Optimal Dispatch of Pumped Storage Hydro Cascade under Uncertainty

Abstract

In this paper, we propose an optimal dispatch scheme for a pumped storage hydro cascade that maximizes the energy per cubic meter of water in the system taking into account uncertainty in the net load variations. To this end, we introduce a model to describe the behaviour of a pumped storage hydro cascade and formulate its optimal dispatch. We then incorporate forecast scenarios in the optimal dispatch, and define a robust variant of the developed system. The resulting optimization problem is intractable due to the infinite number of constraints. Using tools from robust optimization, we reformulate the resulting problem in a tractable form that is amenable to existing numerical tools and show that the computed dispatch is immunised against uncertainty. The efficacy of the proposed approach is demonstrated by means of a realistic case study based on the Seven Forks system located in Kenya