Thatiana C. Justino 1,2 Albert C. G. Melo 1,3 Nelson Maculan 2 Maria E. P. Maceira 1,3 UERJ UFRJ 3 CEPEL 2 1 / 27

Transcription

1 Uma Abordagem baseada em Métodos de Apoio à Decisão Multicritério para o Planejamento de Longo Prazo da Expansão da Geração considerando Emissões de Gases de Efeito Estufa Thatiana C. Justino 1,2 Albert C. G. Melo 1,3 Nelson Maculan 2 Maria E. P. Maceira 1,3 1 CEPEL 2 UFRJ 3 UERJ 1 / 27

2 An Approach based on Multicriteria Decision Aiding Methods to the Long Term Generation Expansion Planning Considering Greenhouse Gas Emissions Thatiana C. Justino 1,2 Albert C. G. Melo 1,3 Nelson Maculan 2 Maria E. P. Maceira 1,3 1 CEPEL 2 UFRJ 3 UERJ 2 / 27

3 Background Climate Change and Impacts of the Greenhouse Gas Emissions (GHG) 3 / 27

4 Climate Change Time Line Declaration of intended Nationally Determined Contribution (indcs) of participants countries Source: Brazilian Ministry of Environment 4 / 27

5 Paris Climate Agreement and Generation Expansion Planning Predominantly about energy Possible global scenarios to keep the warming bellow to 2 C: i. Sustainable use of bioenergy ii. iii. IEA, 2016 Strong changing in land and forests uses IPCC, 2014 Increasing of the participation of renewable and/or low carbon energy sources in global energy matrix The benefits of mitigation actions are associated to long-term estrategies, especially, the long term generation expansion plannig In developing countries, the methodologies and models to the long term power expansion planning should be enablers of their indcs These countries will experience an increasing of energy consumption and installed capacity of generation and transmission 5 / 27

6 Generation Expansion Planning In Brazil, e.g., the generation expansion planning aims to Minimize the investment cost plus the expected operational costs Meet the energy reliability requirements of Brazilian Council of Energy Policy Incorporate the environment dimension in several stages of planning process It is essencially a mono-objective problem The models developed to generation planning should consider the climate change mitigation on decision making Requires a new paradigm to the generation expansion planning Should be formulated as a multiobjective problem Seeking a trade-off solution among multiple objectives, e.g., economic, socio-environmental, energy security and reduction of GHG emissions 6 / 27

7 Objective To present an approach to solve the long term generation expansion planning problem based on multicriteria decision aiding methods The proposed approach has two inherent features of the expansion planning process Formulation of expansion plan alternatives Assessment of these alternatives according multiple objectives e.g., economic, socio-environmental, energy security and reduction of GHG emissions A multicriteria analysis is performed to choose the best expansion plan alternative according to the decision maker preferences A case study is presented where the proposed approach is applied to a configuration of Brazilian power system 7 / 27

8 Alternatives are disponable explicity Methods of Multicriteria Decision Aiding Methods of a synthesizing criterion Lead to defining a complete preorder of alternatives Have compensatory aggregation procedure Example: MAUT, MACBETH, AHP, VIP Analysis Figueira et al., 2005 Belton et al., 2003 Outranking methods The aggregation procedure is based on outranking relation that is not compensatory Example: ELECTRE family, PROMETHEE family Roy et al., 1993 Bouyssou, 1989 Mutiobjective programming Alternatives are not disponable explicity 8 / 27

9 Proposed approach to Generation Expansion Planning Step 1 Formulation of alternatives MELP Model Expansion plan alternatives Step 2 Assessment of the alternatives 9 / 27

10 Proposed approach to Generation Expansion Planning MELP Model Linear Mixed Integer Programming Problem Investment Problem Operation Problem Simplified representation Lisboa et al, 2008 Integer variables continuous variables Objective: to determine an generation expansion plan that minimizes the investment and operation costs subject to Constraints associated to the investment variables Operational constraints to critical and average hydrological conditions Demand supply balance to critical and average hydrological conditions Solution Method Branch-and-Cut algorithm Saboia et al, 2011 Methodology based on Branch-and-Price algorithm 10 / 27

11 Proposed approach to Generation Expansion Planning Step 1 Formulation of alternatives MELP Model Expansion plan alternatives Expansion plan alternatives Step 2 Assessment of the alternatives NEWAVE Model 11 / 27

12 Proposed approach to Generation Expansion Planning NEWAVE Model Maceira et al, 2008, 2018 Multi Stage Stochastic Linear Programming Problem Objective: to determine the optimal allocation of hydro and thermal resources in the long and midterm operation planning considering mechanisms for risk aversion Solution Method Stochastic dual dynamic programming algorithms Pereira et al, 1991 Maceira et al, / 27

13 Proposed approach to Generation Expansion Planning a i MELP-NEWAVE Integration MELP Model Elaboration of a new alternative Pex i NEWAVE Model Additional constraints d i a i : action i (set of constraints ), i=1,na Pex i : expansion plan alternative associated to a i d i : performance of expansion plan alternative associated to a i 13 / 27

14 Proposed approach to Generation Expansion Planning MADPE a 1 a 2... a Na MELP-NEWAVE Integration d 1 d 2... d Na Multicriteria Analysis Best alternative MADPE : Proposed Model of Decision Aiding to Generation Expansion Planning 14 / 27

15 Application of Proposed Methodology Study case: a configuration of Brazilian power system based on the Brazilian Ten-Year Energy Expansion Planning 2024 MME/EPE, 2015 Criteria Total cost (investment cost from MELP + expected value of operation provided by NEWAVE) Energy deficit risk - NEWAVE Greenhouse gas emissions (CO 2 eq.) - NEWAVE Formulation of alternative MELP Multicriteria Methods AHP- Analytic Hierarchy Process Saaty, 1980 VIP Analysis - Variable Interdependent Parameters Analysis Dias and Clímaco, 2000 Assessment of alternative NEWAVE Expansion plan alternative 15 / 27

16 Application of Proposed Methodology 8 expansion plan alternatives were generated by including constraints associated to energy mix in 2030 Alternative A: business as usual (BAU) alternative Alternative B: biomass, wind and solar sources capacity 23% of the installed capacity; Alternative C: capacity of renewables sources (hydro, biomass, wind and solar) 84%; Alternative D: considering the constraints of alternatives B and C; Alternative E: biomass, wind and solar sources capacity 30%; Alternative F: biomass, wind and solar sources capacity 40%); Alternative G: capacity of hydro power plants 60%; Alternative H: biomass capacity 12%; wind capacity 8%; and solar capacity 3%. 16 / 27

17 MW % Application of Proposed Methodology Formulation of the expansion plan alternatives Alternative A (BAU) Installed Capacity by Tecnology (MW) 70 Installed Capacity by Tecnology (%) Hydro Coal Gas Nuclear Oil Diesel Biomass Wind Solar 17 / 27

18 MW % Application of Proposed Methodology Formulation of the expansion plan alternatives Alternative C Installed Capacity by Tecnology (MW) 70 Installed Capacity by Tecnology (%) Hydro Coal Gas Nuclear Oil Diesel Biomass Wind Solar 18 / 27

19 MW % Application of Proposed Methodology Formulation of the expansion plan alternatives Alternative G Installed Capacity by Tecnology (MW) 70 Installed Capacity by Tecnology (%) Hydro Coal Gas Nuclear Oil Diesel Biomass Wind Solar 19 / 27

20 MW % Application of Proposed Methodology Formulation of the expansion plan alternatives Alternative H Installed Capacity by Tecnology (MW) 70 Installed Capacity by Tecnology (%) Hydro Coal Gas Nuclear Oil Diesel Biomass Wind Solar 20 / 27

21 Application of Proposed Methodology Performance of the expansion plan alternatives Alternative Total Cost (10 6 R$) Energy Deficit Risk of SE (%) GHG Emissions to 2030 (Mt CO 2 eq.) A 273, B 278, C 301, D 302, E 296, F 331, G 292, H 290, / 27

22 Application of Proposed Methodology The multicriteria analysis was performed considering the point of view of 4 decision maker Decision maker 1: the 3 criterias have equal importance Decision maker 2: the total cost has preference over other criteria Decision maker 3: the energy deficit risk has preference over other criteria Decision maker 4: the greenhouse gas emissions has preference over other criteria 22 / 27

23 Application of Proposed Methodology Raking of alternatives obtained through AHP method Decision Maker 1 Decision Maker 2 Decision Maker 3 Decision Maker 4 1 Alternative G Alternative G Alternative G Alternative G 2 Alternative C Alternative A Alternative A Alternative F 3 Alternative F Alternative B Alternative C Alternative D 4 Alternative D Alternative C Alternative E Alternative C 5 Alternative A Alternative D Alternative H Alternative E 6 Alternative E Alternative E Alternative F Alternative B 7 Alternative B Alternative H Alternative B Alternative A 8 Alternative H Alternative F Alternative D Alternative H Alternative G: - fourth lowest cost - lowest energy deficit risk - lowest GHG emission 23 / 27

24 Application of Proposed Methodology Raking of alternatives obtained through VIP Analysis method Decision Maker 1 Decision Maker 2 Decision Maker 3 Decision Maker 4 1 Alternative G Alternative G Alternative G Alternative G 2 Alternative A Alternative A Alternative A Alternative C 3 Alternative C Alternative C Alternative E Alternative D 4 Alternative B Alternative B Alternative H Alternative F 5 Alternative E Alternative E Alternative C Alternative E 6 Alternative H Alternative H Alternative B Alternative B 7 Alternative D Alternative D Alternative F Alternative A 8 Alternative F Alternative F Alternative D Alternative H 24 / 27

25 Conclusion It was presented an approach to solve the long term generation expansion planning problem based on multicriteria decision aiding methods From application of proposed approach, it was verified that, with the utilized data, the wind energy is competitive compared to the others The results show the potential of the methodology proposed to assist the robust choice of "best" expansion plans It can also be a relevant instrument for public policy analysis in terms of electric energy expansion, verifying the costs and associated benefits, before its effective adoption The results also encourage the continuation of the research in order to improve the proposed methodology by considering other objectives and other multicriteria methods such as outranking methods or multiobjective programming 25 / 27

26 References [IEA, 2016] World Energy Outlook 2016, International Energy Agency, [IPCC, 2014] Summary for Policymakers. In: Climate Change 2014: Impacts, Adaptation, and Vulnerability. Contribution of Working Group II to the Fifth Assessment Report of the Intergovernmental Panel on Climate Change - IPCC AR5 - WGII, [Figueira at al, 2005] J. Figueira, S. Greco, M. Ehrogott (Eds.). Multicriteria Decision Analysis: State of the Art Surveys. Springer Science + Business Media, Inc, Boston, [Belton et al, 2003] V. Belton, T. J. Sterwart. Multiple Criteria Decision Analysis An Integrated Approach, Massuchusetts, Kluwer Academic Publishers, [Roy el al, 1993] B. Roy, D. Bouyssou. Aide Multicritère à la Décision: Méthodes et Cas, Paris, Ed. Economica, [Bouyssou, 1989] D. Bouyssou. Modeling Inaccurate Determination, Uncertainty, Imprecision Using Multiple Criteria. In: LOCKETT, A. G.; ISLEI, G. (Eds.), Improving decision making in organizations, Berlin, Springer, [Lisboa et al, 2008] LISBOA, M.L.V., MARZANO, L.G., SABOIA, C.H.M., MACEIRA, M.E.P., MELO, A.C.G., A Mixed Integer Programming Model for Long Term Generation Expansion Planning of the Brazilian System, 16th PSCC Proceedings, Glasgow, Scotland, [Saboia et al, 2011] SABÓIA, C.H.M., LUCENA, A., A Column Generation Approach for Solving Very Large Scale Instances of the Brazilian Long Term Power Expansion Planning Model, 17th PSCC Proceedings, Stockholm, Sweden, [Maceira et al, 2008] MACEIRA, M.E.P., DUARTE, V.S., PENNA, D.D.J., MORAES, L.A.M., MELO, A.C.G., Ten Years of Application of Stochastic Dual Dynamic Programming in Official and Agent Studies in Brazil - Description of the NEWAVE Program, 16th PSCC Proceedings, Glasgow, Scotland, [Maceira et al, 2018] M.E.P. Maceira, D.D.J. Penna, A.L. Diniz, R.J. Pinto, A.C.G. Melo, C.V. Vasconcellos, C.B. Cruz, "Twenty Years of Application of Stochastic Dual Dynamic Programming in Official and Agent Studies in Brazil Main Features and Improvements on the NEWAVE Model, Proceedings of the 20th Power System Computation Conference, Dublin, [Pereira et al, 1991] M. V. F. Pereira e L. M. V. G. Pinto. Multi Stage Stochastic Optimization Applied to Energy Planning. Mathematical Programming, 52: , [Maceira et al, 1993] M.E.P. Maceira, Stochastic Dual Dynamic Programming considering Serial Correlation of Inflows to Reservoirs, CEPEL Technical Report 237/93, Rio de Janeiro, Brazil, [MME/EPE, 2015] Ministry of Mines and Energy (MME) / Energy Research Office (EPE), "Ten-Year Energy Expansion Plan 2024," Rio de Janeiro, Brazil, Tech. Rep., 2015 (in portuguese). [Saaty, 1980] T. L. Saaty. The Analytic Hierarchy Process. McGraw-Hill, New York, [Dias and Clímaco, 2000] L. C. Dias and J. N. Climaco. Additive aggregation with variable independent parameters: The VIP Analysis software. Journal of the Operational Research Society, 51(9): , / 27

27 Thanks! 27 / 27