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An evolutionary method is proposed for minimising the operational cost in the scheduling of hydrothermal systems with multiple storage. The method combines the advantages of constructive dynamic programming and evolutionary programming. Instead of evolving the primal variables such as water releases and thermal generator outputs, it evolves the piecewise linear convex cost-to-go functions (i.e. the water value curves). The multistage problem of hydrothermal scheduling is thus decomposed into many smaller one-stage subproblems with evolved cost-to-go functions. For each evolutionary individual, linear programming is used in the forward pass process to solve the dispatch subproblems and the total system operational cost over the scheduling period is assigned to its fitness. Case studies demonstrate that the proposed method is robust and efficient for large complex hydrothermal system with cascaded and pumped storages.
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Cau et al. (2002) studied this question.
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