[BCP13b] Robust optimal sizing of an hybrid energy stand-alone system

Rapport Scientifique : Date de dépot: 2013/12/13, Nb pages 23, (Tech. Rep.: CEDRIC-13-2899)

Mots clés: Operational Research, Robust Optimization, Energy

Résumé: In this paper, we study a stand-alone hybrid system composed of wind turbines, solar photovoltaic (or PV) panels and batteries. The aim is to determine the optimal number of photovoltaic panels, wind turbines and elements of battery to install in order to serve a given demand while minimizing the total cost of investment and use. Moreover, the stochastic behavior of the solar and wind energy production on the one hand, and the demand on the other hand, needs to search for a robust solution, i.e. a solution which is good enough whatever the scenario that occurs. We propose a mixed integer program in two stage to model the problem: investment decision variables also called here-and-now variables must be fixed in the first stage while operating recourse variables also called wait-and-see variables will be determined once the uncertainty has been revealed. Then we follow the approach proposed in Billionnet et al. (2013) to solve the problem. Furthermore, we show that, in this case the recourse problem, can be solved in polynomial time by using dynamic programming, contrary to the general case. In the last Section we test our method on real instances

Equipe: oc


@techreport {
title="{Robust optimal sizing of an hybrid energy stand-alone system}",
author="A. Billionnet and M.-C. Costa and P. Poirion",
institution="{CEDRIC laboratory, CNAM-Paris, France}",