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Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 1/21
Introduction
Strategic Model
Strategic Energy Systems Planning
under Uncertainty
Emilio L. Cano1
Javier M. Moguerza1
1Department of Statistics and Operations Research
University Rey Juan Carlos, Spain
Oviedo, 25 de febrero de 2013
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 2/21
Introduction
Strategic Model
Outline
1 Introduction
EnRiMa Project
EnRiMa DSS
2 Strategic Model
Model Description
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 3/21
Introduction
Strategic Model
EnRiMa Project
EnRiMa DSS
Introduction
The overall objective of EnRiMa is to develop a
decision-support system (DSS) for operators of
energy-efficient buildings and spaces of public
use.
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 4/21
Introduction
Strategic Model
EnRiMa Project
EnRiMa DSS
EnRiMa DSS
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 5/21
Introduction
Strategic Model
EnRiMa Project
EnRiMa DSS
DSS Architecture
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 6/21
Introduction
Strategic Model
EnRiMa Project
EnRiMa DSS
Scheme of the Models
EnRiMaDSS
Strategic
Module
Operational
Module
StrategicDVs
Strategic
Constraints
Upper-Level
Operational DVs
Upper-Level
Energy-Balance
Constraints
Lower-Level
Energy-Balance
Constraints
Lower-Level
Operational DVs
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 7/21
Introduction
Strategic Model
Model Description
Summary
Strategic Model
EnRiMaDSS
Strategic
Module
Operational
Module
StrategicDVs
Strategic
Constraints
Upper-Level
Operational DVs
Upper-Level
Energy-Balance
Constraints
Lower-Level
Energy-Balance
Constraints
Lower-Level
Operational DVs
The strategic model is used in order to make
strategic decisions concerning which technologies to
install and/or de- commission in the long term. It
includes a simplified version of operational
energy-balance constraints.
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 8/21
Introduction
Strategic Model
Model Description
Summary
Embedded Operational Model
EnRiMaDSS
Strategic
Module
Operational
Module
StrategicDVs
Strategic
Constraints
Upper-Level
Operational DVs
Upper-Level
Energy-Balance
Constraints
Lower-Level
Energy-Balance
Constraints
Lower-Level
Operational DVs
The model includes the realisation of short-term
decisions (t) that are scaled to a long-term period
(p) through a representative profile (m).
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 9/21
Introduction
Strategic Model
Model Description
Summary
Symbolic Model Specification
Strategic Decisions
xv,a
i = xv ,a−1
i − xdv,a
i
xcv
i = Gi ·
a∈AAges(i,v)
AGa
i · xv,a
i
n∈NPur(k)
hv
k,n = 1
. . .
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 10/21
Introduction
Strategic Model
Model Description
Summary
Symbolic Model Specification (cont.)
Operational Decisions
i∈IGen
zv,m,t
i,k −
i∈IGen
yv,m,t
i,k +
n∈NPur(k)
uv,m,t
k,n −
n∈NS(k)
wv,m,t
k,n
+
i∈ISto
rov,m,t
i,k − riv,m,t
i,k = Dv,m,t
k · 1 −
i∈IPU
ODv
i,k · xcv
i
. . .
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 11/21
Introduction
Strategic Model
Model Description
Summary
Symbolic Model Specification (cont.)
Strategic & Operational link
zv,m,t
i,k ≤ DTm
· AFv,m,t
i · xcv
i
OAv
i,k · xcv
i ≤ rv,m,t
i,k ≤ OBv
i,k · xcv
i
uv,m,t
k,n ≤ hv
k,n · MEk,n · DTm
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 12/21
Introduction
Strategic Model
Model Description
Summary
Energy-dispatching Decision Flow
Market
Demand
Purchases
Fictitious
Generation
Technologies
Storage
Technologies
N
K
J
I
Sales
K y
u
u
u
w
u
w
z
qi
qo
qi
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 13/21
Introduction
Strategic Model
Model Description
Summary
Objective
minimize
v∈V
(1 + DR)PTv
· PRv
·


i∈I

 (CI v
i − SU v
i ) · Gi · xiv
i +
a∈AAges(i,v)
CDv,a
i · Gi · xdv,a
i
+
a∈AAges(i,v)
CM v,a
i · Gi · xv,a
i


+
m∈M
DM m
·
t∈TTm(m,t)


n∈NPur(k,n)
PPv,m,t
k,n · uv,m,t
k,n −
n∈NS(k,n)
SPv,m,t
k,n · wv,m,t
k,n
+
i∈IGen ,k∈KOut(i,k)
COv
i,k · zv,m,t
i,k +
i∈ISto ,k∈KPo(i,k)
COv
i,k · rv,m,t
i,k




Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 14/21
Introduction
Strategic Model
Model Description
Summary
Scenario Tree
2
1
3 4 6
8 9 10 12
PT1
= 0 PT2
= 1 PT3
= 2 PT4
= 3 PT5
= PT6
= PT7
= 4
PT8
= 1 PT9
= 2 PT10
= 3 PT11
= PT12
= PT13
= 4
PR1
= 1
0 < PR2
= PR3
= PR4
< 1
PR5
PR12
5
7
11
13
PR6
PR7
0 < PR8
= PR9
= PR10
< 1
PR11
PR13
First Stage Second Stage Third Stage
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 15/21
Introduction
Strategic Model
Model Description
Summary
Illustrative Example
In “Energy efficiency and risk management in public buildings: Strategic model for
robus planning”. Cano, Moguerza, Ermolieva, Ermoliev. Under revision.
Main facts
Two-stage problem.
Decision time horizon: 5 years.
Only electricity demand, one supplier and two
possible technologies: PV and CHP.
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 16/21
Introduction
Strategic Model
Model Description
Summary
Illustrative Example (cont.)
Optimisation Result − Strategic Decisions
Technology by Year
Capacitytobeinstalled
10
20
30
40
50
2013 2014 2015 2016 2017
CHP
2013 2014 2015 2016 2017
PV
2013 2014 2015 2016 2017
RTE
Optimisation Result − Operational Decisions
Year
Operationlevel
50
100
2013 2014 2015 2016 2017
RTE
PV
Total Cost
65,212.56 EUR
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 17/21
Introduction
Strategic Model
Model Description
Summary
Illustrative Example (cont.)
Scenarios
invCHP invPV operRTE operNG Demand Probability
s1 -0.10 -0.05 0.10 0.03 0.10 0.20
s2 -0.15 -0.10 0.10 0.05 0.05 0.20
s3 -0.15 -0.08 0.12 0.03 0.10 0.20
s4 -0.10 -0.05 0.06 0.03 0.05 0.20
s5 -0.15 -0.08 0.12 0.05 0.10 0.20
Model Cost (EUR)
Deterministic Scenario 1 65,212.56
Stochastic 62,668.65
Stochastic | sol1 62,709.36
Deterministic av. val 62,124.39
Stochastic | sol2 Infeasible
Value of Stochastic Solution: 40.72.
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 18/21
Introduction
Strategic Model
Model Description
Summary
Demo GUI prototype
http://enrima.dsv.su.se/
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 19/21
Introduction
Strategic Model
Model Description
Summary
Summary
DSS for building operators. Integrated
modules: solver manager, scenario generator,
user iterface.
Strategic and operational decisions. Interacting
with each other.
Stochastic Optimization as a tool to deal with
uncertainty and manage risk.
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 20/21
Introduction
Strategic Model
Model Description
Summary
Acknowledgements
This work has been partially funded by the projects:
Energy Efficiency and Risk Management in Public Buildings (EnRiMa) EC’s FP7
project (number 260041)
OPTIMOS3 (MTM2012-36163-C06-06)
RIESGOS-CM (code S2009/ESP-1685)
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 21/21
Introduction
Strategic Model
Model Description
Summary
Discussion
Thanks for your attention !
emilio.lopez@urjc.es
http://www.enrima-project.eu
Emilio L. Cano Strategic Energy Systems Planning under Uncertainty

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Strategic Energy Systems Planning under Uncertainty

  • 1. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 1/21 Introduction Strategic Model Strategic Energy Systems Planning under Uncertainty Emilio L. Cano1 Javier M. Moguerza1 1Department of Statistics and Operations Research University Rey Juan Carlos, Spain Oviedo, 25 de febrero de 2013 Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 2. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 2/21 Introduction Strategic Model Outline 1 Introduction EnRiMa Project EnRiMa DSS 2 Strategic Model Model Description Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 3. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 3/21 Introduction Strategic Model EnRiMa Project EnRiMa DSS Introduction The overall objective of EnRiMa is to develop a decision-support system (DSS) for operators of energy-efficient buildings and spaces of public use. Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 4. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 4/21 Introduction Strategic Model EnRiMa Project EnRiMa DSS EnRiMa DSS Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 5. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 5/21 Introduction Strategic Model EnRiMa Project EnRiMa DSS DSS Architecture Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 6. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 6/21 Introduction Strategic Model EnRiMa Project EnRiMa DSS Scheme of the Models EnRiMaDSS Strategic Module Operational Module StrategicDVs Strategic Constraints Upper-Level Operational DVs Upper-Level Energy-Balance Constraints Lower-Level Energy-Balance Constraints Lower-Level Operational DVs Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 7. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 7/21 Introduction Strategic Model Model Description Summary Strategic Model EnRiMaDSS Strategic Module Operational Module StrategicDVs Strategic Constraints Upper-Level Operational DVs Upper-Level Energy-Balance Constraints Lower-Level Energy-Balance Constraints Lower-Level Operational DVs The strategic model is used in order to make strategic decisions concerning which technologies to install and/or de- commission in the long term. It includes a simplified version of operational energy-balance constraints. Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 8. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 8/21 Introduction Strategic Model Model Description Summary Embedded Operational Model EnRiMaDSS Strategic Module Operational Module StrategicDVs Strategic Constraints Upper-Level Operational DVs Upper-Level Energy-Balance Constraints Lower-Level Energy-Balance Constraints Lower-Level Operational DVs The model includes the realisation of short-term decisions (t) that are scaled to a long-term period (p) through a representative profile (m). Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 9. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 9/21 Introduction Strategic Model Model Description Summary Symbolic Model Specification Strategic Decisions xv,a i = xv ,a−1 i − xdv,a i xcv i = Gi · a∈AAges(i,v) AGa i · xv,a i n∈NPur(k) hv k,n = 1 . . . Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 10. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 10/21 Introduction Strategic Model Model Description Summary Symbolic Model Specification (cont.) Operational Decisions i∈IGen zv,m,t i,k − i∈IGen yv,m,t i,k + n∈NPur(k) uv,m,t k,n − n∈NS(k) wv,m,t k,n + i∈ISto rov,m,t i,k − riv,m,t i,k = Dv,m,t k · 1 − i∈IPU ODv i,k · xcv i . . . Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 11. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 11/21 Introduction Strategic Model Model Description Summary Symbolic Model Specification (cont.) Strategic & Operational link zv,m,t i,k ≤ DTm · AFv,m,t i · xcv i OAv i,k · xcv i ≤ rv,m,t i,k ≤ OBv i,k · xcv i uv,m,t k,n ≤ hv k,n · MEk,n · DTm Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 12. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 12/21 Introduction Strategic Model Model Description Summary Energy-dispatching Decision Flow Market Demand Purchases Fictitious Generation Technologies Storage Technologies N K J I Sales K y u u u w u w z qi qo qi Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 13. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 13/21 Introduction Strategic Model Model Description Summary Objective minimize v∈V (1 + DR)PTv · PRv ·   i∈I   (CI v i − SU v i ) · Gi · xiv i + a∈AAges(i,v) CDv,a i · Gi · xdv,a i + a∈AAges(i,v) CM v,a i · Gi · xv,a i   + m∈M DM m · t∈TTm(m,t)   n∈NPur(k,n) PPv,m,t k,n · uv,m,t k,n − n∈NS(k,n) SPv,m,t k,n · wv,m,t k,n + i∈IGen ,k∈KOut(i,k) COv i,k · zv,m,t i,k + i∈ISto ,k∈KPo(i,k) COv i,k · rv,m,t i,k     Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 14. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 14/21 Introduction Strategic Model Model Description Summary Scenario Tree 2 1 3 4 6 8 9 10 12 PT1 = 0 PT2 = 1 PT3 = 2 PT4 = 3 PT5 = PT6 = PT7 = 4 PT8 = 1 PT9 = 2 PT10 = 3 PT11 = PT12 = PT13 = 4 PR1 = 1 0 < PR2 = PR3 = PR4 < 1 PR5 PR12 5 7 11 13 PR6 PR7 0 < PR8 = PR9 = PR10 < 1 PR11 PR13 First Stage Second Stage Third Stage Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 15. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 15/21 Introduction Strategic Model Model Description Summary Illustrative Example In “Energy efficiency and risk management in public buildings: Strategic model for robus planning”. Cano, Moguerza, Ermolieva, Ermoliev. Under revision. Main facts Two-stage problem. Decision time horizon: 5 years. Only electricity demand, one supplier and two possible technologies: PV and CHP. Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 16. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 16/21 Introduction Strategic Model Model Description Summary Illustrative Example (cont.) Optimisation Result − Strategic Decisions Technology by Year Capacitytobeinstalled 10 20 30 40 50 2013 2014 2015 2016 2017 CHP 2013 2014 2015 2016 2017 PV 2013 2014 2015 2016 2017 RTE Optimisation Result − Operational Decisions Year Operationlevel 50 100 2013 2014 2015 2016 2017 RTE PV Total Cost 65,212.56 EUR Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 17. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 17/21 Introduction Strategic Model Model Description Summary Illustrative Example (cont.) Scenarios invCHP invPV operRTE operNG Demand Probability s1 -0.10 -0.05 0.10 0.03 0.10 0.20 s2 -0.15 -0.10 0.10 0.05 0.05 0.20 s3 -0.15 -0.08 0.12 0.03 0.10 0.20 s4 -0.10 -0.05 0.06 0.03 0.05 0.20 s5 -0.15 -0.08 0.12 0.05 0.10 0.20 Model Cost (EUR) Deterministic Scenario 1 65,212.56 Stochastic 62,668.65 Stochastic | sol1 62,709.36 Deterministic av. val 62,124.39 Stochastic | sol2 Infeasible Value of Stochastic Solution: 40.72. Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 18. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 18/21 Introduction Strategic Model Model Description Summary Demo GUI prototype http://enrima.dsv.su.se/ Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 19. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 19/21 Introduction Strategic Model Model Description Summary Summary DSS for building operators. Integrated modules: solver manager, scenario generator, user iterface. Strategic and operational decisions. Interacting with each other. Stochastic Optimization as a tool to deal with uncertainty and manage risk. Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 20. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 20/21 Introduction Strategic Model Model Description Summary Acknowledgements This work has been partially funded by the projects: Energy Efficiency and Risk Management in Public Buildings (EnRiMa) EC’s FP7 project (number 260041) OPTIMOS3 (MTM2012-36163-C06-06) RIESGOS-CM (code S2009/ESP-1685) Emilio L. Cano Strategic Energy Systems Planning under Uncertainty
  • 21. Jornada “Proyectos Europeos en Eficiencia Energ´etica en la Edificaci´on” 21/21 Introduction Strategic Model Model Description Summary Discussion Thanks for your attention ! emilio.lopez@urjc.es http://www.enrima-project.eu Emilio L. Cano Strategic Energy Systems Planning under Uncertainty