2. Second Stage

2.1. Sets

Name

Dimension

Sub index

Description

\(T\)

1

time

\(F\)

1

Ancillary services flex time

\(H\)

1

Hydro powerplants

\(CH\)

1

Continous hydro powerplants

\(DH\)

1

On/off Hydro powerplants

\(B\)

1

Water basins

\(S\)

1

States

\(TF\)

1

\(\{ T; ~F \}\)

Index to make correspondance between time and flex time

\(S_H\)

2

\(H\)

State of each hydro powerplants

\(S_B\)

2

\(B\)

State of each basins

\(HS\)

2

\(\{ H; ~S \}\)

Index to make the correspondence between the states and hydro powerplants

\(BS\)

2

\(\{ B; ~S \}\)

Index to make the correspondence between the states and basins

\(HBS\)

3

\(\{ H; ~B; ~S \}\)

Index to make the correspondence between the states, basins and hydro powerplants

2.2. Variables

Name

Description

Type

Units

\(V_\text{BAS}^{t,~b}\)

Basins actual water volume

\(\mathbb{R}^{+}\)

\(\mathrm{m}^{3}\)

\(V_\text{END}^{t,~b}\)

Basins water volume at the end of the optimization

\(\mathbb{R}^{+}\)

\(\mathrm{m}^{3}\)

\(V_\text{SPIL}^{t,~b}\)

Spilled water volumes when basins are full

\(\mathbb{R}^{+}\)

\(\mathrm{m}^{3}\)

\(State^{t,~b,~s}\)

The state of a basin derived from its volume: \(State^{t, b, s} = \begin{cases} 1 \text{ if } V_\text{BAS}^{t, b} \in \left[ V_\text{MIN}^{b,~s_b} ;V_\text{MAX}^{b,~s_b} \right] \\ 0 \text{ otherwise} \end{cases}\)

\(\mathbb{B}\)

\(Run_\text{HYDRO}^{t,~h}\)

Binary variable to indicates if ON/OFF hydro power plant is running or not

\(\mathbb{B}\)

\(P_\text{HYDRO}^{t,~h}\)

Electrical power produced or consumed by a hydro power plant

\(\mathbb{R}\)

\(\mathrm{MW}\)

\(Q^{t,~h}\)

Amount of water that flows through an hydro power plant

\(\mathbb{R}^{+}\)

\(\mathrm{m}^{3}/\mathrm{s}\)

\(Q_\text{S}^{t,~h,~s}\)

Amount of water that flows through a hydro power plant for each corresponding basin state

\(\mathbb{R}^{+}\)

\(\mathrm{m}^{3}/\mathrm{s}\)

\(P_\text{ANC}^{f}\)

Flexible power sell to the ancilliary market

\(\mathbb{R}^{+}\)

\(\mathrm{MW}\)

\(V_\text{QUOTA}^{h}\)

Water volume quota that can flow through an hydro power plant (from first stage optimization)

\(\mathbb{R}\)

\(\mathrm{m}^{3}\)

\(dV_\text{+}^{h}\)

Overage water volume flowing through an hydro power plant compared to the first stage volume quota

\(\mathbb{R}^{+}\)

\(\mathrm{m}^{3}\)

\(dV_\text{-}^{h}\)

Shortage water volume flowing through an hydro power plant compared to the first stage volume quota

\(\mathbb{R}^{+}\)

\(\mathrm{m}^{3}\)

2.3. Parameters

Name

Description

Type

Default

Units

\(c_\text{DA}^{t}\)

Day-ahead energy market price

\(\mathbb{R}\)

\(\mathrm{EUR}/\mathrm{MW}\)

\(c_\text{FLEX}^{f}\)

Primary frequency control market price

\(\mathbb{R}\)

\(\mathrm{EUR}/\mathrm{MW}\)

\(nb_\text{HOUR}^{t}\)

Number of hours for each time-step

\(\mathbb{R}^{+}\)

\(V_\text{START}^{b}\)

Basins stating water volume

\(\mathbb{R}^{+}\)

\(\mathrm{m}^{3}\)

\(V_\text{MAX}^{b,~s}\)

Basins water volume upper boundary for each state

\(\mathbb{R}^{+}\)

0

\(\mathrm{m}^{3}\)

\(V_\text{MIN}^{b,~s}\)

Basins water volume lower boundary for each state

\(\mathbb{R}^{+}\)

0

\(\mathrm{m}^{3}\)

\(V_\text{DIS}^{t,~b}\)

Water volume entering a basin due to runoff and snowmelt

\(\mathbb{R}^{+}\)

0

\(\mathrm{m}^{3}\)

\(F_\text{HYDRO}^{b,~h}\)

Factor to specify whether the water flowing through a hydro power plant is added into a basin or removed

\(\{-1; ~0; ~1\}\)

0

\(Q_\text{MAX}^{h,~s}\)

Max water that can flows through an hydro power plant for each state

\(\mathbb{R}^{+}\)

\(\mathrm{m}^{3}/\mathrm{s}\)

\(\alpha^{h,~s}\)

Average factor for converting water flowing through a hydro power plant into power for each state (positive for turbines and negative for pumps).

\(\mathbb{R}\)

\(\mathrm{MW} \cdot \mathrm{s}/ \mathrm{m}^{3}\)

\(F_\text{dV +}^{h,~s}\)

Factor multipling the overage water volume in the objective penalty (positive for turbine negative for pump)

\(\mathbb{R}\)

\(\mathrm{EUR} / \mathrm{m}^{3}\)

\(F_\text{dV -}^{h,~s}\)

Factor multipling the shortage water volume in the objective penalty (positive for turbine negative for pump)

\(\mathbb{R}\)

\(\mathrm{EUR} / \mathrm{m}^{3}\)

\(V_\text{BUF +}^{h}\)

Maximmum overage water volume flowing through an hydro power plant

\(\mathbb{R}^{+}\)

\(\mathrm{m}^{3}\)

\(V_\text{BUF -}^{h}\)

Maximmum shortage water volume flowing through an hydro power plant

\(\mathbb{R}^{+}\)

\(\mathrm{m}^{3}\)

\(M\)

Arbitrary big number for big_m decomposition

\(\mathbb{R}^{+}\)

1E6

2.4. Constraints

2.5.1 Objective

\begin{align} \max \sum_{t~\in~T} \sum_{h~\in~H} nb_\text{HOUR} \cdot c_\text{DA}^{t} \cdot P_\text{HYDRO}^{t,~h} + \sum_{f~\in~F} c_\text{FLEX}^{f} \cdot P_\text{ANC}^{f} + \sum_{h~\in~H} \left( dV_\text{+}^{h} \cdot F_\text{dV +}^{h} - dV_\text{-}^{h} \cdot F_\text{dV -}^{h} \right) - F_\text{SPIL} \cdot \sum_{b~\in~B} V_\text{SPIL}^{b} \end{align}

2.5.2 Water basin volume evolution

\begin{align} V_\text{BAS}^{t,~b} = \begin{cases} V_\text{START}^{b} & \text{if } t = t_0 \\ V_\text{BAS}^{t - 1,~b} + V_\text{DIS}^{t - 1,~b} - V_\text{SPIL}^{t - 1,~b} + nb_\text{SEC} \cdot nb_\text{HOUR} \cdot \sum_{h~\in~H} F_\text{HYDRO} ^{b,~h} \cdot Q^{t-1,~h} \quad & \text{if } t \neq t_0 \end{cases} \qquad \forall \{t~\in~T, b~\in~B \} \end{align}
\begin{align} V_\text{END}^{b} = V_\text{BAS}^{t_{end},~b} + V_\text{DIS}^{t_{end},~b} - V_\text{SPIL}^{t_{end},~b} + nb_\text{SEC} \cdot nb_\text{HOUR} \cdot \sum_{h~\in~H} F_\text{HYDRO}^{b,~h} \cdot Q^{t_{end},~h} \qquad \forall \{b~\in~B \} \end{align}
\begin{align} V_\text{END}^{b} &\leq V_\text{MAX}^{b,~S_B^\text{END}\{b\}} \qquad \forall \{b~\in~B \} \end{align}
\begin{align} V_\text{END}^{b} &\geq V_\text{MIN}^{b,~S_B^\text{0}\{b\}} \qquad \forall \{b~\in~B \} \end{align}

2.5.3 Water basin state

\begin{align} V_\text{BAS}^{t,~b} &\leq V_\text{MAX}^{b,~s} + V_\text{MAX}^{b,~S_B^\text{END}\{b\}} \cdot \left(1 -State^{t,~b,~s} \right) \qquad \forall \{t~\in~T~\vert~(b,~s)~\in~BS \} \end{align}
\begin{align} V_\text{BAS}^{t,~b} &\geq V_\text{MIN}^{b,~s} \cdot State^{t,~b,~s} \qquad \forall \{t~\in~T~\vert~b~\in~B \} \end{align}
\begin{align} \sum_{s~\in~S_B\{b\}} State^{t,~b,~s} = 1 \qquad \forall \{t~\in~T~\vert~b~\in~B \} \end{align}

2.5.4 Hydro powerplants

\begin{align} Q_\text{S}^{t,~h,~s} \leq Q_\text{MAX}^{h,~s} \cdot State^{t,~b,~s} \qquad \forall \{t~\in~T~\vert~(h,~b,~s)~\in~HBS \} \end{align}
\begin{align} Q^{t,~h} = \sum_{s~\in~S_H\{h\}} Q_\text{S}^{t,~h,~s} \qquad \forall \{t~\in~T~\vert~h~\in~H~\} \end{align}
\begin{align} P_\text{HYDRO}^{t,~h} = \sum_{s~\in~S_H\{h\}} \alpha^{h,~s} \cdot Q_\text{S}^{t,~h,~s} \qquad \forall \{t~\in~T~\vert~h~\in~H\} \end{align}

2.5.4.1 ON/OFF Hydro powerplants

\begin{align} Q_\text{S}^{t,~h,~s} \leq M \cdot Run_\text{HYDRO}^{t,~h} \qquad \forall \{t~\in~T~\vert~(h,~s)~\in~DHS \} \end{align}
\begin{align} Q_\text{S}^{t,~h,~s} \geq Q_\text{MAX}^{h,~s} \cdot State^{t,~b,~s} - M \cdot \left(1 - Run_\text{HYDRO}^{t,~h} \right) \qquad \forall \{t~\in~T~\vert~(h,~s)~\in~DHS \} \end{align}

2.5.5. Ancillary services

\begin{align} P_\text{ANC}^{f} \leq \sum_{b,~s~\in~BS} P_\text{FLEX +}^{~s} \cdot State^{t,~b,~s} - \sum_{h~\in~CH} P_\text{HYDRO}^{t,~h} \qquad \forall \{(t,~f)~\in~TF\} \end{align}
\begin{align} P_\text{ANC}^{f} \leq \sum_{b,~s~\in~BS} P_\text{FLEX -}^{~s} \cdot State^{t,~b,~s} + \sum_{h~\in~CH} P_\text{HYDRO}^{t,~h}\qquad \forall \{(t,~f)~\in~TF\} \end{align}

2.5.6 Powered water quota

\begin{align} dV_\text{+}^{h} - dV_\text{-}^{h} = V_\text{QUOTA}^{h} - nb_\text{SEC} \cdot nb_\text{HOUR} \cdot \sum_{t~\in~T} Q^{t,~h} \qquad \forall \{h~\in~H\} \end{align}
\begin{align} dV_\text{+}^{h} \leq V_\text{BUF +}^{h} \qquad \forall \{h~\in~H\} \end{align}
\begin{align} dV_\text{-}^{h} \leq V_\text{BUF -}^{h} \qquad \forall \{h~\in~H\} \end{align}