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Séminaire des doctorants - 10 avril 2015

Continuous Optimal Control Approaches to Microgrid Energy Management

We propose a novel method for the microgrid energy management problem by in- troducing a continuous-time, rolling horizon formulation. The energy management problem is formulated as a deterministic optimal control problem (OCP). We solve (OCP) with two classical approaches : the direct method, and Bellman’s Dynamic Pro- gramming Principle (DPP). In both cases we use the optimal control toolbox Bocop for the numerical simulations. For the DPP approach we implement a semi-Lagrangian scheme adapted to handle the optimization of switching times for the on/o- modes of the diesel generator. The DPP approach allows for an accurate modeling and is compu- tationally cheap. It -nds the global optimum in less than 3 seconds, a cpu time similar to Mixed Integer Linear Programming (MILP) approaches. We achieve this perfor- mance by introducing a trick based on the Pontryagin Maximum Principle (PMP). The trick increases the computation speed by several orders and also improves the pre- cision of the solution. The simulations use datasets from an actual microgrid located in northern Chile.

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