Electric Power Optimization Centre
EPOC Presentations / Modelling 2024
Modelling distributed hydrogen as demand response
(pdf)Andy Philpott ‒ January 29, 2024
Presentation at Hydrogen Futures, January 29, 2024
2023
Planning renewable electricity capacity using JADE
(pdf)Andy Philpott ‒ November 24, 2023
Presentation at ORSNZ, November 24, 2023
Multistage investment planning for renewable electricity systems
(pdf)Andy Philpott ‒ July 27, 2023
Presentation at ICSP Davis, July 27, 2023
Using JADE to model pumped storage
(pdf)Andy Philpott ‒ May 1, 2023
This is an online presentation about JADE made to NZ Battery Team at MBIE.
2022
On hydrogen and electricity security of supply
(pdf)Andy Philpott ‒ November 29, 2022
Presentation at ORSNZ, Auckland, 2022.
SDDP and model predictive control
(pdf)Andy Philpott, Dominic Keehan and Eddie Anderson ‒ October 17, 2022
Presentation at INFORMS, Seattle, 2022.
SDDP and truck revenue management
(pdf)Andy Philpott ‒ August 13, 2022
Presentation at Amazon, Seattle, 2022.
Distributionally robust sample average approximation
(pdf)Andy Philpott, Dominic Keehan and Eddie Anderson ‒ August 9, 2022
Presentation at ASL60 Workshop, Seattle, 2022.
2021
(Multistage) risk-averse electricity capacity expansion
(pdf)Andy Philpott ‒ October 26, 2021
Virtual presentation at ENRE session of INFORMS, 2021
Multihorizon modelling for 100% renewable investment planning
(pdf)Anthony Downward ‒ October 26, 2021
Virtual presentation at ENRE session of INFORMS, 2021
2020
Multistage capacity planning using JuDGE
(video)Andy Philpott ‒ December 10, 2020
This is an online presentation made to members of ENRE (the Energy, Natural Resources and Environment section of INFORMS). It introduces JuDGE and
segues into a detailed description of the package given by Anthony Downward.
JuDGE: a Julia package for multistage stochastic capacity planning
(video)Anthony Downward ‒ December 10, 2020
This is an online presentation made to members of ENRE (the Energy, Natural Resources and Environment section of INFORMS) giving a detailed description and demonstration of the JuDGE package.
EPOC Software
(html)EPOC ‒ November 8, 2020
We give one-page descriptions of EPOC software systems that are implementations of our
optimization and equilibrium models.
2019
Zero Carbon AnalyticsAndy Philpott ‒ October 21, 2019IFORS Distinguished Lecture: Climate change from global warming is the most critical problem currently facing mankind. The deleterious effects of global warming have already been felt in 2019 in terms of storms, heatwaves and forest fires. Climate-based natural disasters in the longer term threaten to be much worse. Policies to deal with this problem must combine efforts to reduce global warming by eliminating greenhouse gas emissions with actions that adapt to worsening climate outcomes. Determining the best policy settings is a highly complex decision problem, involving complex interacting systems and markets, many stakeholders, many decision criteria, and huge uncertainty. In other words, it is a major opportunity for operations researchers.
This talk will illustrate some of the analytics challenges in planning a net-zero carbon economy with a focus on electricity systems. Models range from short-term operations (like dealing with intermittent renewable energy) to long-term investment planning to ensure security of energy supply in an uncertain future. Planning models are complemented with equilibrium models that represent the effects of risk-averse agent behaviour. The models will be illustrated with a New Zealand case study based on our recent work for the New Zealand Interim Climate Change Committee in planning a 100% renewable electricity system.
Applying Multi-stage Stochastic Programming to Investment Planning for Energy SystemsAnthony Downward ‒ October 23, 2019Energy systems around the world are adapting to new policies around emissions, this is leading to the closure of many existing plant, and the increased utilization of renewable generation sources.
In this work we present a multistage stochastic integer programming framework, developed in Julia, which determines an optimal investment policy, given a scenario tree for demand growth. The individual stage problem for this is a 5-year operational policy for an electricity sector, given the endogenous investment decisions.
We apply this model using the New Zealand electricity market as a case study.
2018
EPOC ISMP presentations July 7, 2018Video of Andy Philpott's plenary address and slides of EPOC presentations at the International Symposium on Mathematical Programming held in Bordeaux, July 2018.
Competitive Equilibrium with Risk Averse Agents
(pdf)Andy Philpott and Michael Ferris ‒ May 29, 2018
Plenary address to CMS Conference, Trondheim, May 29, 2018
Modelling 100% renewable electricity
(pdf)Andy Philpott and Michael Ferris ‒ May 1, 2018
Seminar to MOTU Workshop on May 1.
Solving equilibrium problems using extended mathematical programming and SELKIE
(pdf)Michael Ferris ‒ April 30, 2018
Brown Bag seminar to EPOC on April 30.
Formulations and solution algorithms for Complementarity Problems
(pdf)Michael Ferris ‒ April 26, 2018
Brown Bag seminar to EPOC on April 26.
Optimality conditions and complementarity, variational inequalities, operators and graphs
(pdf)Michael Ferris ‒ April 26, 2018
Brown Bag seminar to EPOC on April 26.
EPOC Software
(html)EPOC ‒ April 28, 2018
We give one-page descriptions of EPOC software systems that are implementations of our
optimization and equilibrium models.
2017
Decomposition in multistage stochastic integer programming (pdf)Andy Philpott ‒ January 15, 2017NTNU Winter School, Passo Tonale, Italy
2016
Mixed Integer Dynamic Approximation Scheme (pdf)Andy Philpott ‒ November 13, 2016INFORMS Meeting, Nashville
Electricity carbon and competition (ppsx)Andy Philpott ‒ October 10, 2016MOTU presentation, Auckland, October 10, 2016.
Electricity markets with hydro (pdf)Andy Philpott ‒ July 20, 2016Talk at UFSC, Florianopolis, July 20, 2016.
Electricity markets with wind energy (pdf)Andy Philpott ‒ July 12, 2016Talk to ONS, Rio de Janeiro, July 12, 2016.
Mixed Integer Dynamic Approximation Scheme (pdf)Andy Philpott ‒ June 27, 2016Talk at ICSP, Buzios, Brazil, June 27, 2016.
Modelling wholesale prices in hydro-dominated electricity systems
using stochastic optimization (pdf)Andy Philpott ‒ May 30, 2016Talk at SESO Workshop, Paris, May 30, 2016.
2015
Pro-competitive rationing in multi-unit auctions (pdf)Par Holmberg ‒ December 9, 2015EPOC/Engineering Science Seminar, December 9, 2015
Allocating the cost of transmission investment in the New Zealand
electricity market (pdf)Tony Downward ‒ August 12, 2015Engineering Science Seminar, August 12, 2015
Capacity equilibrium in electricity markets (pdf)Andy Philpott ‒ July 13, 2015ISMP, Pittsburgh, July 13, 2015
Introduction to equilibrium in energy markets (pdf)Andy Philpott ‒ March 25, 2015NTNU Winter School, Kvitfjell, Norway, March 22-28, 2015
Stochastic programming in energy markets (pdf)Andy Philpott ‒ March 24, 2015NTNU Winter School, Kvitfjell, Norway, March 22-28, 2015
2014
Modeling Wholesale Electricity Markets with Hydro Storage (pdf)Andy Philpott ‒ May 21, 2014SIAM Optimization Meeting, May 19-22, 2014
2013
Equilibrium, uncertainty and risk in hydro-thermal
electricity systems (pdf)Andy Philpott ‒ December 12, 2013ATE Symposium Massey University, December 2013
The competitive price of stored water (pdf)Andy Philpott ‒ December 11, 2013CMSS Summer Workshop,December 2013
2012
Perspectives on Energy Showcase June 2012 (ppt)June 11, 2012EPOC featured in the Engineering School's Perspectives on Energy showcase.
Electricity markets, perfect competition and energy shortage risks (pdf)Professor Andy Philpott ‒ March 7, 2012Presentation to EDF Electricity Workshop, Clamart, France.
2011
Electricity markets, perfect competition and energy shortage risks (pdf)Professor Andy Philpott ‒ December 13, 2011Presentation to UFSC Labplan Electricity Workshop, Florianopolis, Brazil.
Electricity markets, dry winters, and risk (ppsx)Professor Andy Philpott ‒ November 17, 2011Presentation to Dean's Lecture Series, University of Auckland School of Engineering.
Electricity market benchmarking exploring risk (pps)Professor Andy Philpott ‒ August 17, 2011Presentation to ONS Workshop, Rio de Janeiro, August 17, 2011.
Recent work on DOASA (pps)Professor Andy Philpott ‒ August 17, 2011Presentation to ONS Workshop, Rio de Janeiro, August 17, 2011.
Support for wind in electricity markets (pdf)Professor David Newbery, University of Cambridge ‒ August 12, 2011 2010
Slides of Andy Philpott's address to Sharif University Delegation (pps)July 30, 2010 2008
2007
Slides of Andy Philpott's address to NERI (pps)November 22, 2007 2004
Electric Power-Grid Vulnerability: Where Can Terrorists Hurt You the Most? (pdf)Kevin Wood 2003
Incorporating Storage Levels into a Model of the New Zealand Spot Prices (pdf)James Tipping