Samples

Simple start: Optimizing power consumption with battery & PV

• EAO - easy and straight forward optimization of energy setups
  • Import required packages
  • Load data & make assumptions
  • Optimization
  • Interpretation of the results
  • Another benchmark: Own PV
  • Putting everything together

Illustration: Small power and heat network (in German)

• Einfaches Beispiel “Strom und Wärme”
  • Ein paar Vorbereitungen in Python
  • Definition der “Knoten”, also der grundsätzlichen Struktur
  • Definition der einzelnen Anlagen und Verträge
  • Portfolio zusammensetzen
  • Graphische Darstellung
  • Randbemerkung
  • Daten laden
  • Optimierung durchführen
  • Randnotiz “Performance und Größenbeschränkung”:
  • Resultate analysieren
  • Darstellung in Graphiken – zur Diskussion

Handling large problems

• Large problems: Recipes and EAO strategy
  • Basics - setting things up
• Large problems - focus on memory
  • Seemingly “large” problem, that actually isn’t
  • Storage: The most problematic asset when it comes to memory
  • Solvers
• Run-time - divide & conquer and LPs vs. MIPs
  • Long simulations - splitting in chunks
  • Making the MIP an LP

Green PPA and structured downstream contract

• Optimally supplying a minimum share of green energy
• Some prerequisites
  • Basic definitions
  • Timegrid
• Define the portfolio
  • The nodes as the starting point
  • The downstream contract
    • Starting with the load
    • Green restriction
    • Create contract object
  • Green energy supply PPAs: PV and wind with a given generation profile
  • Add storage to be able to maximize green supply
  • The market
  • Putting everything together
• Optimize
• Interpret the results
  • Detailed results

Marginal costs in portfolio optimization

• Marginal costs - basic concept and example
• Some prerequisites
  • Basic definitions
  • Parameter setting
• Set up portfolio
• Perform the optimization
• Create charts and interpret the results
• Marginal costs and duals in linear programs

Multi commodity optimization

• Cross commodity portfolios
• Some prerequisites
  • Basics
  • Define the nodes for heat and power
  • The overall portfolio
• Perform the optimization
• Create charts and interpret the results
  • Interpretation

Split optimization (to speed up large problems)

• Split Optimization
  • Portfolio Definition
  • Split Optimization
  • Full Optimization

Mixing long-term (e.g. seasonal) and short-term storages (e.g. battery)

• Mixing long-term and short-term optimization targets
• Some prerequisites
  • Basics
  • Define portfolio
• Perform the optimization
• Create charts and interpret the results

Combined Heat and Power

• Combined Heat and Power
  • Technical Details
    • Input Parameters
    • Output variables
    • Variable bounds
    • Constraints
  • Example Portfolio
    • Imports
    • Defining a portfolio
    • Performing the Optimization
    • Plotting the Results

Battery optimization against an order book

• Discrete supply decisions - example battery in continuous intraday markets
  • Some prerequisites
  • Setup (1) Basics
  • (2) Order book
  • (3) Assets
  • (4) Setting up the portfolio
• Perform the optimization
• Create charts and interpret the results

Stochastic Linear Programs

• Stochastic linear program (SLP) to take into account uncertainty
• Some prerequisites
  • Basics
  • Parameter setting
• Set up portfolio
• Perform the optimization
• Create charts and interpret the results
  • Interpretation
  • Two-stage vs. multi-stage problem:
• Backtesting: SLP vs. hard optimization

Robust optimization

• Robust optimization - example with szenario analysis
• Some prerequisites
  • Load data from JSON
• Define price samples
• Running the optimization
  • (1) deterministic optimization on the mean price
  • (2) robust optimization on the whole set of prices
• Analysis
  • Portfolio value
  • Detailed view

Parameter handling

• Parameter management
  • Some prerequisites & basic definitions
  • Load sample portfolio (and the timegrid)
• Looking at parameters and setting them to new values
  • Sample: Looping different parameters