taquarufu 500 230
31 Rosana 320 550
Equation (5) does not consider time lag between 32 Itaipu 12600 -
hydro plants since this is not necessary for the 33 Foz do Areia 1676 3805
operational planning of (BSSIS), in montly steps. 34 Santiago 1332 2670
However, if necessary, it can be considered without any 35 OzGrio 1050 425
difficulty . 36
37
PaCo Fundo
Paco Real
220
140
1387
3357
The storages and realeases are bounded due to 38 Jacui 180 -
operational limits, flood control, navigation, or other
purposes
39 Itauba 500 -
40 Parigot de Souza 252 156
41 Henry Borden 880 1311
42 Jaguari 28 783
43 Paraibuna 85 2636
44 Funil 216 606
45 Ilha dos Pombos 167 -
-
The solution of (1) (7) for a given initial 46 Fontes 158 450
-
condition xi(0), i=l,2,...N and given incremental water 47 Pereira Passos 100
inflows constitutes the deterministic individualized 48 Salto Grande 104 -
hydrothermal scheduling. Its solution can be carried 49 Mascarenhas 123 -
out by nonlinear programming techniques such as, for 50 Tr& Marias 396 152 78
example, the nonlinear network flow algorithm espe- 51 Nilo Pecanha 380 -
cially developed for hydrothermal scheduling [6].
206

2 - The hydrothermal maintenance scheduling over the

period.
3 - The interchange limits over the period.
4 - The storage constraints due to flood control.
/ .- 5 - The capacity scheduling of new hydro plants andthe
filling up of the minimal storage ofnewreservoirs.
6 - The initial and final reservoir storages.
The (BSSIS) deterministic formulation

The (BSSIS) deterministic optimization problem can

be formulated, according to (1)-(7), as the following P
problem
T
min J = 1 ~f:[c~(t)l + f:[c,(t)ll (8)
Fig. 1 - The Parani river basin t=l
s.t.
ci(t) = Dl(t) - Hl(t) - S(t) (9)
The inter-tie line between the south and southeast C2(t) = Dg(t) - H2(t) + s(t) (10)
subsystems has a tension level of 750/500 Kv. Its
transmission limits are different in each direction and -S(t) s S(t) s I(t) (11)
change Over the horizon due to system expansions and Hl(t) E Hi (12)
maintenance schedules, according to the Operational
Plan [7]. H2(t) E H, (13)
The operational cost functions for each subsystem where
have been calculated by optimizing the thermal
generation costs for each production level [9]. The S(t) energy interchange in the southeast-
corresponding marginal costs are shown in Figure 2. The south direction.
shortage cost, not represented in the figures, which I1,2) index set of southeast and south sub-
represents not a real cost but a penalty term, was systems.
considered to be a quadratic function with an average
cost of US$ 360 per MWh. the same adopted in [7]. -
S(t), S(t) energy interchange bounds over time.
Hi hydraulic constraints (3)-(7) for sub-
system i.

US $ /MW month US $/MW month The solution of the above problem was carried out
byanoptimal decomposition approach thatf-ixesat-each
iteration the feasible interchange S(t) 5 S(t) h S(t),

/
40 OOO solving the decomposed optimization subproblems
30-

s.t.
Ci(t) = Di(t) - Hi(t) + (-l)is(t) (15)
Hi(t) E Hi (16)

The optimal solution of (14)-(16) may present

S WTHEAST MW month SOUTH MWmonth
Fig. 2 - Marginal costs in the (BSSIS)
The numerical tests here presented were carried
out using hydro generation functions given by (4) where
hi(.) and h2(.) are considered to bepolynomialfunc-
tions up to the fourth degree.
The performed tests have been applied to the
(BSSIS) according to the 1986 Operational Plan
developed by ELETROBRAS [7], which covers 5 years ahead
(1986-1990). Based on its statements the performed
deterministic optimization has considered:
different marginal costs between the subsystems. In
this case a new interchange level must be fixed by the
coordinator in order to approximate the subsystem
marginal costs as near as possible to each other for
the current hydrothermal solution. Note that if the
cost functions ft(.) are convex and differentiable the
marginal cost equalization will be assured for this new
interchange level. This is not the case for the (BSSIS)
system whose marginal cost functions shown in Figure 2
presents many discontinuous points.
The whole procedure is repeatedwhile it is possible
todecreasethe marginal cost differences. This decompo-
sitionapproachcorrespondstoa projection of the origi-
nal problem P into the spaceoftheinterchangevariables.
min {min P/s(t)l
S(t) ECt)

1 - The global system configuration over the period NUMERICAL RESULTS

86-90, including the installed capacity expansion
and the load demand evolution. The main objective in the numerical experiments
 201

here presented was to evaluate the (BSSIS) behavior
using a nonlinear network flow algorithm, previously
developed [6]. In this way two applications have been
carried out: (1) in a study context the system
behavior over 1986-1990 has been evaluated under the
most critical historical stream flow;(2) in an oper-
ational context the system has been simulated during
1986 ueing an adaptive planning approach.
Critical stream flow study
The (BSSIS) optimization was performed for the
1986-1990 configuration. considering the critical his-
torical stream flow which occured in 1952-1956. The
results are presented below.
Figure 3 shows the convergence of the interchange
coordination which can be practically considered to
have been achieved in two iterations. This behavior
occurred because the energy interchange represents a
small percentage of the total system load demand.
The operational cost evolution of each subsystem
for the first interchange level (S(t) = 0) is shown
in Figure 4.
During all performed tests a run-of-river initial
solution was adopted. This initial solution presents
many periodsof load shortagewith very high operational
costs, whichjustify the unrealistic large initial costs
shown in Figures 3 and 4. ?he final solution gave
a total operational cost of 144 million dollars per
year, being 105 million dollars in the southeast sub-
system and 39 million dollars in the south subsystem.
The optimal interchange level obtained is shown in
Figure 5. Note that the inter-tie transmission limit is
binding in 1988 and 1989 when the transmission capacity
in the direction south-southeast is almost zero. In the
remaining period the interchangeoccurs in the direction
southeast-south without achieving the limits.

L, - OPTIMAL
I --- BOUNDS
I
aCf I

--- SOUTH
......... SOUfHE4ST
- GLOBAL

I y - 7_...................................................
-I 2

-20
Fig. 3 - Evolution of the operational costs in the
(BSSIS) Fig. 5 - Optimal interchange from south to southeast
subsystems

The south hydro generation is shown in Figure 6

and the southeast hydro generation i s shown in Figure
7. Comparing initial and final solutions it can be seen
that the optimization tries to equalize the hydro
- SOUTH
production along the 5 years constrained by
regulation capacity of the reservoirs. Comparing the
the

........ SOUTHEAST subsystems optimal solutions, note that they are com-
plementary for the critical stream flow.
The subsystems marginal operation costs are shown
in Figures 8 and 9. It can also be noted from other
point of view that the optimization tries to equalize
the marginal costs over time and between subsystems.
The optimal solutions with and without the
interconnection show that, for the critical stream flow
considered, only the south subsystem benefits with the
interconnection.
The storage trajectories of some important
................
-
I
, ................I ................. reservoirs are shown in Figures 10 and 11. The
Paranaiba river cascade composed of the reservoirs of
0 2 000 4 000 so00 the EmborcaCZo, Itumbiara and Si0 S i 6 0 hydro plants
IT€RATIONS
was selected in order to show the different behavior of
Fig. 4 - Evolution of the operational c o s t s in the each reservoir storage trajectory, according to its
isolated subsystems position in the cascade.
208

These characteristics can also be observed in Fig. 11

with the reservoir of the Furnas hydro plant in the
M W month x 10'
:: upper part of the cascade and the reservoir of Ilha
!! Solteira hydro plant in the lover part of the cascade.

GLOBAL OPTIMAL SOLUTION

RUN-,OF-RIVER INITIAL SOLUTION

'Ij ---- RUN- OF-RIVER SOLUTION i

I
!J - OPTIMAL SOLUTION I

I I I I
I
1986 I987 I988 I989 I990

Fig. 6 - Hydro generation in the south subsystem

l9g6 I 1987 I 1988 ' 1989 I 1990 I

Fig. 8 - Marginal operation cost in south subsystem

M Wmonth x IO3
---- RUN-OF-RIVER SOLUTION
- OPTIMAL SOWTION
n
US $ x I05/MWmonth

i i
I I

1986 ' 1987 I988 1989 l9SO

I986 1987 I988 1989 I990
Fig. 7 - Hydro generation in the southeast --- RUN-OF-RIVER INITIAL SOLUTION
subsystem ......... ISOLATED SUBSYSTEM SOLUTION
-GLOBAL OPTIMAL SOLUTION

The reservoir of the Ehborcafio hydro plant, which

is at the top of the cascade, decreases its storage
over the whole horizon, never reaching the top level
again. The reservoir of the Itumbjara hydro plant has
oscillating storage each year but reaches the top level
in at least the three first years. The reservoir of the
SHo Si& hydro plant reaches the top every year and
only oscillatesdue to floodcontrol storage constraints.
Fig. 9 - Marginal operation cost in southeast subsystem
This kind of behavior has been also observed for
other stream flow sequences and indicates that each
reservoir trajectory depends on its relative position
in the cascade. For instance, the Ilha Solteira and S b
 209

S G o hydro p l a n t s tend t o work as run-of-river p l a n t s , period. Once t h e v e r i f i e d inflows have occurred t h e

only decreasing t h e i r s t o r a g e l e v e l s due t o f l o o d procedure i s repeated t a k i n g i n t o account thenew system
c o n t r o l . In c a s e of t h e I l h a S o l t e i r a hydro p l a n t c o n d i t i o n s i n terms of c u r r e n t r e s e r v o i r s t o r a g e s and
t h e run-of-river c h a r a c t e r i s t i c i s due t o its high updated f o r e c a s t e d inflows. This kind of approach is
energy c o n t e n t s derived from i t s low p o s i t i o n i n t h e similar t o o t h e r suboptimal s o l u t i o n s f o r s t o c h a s t i c
cascade. In t h e case of t h e g o S G o hydro p l a n t t h e dynamic problems [4].
run-of-river c h a r a c t e r i s t i c i s a l s o due t o i t s low d i s - I n t h i s a p p l i c a t i o n t h e inflow f o r e c a s t s were
charge c a p a b i l i t y . On t h e o t h e r hand t h e r e s e r v o i r s of , obtained u s i n g a t i m e series model [ 8 ] a d j u s t e d over
t h e Fmborcwgo and F u r n a s h y d r o p l a n t s assume t h e r o l e o f f i f t y y e a r s of a v a i l a b l e h i s t o r i c a l data. The inflows
l a r g e multi-year energy r e g u l a t o r s i n t h e system, while were f o r e c a s t e d f o r t h e f i r s t 12 p e r i o d s only. For t h e
t h e i n t e r m e d i a t e hydro p l a n t s , such as Itumbiara, tend remainder of t h e horizon t h e long term average inflows
t o work as annual r e g u l a t o r s . were used s i n c e i n t h i s case f o r e c a s t i n g makes no
sense.
The (AP) s o l u t i o n i s compared with an optimal
s o l u t i o n t h a t considered t h e v e r i f i e d inflows of 1986
(OVI). These r e s u l t s a r e a l s o compared w i t h t h e a c t u a l
v e r i f i e d o p e r a t i o n of t h e BSSIS system during 1986
(AVO).
Figures 12, 13, 14 and 1 5 show t h e s t o r a g e trajec-
t o r i e s of some important r e s e r v o i r s of t h e cascade com-
posed by t h e Grande and P a r a n i r i v e r s , which are t h e
Furnas, hrimbondo, &ua Vermelha and I l h a S o l t e i r a
hydro p l a n t s . Note t h a t t h e (AP) t r a j e c t o r i e s t r y t o
f o l l o w t h e (OVI) t r a j e c t o r i e s , i n d i c a t i n g t h e a d a p t i v i t y
of t h e proposed approach. Eowever, as t h e adopted t i m e
p e r i o d w a s one month, t h e feedback is shown t o be rela-
ITUMBIARA ! .-, t i v e l y slow. A b e t t e r performance can be expected u s i n g
-S. S I M k '\J' a weekly d i s c r e t i z a t i o n .
0 I I '2/--q A -....-.y '
1386 1987 1988 ' 1989 ' I990

Fig. 10 - O p t i m a l storage t r a j e c t o r i e s 100L STORAGE (%I

-.
.-...... . -AVO

STORAGE (Oh)

20-
......: .
0-
J I F I M ' A ' M I J ' J ' A I S 1 0 ' N I D '

FURNAE Fig. 12 - Storage t r a j e c t o r i e s of Furnas power p l a n t

1986 1987 1988 1989 I990

Fig. 11 - Optimal storage t r a j e c t o r i e s

1 I :
These o p e r a t i o n a l c h a r a c t e r i s t i c s have n o t been
adequately considered by t h e methodologies i n use by
B r a z i l i a n u t i l i t i e s . These methodologies are based on - AVO \ ....
\'. 0 . -

composite r e s e r v o i r modeling and simulation t o o l s that .

.... .. AP
'-'./'..
u s u a l l y assume p a r a l l e l s t o r a g e f o r t h e r e s e r v o i r s . --- O V ' :\

The adaptive planning approach simulation

I n t h i s s e c t i o n t h e (BSSIS) has been simulated Fig. 1 3 - S t o r a g e t r a j e c t o r i e s o f Marimbondo power p l a n t

over 1986 i n a n o p e r a t i o n a l context using a n Adaptive
Planning (AP) approach.
The l a r g e d i f f e r e n c e presented by t h e (AVO)
The (AP) approach i s a sub-optimalsolution t o t h e t r a j e c t o r i e s with r e s p e c t ' t o t h e o t h e r two ones can be
s t o c h a s t i c v e r s i o n of problem (1) - (7) whose optimal p a r t i a l l y explained by s e v e r a l modification i n t h e
s o l u t i o n cannot be achieved by s t o c h a s t i c dynamic (SSSIS) c o n f i g u r a t i o n during 1986, of which t h e most
p r o g r a m i n g due t o problem dimensionality. important are:
The (AP) approach c o n s i s t s of optimizing problem
(1)-(7), a t e a c h t i m e p e r i o d , f o r f o r e c a s t e d inflows i n
o r d e r t o o b t a i n t h e r e l e a s e d e c i s i o n s f o r t h e c u r r e n t time
. a 10%l o a d shortage i n t h e south subsystem during t h e
f i r s t two months.
210

. t h e u n a v a i l a b i l i t y o f t h e Angra I nuclear p l a n t during

t h e e n t i r e year.
generation. This occurs because t h e mst economic
thermal u n i t i n t h e southeast subsystem during t h e
. at hte theunexpected load behavior during t h e year (lower
begining and higher a t the end of t h e year)
period, according t o t h e maintenance schedule, has a
marginal c o s t higher than t h a t of t h e south subsystem.
Note y e t t h a t t h e (Om) t r a j e c t o r y f o r t h e southeast
due t o t h e B r a z i l i a n government's economic plan
subsystem presents an i r r e g u l a r shape from May u n t i l
against i n f l a t i o n .
December, suggesting a non-optimal solution. However,
t h i s i s not t h e case because t h e southeast marginal
c o s t during a l l t h i s time i s constant, since only t h e
nuclear thermal p l a n t is being used (see Figure 2 ) .

YW month x I
O
'
- AVO
....... A P
6 --- OVL

..k. \
\

*r\.
I '. I
I
\
\

J ' F ' U ' A ' Y ' J I J ' A ' S ' O ' N ' D '

Fig. 14 - Storage t r a j e c t o r i e s of hgua Vermelha

power p l a n t

Fig. 16 - Interchangefromsouth t o southeast subsystems

01 L....
J."
' '
r -
J ' F ' M ' A ' Y J ' J A ' S ' O ' N ' D '
8 MW month a I
O'

:r--
Fig. 15 - Storage t r a j e c t o r i e s of I l h a S o l t e i r a
power p l a n t

However, i t must be observed t h a t t h e (AVO)

t r a j e c t o r i e s show c e r t a i n c h a r a c t e r i s t i c s which appear
...............
t o i n d i c a t e t h a t t h e whole system i s not working i n an
optimal manner. This can be seen, f o r example, i n
Figure 15. As has already been commented in the
operation planning s t u d i e s (see Figure l l ) , t h i s hydro
plant must operate as a run-of-river plant, i.e. it
- AVO ........
must decrease i t s storage l e v e l only f o r reasons of .......
flood control. Nevertheless, t h i s i s n o t its observed
(AVO) t r a j e c t o r y over the year. On t h e o t h e r hand, t h e
(AP) and (OVI) t r a j e c t o r i e s go together seeking to
maintain t h e maximum s t o r a g e l e v e l . The unexpected . .
0
behavior observed i n these t r a j e c t o r i e s f o r t h e f i r s t
two months is a consequence of t h e very high inflows
v e r i f i e d i n t h i s period ( t h e f i r s t t h r e e months a r e t h e
most wet ones) and inadequate i n i t i a l storage l e v e l s Fig. 17 - Thermal generation i n t h e south subsystems
f o r the reservoirs.
The optimal interchange l e v e l i s shared i n Figure
16. I n t h i s graph is very evident the d i f f e r e n c e General comments
between t h e (AVO) t r a j e c t o r y and t h e two o t h e r s , t h e
(AP) and (OVI) t r a j e c t o r i e s , i n d i c a t i n g t h a t the The t e s t s here reported have presented a CPU time
v e r i f i e d system operation was not optimized. which v a r i e s around 3 minutes i n an IBM 3090 computer.
Figures 1 7 and 1 8 present the thermal generations As t h e nonlinear optimization problem f o r t h e (BSSIS)
of south and southeast subsystems. Note t h a t , during system has 3840 variables, 1920 e q u a l i t y and 3960
t h e f i r s t four months, although t h e interchange limits i n e q u a l i t y c o n s t r a i n t s (the run-of-river hydro p l a n t s
a r e not a t t a i n e d , t h e southeast subsystem with no have been aggregated t o t h e upstream r e s e r v o i r s ) . this
thermal generation, does not i n c r e a s e t h e interchange CPU time has been considered resonable, and p e r f e c t l y
toward t h e south subsystem, which p r e s e n t s thermal s u i t a b l e f o r planning purposes.

- AVO
.... ... AP
--- OVI
6 of multireservoir systems using- a composite repre-
,......
Fig. 18 - Thermal generation in the southeast
subsystem
The period from January/l952 until December/l956
has been considered in the critical stream flow study,
according to the Operation Plan [7] which covers the
civil year. However, the first 4 months of this period
corresponds to very high inflows since the critical
stream flow truly begins in, May/1952 (the hydraulic
year). That is the reason for the singular behavior of
the reservoirs during these first months.
As the final reservoirs storages have been
considered free the reservoirs became empty in all the
performed tests. Therefore, its behavior during the
final periodofthe planninghorizoncannot be considered
as a typical one.
The adaptiveplanningapproachhas shown a promising
performance, especially if implemented in shorter
periods as, forexample, inweekly stages. Nevertheless,
an exhaustive experiment with many different stream
flowsmustbe carried out in order to precisely evaluate
its performance.
CONCLUSIONS
This paper has presented an application of a
deterministic algorithm with individualized repre-
sentation of the hydro plants in the large scale
Brazilian south-southeast interconnected hydrothermal
system.
The application has taken into account the
nonlinearity of thermal cost and hydro generation func-
tions, maintenance scheduling, flood control con-
straints,interchange limits and other hydro operational
constraints,accordingtotheOperation Plan coordinated
by ELETROBRAS -
the Brazilian electric holding
company.
The application was performed in two different
context: (1) in a study context, the system has been
optimized for the most critical stream flow ever
recorded; (2) in an operational context, the system
has been simulated using an adaptive planning ap-
proach.
The results have shown that the algorithm can be
an useful tool for planning purposes in large scale
hydrothermal systems.
21 1
REFERENCES
N.V. Arvanitidis and J. Rosing, "Composite repre-
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1970.
N.V. Arvanitidis and J. Rosing, "Optimal operation
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and -Svntems.~
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[lo] C. Lyra, 8. Tavares and S . Soares, "Modelling and
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Adriano A.F.M. Carneiro (M) received the B . S .
degree in electrical engineering from the Catholic
University of SHo Paulo and the M.S. in power systems
from the Federal School of Engineering of Itajubi. Mr.
Carneiro is presently working at the State University
of Campinas towards a Ph.D. degree in the area of
operation planning of power systems.
Secundino Soares received the B . S . degree in
mechanical engineering from the Technical Institute of
Aeronautic, the M.S. and Ph.D. degrees in electrical
engineering from the State University of Campinas. Mr.
Soares is a professor at the System Engineering Depart-
ment of the Electrical Engineering Faculty at UNICAMP.
Pericles S . Bond received his B . S . degree in civil
engineering from the Federal University of Parani and
the M.S. degree in operation planning of power systems
from the State University of Campinas. Mr. Bond works
at the Companhia Paranaense de Energia (COPEL), the
electric energy utility of the state of Parani. and is
an assistant professor at the Federal University of
Paranii.