Scheduling of head-dependent cascaded reservoirs considering discharge ramping constraints and start/stop of units J.P.S. Catalão a, *, H.M.I. Pousinho a , V.M.F. Mendes b a Department of Electromechanical Engineering, University of Beira Interior, R. Fonte do Lameiro, 6201-001 Covilha, Portugal b Department of Electrical Engineering and Automation, Instituto Superior de Engenharia de Lisboa, R. Conselheiro Emídio Navarro, 1950-062 Lisbon, Portugal Received 13 January 2009; received in revised form 6 September 2009 Abstract This paper is on the problem of short-term hydro scheduling (STHS), particularly concerning head-dependent reservoirs under competitive environment. We propose a novel method, based on mixed-integer nonlinear programming (MINLP), for optimising power generation efficiency. This method considers hydroelectric power generation as a nonlinear function of water discharge and of the head. The main contribution of this paper is that discharge ramping constraints and start/stop of units are also considered, in order to obtain more realistic and feasible results. The proposed method has been applied successfully to solve two case studies based on Portuguese cascaded hydro systems, providing a higher profit at an acceptable computation time in comparison with classical optimisation methods based on mixed-integer linear programming (MILP). © 2009 Elsevier Ltd. All rights reserved. Keywords: Short-term hydro scheduling (STHS); Electricity market; Head dependence; Mixed-integer nonlinear programming (MINLP) 1. Introduction The satisfaction of the demand for electric energy has been mainly achieved with hydro resources and thermal resources. Hydro resources particularly run-of-the river resources are considered to provide a clean and environmentally friendly energy option, while thermal resources particularly fossil fuel-based resources are considered to provide an environmentally aggressive energy option [1]. Hence, promoting efficiency improvements in the exploitation of the hydro resources is increasingly important, reducing the reliance on fossil fuels and decreasing greenhouse emissions which are major contributors to climate change [2]. * Corresponding author. Tel.: +351 275 329914; fax: +351 275 329972. E-mail address: catalao@ubi.pt (J.P.S. Catalão).