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Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering

Quantifying The Effect Of Uncertainty In The Gas Spot Price On Power System Dispatch Costs With Estimated Correlated Uncertainties, Dan Hu, Sarah M. Ryan Nov 2018

Quantifying The Effect Of Uncertainty In The Gas Spot Price On Power System Dispatch Costs With Estimated Correlated Uncertainties, Dan Hu, Sarah M. Ryan

Sarah M. Ryan

Electricity generation increasingly relies on natural gas for fuel. The competing demands for gas by other users who may have higher priority, the lack of coordination between gas and electricity markets, and extreme weather events all pose risks to systems with high dependence on gas. When the gas supply on which generators have planned is limited, operators may dispatch more costly units and generators may switch to alternative fuels or procure gas at high spot prices. All these efforts to avoid load-shedding result in higher electricity costs. To assess this economic risk we approximate the distribution of the daily operational ...


Conditions Under Which Adjustability Lowers The Cost Of A Robust Linear Program, Ali Haddad-Sisakht, Sarah M. Ryan Jul 2018

Conditions Under Which Adjustability Lowers The Cost Of A Robust Linear Program, Ali Haddad-Sisakht, Sarah M. Ryan

Sarah M. Ryan

The adjustable robust counterpart (ARC) of an uncertain linear program extends the robust counterpart (RC) by allowing some decision variables to adjust to the realizations of some uncertain parameters. The ARC may produce a less conservative and costly solution than the RC does but cases are known in which it does not. While the literature documents some examples of cost savings provided by adjustability (particularly affine adjustability), it is not straightforward to determine in advance whether they will materialize. The affine adjustable robust counterpart, while having a tractable structure, still may be much larger than the original problem. We establish ...


Reliability Of Wind Power Scenarios And Stochastic Unit Commitment Cost, Didem Sari, Sarah M. Ryan May 2017

Reliability Of Wind Power Scenarios And Stochastic Unit Commitment Cost, Didem Sari, Sarah M. Ryan

Sarah M. Ryan

Probabilistic wind power scenarios constitute a crucial input for stochastic day-ahead unit commitment in power systems with deep penetration of wind generation. To minimize the expected cost, the scenario time series of wind power amounts available should accurately represent the stochastic process for available wind power as it is estimated on the day ahead. The high computational demands of stochastic programming motivate a search for ways to evaluate scenarios without extensively simulating the stochastic unit commitment procedure. Reliability of wind power scenario sets can be assessed by statistical verification approaches. In this study, we examine the relationship between the statistical ...


Understanding Student Pathways In Context-Rich Problems, Pavlo Antonenko, John Jackman, Piyamart Kumsaikaew, Rahul Marathe, Dale Niederhauser, Craig Ogilvie, Sarah Ryan Jan 2011

Understanding Student Pathways In Context-Rich Problems, Pavlo Antonenko, John Jackman, Piyamart Kumsaikaew, Rahul Marathe, Dale Niederhauser, Craig Ogilvie, Sarah Ryan

Sarah M. Ryan

In this paper we investigate the ways that students' problem-solving behaviors evolve when solving multi-faceted, context-rich problems within a structured, computer-based learning environment. During the semester, groups of two or three students worked on several problems that required drawing on more than one concept and, hence, could not be readily solved with simple "plug-and-chug" strategies. The problems were presented to students in a data-rich, online problem-solving environment that tracked which information items were selected by students as they attempted to solve the problem. The students also completed a variety of tasks, like entering an initial qualitative analysis into an online ...


Long Term Resource Planning For Electric Power Systems Under Uncertainty, Sarah M. Ryan, James D. Mccalley, David L. Woodruff Jan 2011

Long Term Resource Planning For Electric Power Systems Under Uncertainty, Sarah M. Ryan, James D. Mccalley, David L. Woodruff

Sarah M. Ryan

Electric power systems are subject to uncertainties of many types and at many levels. In addition to the uncertain fuel prices, demand growth, and equipment outages included in traditional models, current trends portend increasing uncertainty due to such factors as the growth in generation from renewable sources which may be intermittent, the possibility of regulations to control carbon emissions, and the increasing price responsiveness of demand encouraged by smart grid technologies. This paper begins by discussing issues that confront electric system planners and explains the requirements for useful tools. We continue with a description of academic and commercial planning models ...