確率計画法によるコージェネレーションシステムの運用最適化 : リコースと機会制約を用いた定式化  [in Japanese] Optimal Operation of Cogeneration Systems by Stochastic Programming  [in Japanese]

Cogeneration Systems (CGSs) are high efficiency energy generation systems which are able to generate both electricity and useful heat by the power generators and heat recovery equipment near energy consumers. It is crucial not to waste both of electricity and heat produced from a CGS for the effective use of a CGS. Therefore, the optimal scheduling problem of CGSs is important. For the CGS scheduling problem, energy demand is an essential condition. In many cases, the energy demand is uncertain, but most study on the CGS scheduling problem has treated it as the definite values.In this paper, we formulate the CGS scheduling problem as a stochastic programming problem involving recourse costs for the energy supply shortage and a chance constraint for excess of electric power contract, and propose a method to optimize the CGS operation schedule under the uncertain energy demand. In our method, the objective function includes the term of the expectation of the recourse costs, and the inequality constraints that represent the probability of meeting the maximum limit of the power purchase is added to the problem. The problem can be described as a mixed integer programming problem whose objective function is convex. By the piecewise linear approximation, it is solved with general MIP solvers. Using our method, the strict optimal operation schedule with the minimum expected operation cost, and the optimal contracted electric power is sought.