Optimization in Modern Power Systems
Special course Fall Semester 2016 (3-week intensive course in January 2017) 5 ECTS credits
Dates
January 2 until January 20, 2017
Lectures
Location: Building 325, Room 113 Time: 9:00-11:00, every day
Working on Assignments
Location: Building 325, Room 153 Time: 11:00-13:00, every day Note: according to DTU rules, 5 ECTS credits should correspond to 140 hours of workload. This translates to about 8-9 hours of work per day over the 3-week period for this course. From 11:00 until 13:00, I (or a teaching assistant) will be available to answer questions and help you with the assignments. You are, however, expected to continue working on the assignments during the afternoon.
Course Description
You can find the course description here.
Necessary for the class
Please bring your laptop with you, with a Matlab version installed. And please make sure that you also have the Matlab Optimization toolbox installed on it.
Lecture Slides
- Lecture 1: Introduction [ link ]
- Lecture 2: DC Optimal Power Flow [ link ]
- Lecture 3: Lagrangian and KKT [ link ]
- Lecture 4: Lagrangian and Nodal Prices [ link ]
- Lecture 5: Constrained Optimization, LMPs, and AC-OPF [ link ]
- Lecture 6: Reviewing Week 1 [ link ]
- Lecture 7: AC-OPF [ link ]
- Lecture 8: Duality [ link ]
- Lecture 9: QP DC-OPF [ link ]
- Lecture 10: Semidefinite Programming and OPF [ link ]
- Lecture 11: Reviewing Week 2 (and Use of OPF in Industry and Research) [ link ]
- Lecture 12: Student presentations on Simplex, Gradient Descent, Newton Method, Primal-Dual interior point method
- Lecture 13: Final Review [ link ]
Course Material
- - R.D. Christie, B.F. Wollenberg, I. Wangesteen, Transmission Management in the Deregulated Environment. Proceedings of the IEEE, vol. 88, no. 2, pp. 170-195, Feb. 2000. [ link ]
- - S. Boyd, L. Vandenberghe, Convex Optimization. Cambridge University Press (Chapters 4, 5, and 9, 10, 11). [ link ]
- - H. Glavitsch, R. Bacher, Optimal Power Flow Algorithms. ETH Zurich, (around 1999). [ pdf ]
- - Steuard Jensen. An Introduction to Lagrange Multipliers. [ link ]
- - F.S. Hillier, G.J. Liebermann. Introduction to Operations Research. McGraw Hill, 2001. Chapter 6: Duality Theory [ link ]
Supplementary Material
- - M.B. Cane, R.P. O'Neill, A. Castillo, History of Optimal Power Flow and Formulations. Federal Energy Regulatory Commission. Dec. 2012. [ pdf ]
- - Gradient: proof that it is perpendicular to level curves and surfaces. MIT Open Courseware. [ link ]
- - T. Krause, Evaluating Congestion Management Schemes in Liberalized Electricity Markets Applying Agent-based Computational Economics, PhD Thesis, ETH Zurich, 2007. [ pdf ]
- - S. Chatzivasileiadis, T. Krause, and G. Andersson. HVDC line placement for maximizing social welfare - an analytical approach. In IEEE Powertech 2013, pages 1 -6, June 2013. [ pdf ]