A New Particle Swarm Optimization Solution To Nonconvex Economic Dispatch Problems
A New Particle Swarm Optimization Solution To Nonconvex Economic Dispatch Problems
AbstractThis paper proposes a new version of the classical particle swarm optimization (PSO), namely, new PSO (NPSO), to solve
nonconvex economic dispatch problems. In the classical PSO, the
movement of a particle is governed by three behaviors, namely, inertial, cognitive, and social. The cognitive behavior helps the particle to remember its previously visited best position. This paper
proposes a split-up in the cognitive behavior. That is, the particle is
made to remember its worst position also. This modification helps
to explore the search space very effectively. In order to well exploit
the promising solution region, a simple local random search (LRS)
procedure is integrated with NPSO. The resultant NPSO-LRS algorithm is very effective in solving the nonconvex economic dispatch problems. To validate the proposed NPSO-LRS method, it
is applied to three test systems having nonconvex solution spaces,
and better results are obtained when compared with previous approaches.
Index TermsEconomic dispatch (ED), local search, nonconvex
solution space, particle swarm optimization (PSO).
I. INTRODUCTION
CONOMIC dispatch (ED) is one of the important optimization problems in power systems that has the objective of dividing the power demand among the online generators
economically while satisfying various constraints [1]. Since the
cost of the power generation is exorbitant, an optimum dispatch
saves a considerable amount of money. Traditional algorithms
like lambda iteration, base point participation factor, gradient
method, and Newton method can solve the ED problems effectively if and only if the fuel-cost curves of the generating units
are piece-wise linear and monotonically increasing [2].
The basic ED considers the power balance constraint apart
from the generating capacity limits. However, a practical ED
must take ramp rate limits, prohibited operating zones, valvepoint effects, and multifuel options into consideration to provide the completeness for the ED formulation. The resulting ED
is a nonconvex optimization problem, which is a challenging
one and cannot be solved by the traditional methods. Dynamic
programming (DP) [3] can solve such type of problems, but it
suffers from the curse of dimensionality.
This paper considers three types of nonconvex ED problems,
namely, ED with prohibited operating zones (EDPO), ED with
Manuscript received February 28, 2006; revised August 30, 2006. Paper no.
TPWRS-00115-2006.
A. Immanuel Selvakumar is with the Department of Electrical Sciences,
Karunya Deemed University, Coimbatore 641 114, Tamil Nadu, India (e-mail:
[email protected]).
K. Thanushkodi is with the Department of Electrical Engineering, Government College of Technology, Coimbatore 641 114, Tamil Nadu, India (e-mail:
[email protected]).
Digital Object Identifier 10.1109/TPWRS.2006.889132
of solution quality and consistency. For all the test systems considered, NPSO-LRS achieves better results compared to the existing results.
II. NONCONVEX ECONOMIC DISPATCH PROBLEMS
The basic ED becomes a nonconvex optimization problem if
the practical operating conditions are included. In this paper,
three different formulations of the ED problems, which reflect
the real-time operating conditions, are used.
A. EDPO
43
B. EDVL
The valve opening process of multivalve steam turbines produces a ripple-like effect in the heat rate curve of the generators,
and it is taken into consideration in the ED problem by superimposing the basic quadratic fuel-cost characteristics with the
rectified sinusoidal component as follows:
(6)
, and are the fuel-cost coefficients of genwhere
erator . The objective of EDVL is to minimize
with the
constraints (2)(4).
The objective is
(1)
is the total generation cost ($/hr),
is the fuel-cost
where
is the number of generators,
function of generator ($/hr),
is the real power output of generator (MW), and
,
are the fuel-cost coefficients of generator . The basic
and
constraints are the real power balance and the real power operating limits
C. EDVLMF
For a power plant with
generators and
fuel options for
each unit, the cost function of the generator with valve-point
loading is expressed as
if
(2)
(3)
where
is the total load in the system (MW), and
is
the network loss (MW) that can be calculated by matrix loss
and
are the minimum and maximum
formula.
power generation limits of generator . The other important constraints are as follows.
Generator Ramp Rate Limits: If the generator ramp rate
limits are considered, the effective real power operating limits
are modified as follows:
fuel option
(7)
and
are the minimum and maximum power
where
generation limits of generator with fuel option , respectively;
, and
are the fuel-cost coefficients of genand
suberator for fuel option . The objective is to minimize
ject to the constraints (2)(4).
III. PROPOSED NEW PARTICLE SWARM OPTIMIZATION (NPSO)
(5)
PSO is a population-based, self-adaptive, stochastic optimization technique [22]. The basic idea of the PSO is the
mathematical modeling and simulation of the food searching
activities of a swarm of birds (particles). In the multidimensional space where the optimal solution is sought, each particle
in the swarm is moved toward the optimal point by adding a
velocity with its position. The velocity of a particle is influenced
by three components, namely, inertial, cognitive, and social.
The inertial component simulates the inertial behavior of the
bird to fly in the previous direction. The cognitive component
models the memory of the bird about its previous best position,
and the social component models the memory of the bird
about the best position among the particles (interaction inside
the swarm). The particles move around the multidimensional
search space until they find the food (optimal solution). Based
on the above discussion, the mathematical model for PSO is as
follows.
Velocity update equation is given by
where
and
are the lower and upper boundaries
of prohibited operating zone of generator in (MW), respecis the number of prohibited operating zones of gentively;
erator ; and
is the number of generators with prohibited
operating zones.
(8)
(4)
where
is the previous operating point of generator
,
are the down and up ramp limits of the generator .
and
Prohibited Operating Zones: A generator with prohibited regions (zones) has discontinuous fuel-cost characteristics. The
concept of prohibited operating zones is included as the following constraint in the ED:
44
(9)
where
IV. LOCAL RANDOM SEARCH (LRS)
iteration count;
dimension of the velocity of particle at iteration
;
dimension of the position of particle
iteration ;
at
inertia weight;
acceleration coefficients;
dimension of the own best position of particle
until iteration ;
dimension of the best particle in the swarm at
iteration ;
dimension of the optimization problem (number
of decision variables);
number of particles in the swarm;
two separately generated uniformly distributed
random numbers in the range [0, 1].
The metaheuristic algorithms like GA, EP, SA, and PSO are
performing well for small dimensional and less complicated
problems. However, they fail to locate global minima for the
complex multiminima functions. Although they locate the
promising area, they fail to exploit the promising area to get
good quality solutions [6], [9], [11], [14], [15]. With a single algorithm, it is difficult to control and to strike a balance between
exploration of whole search space to locate the promising area
and exploitation of the promising area to get global minima.
Several hybrid methods have been proposed by combining the
metaheuristics methods with simple local search algorithms.
This paper uses a simple LRS procedure, which is a modification of a direct search technique proposed in [33]. The LRS
procedure is outlined below. The initial search point is taken as
, and the objective function value at
is
.
Step 1) The initial local search range is selected around
as follows:
(11)
(12)
(13)
and
are the lower and upper
where
boundaries of the local search region; is the local
and
are the vectors
area parameter;
is the initial local
of power generation limits; and
search range. The iteration count is set to 1.
(best search point at the beginning of LRS) and
(optimum search point) are set to
.
local search points are randomly generated
Step 2) The
as follows:
(14)
(10)
where
acceleration coefficient, which accelerates the
particle toward its best position;
acceleration coefficient, which accelerates the
particle away from its worst position;
dimension of the own worst position of particle
until iteration ;
three separately generated uniformly distributed
random numbers in the range [0, 1].
then
and
and
45
without ramp rate limits and based on (4) for generators with
ramp rate limits. The velocities of the particles are initialized as
follows:
(17)
where is a small positive number. This velocity initialization
scheme always guarantees to produce new particles satisfying
real power operating limit constraints [15].
Penalized Fuel Cost Function: The nonconvex ED problems
involve many constraints. Out of these constraints, limiting the
movement of the particles imposes the effective real power operating limits. The real power balance and prohibited operating
zone constraints are handled by including penalty terms to the
original objective function as follows:
(18)
is the penalized objective function,
is the
where
is the
penalty factor for real power balance constraint,
penalty factor for prohibited operating zone constraint, and
is an indicator of falling into the prohibited operating zone. The
and
are used to penalize the fuel cost
penalty factors
proportional to the amount of constraint violations. If there are
is set to zero.
no prohibited zones,
Initialization of the Best and Worst Positions: In the strategy
and global best
of PSO, the particles best position
are the key factors. The best position of a
position
, and the
particle is the position, which gives the minimum
is taken as
. In this
best position out of all the
is introduced. At
paper, the particles worst position
and
the beginning of the iteration process, the
for all the particles are taken as the same as the initial positions.
at
is taken as
.
The
Moving the Particles: The particles in the swarm are moved
to new positions with the help of new velocities. The new velocities are calculated using (10) and the position of the particles are
is taken as
. If any
violates
updated using (9) where
the effective real power operating limit constraints, its value is
taken as the limiting value.
Updating the Best and Worst Positions: The particles are
. Then
and
evaluated in the new positions by
of particle are updated as follows:
if
if
if
if
(19)
46
where
is the penalized objective function value of particle
at iteration . The best position out of all the new
is
, and
at
is taken as
.
taken as
is better than
,
Employing LRS Procedure: If
and
for the LRS
the LRS subroutine is invoked. The
and
, respectively. If
obtained
are taken as
and
are refrom LRS is better than
and
, respectively.
placed with
Stopping Criterion: There are different criteria available to
stop a stochastic optimization algorithm. Tolerance, number of
function evaluations, and maximum number of iterations are
some examples. In this paper, in order to compare with previous
results, maximum number of iterations is taken as the stopping
criterion. The overall NPSO-LRS optimization process is shown
in Fig. 1.
47
TABLE I
INFLUENCE OF PARAMETERS ON NPSO PERFORMANCE
Fig. 2. Comparative convergence behaviors of the three PSO strategies for sixgenerator system.
each trial,
and
are calculated. Based on the results,
and are chosen as 10 and 0.4, respectively.
C. Testing Strategies
Since the proposed NPSO-LRS is the hybridization of NPSO
and LRS, it is necessary to find the relative strength of each
constituent. So, three different testing strategies are applied on
the EDPO, EDVL, and EDVLMF problems with a swarm of 20
particles.
1) PSO-LRS: The classical PSO with standard parameters
, and
) is in(
tegrated with LRS. This strategy is selected to analyze the
performance of LRS in PSO environment.
2) NPSO: The proposed NPSO is applied without LRS.
3) NPSO-LRS: The proposed NPSO is integrated with LRS.
The coding is written with MATLAB 6.5 programming language and executed in the Pentium IV, 1.5-GHz, 128-MB RAM
processor. In order to find the effectiveness and superiority of
the NPSO-LRS algorithm, the test results are compared with the
results obtained by other algorithms available in the literature.
D. Convergence Test
The convergence test is carried out to determine the quickness
of the three PSO strategies in terms of the number of main PSO
iterations. The three PSO strategies are tested with the first test
system, and the result is shown in Fig. 2.
The NPSO and NPSO-LRS are almost similar in convergence and show their superiority over the PSO-LRS algorithm.
The NPSO algorithm performs well due to the extra diversification provided by the worst experience component. However,
NPSO-LRS is slightly better than NPSO due to the local
searching ability.
The results of convergence test on the 40-generator system
are shown in Fig. 3. For this system also, the NPSO-LRS is
the best performer. It is very fast when compared to the other
two strategies in terms of main PSO iterations. The PSO-LRS is
48
TABLE III
BEST POWER OUTPUT FOR 40-GENERATOR SYSTEM
Fig. 4. Comparative convergence behaviors of the three PSO strategies for tengenerator system.
TABLE II
BEST POWER OUTPUT FOR SIX-GENERATOR SYSTEM
ESO [16], and the three PSO strategies is given in Table IV.
All the 40 generators are having valve-point effects, and the
solution space has multiple minima. The optimal generation
cost is difficult to achieve, and the minimum generation cost
reported so far is $122 122.16 [16]. However, the three PSO
strategies have the ability to obtain lower generation cost when
compared to $122 122.16. Among the three PSO strategies, the
NPSO-LRS algorithm provides minimum generation cost.
The best power output and the fuel options for the ten-generator EDVLMF problem, obtained by different methods, are
given in Table V. The three PSO strategies are able to obtain
better results compared to IGA_MU[21]. However, NPSO-LRS
TABLE IV
MINIMUM GENERATION COST OBTAINED BY DIFFERENT METHODS
49
TABLE VII
FREQUENCY OF CONVERGENCE FOR 40-GENERATOR SYSTEM
TABLE V
BEST SOLUTION FOR TEN-GENERATOR SYSTEM
TABLE VIII
COMPARISON AMONG DIFFERENT METHODS AFTER
100 TRIALS (40-GENERATOR SYSTEM)
TABLE VI
COMPARISON AMONG DIFFERENT METHODS AFTER
50 TRIALS (SIX-GENERATOR SYSTEM)
proves its superiority among its competitors by providing minimum generation cost.
F. Robustness Test
Owing to the randomness of the heuristic algorithms, their
performance cannot be judged by the result of a single run.
Many trials with different initializations should be made to acquire a useful conclusion about the performance of the algorithm. An algorithm is robust, if it gives consistent result during
all the trials.
The comparison of results after 50 independent trials with the
first test system is shown in Table VI. From the results, the superiority of the PSO_LRS, NPSO, and NPSO-LRS strategies over
GA [9] and PSO [9] can be noticed. Moreover, the maximum
and average values obtained by NPSO-LRS are very close to
the minimum value, which proves that NPSO-LRS is more robust.
For the second test system, 100 independent trials have been
made. In order to compare the results in a statistical manner, the
TABLE IX
FREQUENCY OF CONVERGENCE FOR TEN-GENERATOR SYSTEM
50
TABLE X
COMPARISON AMONG DIFFERENT METHODS AFTER
100 TRIALS (TEN-GENERATOR SYSTEM)
TABLE XI
CPU TIME COMPARISON
51