Optimization in Modern Power Systems - FALL 2018

Fall Semester 2018
5 ECTS credits

Course Type

  • MSc
  • Technological specialization course, MSc. Eng., Wind Energy
  • Technological specialization course, MSc. Eng., Sustainable Energy


September 3 until December 15, 2018


Location: Building 325, Room H009
Time: 8:00-12:00, every Tuesday

Teaching Assistants

Andreas Venzke, Andrea Tosatto, and Lejla Halilbasic.

Working on Assignments

(a teaching assistant will be available)
Location: Building 325, Room H009
Time: 10:00-12:00, every Tuesday

Note: according to DTU rules, 5 ECTS credits should correspond to 140 hours of workload. This translates to about 10-11 hours of work per week over the 13-week period of this course. From 10:00 until 12:00, a teaching assistant and myself will be available to answer questions and help you with the assignments. You are, however, expected to continue working on the assignments in the afternoons.

Course Description

You can find the course description here.

Necessary for the class

Please bring your laptop with you, with a Matlab version installed. And please make sure that you also have the Matlab Optimization toolbox installed on it. For more information on how to setup the necessary software tools for this course see here.

Lecture Slides

  • Lecture 1: Introduction [ link ]
  • Lecture 2: Economic Dispatch and DC Optimal Power Flow [ link ]

Course Material

Lecture Notes Fall 2018

  • You can download here the Lecture Notes for the class.
  • (still a work in progress, will be constantly updated during the semester).

Videos of relevant lectures from the DTU CEE Summer School 2018

Reading Material

  • - R.D. Christie, B.F. Wollenberg, I. Wangesteen, Transmission Management in the Deregulated Environment. Proceedings of the IEEE, vol. 88, no. 2, pp. 170-195, Feb. 2000. [ link ]
  • - S. Boyd, L. Vandenberghe, Convex Optimization. Cambridge University Press (Chapters 4, 5, and 9, 10, 11). [ link ]
  • - H. Glavitsch, R. Bacher, Optimal Power Flow Algorithms. ETH Zurich, (around 1999). [ pdf ]
  • - Steuard Jensen. An Introduction to Lagrange Multipliers. [ link ]
  • - F.S. Hillier, G.J. Liebermann. Introduction to Operations Research. McGraw Hill, 2001. Chapter 6: Duality Theory [ link ]

Supplementary Material

  • - M.B. Cane, R.P. O'Neill, A. Castillo, History of Optimal Power Flow and Formulations. Federal Energy Regulatory Commission. Dec. 2012. [ pdf ]
  • - Gradient: proof that it is perpendicular to level curves and surfaces. MIT Open Courseware. [ link ]
  • - T. Krause, Evaluating Congestion Management Schemes in Liberalized Electricity Markets Applying Agent-based Computational Economics, PhD Thesis, ETH Zurich, 2007. [ pdf ]
  • - S. Chatzivasileiadis, T. Krause, and G. Andersson. HVDC line placement for maximizing social welfare - an analytical approach. In IEEE Powertech 2013, pages 1 -6, June 2013. [ pdf ]