Bücher von Antonio J. Conejo

This book covers robust optimization theory and applications in the electricity sector. The advantage of robust optimization with respect to other methodologies for decision making under uncertainty are first discussed. Then, the robust optimization theory is covered in a friendly and tutorial manner. Finally, a number of insightful short- and long-term applications pertaining to the electricity sector are considered.Specifically, the book includes: robust set characterization, robust optimization, adaptive robust optimization, hybrid robust-stochastic optimization, applications to short- and medium-term operations problems in the electricity sector, and applications to long-term investment problems in the electricity sector. Each chapter contains end-of-chapter problems, making it suitable for use as a text. The purpose of the book is to provide a self-contained overview of robust optimization techniques for decision making under uncertainty in the electricity sector. The targeted audience includes industrial and power engineering students and practitioners in energy fields. The young field of robust optimization is reaching maturity in many respects. It is also useful for practitioners, as it provides a number of electricity industry applications described up to working algorithms (in JuliaOpt).

This textbook provides a detailed description of operation problems in power systems, including power system modeling, power system steady-state operations, power system state estimation, and electricity markets.

This textbook covers the fundamentals of optimization, including linear, mixed-integer linear, nonlinear, and dynamic optimization techniques, with a clear engineering focus.

This book provides up-to-date analytical tools to address challenging operational problems in renewable energy production facilities, such as wind- and solar-based generation units. It includes many illustrative examples.

Presents a practical approach to decomposition techniques in optimization. This book addresses decomposition in linear programming, mixed-integer linear programming, nonlinear programming, and mixed-integer nonlinear programming, and provides decomposition algorithms as well as heuristic ones.

This book provides models and procedures to be used by electricity market agents to make informed decisions under uncertainty. These procedures rely on well established stochastic programming models, which make them efficient and robust.

In a straightforward and approachable manner, this book introduces complementarity models, and uses them to carry out an in-depth analysis of energy markets, including formulation issues and solution techniques.