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Mathematical Programming for Power Systems Operation
Mathematical Programming for Power
Systems Operation
Alejandro Garcés
Technological University of Pereira
Pereira, Colombia
This edition first published 2022
© 2022 by The Institute of Electrical and Electronics Engineers, Inc. All rights reserved.
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Limit of Liability/Disclaimer of Warranty: While the publisher and author have used their best
efforts in preparing this book, they make no representations or warranties with respect to the
accuracy or completeness of the contents of this book and specifically disclaim any implied
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For general information on our other products and services or for technical support, please contact
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Set in 9.5/12.5pt STIXTwoText by Integra Software Services Pvt. Ltd, Pondicherry, India
10 9 8 7 6 5 4 3 2 1
v
Contents
Acknowledgment ix
Introduction xi
3 Convex optimization 39
3.1 Convex sets 39
3.2 Convex functions 45
3.3 Convex optimization problems 47
3.4 Global optimum and uniqueness of the solution 50
3.5 Duality 52
3.6 Further readings 56
3.7 Exercises 58
5 Conic optimization 85
5.1 Convex cones 85
5.2 Second-order cone optimization 85
5.2.1 Duality in SOC problems 90
5.3 Semidefinite programming 92
5.3.1 Trace, determinant, and the Shur complement 92
5.3.2 Cone of semidefinite matrices 95
5.3.3 Duality in SDP 97
5.4 Semidefinite approximations 98
5.5 Polynomial optimization 102
5.6 Further readings 105
5.7 Exercises 106
Contents vii
Bibliography 271
Index 281
ix
Acknowledgment
Throughout the writing of this book, I have received a great deal of support and
assistance from many people. I would first like to thank my friends Lucas Paul
Perez at Welltec, Adrian Correa at Universidad Javeriana in Bogotá-Colombia,
Ricardo Andres Bolaños at XM (the transmission system operator in Colom-
bia), Raymundo Torres at Sintef-Norway, and Juan Carlos Bedoya at the Pacific
Northwest National Laboratory (USA), who, in 2020 (during the COVID-19
pandemic), agreed to discuss some practical aspects associated to power sys-
tem operation problems. The discussions during these video conferences were
invaluable to improve the content of the book. I am also very grateful to my
students, who are the primary motivation for writing this book. Special thanks
to my former Ph.D. students, Danilo Montoya and Walter Julian Gil. Finally, I
want to thank the Department of Electric Power Engineering at the Universi-
dad Tecnológica de Pereira in Colombia and the Von Humbolt Foundation in
Germany for the financial support required to continue my research about the
operation and control of power systems.
Alejandro Garcés
xi
Introduction
min 𝑓(𝑥)
subject to 𝑥 ∈ Ω (0.1)
This book will focus on stages two and three, associated with power system
operations models. In particular, we are interested in models with a geometric
characteristic called convexity, that present several advantages, namely:
● We can guarantee the global optimum and unique solution under well-
defined conditions. This aspect is interesting from both theoretical and prac-
tical points of view. In general, a global optimum advisable in real operation
problems.
● There are efficient algorithms for solving convex problems. In addition, we
can guarantee convergence of these algorithms. This is a critical aspect for
operation problems where the algorithm requires to be solved in real-time.
● There are commercial and open-source packages for solving convex opti-
mization models. In particular, we are going to use CvxPy, a free Python-
embedded modeling language for convex problems.
● Many power system operations problems are already convex; for example,
the economic and environmental dispatches, the hydrothermal coordination,
and the load estimation problem. Besides, it is possible to find efficient convex
approximations to non-convex problems such as the optimal power flow.
I.
II.
A millió.
Miss Harriet 5
Az örökség 31
Denis 127
A szamár 137
Idill 150
A zsineg 157
Pincér, egy pohár sört!… 167
A keresztelő 176
Késő bánat 183
Jules bácsi 192
Úton 203
»Kegyetlen« anyó 211
A millió 222
*** END OF THE PROJECT GUTENBERG EBOOK MISS HARRIET
***
Updated editions will replace the previous one—the old editions will
be renamed.