The placement of wind turbines on a given area of land such that the wind farm produces a maximum amount of energy is a challenging optimization problem. In this article, we tackle this problem, taking into account wake effects that are produced by the different turbines on the wind farm. We significantly improve upon existing results for the minimization of wake effects by developing a new problem-specific local search algorithm. One key step in the speed-up of our algorithm is the reduction in computation time needed to assess a given wind farm layout compared to previous approaches. Our new method allows the optimization of large real-world scenarios within a single night on a standard computer, whereas weeks on specialized computing servers were required for previous approaches.
The optimal siting of wind turbines on a given area of land is a complex optimization problem which is hard to solve by exact methods. The decision space is non-linear with respect to how sited turbines interact, when considering wake loss and energy capture. Several bio-inspired computation techniques such as evolutionary algorithms @cite_15 @cite_12 and particle swarm optimization @cite_6 have been used for the optimization.
@cite_15 @cite_6 @cite_12
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One of the main characteristics of wind power is the inherent variability and unpredictability of the generation source, even in the short-term. To cope with this drawback, hydro pumped-storage units have been proposed in the literature as a good complement to wind generation due to their ability to manage positive and negative energy imbalances over time. This paper investigates the combined optimization of a wind farm and a pumped-storage facility from the point of view of a generation company in a market environment. The optimization model is formulated as a two-stage stochastic programming problem with two random parameters: market prices and wind generation. The optimal bids for the day-ahead spot market are the ldquohere and nowrdquo decisions while the optimal operation of the facilities are the recourse variables. A joint configuration is modeled and compared with an uncoordinated operation. A realistic example case is presented where the developed models are tested with satisfactory results. As more renewable, yet volatile, forms of energy like solar and wind are being incorporated into the grid, the problem of finding optimal control policies for energy storage is becoming increasingly important. These sequential decision problems are often modeled as stochastic dynamic programs, but when the state space becomes large, traditional (exact) techniques such as backward induction, policy iteration, or value iteration quickly become computationally intractable. Approximate dynamic programming (ADP) thus becomes a natural solution technique for solving these problems to near-optimality using significantly fewer computational resources. In this paper, we compare the performance of the following: various approximation architectures with approximate policy iteration (API), approximate value iteration (AVI) with structured lookup table, and direct policy search on a benchmarked energy storage problem (i.e., the optimal solution is computable). This paper focuses on a scenario where a group of independently-operated investor-owned storage units seek to offer both energy and reserve in the day-ahead as well as the hour-ahead markets. We are particularly interested in the case when a significant portion of the power generated in the grid is from wind and other intermittent renewable energy sources. In this regard, we formulate a stochastic programming framework to choose optimal energy and reserve bids for the storage units. Our design takes into account the fluctuating nature of the market prices due to the randomness in the renewable power generation availability. We show that the formulated stochastic program can be converted into a convex optimization problem and therefore it can be solved efficiently. Our simulation results show that our design can assure profitability of the private investment on storage units. In particular, our design results in much higher profit compared to a similar but deterministic design that simply uses the expected values of the price parameters. Abstract This paper provides a technique based on stochastic programming to optimally solve the wind power problem faced by the uncertainty. Uncertainties regarding the wind availability, market prices, and balancing energy needs are considered throughout the paper. The objective of this paper is to derive the best offering strategy for a wind power producer in a Short-Term electricity market, while limiting the risk of expected profit and required reserve due to wind speed forecast volatility. Risk aversion is explicitly modeled using the conditional value-at-risk methodology. ARIMA techniques are used to predict next-day electricity prices and wind speed forecast. For more performance the probability distribution function of the error between forecasted value and realized value to scenario generation is used. A realistic of numerical case studies demonstrates the interest and the effectiveness.