"...*.

"'d#'d$*E
 ERSYSTEM
IMIZNTION

D.P.KOTHARI
Professor
Centre for Energy Sfudies
Former Director (l/C)
n lnstitute of TechnologyDelhi
New Delhi

J.S. DHILLON
Professor
E, I and lnstrumentation Engineering
Sanf L lnstituteof Engineeringand Technology
Longowal

Hmnfiiled
I of lndiq PrhTcile
Prenlice,Hs -
NewDelhi 110 001
2047

_ 4
 Tornygra ren,Aditi and Anushri
- D.P.Kothari
Tb myfothea h. Harcharan Singh Dhillon
- J.S. Dhillon
 Contenls

Preface

1. Introduction l:I
1 . 1 A Perspective
r.2 The Componentsof a
1 . 3 Power Systemand
1 . 4 Planning and Operati
1.4.1 Resource and uipmentPlanning ...............4
I.4.2 OperationPlan
1.4.3 Real-Time
1.5 Artificial Intelligence
1.6 Fuzzy Theory in
References ............................

2. Load FIow Studies 4aaaa....o...o.a.aa............aa..aaa...aaaa.ooao.o....o.o..a.....o.oa...a.o..a......a.. 8-130t

2 . 1 Introduction.......
2.2 Network Model Form
2.3 Ieus Formulation......... l3
2.3.1 No Mutual ing Between-Transmission
Lines ............................
13
2.3.2 MutualCouplin Between TransmissionLines .......L4
2.4 Node Elimination in
2.5 Z13usFormulation .........
2.5.L No MutualCo ing BetweenTransmission Lines ......:.....................
19
2.5.2 Mutual Couplin BetweenTransmissionLines .......25
2.6 LoadFlow Problem.....
2.6.1 Slack Bus/Swin Bus/Reference
Bus....... ...42
2.6.2 PQ BustLoadB 43
2.6.3 PV Bus/Genera
2.6.4 Voltage-Control
2.6.5 Limits
2.7 Computationof Line
2 . 8 Modelling of Regulati Transformers ..........45
I
v

L
YI Contents

2.9 Gauss-,.Seidel
M 49
2.r0Irlewton-Raphson
2 . t l Decoupled N
2 . 1 2Fast Decoupled
2 . r 3InitialGuessfor Flow ....,,,
l0l
2 . t 4 DC System M
2 . 1 5AC-DC Load Flo
2 . 1 6Conclusion..........
References ..........

3. Economic Load of Thermal Generating Lfnits..............r.............!........of,.

l3l-244
3 . 1 Introduction.........
3 . 2 Generator Operati
3 . 3 Economic Dispatc Problemon a Bus Bar .........
133
3.3.1 Limit
3.4 Optimal Generatio Scheduling ......... .....138
3.5 Economic Di Using Newton-RaphsonMethod ......145
3 . 6 Economic Dis Using the Approximate Newton-RaphsonMethod ..... 150
3.7 Economic Dispatc Using Efficient Method ......,153
3 . 8 ClassicalMethod CalculateLoss Coefficients ....... ....................
, 158
3"9 Loss Coefficient lation Using Isus. ...........,168
3 "1 0 Loss Coefficients singSensitivity Factors.......... ............,,172
3.10.1DC Load ., 172
3.10.2 Power Loss
3.10.3 Generation ift Distribution (GSD) Factors ..........174
3.10.4 GeneralizedGenerationShiftDistribution(GGSD)Factors.......
3.10.5Derivation GGDF .......t75
3.10.6Evaluation
3 . 1 1 TransmissionLoss .r80
3 . r 2TransmissionLoss ula: Functionof Generationand Loads.......... .......lg4
3 . 1 3Economic Dispatch Using Exact Loss Formula ... 185
3 . r 4Economic Dispatch Using Loss Formula which is Function of
Real and Reactive
3 . 1 5Economic Dispatch for Active and ReactivePower Balance .........199
3 .l 6 Evaluation of I entalTransmission Loss .....204
3.16.I Alternative effiod to EvaluateIncrementhlLoss ..............207
3 . t 7 Economic Dispatch Basedon PenaltyFactors......... .........20g
3 . 1 8Optimal Power
3.18.1Limits on iables ........219
3.18.2 Decoupled ethod for Optimal Power Flow .........229
3 . 1 9Optimal Power Fl Basedon GradientMethod ..............232
3. l9.l Inequality traintson ControlVariables .........235
3.19.2 Inequality on DependentVariables........... .......23.5
 Contents

4. Optimal Hydrothermal 245-320

4 . 1 Introduction.........
4.1.1 Classificati n of HydroPlants ....246
4.1.2 !ong- Problem .....249
4.1.3 Short-Ran Problem .....249
4.2 Hydro Plant Perfr
4.2.1 Glimn-Ki mayerModel ...........250
4.2.2 Hildebrand Model .......25O
4.2.3 Hamil
4.2.4 Arvanitidi osing Model ..........251
4 . 3 Short-RangeFixed Head HydrothermalScheduling......... .ZSl
4.3.1 Thermal
4.3.2 Hydro M
4.3.3 Equalitya
4.3.4 Transmissi
4.3.5 Discrete of Short-RangeFixed-Head Hydrothermal
Scheduling
4.3.6 Initial G
4.3.7 Alternative
4.4 Newton-Raphson od for Short-RangeFixed-HeadHydrothermal
Scheduling 263
4.5 Approximate Method for Short-RangeFixed-Head
Hydrothermal
4.6 Short-RangeVari le-Head Hydrothermal scheduling-{lassical Method "278
4.6.L Thermal
4.6.2 Hydro
4.6.3 Reservoir
4.6.4 Equality
4.6.5 Transmissio
4.6.6 Discrete of Short-RangeVariable-Head Hydrothermal
Scheduling blem
4.6.7 Approxim
4.6.8 Initial
'::::::::::* :::::*:::::::::::::
):::::_::::::: ::
4.7 Approximate Ne Method for Short-RangeVariable-Head
Hydrothermal
4 . 8 Hydro PlantM ing for Long-Term Operation
"i2
4.8.1 Hydro Pla on Different Water Streams........ ...,..300
4.8.2 Hydro Plan on the SameWater Stream .301
4.8.3 Multi-ChainHydro Plants ...........303
4.8.4 PumpedS e Plants .. 305
4.9 ,Long-Range ion Schedulingof HydrothermalSystems............ ........306
4.9.1 Fuel Cost
4.9.2 Water Stora
4.9.3 Hydro Ge
;;;;;;;:::::::::::::::::::::::::::::::
:::::::::::::::::::
lli
4.9.4 Power Bal

I
II
yur
a a a

Contents

4.9.5 Optimal Control

4.9.6 Direct Root M 311'
References
......... 3r8
i. Multiobjective Generation iD$ .........................................................o...o..o......o
321-386

5.1 Introduction...... 32r

5.2 Multiobjective Optimi ion-State-of-the-Art ....322
5.2.1 Weighting ..324
5.2.2 Min-Max Optim
5.2.3 e-ConstraintM od [Haimes,1977] ........32s
5.2.4 Weighted Min- Method [Charalambous,1989] ............326
5.2.5 Utility Function
5.2.6 Global Criterion ethod [Osyczkaand Davies, 1984] .......326
5.3 Fuzzy Set Theory in Systems ......329
5"3.1 Basicsof Fuzzy Theory ........
330
5.4 The Surrogate Worth T ff Approach for Multiobjective Thermal Power
Dispatch Problem
5.4.1 Multiobjective blem Formulation ..-....
5.4.2 The e-Constraint
5.4.3 The SurrogateW Trade-off (SWT) Function ...338
5.4.4 Utility Function.
5.4.5 Test Systemand
5.5 Multiobjective Thermal wer Dispatch Problem-Weighting Method ....j46
5.5.f DecisionMaking
5.5.2 SampleSystem v .......... ........
350
5 . 6 Multiobjective Dispatch Active and ReactivePower Balance .357
5.6.1 Sample'System S v ....-.....
5.7 Multiobjective Short- Fixed-Head Hydrothermal Scheduling,-Approximate
Newton-Raphson Meth
5.7.1 SampleSystem...
Reference.r.........

Stochastic Multiobjective n Scheduling ....o...................o..........o.........o.......

387-500
6 . 1 Introduction......
6.2 Multiobjective StochasticOptimal Thermal Power Dispatch-
e-ConstraintMethod ......
6.2"1 Stochastic
Prob
6.2"2 Algorithm............
6.2.3 Application of
6.3 Multiobjective StochasticOptimal Thermal Power Dispatch-The Surrogate
Worth Trade-off Method
6.3.1 Multiobjective izationProblem Formulation...... ........401
6.3.2 Solution Procedure .'-403
6.3.3 SurrogateWorth T, ff Algorithm
6.3.4 SampleSystemS
 Contents ix:

6.4 Multiobjective Stocha c Optimal Thermal Power DisPatch-

Weighting Method.....
6.4.1 Stochastic Mul
6.4.2 SolutionA
6.4.3 Decision Maki
4rB
6.4.4 Resultsand Di
6.5 StochasticEconomic- ion Load DisPatch ""4231
6.5.1 Stochastic mic-Emission Problem Formulation .-"" "' 42i1
6.5.2 Solution
6.5.3 Test System
6.6 Multiobjective Opti Thermal Power Dispatch-Risk/Dispersion Method ..."""" 43i\
6.6.1 Multiobjective )ptimizationProblemFormulation....... """43t1
6.6.2 The e-Constrait Method .......... "43:t
""" 436
6.6.3 ParameterSen tivity
6.6.4 Risk Index Seniitivity Trade-offs ..............
6.6.5 Test System Results """"""" 441
.......446
6.7 StochasticMultiobjec ve Short-TermHydrothermalScheduling.........
6.7.l StochasticMul iobjectiveoptimizationhoblemFormulation.......
6.7.2 Solution
6.7.3 DecisionMaki
6.7.4 Test Systems
6 . 8 StochasticMultiobj ve Long-Term HydrothermalScheduling""""' """'46'7
Optimization Problem Formulation....... --46'9
6.8.1 StochasticMul iobjective
6.8.2 Optimal Con I Strategy.......... "47'4
Study "" 479
6.8.3 SampleSy
6.9 Multiobjective Power Dispatch Using Artificial Neural Network (AI'[N) ." 484
6.9.1 Stochastic rmic-EmissionProblem Formulation....... " 485
tions ...487
6.9.2 Membership
489
6.9.3 PerformanceI
490
6.9.4 Sfructureof
6.9.5 Backpropagati r Algorithm...... "492
6.9.6 SampleSy Study "" 493
496
References .........

501 -532
for Generation Scheduli[$.........o......oo........o...............
7. Evolutionary Programmin
501
7 . 1 Introduction......
7.1.I Coding
502
504
7.2 Fitness Function
506
7.3 Genetic Algorithm
7 .3.1 Reproduction
..506
7.3.2 Competition Selection """"" 508
7.3.3 Crossover
509
7.3.4 Mutation
510
7.4 Random Number
7,5 Economic Dispatch 513
 Contents

7:6 Genetic Algori SolutionMethodology ..........515

7.6.1 Encoding
7.6.2 Calculati for Generation
andTransmission
Losses .......................516
7.6.3 Fitness tion and ParentSelection .....517
7.7 Genetic Algori SolutionBasedon Real Power Search .............524
7.7.l Encoding
7.7.2 FitnessFu ion and ParentSelection .......525
References

Appendix A: Evaluation Expected Operating Cost, Nrlr Emission and

Power Using Taylor's Series 533-535
Appendix B: Evaluation a Coefficient of a GeneratorOutput 536-538
Appendix C: Kuhn-Tucker 539-540
Appendix D: Newt 54t-544
Appendix E: GaussElimi ion Method ...... 545-549
Appendix F: Primal-Dual terior Point Method 550-566
Index
" " " " " " " -" " " " ' l r' o" " " ................o..............................................
5 67- 572

*.d
 Prefclce

ln responseto increasing awarenessof the environmentalsituation and the plea for clean
alr, many englneerscame up w th new methods to reduce air pollution in parallel with pursuit of
economy. Engineersare g considerabletime to handle such conflicting situations through
multiobjective optimization. aim of multiobjective 'optimization is to help engineers (or
decision makers) take the ri t decision in conflicting situations bedevilled with several
objectivesto be satisfiedsimul usly. Further for large-scaleintegratedelectric power systems,
there is no other alternative ut to use the digital computer as a computation tool for fast,
accurate"and robust solution
This book is intended serve as an introductory text to the topic of multiobjective
optimization in elecffic power tems. It may also be used for self-study by practising personnel
involved in planning and ion of thermal as well as integrated hydrothermal electric power
systems.It has been the en vour of the authors to provide simple and understandablebasic
computationalalgorithms so studentsor practising engineerscan develop their own programs
in any high level languageor mprove the existing ones. Solved examples are given for better
understandingof each power problem discussed.The reader is expected to have a prior
knowledge of basics of electri power system, optimization techniques,numerical methods, and
matrix operations. The first pter introduces the power system components, planning and
operation problems, potential lication of fuzzy theory and artificial neural networks in power
systems.
Chapter 2 elaborateson wer network modelling and important techniquesof ac load flow
analysis like Gauss-Seidel, ewton-Raphson, and decoupled load flow. To reduce the
computation burden, initial for load flow is also explained. This chapter also deals with
modelling and solution re for ac-dc load flow.
Chapter 3 is devotedto omic dispatch of thermal power systems.Newton-Raphson and
approximations to Newto son method are discussed to solve the classical economic
dispatch.The economic di proceduresare elaborated here to consider exact loss formula as
well as real and reactive powe balance.Rigorous economic dispatchtechniquessuch as penalty
factor method, gradient , and Newton-Raphson method are discussed.The chapter also
deals with the evaluation of -coefficientsby classical method, Iz-busmethod, and sensitivity
factor method. It also explains the developmentof exact transmissionloss formula.
Chapter 4 deals with e foundations of hydrothermal scheduling such as fixed-head,
variable-headfor short-term a lcng-term problems. It elaboratesupon the classical Newton-
Raphson and approximate wton-Raphson methods to solve the fixed-head, short-range
xi
 Preface

hydrothermal problem. lassical and approximate

Newton-Raphsonmethodsfor short-range,
variable-head,hydroth tl problemsare also discussedin this chapter.It
plant modelling for lon -range operationslike also deals with hydr'
hydro plants on different streams,cascaded
hydro plants multi-chain hydro plants, and pumped
storagehydro plants. This chapter als'
discussesthe solution ure for long-range generation scheduling ;f hydrothermal plants.
Chapter5 provides necessary background of multiobjective
the various methods.
optimizationand explain:s
ly weighting,t-constraint,min-max, utility function and
methods.Basic fuzzy set leory is also discussed global criteriir
in this chapteras requiredfor deJisionmaking.
The chapter elaborateson SurrogateWorth Trade-off
approachfo, multiobjective thermal power
dispatchand weighting m :thod for (i) multiobjective
thermal power disparch,(ii) multiobjective:
thermal powe.rdispatch c nsideringactive and
reactivepower balance,and (iii) multiobjective:
short-term hydrothermal heduling.
Chapter 6 deals wi multiobjective stochastic
optimal power dispatchprobremsspch as;
(i) multiobjective s tic optimal thermal power dispitch using r-constraint
(ii) multiobjective stoc method,
: optimal thermal power dispatch using sunogate
method,(iii) multiobjectiv stochasticoptimal worth Trade-off'
thermal power dispalch using weighting method,
(iv) stochasticeconomic- issionload
dispatch,(v) multiobjective thermalfo*r.lispatch using
risk/dispersion method, i) stochastic
multiobjectiveshort-termhydrothermalscheduling,
(vii) stochasticmultiobj tive Iong-term
hydrothermal scheduling,and (viii) multiobjective
thermal power dispatch usi rg artificial
neural networks (ANNs).
Chapter 7 provides n introductionto evolutionary
programmingtechniquefor generation
sclheduling.Basics of ge etic algorithm such
as coding, genetic operators,random number
generationare discussedin this chapter-
The step-wiseprocedureto ,oiu" the economic dispatch
problem using the genetic Igorithm
is also presented.Necessaryappendiceshave been provided
coveringtopics such as ev luation of expected
valuesof used functions,evaluationof coefficient
of variance of generator utput, Kuhn-Tucker
theorem, Newton-Raphson,Gauss erimination,
Gauss-Seidelmethods and fimal-Dual Interior
Point method to solve the optimization
We are indebted to our colleagues at fi1"-.
Giani zail Singh college of Engineering &
Te,chnology,Bathinda, an Indian Institute
of Technology Delhi for their and
various useful suggestions.we express "n.ourigement
our gratitude to Dr. s.c. parti, professo,
Patiala for his constant in eEta.l, TIET,
st and support. we hope this book wilr chalrenge
delve into an insightful the readersto
tanding of multiobjectiveoptimizationin power systems.
wellcomeconstructivecriti we will
and appraisalby readers.

D.P.KOTHARI
J.S.DHILLON
 roduction

1.1 A PERSPEGTI
Elegmicpower today plays r exceedinglyimportant role in the life of the community
and in the
developmentof various sec rs of economy. In fact, the modern economy is totally
dependenton
the g,lectricityas a basic inp t. I his in turn has led to the increasein the number power
of stations
and their capacitiesand
genelratingstationsto the I
to eprhancereliability and
d

energy is obtained by conversion from fossil fuels, namely coal, oil,

:lear and hydro sources. Heat energy released by burning fossil fuels
ial is convertedto electricity by first converting it to the mechanical
and then converting the mechanicalenergy through generatorsto
cycle is basically a low efficiency process-going up to 40vo in the
while smaller plants may have considerablylower efficiencies.The
hable resources of fossil fuels and nuclear materials with certain
while others are deficient. Hydro energy, though replenishable,
wer. The world's increasingpower requirementscan only be met by

ing per capita energy consumption and exponentially rising

ready seesthe end of the earth's non-replenishablefuel resdurces.
dramatically drew attention to this fact. In fact, we can no longer
'uel
for generationof electricity. In terms of bulk electric energy
taking place acrossthe world in favour of coal and in particular
lems of air and thermal pollution causedby power generationhave
void ecolqgical disasters.A coordinatedworldwide action plan is, .
that energy supply to humanity at large is assuredfor a long time

- . t
 2 f'ower System Optimi.

Tlhe ecological and en

also transmissionlines have
is evoltv'ed.
Sucha studypres
locations of generation,
and relartivecosts, identificati
interconnection
facilities,over
Environmental restrictionsor compliance costs can lead to options other than those
indicated
by traditional engineeringa aches.Public safety has never before been so politi cized
have inferpretationsof what is nor
fe and what is unsafe varied so widely, both within and outside
the engineeringcommunity. us influences external to the electric utility have now come
dominatr:the systemplanning to
:tivity. Therefore, a broader set of qualifi..iionr for the planning
engineeringhas been necessita I for dealing with the expandedaspectsof the planningiunction.
Therefore for meeting t future energy demand much importance needi to ue ptaced
electricify generationfrom on
types of primary energy, namely hydro, coal and nucliar in
best technical,economic and vironmental conditions. the
of these three sources,even after going
for hydnrelectricdevelopment d expansionof nuclear power
capacity,there would have to be a
substantialamount of new ity to be obtained from coal.

1.2 TTIECOMPONENTS
O F A POWERSYSTEM
Electrica,l engineering is an tial ingredientfor ihe industrial and all-round development
any country. It is coveted f of
of energy, since it can be generatedcentrally in bulk
transmittedeconomicallyover and
g distances.Also, it can be adapted easily and
various applicationsin both ind 'ies and domBstic efficiently to
fields. The system which generates,contrors,
transmits,,and finally consumes lectrical energy is called
an electrical power system.Figure l.l
shows thre structure of a typi I power system. Electric
energy is produced in gri"rutorr,
transforrned to an appropriate Itage level in transfoffners
and then despatchedvia thI buses on
the transnnissionlines for final d stribution to the loads.
Through tie-lines,the systemis connected
to neighpouring systems belon ing to the same pool (grid).
For most system studies, it is
sufficient to use lumped or com osite type representations
of the loads.
The circuit breakersallo the tripping of faulty elements
and also sectionalizingof the
system. Etigh voltage is now ng generated,transformed,transmittedand distributed as
phaseAC power. Collectively al the power system three_
components,namely generators,transformers,
buses,lines and loads, form the network or grid.
The generating plant co ists of generating units comprising
boiler-turbine-alternator
complete'withnecessary s. Exciters and voltage regulators,and step-uptransformersalso
form part of the generating s stem. Regulating transformers are present in the transmission
subsysternto control the active reactive powers. static/rotating vAR generatorsare also
for voltage control. used
Electricity__cannotbe economically and the electric utility can exerciselittle control
over the load or power demand any time. The system,
therefore,should be capableof matching
the outpuf from the generatorsto the demand at any
time at the,specifiedvoltage and frequency.
The generating subsystemcon :rts the energy
available from the natural sources into the
electrical ;lbrm in a most efficier way.
 Introductiort

Generator Generator
( l r-25 kv) (l r-2s kv)

Transformer Transformer
step-up step-up

Circuit breaker Circuit

breaker
BUS
BUS

To bus

To bus
Transmissionlevel
(22H00 kv)

Transformer
Transformer
(step-up) stepdown

Generfl.or
G (33-132 kv)
level
Sub-transmission

Transformer
stepdown
L:rge
consumers

Distributionlevel
sub-station
l r kv/6 kv/3.3kv
Distributors Transformer
stepdown

(Secondarydistribution)

(Primary
Small consumers
400vt230v
Figure1. Typicalstructureof a powersystem.

1.3 POWER SYSTEM AN COMPUTERS

various power systernproblems were AC and DC network
AC analyzerc were used for load flow and stability studies
for short-circuitstudies.

' - - - . f
4 Power System Opt ton

Analog computersde oped in 1940swere used in conjunctionwith AC network analyzers

to solvevariousproblemsfi offline studies.In 1950s many analogdeviceswere developedto
contrc,l the online functions h as generationcontrol, frequency,and tie-line control.
'The
1950salso saw th advent of digital computerswhich were first used to solve a load
flow prof,lem in 1956. systemstudiesby computersprovidedgreaterflexibility, accuracy,
speed,and economy. Till I 0s, there was a wide spreaduse of computersin systemanalysis.
With the entry of mi in the arena,now besidesmainframecomputers,mini, micro and
persolralcomputersare all i ingly being used to carry out variouspower systemstudiesand
solve power systemprob for offline and online applications.
tCffline applicationsi lude research,routine evaluation of systemperformanceand data
assimilationand retrieval. are mainly used for planning and analyzingsome new aspectsof
the sy'stem.Online and real time applicationsinclude data logging and the monitoring of the
systern state.
,A large central compu is used in central load despatch centres for economical and secure
control of large integrated tems. Microprocessors and computers installed in generating stations
control various local such as the startingup of a generatorfrom the cold state.Table l.l
depicts the time scale of v hierarchicalcontrol problemsto be solved by computers.

1.1 Hierarchicalcontrol problems

'Time
scale Control problem

lMillisecond Relaying and systemvoltagecontrol and excitationcontrol

12s-5 min AGC (automaticgenerationcontrol)
10 min-few hours ED (Economicdispatch/MED(Minimum emissiondispatch))
-do- Securityanalysis
lFewhours-l week UC (Unit commitment)
1-6 months Maintenancescheduling
t-10 years Systemplanning

1.4 PLANNINGAND ERATINGPROBLEMS

The qperating and expansion ategiesof electric utilities have been developedunder the premise
that all loads must be met i full, as and when they occur and with very high reliability. Since
there are few facilities to s energy, the net production of a utility (generationplus the inflow
over its ties) must closely k its total load. The phenomenonthat affects the ability to'perform
this tracking span a large ti interval-from microseconds,for fast transients,to many years into
the future for planning deci ns. In order to avoid having to deal with the entire interval all at
once, the expansionand ting strategiesare organized in a hierarchy as given below.

1.4.1 Resourceand E uipmentPlanning

Geneirationplanning and roduction costing
The forecasts of the load and and fuel prices are given and it is required to find the least
cost-elfectiveadditionsto ge ation capacityto meet the load within the prescribedmargins.The
horizon of time is a comprol ise betrveenthe need to look past the life spanof equipment(about
 Introduction

40 years) and difficulty i forecasting load for more than a decade into the future. The
apprgximatehorizon is 20 ahead.

Long rangefuel Planni

The g;eneratingplants are kt n a priori. It is required to find the least cost-effectivesource of
fuel and scheduledeliveries. ints imposedare regulatorypolicies,i.e. limits on the amount
of fuel like oil that can be and environmentalpolicy, i.e. limits on pollutantslike sulphur
contgnt of coal. It is requi plan the strategy20 years in advance.

Transmissionand dis tion planning

planning
The load forecastsand Plan
probf,cmis to find the area load
ically, reliably and in an environmentally acceptableway. The
demands can be met ec
strate,gyshould be planned to 15 years ahead.

1.4.i1, Operation Pla ing

Mainrtenanceand on scheduling
It shpuldbe planned2 to 5 ahead,when load forecastsand the equipmentto meet the load,
inter;utility sales of and routine maintenancefor thg equipment are known. Major
equip,mentneed to be taken out of service for periods of one to two weeks for maintenanceat
intertrralsof the order of a y ar. The objective of planning is to maintain the prescribedcapacity
margins at all times or faili g this, to minimize the risk of energy intemrption to the customer
whilp: minimizing productio: cost.

Fuel scheduling
Consideringthe limitati imposed by long-term yearly fuel contracts, the objective is to
scheflulefuel deliveries and storageto meet plant requirements.

1.4113Real-Time ope on
Unit commitment
Whernload forecastsand available for power generationare given, then there is a need
to dteide when each would be startedup'and shut down as fixed costs are involved in
stariing and stopping So, the main objective is to minimize the operating cost while
having enough capacity onl to track the load during changes and cover for random generator
failurres.

Dispatching
The objective is to schedu the committed generatorsto meet the load, maintain voltagesand
freqpency within prescn tolerancesand minimize operating cost without unduly stressingthe
equipment.

Automaticprotection
It is required to design on schemesto minimize damageto equipmentand interruptionsof
servirceto customers g from random failures.
 6 _lgwer System Opfi,nizat

1.5 ATITIFICIALINTELL ENCEAND NEURAL

NETWORKS
Artificial intelligence(AI) is the udy of how
to make computersdo things which at the
people do better. If people are ore intelligent momenr,
! than computersano
trr*r'! vw'rpursru and if AI tries
performance of computers in lr Ar tnes to
to imnrove
tmprove rhe
the
tivities that people do better, then the goal
computemmoreintelligent.Res rchers in of AI is to make
AI have used many different techniques
the processusedby humanbein s to produce particular to determine
' a type of intelligentbehaviour,and then
to simulattethat processon com uters-This
AI techniqueis called modiuing or simulation.
Cunrently,the most well- wn area of AI research is the expert system,
include e:rpertlevel knowledge f a particular wherein programs
field in order to assist experts in that
researchin new areasof power engineering field. AI
applicationssuch as power systemplanning,
diagnosis,protectionand monit rring, and fault
control has been conductedin the last decade.
expert system approachhas been utilized An
in the area of scheduringgeneratorsonline
daily varying load demand.The xpert to meet the
systemacts as a preprocessorfor a dynamic programming
type programfor unit commitme t. An Al-based
argorithmhas beenexproiti to schedulethermal
generatorsin a 24-hour scheduli g horizon.
The latest trend in AI is ? resurrection
of neural networks (NN). Although still
evolutionarrystage,thesenetwork have in an
usedin a wide range of rear-worldapprications
as patternclassification,function ?""n. such
roximation,automaticcontrol, and optimization.
interestin the developmentof A The curreht
is largely due to their brain-like organizationar
learning albility. These networks have structureand
multiple layers of neurons thai process
parallel,and act asynchronouslyi real information in
time through feedforward and feedbackinterconnections.
Therr: is a long history of a1plication of
neural networks to various power systemproblems
listed belo'w:

o T.,oildforecasting
o Sr:curity assessment
. Contingency analysis
. Alarm processingand di gnosls
. Control and observabili
. Modelling and identifica
towever, pioneering efforts in N application areas have been for sorving
lptimization problemssuch as m power system
ple criterion.'decision-making
problems.In the book, this area
tas been further explored.

f.6 FUIZYTHEORYtN P ER SYSTEMS

Vith the penetration of fuzzy t theory into
rpplication of fuzzy set theory in 'ower systemsis.manufacturing and computer products, the
beginning to receive attentionfror4 power
ystemsresearchers. Fuzzy sets wt first introducedin solving power systemslong-rang"
naking problems more than a d a"irion_
de ago. However, substantialintlrest in its
ower area is fairly recent. appricationsto
Analytical solution methods rist for
many power systemsoperation,pranning,
hoblems.IJbwever, the mathem and control
cal formulations of real-world problems are
brtain restrictive assumptibnsand ierived under
with theseassumptions,the sorutionof large-scare
power
 Introduction 7

system problems is not tri ial. On the other hand, there are many uncertaintiesin various power
systems problems because power systems are large, complex, geographicallywidely distributed
systemsand influencedb unexpectedevents.Thesefacts make it difficult to effectivelydeal
with many power system roblemsthroughstrict mathematical formulations'alone.Therefore,
expertsystemapproaches, one area of artificial intelligence,emergedin recent years in power
systrgms
as a complement mathematicalapproachesand proved to be effective when properly
coupledtogether.
There are problems i power systemsthat contain conflicting objectives.In power system
operation, economy and urity, maximum load supply and minimum generatingcost are
conlilicting objectives. Th combination of these objectives by weighting coefficients is the
traditional approachfor lving this problem. Fuzzy set theory offers a better compromiseto
obtain solutionswhich can be easily found by weighting methods.
Power systemcom ts have physical and operationallimits which are usually described
as hrardinequality constrai ts in mathematicalformulations.The elimination of minor violations
of liome constraints usualy greatly increasesthe computational burden and decreasesthe
efficiency and may even finding a feasiblesolution.In practice,certain slight violations
of the inequality constrai ts are permissible. This means that there is not a clear constraint
boundary and the constrai ts can be made soft. Traditionally, this problem has been managed
either by modifying the tive function or by modifying the underlyingiterativeprocess.The
fuzzy set approach inheren y incorporatessoft constraintsand thus simplifies the implementation
of such considerations.The applicationof fuzzy set theory has emergedin more common areasof
power systemssuch as pla ning, operation,control, and diagnosisand is being widely accepted.

REFERENCES
Carlrentier,J.L., Optimal wer flow: uses, methods and developments,Proceedingsof IFAC
Cionference,RJ Brazll, . It-25, 1995.
Cho'wdhury,
B.H. andS. man, A review of recent advancesin economicdispatch,IEEE Trans.
PWRS-5(4),pp. 1248-l 9, 1990.
Hupp, H.H., Optimal power dispatch-a comprehensivesurvey,IEEE Trans.PAS-96(3),pp" 841-
8:54, 1977.
Huneault,M. and F.D. G ana, A survey of the optimal power flow literature, IEEE Trans.
PWRS-6Q), pp. 762- , 1991.
IEEII working group, iption and bibliography of major economic security function, Part II
and Ill-Bibliography ( 959-1972and L973-1979), IEEE Trans. on Power Apparatus and
S;ystems,
100(1),pp. 2L 2 3 5 , 1 9 8 1 .
Nagrath,I.J. and D.P. K rr, Power SystemEngineering,Tata McGraw-Hill, New Delhi, 1994.
Sassron,
A.M. and H.M. M ill, Some applicationsof optimizationtechniquesto power system
problems,Proceedings IEEE, 62(7), pp. 959-972, 1974.
Talukdar,S.N. and F.F. W Computer-aideddispatch for electric power systems,Proceedingsof
II|EE, 69(10),pp. l2I2- 2 3 1 , 1 9 8 1 .
 wStudies

2.1 tN|TRODUCT|ON
Electrical transmissionsystemso ln their steady-statemode under normal conditions.Three
major prqblemsencounteredin y-state mode of operationsare listed below in their hierarchical
order of irmportance:
1 . Load flow problem
2. Qtptimalload dispatch blem
3. Systemscontrol problem
The computational procedure req ired to determine the steady-stateoperating characteristics
of a
power syslem network is termed flow (or power flow). The aim of power flow calculationsis
to determine the steady-stateopr ing characteristicsof a power generation/transmission
system
for a give:nset of bus bar loads. Active power generationsare specified according to
economic
dispatchin;g.The magnitude of ration voltage is maintained at the specified level by an
automaticvoltageregulatoracti on the machine excitation. Loads are specified by their
constantar:tiveand reactive requirements.The loads are assumedto be unaffectedby the
small variations of voltage and ncy expectedduring normal steady-stateoperation.
The direct analysis of the network is not possible, as the loads are given in terms of
complex p'owersrather than irn es. The generatorsbehave more like power sourcesthan I
voltage sources.The main infi I
tion obtainedfrom the load flow study consistsof: I

:
. Magnitudes and phasea es of load bus voltages
. R$active powers pnd vol ge phaseanglesat generator
buses
. Real 'and reactive power ow on transmission lines
. Po,werat the referencebu

This infornnationis essentialfor continuousmonitoringof the current stateof the system.The

information is also important for yzing the effectivenessof the alternativeplans for the future,
such as adding new generatorsi meetingincreasedload demandand locating new transmission
sites.
 Inad Flow Studies

The single-linedia of a power systemhavingfour busesis shownin Figure2.L In the

porversystem,the variab definedon eachbusare:
. Complex powers rppliedby generators ,S*,and S*,
. Complex powers 'awn by loads, Sdl, Sld3,hnd S7o
. Complex voltages,Vy V2, V3, and Va. J

S,,

sr/3 soo
Fig 2.1 Single-linediagramof a four-bus system.

There resultsa net in ion of power into the transmissionsystem.The transmissionsysrem

may'be a primary transmiss systemor sub-transmission system.The primary transmissionsystem
transmitsbulk power fro the generatorsto the bulk power substations.The sub-transmission
systemtransmitspower the substationsor someold generatorsto the distributionsubstations.
The transmissionsystemh to be designedin such a manner that the power systemoperation
is reliable and economic no difficulties are encounteredin its operation.The difficulties
involved, however,are:
. One or more on lines becomingoverloaded
. Generator(s) ng overloaded
. The stability margi for a transmissionlink being too small

There may be emer suchas:

. The loss of one or more transmissionlinks
. Shutdown of some generatorswhich gives rise to overloading of other generators
and
transmissionlinks.
In system operationand nning, the voltagesand powers are kept within certain limits. The
power system networks o today are highly complicated consisting of hundredsof buses and
trans;mission links. Thus, load flow study involves extensivecalculations.With the adventof
fast digital computerswith huge memory, all kinds of power system studiesincluding the load
flow study can now be c ied out conveniently. The type of solution for a load flow also
determines the method which can be:
a
Accurate or approx
o
Unadjustedor adj
o
Offline or online
a
Single caseor mult ple cases
 Pg'y", System Optinizat

2.2 NE:TWORK
MODEL RMULATION
A real-lifepowersystemcompris ; a large number
of busesfor a load flow study. Thesebuses
interconngctedby meansof trans ission lines- Power is injected are
the loads are tapped from it. into a bus from generators,while
re may be some buses with no generation-
buses ma)' have VAR generat facilities and some
attachedto them. The surplus power at some of
the busesis
, transporteplvia transmissionlines o busesdeficit in power. The single-linediagram
systemis shown in Figure 2.2. of a three_bus
rrmally a transmissionrine is modelredbv u nominar-fl,
the line rgsistanceis always neg while
ed in load flow analysis.

Figure 2.2 le-line diagram of a three-bussystem.

The loads are considered ative generatorsand lump together the generator
ower at threbuses.The power at re and load
ith bus injected into the transmissionsystem
)uspower pnd is defined is called the
as

Sr=S*, -.S.li
(2.r)
,rhere
' the complex power supplied
the complex power drawn by
the cornplexpower injected i
Equation (Z.l) can be rewri

i =(Psi +iQs) - (Pa, + jQat)

4 +j = (Pe,- Pa) + j(ee, - ea,)

he real and reactrvepowers
in into the ith bus are

Pt=Pe, - Pai
i (2.2a)
F
I Qi=Qgi -Qo,
(2.2b)
 Load Flow Studies 11
So the 'bus current' at ith bus is defined as

Ii=ls,-lai (2.3)
Threequivalentpower s at the ith bus injectscurrentI into the bus.All the sourcesare
alirvaysconnected to a mmon ground node. The transmissionlines are replaced b'y their
nominal-Il equivalent(Fi 2.3). The line admittancebetweenthe nodes i and & is depictedby
!i* and !i* = yp.. The al admittancesbetweenthe lines is assumedto be zero. Apply'ing the
Kinchhoff's current law ( CL) at nodesI, 2, and 3, respectively(Figure 2.4):

Ir = !rcVr + tn(Vr - Vz)+ trc(y - V)

Iz= lzoVz+ !n(Vz- V)+ !zt(Vz- VE)

h = y 1 p V s +t B ( V z - V ) + h t ( V t - Vz)

lzto
2

*st
Figure 2. Equivalentcircuitof the power systemof Figure2.2.

Irz

Ito = ltzo Itzo, lzo = lxo * lzto and )go = )rro *

Fig 2.4 Reduced circuit diagram of Figure 2.3.
 ng the preceding equati

\ = ( ! o* !n+ lrc)\- lnVz- lnVt (2.4)

f -
t 2 - - nVt * (lzo+ !n* lz)Vz- lzgVt (2.s)
f -
t 3 - - nVr- lnVz + $Eo+ !rc+ lz)Vs (2.6)

(2.7)

Ihe diagonal elementsof the Y ix are self-admittances,

I,
Yii=* (allY=0excepr
Yi

= short-circuitdriving point or self-admittanceat the ith bus

Yn= )ro* ln* ln
Y z z =l z o * l n * lzt
Yn= )go* ln* lzt
lhe off-diag;onalelementsof Ysug the transfer admittances,

Y*(i * k) = (all Y=0excgptV*)

-circuit transfer admittancebetween the ith and /cth buses.

Yn= Yzt= - ltz

Yn= Yi;,=- ltt
Y2j- Ytz=- lzs
Jsing the irrdex notation,Eq. (2.7) can be rewritten as

NB
I i = E Y t V*; i = 1,2, ...,NB (numberof buses) (2.8)
k=l

n matrix notation
/sus = IsusVsus (2.e)
vhere
/sus ir; NB x I column of bus currents
Vsusir; NB x I column of bus voltages
Isus iri NB x NB matrix of admittancematrix.

, .., . sli,-
 Load FIow Studies

It follows that:

I'susis a symmetric x lYp= Ya(k* i)), if thereis no regulating/shifting

transformer.
fio only NB(NB + L)12 are to be storedfor the NB bus system.
llotQ+ k) = 0 if ith and busesarenot connected.
Since in a power network each is connectedonly to a few other buses,the Isus of a large
network is very sparse,i.e. it a large number of zero elements.The sparsity feature reduces
numericallcomputationsin load flow studies and minimizes the memory requirement,as only
nonzero elementsare stored.
Equation(2.9) can also be written in the form,
Vsus= Zeuslsus (2.10)
where ZBus= f#, .
Zsus is known as the Bus pedanceMatrix. It may be notedthat:
o Siizeof Zsu5 is (NB x
o llhe diagonal elements are the short-circuit driving point impedances and the off-
cliagonalelementsare short-circuit transfer impedances.
a
SiymmetricI'nusyields mmetricil Zws.
o
2lnusis a full matrix, i.e. zero elementsin Isus become nonzero elements in the
colrespondingZsvs.
I'sus is used to solve load ow problems.It has gained widespreadapplicationowing to its
simplicity' in data preparationan the easewith which it can be formed and modified for network
changes.

2.3 YeusFORMULATION

2.3.1 llo MutualCoupli BetweenTransmissionLines

Initially arllthe elementsof Y) are set to zero. Addition of admittance y between buses i andi
affects forurentries in [nus, Y Yr, Yii, Yii, and Y1as follows:

Yi!"*=Yittd+y (2.11,ai,)

Yi"* =Y;to - Y (2.1lb)

Yi"n =rr?to-Y (2.LIc)

Yi"n =Yitd +Y (2.1ld)

Addition of an elementof admit ce y from bus to groundwill only affect,

Yil"n= Yilld+Y

The detaiiledalgorithm is outli next:

 14 Power System Op

Algorithn! 2.1: To Build Irsus

l. Read NL = numberof Ii ; NB = numberof buses.
2. InitializeYf = 0 (i = l, . . . ,N B ' ,j = 1 , 2 , . . . ,N B ) .
3. Sertthe line number i=1.
4. Rr:adthe admittancey busesj t'o ft and shuntadmittancebetweenthe bus and
reibrence.
SB,- storesthe index of ttre 7th bus which is linked to the kth bus.
EIlr- storesthe index of the lth bus which is linked to the yth bus.
Ui- admittance the 7th and kth buses.
yih - admittanceber the 7th and referencebuses.
5. Apsign the values
/=SB;
m=EBi
Yil'* =Yfto +yr +yth

Y;::: =y:# +)i +fh

Yilf =Yf,:,. - li

Y#* =Y#o - li
6 . C h L * ki > N L
if 'yes' thenGOTOStep7
,elsei=i+1and Step 4 and repeat.
7. Write the matrix and stop.

2.3.2 MtntualCoupling B Transmission

Lines
lhe equivallentcircuit of mutuall coupled transmissionlines is showp in Figure
2.5. Shunt
:lements are omitted for simplicit The mutual impedancebetweenthe transmission
lines is zm
md the seriesimpedancesare zsl Zs2.
From lFigure2.5
V ; = Z s l l i + Z ^ I 1 r +V i

V * = Z s z I * +Z ^ I i * V ,

Zsl
J
Zs2 I,
<_

Figure2.5 Mutuallycoupledtransmission
lines.
 :L;l
=[;:
|xl :][:] (2.13)

0r

=L;:
l;l ;:l[l-]l (2.t4)

Simi,larly,

[r,l [*' r*l fv,- v;

l l = l l l l (2.1s)
LI,J Ly, t'z)LV,-vrJ
FrorlnEqs.(2.14)and(2.15 elementsof Ysu5become

Y,'i"*=Y,?to*)sl (2.16a)

Yff*=Yfi'o* Y,r (2.16b)

f&* =Yfln * yrz (2.r6c)

Y#v' =Y:]o * )s2 (2.16d)

Yi* = Yi}"* =Y,fn - )sl (2.r7a)

- )s2
Yff*=YY =Yfrlo (2.r7b)

Y,t* = Yfr"*=-Vfo+ 1lr$ (2.18a)

Yii""-Yif* =vi"lo+YrF (2.l8b)

- 1,m
Y;* =Ylf* =Y,}rn (2.r9a)

Yf;* - Yff* =vflo - )rrr (2.reb)

2.1 Obtain for the 4-bus sample systqm given in Figtrre 2.6. The ,series
and the shunt ttances of each line are give[ in Table2.1.
 Povter System Opt

gure 2.6 Samplenetworkl

Table 2.1 Line i pedancesfor samplenetwork of Figure 2.6

Lin,e Bus Admittance Impedance

no. (p-q (v) (z)
I t-2 j0.0 0.08+ j0.20
2 1-4 i0.0 0.05+ j0.10
3 2-3 j0.0 0.04+ j0.12
4 3-4 j0.0 0.04+ j0.14

Solution Ysuselements
are nitializedto zero.The numberof busesare4, so the size of the
m a t r i x i s 4x 4 .

n = 0.0,
?,',:'r;i:,';,:=
1.3: 'zt =
0.0, Y,j= 0 (i = l, 2, 3, 4)
Yzt = 0.0, Y3z= 0.0, El = 0.0, = o ( , t =l , 2 , 3 , 4 )
Yq = 0.0, Ya2= 0.0, +l = 0.0,
Branchy1 ir; added betweenthe bu numbers 1 and 2 and the elementsof I'eus are modified as
given belour:

!r = llzt r.724r38- j4.3r0345

Y n = Y n lr = 1.724138 - j4.310345
Yzz= Yzz lr = 1.724138 - j4.310345
Yn= Yn lr = -1.724138+ j4.310345
Yzt= Yzt lt = - 1.724138
+ j4.310345
]ranch )z isr added betweenthe numbers1 and 4 andthe elementsof Ysus are modified as
Sivenbelow':

l z - lzz=4.0-i8.0
Y n = n * lz = 5.724138- j12.310345
'qq*
Yq4 = lz= 4.0-j8.0
Yn= A-lz=-4.0+78.0
v '+r-!z=-4.0+78.0
r4l -
 Load Flow Studies

Branch yl is added between bus numbers2 and 3 and the elementsof )'sus are modified as
given below:
= llzt = 2.5- j7 .5
'zz=
Yzz* ls=4.224138- j11.810345
'ig=
Ytt* !t= 2.5- j7.5
'23=Yzt-lt=-2.5+j7-5
'32=
Yn- lt = -25 + l-1.5
Branc,hy+ is added between bus numbers3 and 4 and the elementsof )'eus are modified as
given below:
v - j6.603774
= llza = 1.886792
Y3 = Yt3* y+ - 4.386792- j14.103774
Y. - Yaa* yq = 5.886792- j14.603774
Y = Yy- !+ = - 1.886792+ j6.603774
Y. = Yn- !+ = - 1.886792+ j6.603774
The elementsof Ysusare o ined as

tr = 5.724138- j12.310345
rz = - 1.724138+ j4.310345
13=0.0+j0.0
t4= -4.0 + j8.0
I = -1.724138 + j4.310345
= 4.224138- jl 1.810345
- -2.5 + j7.5
= 0.0 + j0.0

r=0.0+j0.0
- -2.5 + j7.5
= 4.386792- j14.103774
=-1.886792+ j6.603774

I = -4.0 + j8.0
2=0.0+j0.0
3 = - 1.886792
+ j6.603774
- jr4.603774
= 5.886792

2.4 NODE ELIMINA N lN Zavs

i
Equation(2.10) is consid here

II
Vsus= Zsus /eus
I
I
I
I
I
I
L.- --r- ua
 18 Potver System O,

Equation(2:10)can be written in the partitionedform as

vru,I fzru, z,t1[/rurl

l = l l l - - - l (2.20)
e 7 J l . z r tz u ) l , n J
where
et ig the voltageelementto be eliminated
I is the currentelementto be eliminated
Vsusis ttre (NB x l) vectorof voltagesto be retained
/sus is the (NB x 1) vectorof currents to be retained
Zsusis the (NB x NB) sub- ix of impedancesto be retained
Z;y is the off-diagonal (NB 1) sub-matrix
Zg i;; the transposeon Ziy
Zs iptthe element of the i matrix to be eliminated.
The lnatrices are airanged i sucha way that the nodesto be eliminatedare in the bottom
rows, l.e.

NB
I ZUIi +Z;yI2 ( f = 1 , 2 , . . . ,N B ) (2.2r)
i=l

+ zyyl2
Zrz,t , (2.22)

To eliminate bts L, short-circuit Itagesource(er = 0): Therefore,from Eq. (2.22),

NB
€L=
J=t
or
Zr,
I. r = - tF
jl (2.23)
#"
SubstitutingEq. (2.23)into Eq. l), the following is obtained:

t*,,
;= !t zuri Y LIL
J=T J=T

(2.24)

fhe modified elementscan be

Zil"* - Zgta ( f = 1 , 2 ,. . . N
, B ;/ = 1 , 2 , . . .N
, B) (2.2s)
 Load Flow Studies 19

2.5 Zeus FORMULATION

(2.10)canberewritten
Equation AS

/sus= ItsusVeus
or
=Zsuslsus
Vsus= I'e-rls/sus (2.26)
or
Zsus= Ystis
The sparsityof I'eus may be tained by using an efficient inversion technique [Tinney and
Walker, 19671,and the nodal i nce matnx can then be calculateddirectly from the factoized
admittancematrix. Equation(2. ) can be written in expandedform as
NB
V;- Zi*l * (2.27)
k=l

It follows from Eq. (2.27) t

Zi* =
(2.28)

Also, Z* = Zri (Zsvs is a s ical matrix).

As per Eq. (2.28) if a unit t is injectedat bus (node) k, while the other busesare kept
open-circuited,the bus voltages eld the valuesof the /<thcolumn of Zsu5.Ttre Zsus algorithm is
a step-by-stepprogrammable nique which proceedsbranch by branch. It has the advantage
that any rnodification of the net does not require completerebuilding of Zsus.

2.5.1 No MutualCouplin BetweenTransmission

Lines
Considerthat Zsus has been for lated up to a certain stage and another branch is now added.
Upon adding a new branch,one of the following situationsis presented.
1 . Zia is added from a bus to the reference btn. A new branch is added and the
dimensionof Zsus goes up by one. This is consideredas type-l modification.
2i6 is added from a new bus to an old bus. A new branch is addedand the dimensionof
Zlsusgoesup by one. is is consideredas type-Z modification.
3 . 2i,6is addedfrom an old to the referencebus.A new loop is formed but the dimension
of Zsus does not chang . This is consideredas type-3 modification.
4. 216connectstwo old A new loop is formed but the dimensionof Zsus does not
change.This is consi as type-4 modification.

Type-l nrodification
Figure 2.ir shows a passive(li ) 2-busnetwork.
421[r'l
ll_ I (2.2e)
znJ LIr)
A branch with impedance 21, is betweenthe new bus 3 and the referencebus.

L
-,,I
 Power System Opti,

Linear
passive
network

Figure 2.7 Type-1modification.

Now,

v3 - zult
Flquation(2.29) can be

(2.30)

where 2'41= Ztz=Zn=4s= ized form, it is rewritten for the added

branch with impedance26 bet referencebus. Thus,
i*k) (2.3r)

(2.32)
wheren is sizeof the previous

Type-2 modification
26 is added from the new bus to the old bus 2. It follows from Figure 2.8 that

Y3- V2+ Zd3 (2.33)

Vr= ZnIt+ Zn(12+ IE) (2.34)
V2- 4Jr + 4z(Iz + 4) (2.3s)

Ir
I
Iz, ,1, + 13
Linear
passive
network

Referencebus
Figure 2.8 Type-Zmodification.
 rill
Inad FIow Studies il''
matrixfornn,
I lzrt z,r1f 11 | (2.36)
l = l l l +- l
[: ,J Lz^ zzz)lI2 \)
ubstitutingIh. (2.35)into Eq. (2,3i), we have
V7 = hJr + 4z(Iz+ /3) + Zult

.earrangingthe above equadon, obtain

(2.37)
V3 , \Jr + hzlz + (Zzz+ A)lt

iquations(2,'34),(2.35) and (2'37) fve

the new marix

(2.38)

ln= 42, 7a2=Zy2, .4t= 4z + 4

vhereZp = Zp, 4t = Zzt, added branch with
In gerreralized form the ;; rquation can be rewritten for the
bus 1. Thus,
mpedance216betweenthe new bus ft and the old
(2.3e)
= Zir (i = 1, 2, "', rli i * k)
=Zu
(2.40)
= Za+ Zjj

where n is siizeof the Previous

Type-3mo,ditication
bus as shown in Figure 2'9: This follows from
Here 26 connectsan old bus 2 to the reference g = Q. From w. (2'37), the
,Figure2.8 loYconnectingbus 3 to fhe referencebus, i.e. by settin h
following is obtained.
rlr* ZnIz+(42+7a)\=0

,-1
1 3 --
t
lZult +Z.2212) Q.4T)
" Zrz +Zv
t
t
t 22 I'ower System Optimizot
i

Substitutingthe value of 13 from Eq. Q.al) into Eq. (2.34),

V t = Z t r, +z,r(t, (zutr+z22r2l)
#
Rearranging
the aboveequati , we obtain

,, =(t -ffi),,*(',,
m),, (2.42)

Substitutingthe value of 13 ined from Eq. Q.al) into Eq. (2.35),we get

Vz=Zz r1+zrr(r, (zutt+zr; 2>)

#
Rearrangingthe above equatio we have

z z z z z )t (
,-ffi),,*1t,, zzzzzz),
ffi1,, (2.43)

Equations Q.a\ and (2.43) can be written in matrix form,

or
z,rl [l,l
l t - t _ _ l
Zr,) Lt,)
I l znzzr zn
26 + 222 lzrrZ^ zn Zft]
or
7,")[]
Tnew
"BUS

The aboveequationcanbe wri in generalizedform. If the branch with impedanw Za is added

betweenthe old bus k and the bus, then

Tnew
"BUS. (2.44a)

In the index form the aboveeq ion can be rewrittenas

zil"n- zi'o (2.Mb)

 Iaad Flow Studies

1pe4 modiflcation
an old bus2 to
ere26 connects other old bus 3 as shownin Figure2.10.It thusfollowsthat:

(2.4s)

I1

Linear
passive
network

Referencebus
2.1O TyPe-4modification.

The voltages of the buses 2 3 are constrainedbY the equation

(2.46)
Vt= V2+ Zlela
or
-
+ I) +
Ztlr + 2,32(12 Is - Iq)= krlr + hz(Iz+ I+) + Qs(It Iq)+ ZvIq

Rearranging,we obtain
0 = (4r- Ztr)\ + (7q2 4z)Iz + (Zzt - 4)Ig + (Zn + 4g 74r - 4z + ZiIq
or
'14-
Ia=-;I 4)\ + (42- Zt)Iz + (Z2i- 4)Il
r
whereP = 4+ 4z+ 4t- 7-2j- 4t
The iaboveequationcan be ewriffen in matrix form as

(2.47)

Equation (2.45) can be rewriffen n the'form,

(2.48)

L
24 tPo_wer
System

Substituting
the valueof Ia F4.(2.47)into 4.Q.48), we have

2znw
BUS
Q.a9a)

Ttre above equation can written in the generalizedform. If the branch with impedance26
is addedlbetween the old bus and the old bus.,.l,then

Z* - Ztt Zn-Zn

.7n,ew -old I z21s- 221 Zrz - Zn

zBUS ZBus (2.4eb)
F

Zn* - Znt Zp' - Zn

whereP'= Za + Zw + Zu - Zp,
In the index form the a equation can be rewritten as

,zncw oold
(Z* - Zfi(zu - Zu)
.ii =Li -
-
(l = 1, 2, ..., ni j = t,2, ..., n) (2A9c)
+Zu-Zp-Zp

The openingof a line (Z;r)is -Zii.

ivalentto addinga branchin parallelto it with impedance

Algoritltm 2.22Ib Build Zbus

1. Input data-Nl (no. lines) and NB (no. of buses).
2. Initialize Zi = 0 (i = I 2, ..ii'NB; / =.1, 2, ...,NB)i ' - : -
3. Set the line number t e r ( f= l a n d m = 0 ) .
4. Input the impedance betweenthe busesk n / and type modification.
5. Check type modificati
If typ6 modification is I then GOIO Step6 :
If type modification is then GCffO Step 7
If type modification is then GCITOStep 8
If type modification is then GOTOStep9. ,
6. Type modification I rsthat a branchis addedfrom the new bus& to the referencebus
Zw= Za
Zri = Zi1,= 0.0 (j = 1,2,...,m)
m o d i f ym
, =m+l GOTOStep10.'
 Inad Flow Studies 25
7. Type modification2 that a branchis addedfrom the new bus & to the old bus I
Z w = 2 1+
1Z o
Z*j = Ztj; j = 1,2, ..., nt
Zili = Z*ii j = 1,2, ..., nl
modify,m=m+l GOTOStep10.
8. Type modification 3 that a link is addedfrom the old bus t to the referencebus

Z*Z*i
Zfi"*=zf,'o
Zs, + 26
GOTOStep10.
9. 'Iype
modification4 m that link is added from the old bus * to the old bus I

Lzlr:w
.zold
tj =aij -
(Z* zil (zu - z,i)
Zr+Z +Zu -Zk -Zkr

GOTO Step 10.

10.Checkt>NL
if 'yes' then GOTO I l, else i = i + I and GOTO Step 4 and repeat.
I l. \ilrite the matrix and

2.5.2 ltr/lutual
Goupling een TransmissionLines
Addition of a branch
In this case, a new branchp-q added as shown in Figwe 2.11 to a partial (already assemblJ)
network.

: l

2
p &

Figure2.1 Additionof a branchto partialnetwork.

The performance equation for the already assemblednetwork with

an aCded branch
p-q is

L g L
 Power System Opti

Zn Zrz Ztp Zt^ Ztq I1

Zu Zzz Zzp Zz^ Zu I2

Zpr Zpz IP (2.s0)

E^ Z^l Zmz : " Zry Z^n 2,,,q I^

Eq Zqr Zqz Zo, Zn^ Zoo Iq

The network consistsof bil passiveelements,so Zqi = Ziq (q = l, 2, ..., m). The elementsZiq
can be determinedby inj g curent Ii = I pu at the ith bus and calculatingthe voltageat the
qth bus with respectto the brencenode r as shownin Figure2.11.Sinceall otherbus currents
are zero,then
Ei = Zqi (i = l, 2, ..., m) (2.sr)
Assumethat the t pq is mutually coupled with a group of elementsindicatedby r,r.
The currentsin the elemen of the network can be written in terms of primitive admittancesand
the vohagesacrossthe e ts. Thus,

=l;:-
[;] T^"]L;] (2.s2)

where
ioo is the current gh the added eldment
vro is the voltage the added element
i," is the current of the alreadybuilt network
v,' is the voltage of the alreadybuilt network
lpo is the self-admi of the addedelement
!pq, o is the vector of admittance between pn and all other elements with which it
has coupling.
From Figure 2.1t,
Eq= Ep- vpq (2.s3)
Further,from Eq. (2.5
ipq= lpqVpq+ lpq,r,Vr. (2.s4)
The current in the added ioo, is zero, becausethe current source is connectedbetween the
bus i and the reference.Bu the voltage across pq, vo* is not zero due to mutual coupling. Thus
froin Eq. (2.54),

lpqvpq* !pq,o\r = 0
 v* in Eq.(2.53), get

Eq

Eq = E, +

UsingEqi (2.51)
- Zri)
, o(Zrt (2.s6)
Zqr =Zpi *
lPq

Eu with respectto referenCe'Since all other

To calcul?teZqq,inject /r_= l_.P.u.current and measure
currents4re zero, using Eq. (2150
Ej = Zjo (t = t, 2, ..., m)
(2.s7)
ipq=-In=-l

for i* in Eq- Q.Sa we obtain

Substitutilng
= -1
lPqVPq* lO,,rsVrs
or

vpq = -

Substitut[ngfor vonin Eq.(2.53, we obtain

L*lPe'rs vrs
Eq=Eo+
lpq

Eq = E, +

Using Eq. (2.57),we get

qq
-- 7 (2.s8)
, "Pq

I
I
I
I

I
I
L -+.
 28 Power SystemO,otimi,

Addition of a link
Let threaddedelement1>-q I e a link. A voltage sour@ e1is connectedin
series with the added
element for recalculating
; the :lementsof the bus impedancemafiix, as shown in Figure 2.12. This
create$ a new fictitious node I which will be eventuallyeliminated.
The value of el is such that
the currentthroughthe element is zero.

I
2
,
I artial
n twork

tt, = I P,u.
vpq

r
Flrxure 12 Additionof a link to a partialnetwork.

The performanceeq for the partial network with the added element p-l and the series
voltage source e1is

Zn ZL2

Zn zz2

Zpr Zp (2.se)

Zn Z^
Zn Zn
In the aboveequation
, Er, 82, . , E. are
bus 4. So,

The elementsZ1i,i * l ( be deter

Figure 2.12 and calculating€1 h respec
Eq. (2.5e)

E*= 2

(2.6r)
 Load Flow Studies Zg

lhe voltage of the seriessource

et= Ep- Eq- vpt (2.62)

iince im = 0, the elementsp-l be treatedas branch,and also ip1= 0. Thus,
ipl= lplvpt+ !pt,oVo
ltrerefore,
'
I pl, rsVrs
vPl = -
lpt
)r

(: Ypt,o = !pq,rs, lpl = !pq) (2.63)

lpq

),

et=Ep

)r
!Pq"'(E' '- E')
Ep - Eq *
lpq

iubstitutingiEq. (2.61) into the equation,

- Zti)
lpq,rr(Zri
ZU =Zpj - Zqj (t = l; 2, ...,.m;j + I) (2.64)
lpq

fo calculateiZp, there is need to ject 1 pu current at bus / with bus q as reference.Determine

rroltageat bus / with respectto
Therl from Eq. (2.59),
'*=
Z*t (k = L,2, ...,ffi)

€r=Zu (2.6s)
where Ep arc the voltages with t to the reference bus. 211can be found out directly by
rcmputing e1.The current in the nt p-/ is
ip1=-Ir=-l

Ihe current in terms of primitive ittancesand the voltagesacross''theelementare

ipt = lplVpl * !pt, rsVn = -1

Since !pt, n = lpq,," dd lpt = !pq,

 P7wer SystemO,

vpt=-14!Pn'ov" (2,66)
lpq

Eq. (2.66)in Eq. .62),we get

Substituting

t=Ep-Eq.'#
or
+ Y'o'o(E' - E')
t = Ep - Eq *l
tpq
Substituting Eq. (2.65) into the above equation,

+ Y o n ' , " ( z t- z a )
z =Zpt - zqt *l
(2.67)
lpq

Here, the summary of eq ions for formation of the bus impedancematrix is given as per
type of modification defined ier in Section2.5.1,

Tlpe modification 1: A bran is added from a new bts q to the referencebus having mutual
coupling with link from bus r

(l = l 12, ..., m)

lpq

TVpe modilication 2: A h i s added from a new bu q to an old brs p having mutual

coupling with link foom bus r bus .t.
- Zti)
! pq, ,r(Zri
Zqi = pit ( l = 1 ,2 , . . . , m )
tpq

| *you,o(Zrq - Zro)
Zqq = pq*
lpq

Tlp" mo,dification 3: A link s added from an old bts q to the referencebus having mutual
couplingwilh link from bus r bus J.
- Zti)
pq,o(Zri
. + !
qt ( l = I , 2 , . . . ,m )

Zu=-
 Inad Flow Studies

[Vpenrodllfication4l A link is from an old bus q to the another old bts p having mutual
fouplingwittr link from bus r to
- Zri)
4, , ! pq,o(Zri ,.
Zti = Zri Z o' i * 4 1i= 1,2,...,ffi)
tpq

1+lpq,rr(Zrt -Ztt)
. , + -rru
Zy = Zpt Lql

f" =zfr'o ( f = I , 2 , . . . ,f f i i j = 1 , 2 , . . . ,f f i )

Hemovalof elements
Let the equation of the system
Esus= Zsuslsus

r.{B
= L Zi*I* (i = 1,2, ...,NB) (2.68)
k=l

On remoying an element,there be changein the impedancematrix of network, Eq. (2.68) can

then be wrdtten as
NB
= (2.6e)
ttc
k=l

whereElto' is the new bus vol of the ith bus.

Now, if the original i matrix is retained then to maintain the new bus voltages,
appropriatechangesin the bus t of affectedelementsare required.Then, Eq. (2.69) becomes

El"* = t Zi*Q*+ N) (t = 7',2,"', NB) (2.t0)

=l

p-q is to be
Suppose an element P-(I i mutually coupled to an element r-s. Element
removed.lFollowingEq. (2.70),i is obtained as
N*= Non for k = P
N1r- -Noo for k= Q
N*= No for k= r

N*=-A/," fork=s Q'71)

and AI& = 0 for the remaining b

 32 Pctwer System Optim

A currentsourceof I pu the .1thbus is connected(i.e. Ij = | pu) and other busesare kept

open-circuited.
/j= l Pu
I*= 0 (for/<= 1,2, ...,ni k * i) (2.72)
Substituting
Eqs.(2.7l) and(2. ) in Eq. (2.70),we obtain

E!* z,i+ z*N*- ziflrq* Z,No- ZAI^

or

El"* Z,i + (Zip- Zi)Npq + (Zu- Zi) N,, (2.73)

Let q- lp r l r a n dF = [ q slr.
'
Substitutingthe above defi variablesinto Eq, (2,73),we get

Elu* = Zij + (Zia- Zid 6lal (2.74)

In ,r'iew of the primitive ittance matrix, the perfoilnanceequationcan be written as

N = Af, (Ei"* - E;"* ) (2.7

s)
"p
where

AY"= f"- Yrt

and
Y" is primitiveadmittancematrix before removing the element
If is primitive admittancernatrix after removingi the element
El'*, E;"* are the new
From Eq. (2.74),the new Itagescan be written as

Ef* =Zyj +(Z^1a- ZrilNofl (2.76)

$"* = zaj +(zao - ZailNoF (2.77)

SubstitutingEqs. (2,76) and (2.1 in Eq. (2.75),we get

N o P =L Zyi - Z6j + Qp- Zfr- Zu+ Zd N,,pl

Rearranging,
we obtain

t/ - Ay"( - ZTp- 26o + ZsfllN"B = LY,(Zyj- Zai)

On simplification,
NaB-- IurtLYsQri - Za) (2.78)
whereM ==I - Lys(Zp_ Zrp_ Z + zad.
Substitutin,g
Eq. (2.75) in Eq. (2. 4), we get

E!"* = Zii + (Zio- ZidtufrLY,1zr,- zai)

 . Load Flow Studies gs

From the above equation the el ts of the impedance matrix can be obtained as ,,

Zii* = Zii + (Zio- Zi tLYrlzr,- zil (i = I ,2, ...,NBi J = I ,2, ...,NB) (2.79)

EXAMPLI0 2.2 Obtain Zsus f the 4-bussamplosy$temgiven in Figure2.13. The series

impedancesiof each line are giv by R. No line is
in Table2.2. Refufeneebus is represented
mutually coupled.

2
gure2.13 Sample
neNvork.

Table2.2 ine impedancedata of a samplenetwork

Ltn:g Busc Impedance Type of modification

ETO, (p-q) a)
I R-1 0.6 1 (New bus to reference)
1 R-2 0.5 1 (New bus to reference)
3 2-3 0.s 2 (New bus to old bus)
4 1-3 0.25 4 (Old bus to old bus)

Solwlton
StepI: Add branchZn = .6. It is type-l modification,i.e. from bus I to referencebus R.
Thus,
Zsvs = [0.6]

Step2: Add branchZzn= .5. It is type-l modification, i;e. from bus 2 to referencebus R.
Thus,
[o.oo.ol
Zsus=l I
Lo.O0.5J
Step 3: Add branch Zzt = .5. It is type-2 modification,i.e. from new bus 3 to old bus 2.
Thus,
 34 PowerSystem

Step4: Add branch 3 = 0.25.It is type-4modifipation,

i,€, fr,qtpgld bus I to old bus3.
Thus,

Zsvs

where
P = Z r r + 4 t- Z n - 4 r + 0 . 2 5
= 0 . 6+ 1 . 0- 0.0- 0.0 + 0.25= 1,85
Thus,

0.6 0.0
Zgus = 0.0 0.5

0.0 0.5

ified bus impedancematrix of Exampre 2.2, if the line from bus I

impedanceof - 0.25 betweenold bus I and

where
Zn * Zss- Zn- Zy - 0.25
0.40J405+ 0.459459- 0.324324- 0.324324- 0.25
- 9fr33784
Therefore,

-*cJ
 Load Flow Studies 35

EXAMIPLE 2.4 Obtain Z, for thp 4-bussamplesystemgiven in Figure2.14.The self and

mutual impedange$
gf gflph are givenin Table2.3. Reference by R.
bus is represented

0.5

Figure 2.14 Samplenetwork.

Thble Line impedancedata of a samplenetwork

Line Self Mutual Modification

no, type
Bus code Bus code Impedance
rrfq) (zpq) (r-s) (zpq,o)

I R-1 0.60 I
2 R-2 0.50 I
3 2-3 0.50 2
4 1-3(r) 0.25 r-3(2) 0 .1 0 4
5 r-3(2) 0.20 4

Solution
Step I: Add branchZ1p= 0.60.It is type-l modification, busR.
i.e.from bus 1 to reference
Thus,
Zsvs= [0.6]
busR.
i.e.from bus2 to reference
Svep2: Add branehZ2s = 0.50.It is type-l modification,
Thus,
[o.e o.ol
Zsus=l I
L0.oO.sl
S,tep3: Add branch 223= 0.50.It is type-2modification,i.e. from new bus 3'to old bus 2.
Thus,

Step 4: Add branch 21 D = 0.25. It is type-4modification,i.e. from old bus I to old bus 3.
 I-oad Flow Studies

- 0.324324)
-2.5(O.4o54os = 0.0486486
Zn = 0.405405 +
- .324324
6.25

W h e nk = 2
- ztz * Ytt't'.?.(ztz
:'zn'l
tz=zrz )t-l(t),1-3(2)

or
- 2.5(0.162162- 0.229730)
= - 0.040541
Z n = 0 . 1 6 2 1 6-2 .229730+
W h e nk = 3
-Zn+
B =Zn

or - !A59a59) -
- 2.5(0.32432a = 0.081081
Zn = 0.324324- +
.459459

Now,
- ZY +
tt =Ztt
)t-l(t), 1-3(2)

r.0- _! 081081) = 0.237838

2.s(0.0486486
+
+ .081081
7u = 0.0486486 6.2s

405 0.162162 0.324324 0.0486486

-0.040541
162162 0.364865 0.229730
z
ZBUS - -0.081081
324324 0.229730 0.459459
-0.081081 0.237838
M86486 -0.040541

Elimlnatlng the node' the fpurttr nodeis eliminated.

=Zfr
4fru* I,2,3ii=|t2,3; k=4)

W h e in= 1 , j = t a n d k =
zii* =ziy ;

or x 0.0486486
p.0486486 = 0.395454
7n9w -= -
.405405
f-ll 0.237838
 Power SystemOptimizat

Wtreni=l,j=2andk=4
zold zold
Pl4 1,42
LTneuJ
lz -- zold
Ll2
,"ld
tJU

x (- 0.040541)
0.0486486
zi;* = 0'162 = 0.17M54
0.237838
W h e ni = 1 , j = 3 a n dk = 4
roldzold
zii* =zilo "#
rJM

x (- 0.081081)
0.0486486
Zit* = o'324 = 0.340909
0.237838
W h e ni = 2 , j = 2 a n d k = 4

zti*=ziy '#
zoldzold

L44

(- 0.M0s4l)x (- 0.q40s41)
Zr;n = 0'3648 = 0.357955

W h e ni = 2 , j = 3 a n d k = 4

or
(- 0.04054t)x (- 0.081081)
Zffi* = 0'2297 = 0.215909
0.237838

W h e ni = 3 , j = 3 a n d k = 4

ziY = ztlA ziyZ3\o

zty
or

Zi|* = 0'4594 t - o.osro8_l)

: J._Q.9BlQQl) 8t&
=9.431
0.217&q
Finally,the modifiedimpedance ix becomes

Zsus

,""..,
 Load FIow Studies 39

EXAMPLF,-2.SFindthe ce, Zsss,of Example2.4 if the elementfrom bus

ied busimpedan
I to 3 (Irigure 2,14) is removPd

Solution Removal of t network element 1,-3(2) mutually coupled to network element

1-3(l) is obtainedfrom
_
iJ+ (Zio - Ziil Wl-t [LY,](Zri zai)

where pn is l-3 and r-s is 1-3. The indices G,= l, T = L, F = 3 , a n 6

d= 3 '
The primitive imPedance

= Io.zs
o'l
Zvte,t,r-lr(z)
L 0., 0.2)

I s.o -2.s1
- =l
)s=zil,^
L-zs 6 . 2 s )
The modifiedPrimitive lancesubmatrixis

[+.0 o.o]
yj=l I
10.0 o.oj
Theq,
- I t.o -2.s1
Av,=v, YI=
L_r., 6.zs)
Now,thPM matnxi s r ned bY
t14 U - [Ay,](Z"rA- tZaA- tzrPl+ lZl,PDl
where
,"1= 4s4o.lls+s+l
, J =lr" fo.les
1,,, [o.us+s+o.3es4s41
zd
tr,1_ o.a+orul
l= lt" [o:+oeoe
LZtr zrr) lo.uolol o.34oeoej
trrl_ o34oeoe-l
gl= f'" zrr)
LZrt
fo.uoeoe
[o.r+omeo34oeoej
0.431818-|
zn1 [0.+r1818
t - lt" o. 3rsiaJ
LZtt ,rr)= [o.ort818

-l
 PowerSystem

T'hg'elempnts
of the M x are obtainedas

IZy"J- 6a I - [zrp)+

or

0 . 2 1 8 1 8 -1 0.2t8181.l r.218181
0.2ru81.l
=|
0.545453 o.s4s4fi
I l- o.s+s+se
o.+soro,l

14l-l _lo.aran- o.3z43nf

1 0 . 8 1 0 8 0 81 . 8 1 0 8 0J8
Also,
-0.3243rt11
| _2.r1 r.+se+ss
_f
-
r.810808
-JL-r.s 6.2sJL_3.7r6ztz
The' elementsof the i nce marix are obtained as

rz,,-z,rf,
zt*=z,i+l I t.q
| |
LZn- z,sJ l- l.' ( f = 1 '2 , 3 , J = 1 r 2 r 3 )

Zsvs

2.6 LOAD FLOWPROBL

The complex power injected by sourceinto the ith bus of a powef
sy$tefnis
Sr= i+jQi=VtIi (i = I ,2, ,...,,
NP)
Substituting
the valueof7, = !t v1, in the above power gquation,
k=l
 Load Flow Studies

( &= 1 , 2 ,. . . ,N B ) (2.80)

where
'Vi is the voltage
of ith bus
, |Yi*is the elementof admittancebus.
Equatingthe real and raginary parts,

( /Ng
R " l vl,> v , . o v i ( & = 1 , 2 , . . .N, B ) (2.81a)
\ \t=r )

( /Ns
I*l%lZv,ivt (ft= I ,2, ...,NB) (2.8rb)
\ \*=r ))
where
4 is the real power
Oi is the reactivepower
Irt Vi = lVilei8i, Vk = V1,lei6*,Yi*= lY*leiei*
where

lVrI is the magnitude the voltage

Iti is the angle of the v Itage
0,.1is the-load angle.
Substitutingfor Vi, V* in Eq. (2.80)
Y;1,

Pi+jQi =lV, ,i6i e-io*lr*

| ,-ioi* ( i = 1, 2 , . . . ,N B )
J, l* |
or
NB
4 +jQt =lV,
-l lY-| lV*1ti<a'-6r-o*) 1, 2 , . . . ,N B )
(i =
or
NB
..Pi+jQi = lY,I
:=l
l 26, - dr
I l v olv*l 0*) (d= I , 2, ...,NB)

Pi+iQi,=lvl lv*l I i* | (cos(di - 61,- 0p)+7sin (di - dr - 0*)) (f = 1,2, ...,NB)

_:y,
Separal;ingthe real and imagi parts of above equation to get real and reactive powers,
NB
r, = 'lvil' &I= l 'ol lY,rlcos(d; - 61,- fiit) (r = 1, 2, ...,NB) (2.82a).

NB
'ol
Qi = 'lvil
&=l
lYnl sin(d; - 61 - 0*) (2 82b)
 42 Rtwer SystemOpt

Equation (2.80) can also be nas

NB
l , kI= l (G* - iBil lvole-i6*
4+jQt=lV
where
Yp= Gv,+jB,o
Yi*= Gi*- jBi*

P i + j e i = l % l. (Gi* - iBi) lVoleit\ - dt) ( i = 1, 2 , . . . ,N B )

k

NB
P i + j e i = l vl, I ( G i r iBil lvolzlAi- 6d (r- 1,2,...,NB)
k=l

NB
4 + i Q i = l 'vkrr= ll l v o l tik - jB*) (cos(6; - 6) +7sin (6; - dr) (f = 1, 2, ...,NB)

NB
PtiiQi = lvrl
' / <I = l lvol [G;e
cos(6, - 6) + Bir sin (d; - dr)]

+ jlG;* sin (dt do) - B;1cos(6, - dr)l) (i = 1, 2, ...,NB)

Separating
the real and ima nary parts of the above equationto get real and reactive powers,

NB
r' = 'lv;l I lvoltc,o (4 - 6) + Bi*sin(d; - dr)l ; (i = 1,2, ...,NB) (2.83a)
&=l

NB
Q t i l=r rl ,I l y o I t c'*n (4 - de) - B* cos(d; - d*)l; (r = 1, 2, ...,NB) (2.83b)

Equations(2.81a)and(2.81b), . (2.82a)and(2.82b),Eqs.(2.83a)and(2.83b)arecalledpower
flow equaltions.
TheseareNB andNB reactivepowerflow equationsgiving a total of 2 x NB
power flow equations.At each there are four variables, narnely | % l, 6p P; and Qi, giving a
total of 4 x NB variables (for buses).If at every bus two variablesare specified(thus
specifyingatotal
of Z xNB les), the remainingtwo variablesat every bus (a total of 2 x
NB remairningvariables) can be bund by solving2 x NB power flow equations. In a physical
system, th'e variables are specifi depending on what kind of devices are connectedto that bus.
In general,,four types of buses

2.6.1 Slack Bus/SwingB eferenceBus

Voltage magnitude and voltage ase angle are specified. Normally, voltage magnitude is set to
1 pu and '"roltageangle is set to . The real and reactive powers are not specified.
The known parametersare tagemagnitudrI y,l, *d voltageangle 4.
The runknownparametersa real power Pi and reactive power Q;.

-.dt
 Load Flow Studies 43
In a load flow study, and reactivepowers cannot be fixed a priori at all the busesas the
net complex power flow into network is not known in advance. So, the system power iosses
are unknown till the load flo study is complete. It is, therefore, necessaryto rhave one bus at
which complexpower is un ified so that it suppliesthe differertcein the total systemload pius
lossesand the sum of the co lex powers specified at the remaining buses.Such a bus is known
as slack bus and must be a g bus. If slack bus is not specified,the bus connectedto the
largest generatingstation is rmally selectedas the slack bus.

2.6.2 PQ Bus/Load
A pure load bus is a PQ bus A load bus has no generatingfacility (i.e. Ps = Qe, = 0 ). At this
type of bus, the net real po P; and the reactive power Qi are known as

= Ps, - Pai and Qi = Qsi - Qa,

where
'Ps,,Qs, are the real reactive power generationsat the bus respectively.
Fa,, Qa, are the real reactive power demandsat the bus respectively.
'P6,and Q4, are known m load forecasting and P*, andQr. are specified.
lihe known variableso bus are real power Pi and the reactive power Q1.
llhe unknowns are vol magnitud" | % | and voltage angle d;.
The PQ buses are the common comprising almost 85Voof all the busesin a given
power system.

2.6.3 PV Bus/Gene r Bus

A generatoris always con to a PV bus. Hence the net power Pi, known asP4 is known from
load forecasting.
Ithe knowns are real po P; and the voltage magnitude | % l.
lfhe unknowns are reac ve power Qt and the voltage angle d;.
PV busescomprise l|Vo of all the busesin a power system.

2.6.4 Voltage-Gontroll Buses

Generally the PV buses and voltage-controlledbuses are grouped together but these buses
have physical difference. voltage-controlled bus has also voltage control capabilities, and
uses a tap-adjustabletrans and/or a static VAR compensator instead of a generator.
Hence,Pr, = Qr, = 0 at these . Thusn - - Pa, andQi - - Qo, at thesebuses.
llhe knowns are real po P;, rcactivepower Qi, and voltage magnitudeI I1l. The voltage
magnit.udedi is an unknown

2.6.5 Limits
For static load flow equati (SLFE) solution to have practical significance, all the state and
controllvariablesmust be wi in the specified practical limits. These limits are representedby
specifi,cationsof power hardwareand operating constraints,and are describedas follows:

t
 44 Power System Optimi

r VoltagemagnitudeI V1 must Satisfythe inequality

l y , l ' i ns l v i l < l % l r a r
This limit arisesdue t the fact that the power systeni equipment is designed to operate
at fixed voltageswithi the allowablevariationsof t (5-10)Voof ratedvalues.
. Certain of the voltage es d; (statevariables)mustsatisfy

la - dols la,- dol**

This consffaint limits the maximum permissible power angle of transmission line
connectingbusesj and k and is imposed by considerationsof stability.
. Owing to physicallimi ons of P andlor
Q, generationsourcesare constrained.
Pi, S Ps,< P#* (l = I ,2, .,.,NB)

oil < Qr, s Q;^ (i = I ,2, ...,NB)

Also, the equality cons

+Pr

+Qr

where Pi. and Qt are system and reactive power lossesrespectively.

The load flow equations nonlinear algebraic equationsand have to be solved through
iterative numerical techniques ch as Gauss Elimination, Gauss-Seideland Newton-Raphson
techniques,etc. At the cost of lution accuracy,it is possibleto linearize load flow equationsby,
making suitable assumptionsa d approximationsso that fast and explicit solutions become
possible.

2.7 COMPUTATION
OF INE FLOWS
Considerthe line connectingthe buses i and k (Figure 2.15).
where
y* is the series admi
lnau !*ro are the shunt ad ittancesrespectively

I
I I*r li* Iar Ip
___l

IE6 I*io

lirc l*to

Ffgure2.15 ransmission
line connectingi and k buses.
 Load Flow Studies 4s
,S1pis the power injected in the line from the ith bus
f1 is the current injected by the ith bus
% is voltage at the fth bus.
The r:urrent fed by the bus into the line can be expressed
I*- I i 1 4+ I i p

Ii*=(Vi-V*)y*+Vilm (2.84)
where
IiH=(Vi-V*)yi*

Irc - ViYirc

The power injected into the line from bus i to bus & is

S*= Pi*+ jQir

Si* = Vilir

Substitutingthe conjugateof Eq. 2.84) into the above equation

s = vil(vi - V;)y,i + Y,.y,io

] (2.85)

Similarly, the power injected into line from bus & to bus i is

s - v1,t(d- v,*)yi + viy|ol (2.86)

The powerlossin the (t-fr)thline i the sumof the powerflows in the (i-&)th line from the ith bus
and the /cthrbus, respectively,i.e.

Pti* -- S4 + Su (2.87)

Total transmissionlossescan be mputed by summing all the line flows of the powersystem.

NL
Ptor,= (2.88)
ilt,
where Sl = S* + Sr
The slack bus power can be obtained by summing the line flows on the lines
terminating at the slack bus.

2.8 MODELLINGOF RE LATINGTRANSFORMERS

Transformers
providea convenient
meansof controllingrealpower,andreactivepowerflow along
a transmiss:ion line. Real power be controlled by meansof shifting the phaseof voltage, and
reactive power by changing its itude. Voltage magnitude can be changed by transformers
provided with tap changing load (TCLJL)gear.Transformers speciallydesignedto adjust
voltage magnitudeor phaseangle through.smallvaluesare calledregulatingtransformers. The
'presenceof regulating in lines modifiesthe Ysu5matrixtherebymodifyingthe load
flow solution. Considera line, ting two buses, having a regulating transformer with off-
inominal turns (tap) ratio a incl at one end as shown in Figure 2.16.

. ' a
,*[
 Ibwer System

vj
Vi = aVi lij Ij

: . :
Flgure2.16 Transmission line with regulating transformer.

Sincethe transformeris umed ideal, complex power output from it equalscomplex power
input,i.er.
St - Viti =Vi\t).
or
vili = aVi(I). (',' Vi' = aVi)
or
I; =a*Il (2.8e)
For translmission
line,
Ii = yijoVi'+yij(Vi' - Vi)
or
Ii = ayiioVi+ lii(aVi - Vi)
or
I/a* = alrjoVi+ aliiVi- lUVi
or
Ii= a2(yw+ yij)Vi- a*yiivj (2.e0)
Similarly,
Ii =liioVi +yii(Vi - Vi)
or
I j =li1oV1+yii(Vi - aVi)

Ii= lqoVi+ lUVi- aYUVi

Ii = -aliiVi + 0,lo + yi)Vi (2.er)

Equations(2.90) and(2.91)can written in matrix form,

Ir,
I
+ril - a'yij
I'tl i lo"uo
- I f-l
y,i)J
(2,92)
L ayij 0i,io+ LYiJ
i i , .
 Load Flow Studies

Alternartive method
FromFigure2.16,
':,1=1":,,,"
j,,,]
where
f;J (2.e3)

L,
",,'
l=I 'JL;
lvi
lv,
.vj
0l Vi

.vj
Q.9aa)

t:,, ;l
rl'
Ij.] =

t e3),
rto, E q. ((2.
;

I
IIi

IIi
(2.e4b)

SubstitutingEqs.(2.94a)and .e4b)into

i'lt - 0iu o+{ yij

Iii) t,vij
l -
I i J [' lii (),rio + v
or

Oi,io+ )ii)
-ah
[,]

or

[] ,*'i,u,]
L::]f':.,,1' [;]
=1":';,"
or

;] ;;'::,J
[l] (2.es)

,i-netff ork rePresentatlon an off-nomlnaltransformer

For an off-nominal turns ra transformer, a is real, i.e. a' = 4. Therefore, Eq. (2.90) can be
rewritten as
Ir= a2(yq+ ydVi- ayijVj
or
I i = !o),n+ a2y;)Vi- aliiVi+ ayilVi- oytiVi
or
I r = lazyip + a(a - l)yiilVi + ayilVi - Vi) (2.e6)

I
t*
48 Power System

Equation(2.91)can be rewri

Ij aliiVi- alijVi + $aru+ yiVi- ayiiVj

or
= ah/Vi- V) + [yW + (l - a'IyA]Vi (2.e7)
Equations(2.96) and (2.97), be representedby a ?T-networkas shown in Figure2.17.

ay ij
I

dy,n + a(a
tn+Q-a)Yii

Figure 17 fi-representation
of a transmission
line.

Otf-nominaltransformers both line ends

With off-nominal tap-setting formers at each end as shown in Figure 2,I8, we have

'i,)=P:;'',,,'
i,,,,]
L;; (2.e8)

l: ai ai:1,1,,

4 tij Ij

Flgure 2.18 Off transformers

at both line ends.

where

lu=;l fo,
tL 0
' 1
(2.99a)

,= 0
ai

I (2.eeb)
0 []
aj
 Load Flow Studies

SubstitutingEqs. (2.99a) (2.99b)into Eq. (2.98),

1
ai
=l'"-iu'u'
0 [] ,u,'.r,J
[; ;] [;]
l o
*
4i +yil -aiti
1",(rro I ft,l
L -aili ai1i1o
* ruil LurJ
0 l
aj
or
o +ft) -aiyii
I'r I f",oi;o
-aitii I [,*I
[] Io ";..|L *ru)JLurJ
ai(yiio
or

t; (2.100)

2.9 GAUSS-SEIDEL ETHOD

Let there be NB buses. systemis comprisedof threetypesof buses,namelyslackbus, pe
busesandPV buses:The busis numberedone,andthe remaining(NB - 1) busesmay be pe
busesor PV buses.I-et 2 to busesbe PQ busesandNP + I to NB busesbe PV buses. :

PQ huses
At P9, buses,real power,P;(f 2,3,..., NP) andreactivepower,Q{i = 2,3,..., NP) are specifiedor
knownrwhereasvoltagemagn , I Vif (d = 2, 3, ..., NP) and voltageangles,4 (i = 2, 3, ..., Np)
are to be calculated.So, Vi i assumedinitially and -updated',in,
every iteration.
'fhe
complex power inj ted into the ith bus is

Si=4+iQi=VtI;
or
Pi- jQi= vil,
or

Ii -
4 -iQi
vi (2 101.a)
i a.-

bus is
- N g

:'Ii = I ilpV* ( i = 2 , 3 , . . . ,N P ) (2 rolb)

k=l
 Power System Optimizati

Subs;tituting
the valueof I; nto Eq. (2.lOla),we get

NB
n = vi' E Yi*V*
*=l
(i = 2,3, ...,NP) (2.101c)

FromEq. (2.l0lb), which be rewrittenas

NB
Vi + I Y*v* (i = 2,3, ...,NP)
k=l
k*i

or

(i = 213, ...,NP)

SubstitutingEq. (?.l0la) in the r equation,

(2.r02)

Now for t,he(r + l)th iteration, tl voltage becomes

i-r
y.r+t=1 {n.;io,
NB I
Yii L tv;)' .2 Y,rv;*t
t=l
I
t=i+l
Y*v[ | <i= 2, i,..., Np) (2.103)
)

For the (r + l)th iteration,th updatedvaluesof Vi*r (/c= 1, 2, ..., t - l) are usedand for the
rest of voltagespreviousvalues,i.r VkG= i + 1, i + 2, ..., NB) are used.The iterativeprocessis
continued 'till no further improver in voltage is achieved.

1* lo+ r- v r ' l = r (i=2,3,...,Np) (2.r0/)

The limits of voltage magnitude < be checked and fixed as

lvrl< lvrl*'"
(i = 213, ...,NP) (2.105)
lv'l: l%l'*
lv,l*".lv,l.lv,l*
PV buses
Real power,,Pdi = NP + l, Np + 2, .., NB) and volage magnitude,I Vi | (f = NP + l, NP * 2, ..., NB)
are known at PV buses.Reactir power, QiG = NP + l, NP * 2, ..., NB) and voltage angle,
d,{i= NP .r l, Np + 2,..., NB) unknownat PV buses.So, Qi M 4 .rc updatedin every
iteration.
 I-oad Flow Studies

c),

;=-Im (2.106a)

The re'visedvalueof 0i is ined from the aboveequationby substitutingthe most updated

valuesof voltages.Thus,
N g l
Tr1.l
k + (%')' t Y,*V[
l, (i = NP + l, NP + 2, ...,NB) (2.106b)
k=i )

ue of d' is ined from F-q.A.103)as

I '-I NB
( i = } { P + l , N P* 2 , . . . , N B )
k =l *=i+l
(2.106c)

of can be-checked and fixed as given below:

Qr'" a s Q y "
(i = NP + l, NP * 2, ...,NB) (2,107)
Qi= lQr^ i Qi > Qf*
Q i i QY" <Qi <QY

If any limit (eittrermaxi or minimum) is violated, then that bus is fieated as the PQ bus.
But if in a subsequent iteration, Qi aoffLaswithin the limits then the bus is converted
back trcthe PV bus.

Slack bus
At slar:kbus, voltage magni I yl I and voltage angle 4 are specified or known, and real power
P1 andlreactive power Qr te be calculated.To calculate power, the following equationscan be
used as

(2.108a)

(2.108b)

Accelleration
Convergencein the G del method can be speededup by the use of the accelerationfactor

v{*'=v{ +a(v{+'-vi) (2.10e)

where a is a real number' the accelemtion factor.

 P'ower SystemOptirrizat

A suitable value of a for y system can be obtainedby trial load flow studies.A general
valueis 1.6.A
recomnnernded choice of a may slow down convergenceor even causethe
method to diverge. The idel method requires the smallestnumber of arithmetic operations
to complletean iteration. A iled stepwiseprocedureis explainedhere.

Algorithm 23: Gauss-Seidel to Perform the Load Flow

I " Read data
NB is the number of b ; NP is number of PQ buses.
Vr, 6i for slackbus,P - 2, 3, ..., NB) for PQ and PV buses.
Q;Q = 2' 3, ..., NP) r PQ buses,%s(i = NP + l, NP + 2,..., NB) for PV buses.
yr.*n, yrnax (i = 2,3, .. NP) for PQ buses.

Qi*, Qmax(i = NP + I NP + 2, ..., NB) for PV buses.a (steplength),R (no. of iterations),

e (convergence )
2 Form YeususingAl
3 Assumeinitially

lv,o
lt;
4" Set iteration count, r = 0 a n d l A Y ' " * l = 0
5" Set bus-counti = 0
6" If BUS is PQ-bus then
6.1. ComputeV; from . (2.102)as

6.2. Updatethe vol : according to Eq. (2.109)as

- Vt)
%new-,= Vi'+q(Vro"*

6.3. Checkthe limits t lV, I andset according to Eq . (2.105),

i.e.

irlv,| < l%l-"

irl%| > lv,l*.
irlv,Ito. lv,| . lv,l*
6.4. Compute LVi = -vi

i f l A y ,l > l A y I thenlLv,l = IAY* |

6.5. Assign new volta to old
Vi = Ylt*
 Iaad Flow Studies

tf BUSis tfrcP%bus
i,t, Cornpute
Ql'* tte PV'bususingEq.(2.106a)

et=-kn{n'-T,,*rrl
'1.),
eheekthe llmits Q andset accordingto Eq. (2.107a)

If no lirtrtt is theil set gtinit * g

lf anyiirnit is then eet glimit = 1
7.3.Computethe anglefor the PV bususing4. (2.106c)

Vf* =l

7.4. Updatethe vol accordingto Eq. (2.109)

%n*=Vt*a(Vinn -Vi)
7.5, If 4llimit= 0 then

lr'w- vf/.9r"
!n* = Vis(cos6,** +7 sin di*)
7.6. Assignnew to old
Vi= Vlt*

8. lncrementthe bus cou ' ,i = i + I

9. Checkthat all voltagesof PQ andPV buseshavebeenmodified

if t < NB then GOifO tep 6 and repeat.
10. Check convergence
r=r+l
If I AY I'nux> 0 and r R then GOTO Step 5 and repeat.
 FotryerSystem O,

I l. Computepowers on slac

( . N B l
P1- iQ = LrY'-vrl
tui
12. Calculateline flows usin Eqs.(2.85)and(2.86)

- vi u,. - v;) yio+ %.rio]

[f
= v* [cu; - v,*)yir+ vfyi,o]
13. Stop.

EXAMPL,E 2.6 For the sample systemof Figure 2.19, the generatorsare connectedat all the
four buses,while loads are at 2, 3, and 4. The values of real and reactive powers are listed
in Table 2,,4. All busesother than k are of PQ-type.Line data are given in Table 2.5. Find the
voltages arrd the bus angles at three buses using the GS (Gauss-seidel)iteration.

0.08+ j0.20
O
ct
+
!n
O
o

3
2.19 Samplesystem.

Table 2.4 Input data

Bus Pi Qr vi Type of bus

(p.u.) (p.u.) (p.u.)
I 1.05
z0 Slack
2 -off - 0.15 P8
3 - 0.51 - 0.25 PQ
4 - 0.60 - 0.30 PQ

Table 2.5 Line data

Line: Line,impedance
,rr--. (p-q)
I r-2 0.08+ j0.20
2 t-4 0.0s 1 70.10
? 2-3 0.04+ j0.12
4 3-4 0.04 + j0.l4
 I-oad Flow Studies

Sohttion l/-bus is calcul using Algorithm 2.1. The elementsof ysus are given below:
Y n = 5 . 7 2 4 1 3 8j l-2 . 3 l Yn= -1.724138+ j4.310345
Yn=0.0+j0.0 Yru=-4.0+78.0
Yzt = -1.724138+ 74.31 - j11.810340
Yzz= 4.224138
Yzt = -2.5 + j7.5 Yz+=0.0+ J0.0
Y31'= 0.0 + j0.0 Ytz= -2.5 + 17.50
Yst=4.386792-jl4.l03 Ygq= - 1.886792
+ j6.603774
Y4r,= - 4.0 + 78.0 Yqz=0.0+ j0.0
Y + t = - 1 . 8 8 6 7 9 2 +j 6 . 6 0 3 YM- s.886792- jr4.603770
Assuming flat start (means t the voltageto 1 p.u. value)

Vt=1. + 70.0p.u. Vz= 1.00+ 70.0p.u.

V t = 1 . + 70.0p.u. V+= 1.00+ j0.0 p.u.
Set iiterationcounter,r = 0
Let lAll"ux | = 0

UsingF4.Q.102), Vf"* is puted as

I
vfn =
Yzz

pr- jQ,
vf* = t I - YztVr- YztVt
Yzz lT
Vt"* = Q. 1507- j0"0290685
p.u.
UsingEq. (2.109),Vf'* is

V f " *= V z + u ( V f * - V z )

= 09941808- j0.03488218
p.u.

vl = lrt*' - v2f=o.ors3624
to check the convergence,i.e.

lavl lou*. l, rolav* | =o.ors

3624
 56 Power System

The calculated vatue Vt"* is assignedto V2, i.e.

- ;0.03488218
= Vy* = 0.9941803 p.u.
Now to calculaE Ylt* the followingvoltagevaluesareconsidered
in which thc valueof
voltagp V2 is the updated ue.

Vr = 1.05+ y0.0p.u.
Vz = 0.9941808- y0.03488218
p.u.
Vt = 1.00+ y0.0p.u.
Va- 1.00+ 70.0p.u.
UsingEq.(2.102),Vi is computed as

= I l"* - ytrvr
- J t ' r - ytzvz
- v*vo1
Yn Lv; J
- j0.04667337
= 0.9708458 p.u.
UsingEq.(2.109), is accelerated,i.e.

= Vt + q,(Vte* - V)
or
- j0.05600805
= 0.9650149 p.u.
Changein voltageis putedas

favl = lvf"* - v3l=o.ooo03678

Maximumchangeis to check the convergence, i.e.

vl.,lou*- l, rolav'u*| =0.06603678

The calculated value Vl"* is assignedto V3. Thus,

v = Vl"* = 0.9650149- 70.05600805p.u.

To calculate Vfw, the llowing voltage valuesare used in which the value of voltage Y3 is
the updated value.

r = 1.05+ 70.0p.u.
'z = 0.9941808
- j0.03488218
p.u.
- p.05600805p:u.
r = 0.9650149
4 = 1.00+ 70.0 p.u.

L** - **rl
 Load Flow Studies

UsingF4.(2.1V2),
Vf"* is computedis

4
- .70.04863431
= 0.9786592 p.u.
UsirngEq. (2.109),vt* is le

Y4 -Va+a{Vy -V+).

v) - j0.05836118
= 0.974391 p.u.
Change in voltage is as

vl= luf* - v4l=o.oorn263

Ma,ximumchangeis to check the convergence,i.e.

lavl lou* l, rolav* | =o.oooolozs

The,calculatedvalue of W is assignedto V4, i.e.

Vt= - p.05600805
l'* = 0.9650149 p.u.
The convergence
is as below:

tslav*lce(o.oool)
If the convergence criterionis satisfied,go for the next iteration by incrementingthe cotfiter
r r i . er,= r * 1 ,
To start the new iterati the following voltage values are used in which the value of
voltage !t is the updatedv
= 1.05+ p.0 p.u.
= 0.994t808- p.03488218
p.u.
- J0.05600805
= 0.9650t49 p.u.
- p.05600805p.u.
= 0.9650149

Aft'er 13 iterations,the final vol values,when IOU* | = 5,St+256x 10-06, 8r€ given as

= 1.05+ j0.0
= 0.9286948- j0.0970232p.u.
 Power System

V3- 0.9046143
- 70.110961l,
p.u.
- - j0.0687263p.u.
V4 0.9461540
Voltagemagnitudes I anglesare givenbelow:
I V ,| - 1.05p.u. 4 = 0.0 rad
l V z| = 0.9337450 p.u. 6, = -Q.1040950
rad
l V t = 0.9113891 p.u. A = -0.1220516rad
lV+ - 0.9486451
p.u. 6+= :0.0725102rad
The slack bus real a reactive,powers .arecomputedusing the following equation.
4
n j=l

The line flows are lated below in fatjre i.6.

Table 2.6 Line flows

Line no. Bus code Sa

(i-k)

I l-2 0.6587177+ j0.37336sQ

I 2-l 4.6171169- j0.269363r
2 l-4 1.484540+ 70.5836556
2 4-1 4.9514246.- j0.4595973
;
3 2-3 0.1671311 + j0.rr9382r
3 3-2 -0.1651958 - j0. 1135760
4 3-4 -0.3448024- j0.r364204
4 4-3 0.3514238+ j0.1595952

EXA\I{PLE 2.7 For the ple system of Figure 2.19, the generatorsare connectedat all the
four buses,while loads are a buses2, 3 and 4. The values of real and reactive powers are listed
in Trrble2.7 alongwith the pe of bus. Line data are given in Thble 2.5. Find the voltageandlthe
bus anglesat the three busesusing GS (Gauss-Seidel)iteration.

Table 2.7 Input data

Bus Pi Qi vi Typeof bus

(p.u.) (p.u.) (p.u.)
I r.0520 Slack
2, - 0.45 -ort r.00t0 PV
3 - 0.51 - 0.25 PQ
4 - 0.60 - 0.30 PQ
 I-oad Flow Studies 59

Solution Z-bus is using Algorithm 2.1 and.the valuesof rsus elementsare the
sarneas thosegiven in ple2.6.
Assuming flat start, s that the voltage is set to I p.u. value.

Vt - 1.05+ 70.0p.u Vt = 1.00+ j0.0 p.u., and V4 - 1.00+ ;0.0 p.u.

Set iteration counter,r

Let ILV**l=0
Qz is computedusing (2.106a),i.e.

4 l
ez=_* I Yzrvrl
{ &=l )

'| (YzrVr+ YzzVz* Y6V3+ Y24V4))

- - 0.215517p.u.
Qz= -Im {

UsingEq. (2.102),Vi is computedas

- YztVt

- j0.0273094p.u.
Vt"n = 0.9902325
UsingEq. (2 109),Vi is accelerated.

Vf"* -V2+a(Vfn -Vz)

Assuminga = 1.2
- j0.03277127
Vt"* = 0.988279 p.u.
The voltageangleis

( -o.olzlltzl\
= t a n-,- r l - - - - - . '
--.
| = -0.0331478
\ 0.e88279 )
The voltageangle is with the specified voltage of the PV bus.

vt"n = 1.0 x [cos(-O.0331478)

+ Tsin(-0.0331478)]

vt"*= 0.9994507- -j0.03314t73 p.u.

 Power System
'l[he
to V2,i.e.
computed value of Vl"* is assigned
- p.03314173p.a,
V2 = Vr'* = 0.9994507

lilow to calculate Vyn, followingvoltagevaluesare usedin which thc valueof volrlagp

V2 is the updatedvalue.

Vr = 1.05+ 70.0p.u.
Vz = 0.9994507- j0.03314173
p.u.

i = 1.00+ 70,0p.u.
'e= 1.00+
10.0p.u.
LlsingF4. Q.102),Yf'* is computedas

or
I lrr-jQg r,r, t --l
v3nt*
,"LT-YYvr-Ynvz-Y*vo)
or
- 0.973647t- j0.M568502p.u.
ftsing F-q.(2.109),Yf'* accelerated,i.e.

l"*= Vt+ a(W"n-Vg)

or
- j0.05482203p.u.
T"* = 0.9683765
Clhangein voltage is co a$

llvl = lvf* - Vtl=o.oor28s05

lvlaximum change is to check ttn eogvelgence,i.e.

rf la | > fav'*;, thenfan*l =o.M328eos

The computedvalueof lt* is assignedto Vg,i,e,
v3 - j0.05482203
Yf* = 0.9683765 p.u.
Tir calculate Vf;*, the fi owing voltage values are used in which the value of voltage V31is
the updlatedvalue.

I = 1.05+ 70.0p.u.
'z = - j0.03314173
0.9994507 p.u.

t -- -.-r
.Jt
 = 0.96$765 - j0.05482203
p.u.
= 1.00+ j0,0 p.u.
UsingEq.(2.1V2),Vfr* is computedas

v{n =

or

vf;* = I po- iQn YqrVr- Y+zVz

W
or
vf;* = 980t714- j0.04827332p.u.
UsingEq.(2.109),I4** is

vi = V++ cr(Vj** - V+)

or
4
- 10.45792799
= 0.9762A57

Change in voltage is com uted as

I vl =luf* - val=o.ooz62444
Nlaximum change is to check the convergence,i.e.

rf lavl lou**I, rhenlou* | =o.oorz8eos

The computedvalue of V, is assignedto Va, i.e.

Vq= - j0.05792799
Vt"* = 0.9762057 p.0.
The convergenceis as

tsllv**l . rto.ooot)
Convergencecriterion is ot satisfied, so we go for the next iteration by updating the
counterby l.
r= r * |
Tb smn new iteration, the following voltagevaluesare usedin which the valueof voltage
Va is the updatedvalue.

r = 1.05+ 70.0p.u.
'z= - j0.03314173p.u.
0.9994507

t*-"-
 Power SygtemO,

v3 - 0.9693765
- 70.05482203
p.u.
- j0.05792799
V+= 0.9762057 p.u.

After I I iterations final voltage values aregivenbelow,whenlou'*l - 9.300476

x
l0_rc6.

Vt - 1.05+ j0.0
v2 - 0.9925385- j0.12r932r p.u.
-
v3 0.9492246- j0.1257839 p.u.
v4 - 0.9653854 - j0.0764109p.u.
Voltagemagnitudes d anglesare mentionedhere:

1 l = 1 . 0 5p . u . 4 = 0.0 rad
'zl =
1.00p.u. 62= -0.1222363rad
irf = 0.9575223
p.u. dr = -0.1317447rad
= 0.9684M7p.u. da= j0.0789860rad
The slack bus real reactive powers are computed
andare givenbelow:

Pt - iQr =vr. L YriVi

j=l

- j0.429160
Pr= jQr = 1.6531060 p.u.
The line flcws are lated below in Thble 2.8.

Thble 2.8 Ljne flows

Line no. Bus code (i-k) S;t

I t 2 0.6558731+ 70.0393236
I 2-L 4.624s468 + j0.0389922
2 t-4 0.9972326+ 70.3898367
2 4-l 4.9452397- j0.28s8s07
3 2-3 0.1745856+ j0.296r466
3 3-2 -0.1698582- j0.28r9647
4 34 4.340t432 + 70.03r9J03
4 4-3 0.3452354- j0.0141476

2.1IC'NEWTON-RAPSON METHOD
Thr: load flow solution rnus satisfy the following nonlinear algebraicequations,i.e.

fi(V, d) = 0 for all buses (ilt:I 10)

 ' ' I-oad Flow Etudies 63
At eatlr bus, except the slack real and reactive powers need to be evaluated.

fi(V, d) = P,S- Rt , d ) = o for all PQ and PV buses (2.Ltra)

f{v, d)=Of - Ol, , d ) = o for all Pp buses. ( 2 . 1I l b )
where
,R;fis specifiedreal por of the rth bus
!2;l is specified reactive of the ith bus
% is magnitudeof vol at ttre lth bus
,D;is angle of voltage at rth bus
l!ilBis the numberof
l\IV is the number of PV ses.
Consider that number o e bus of the power system is the slack bus. Assume that initial
values of the unknown varia are as under: : .

v! 1t= + 1, NV + 2, ..., NB for all pe buses)

6;01f = 2, 3,..., NB for atl PQ nd,pV buseb)
Irt AV; (r = NV + l, NV 2, ..., NB) and Ad; (i = 2, 3, ..., NB) be the corrections,which on
being acldedto rhe initial give the actual solution. Equation(2.110) can be written as

ftUf * A6/ = 6
LVr,6oo (i = 2,3, ...,NB) (2.r12)
lixpanding the above equ tion using Taylor's seriesaround the initial guess,and ignorirng
the hig;herorder terms

ft$f + LV1,,df* 6i=fivf,6P)*o=H.,

#LVe+-8,
#^*
P'artial derivatives are uatedaroundthe initial poinrs( W, &5. using Eq. (2.112),the
above equation can be rewri as
NB )r NB fr
T #wr+ L #Ad1 =-f,Vf,df) \e.rt:)
&=NV+l sVk k=2 OO*

A,flterexpandingEq. (Z,l la) using Taylor'sseriesaroundinitial guess,'theequationis

writtenirnthe form of Eq. (2.1I ) a s
NB lp.
I i- ldo + X * oro=ac ( i = 2 , 3 , . . . ,N B ) (2.rltl)
k=Z dO* & =N V + l dV *

whereAPi= ngf ,6P) - p,.s

Similarly, after expandingEq. (2.111b)using Thylor'sseriesaroundthe initial guess,the
equatiornis written in the form Eq. (2.113)as

where,\t7i- etUf,6P) - Oi.

 Power Sysitem

(2.114)and
Equations I 15) can be'wriuenin matrix form as

(2.116)

Sizeof matrix= NB + (NB - (NV+l)) - I = 2(NB - 1) - NV

NB - (NV + l) is the umberof PQ buses

NB is numberof total buses
NV is numberof PV
Equations(2.114)and 2.115) are solved iteratively,till AP and LQ becornealmost zero.
Let

Hi* = ro#,ri*=#,Ln=vrff
N,r=
#,
(2.116)can
Equation rewrittenas

(2:..r17)

Equation(2.114) can rewrittenin termsof H and N as

NB
= APi (i = 2,3, ...,NB) (2.1
r8)
I " +
Hir dr Y x,o*
k=2 k= NV+l V 1,

Equation(2.115) can rewritten in terms of / and L as

NB
$/, , r-i;
L V * = LQi (i = NV + 1, NV * 2, "', NB) (2.11e)
= NV+l
I
k=2 Y1s

Evaliuationof Jacobian ix elements

Real and reactive powers representedby Eq. (2.83a)and Eq.{2.83b), respectively,and are
enlistedbelow:
B
ViV* lGi* cos(6; - 6r) + Bir sin (6i - 6r)l
=l

B
Qi=, V;V1,[Gi1,sin (6; 61) - Bi* cos(d; - 6r)]
=l

Thr: above equations can bt rewritten as

NB
= GiiVi + I Vivk IGik cos (d; - 6&) + Bi* sin (d; - 6r )l (2"r20a)
&=l
k*i
 I-aad Flow Studies

NB
ti = - B,,V? kE= l ViVp[Gi1,sin (4 - 6;l - Bn cos(6'; - 0r)] (2.1201b)
k*i

Differentiating Eq. (2.120a)w.r. 6i to find ^F/,i

'iVk
l- Gir sin (d; - 6) + Bp cos(d;
- dr)l (2.12r)

Adding ,Eqs.(2.121)and (2.1

Qi+ff= -8,,V,2
A }Pi

Rearra:ngingthe above equati

ff a4
H ir=#=-Qi-8,,V? (2.122a)

DifferernriatingEq. (2.120a)wi respectto 6k & * i) to find I/,'pG * i)

dP,
JI
rt ik = ViV1,[Gx,sin (d; - 6) - Bi* cos (di - 6t )] (2.r22b)
a6_
Eq. (2.120a)wi
Differerntiating respectto % to find &i
NB
+ I V*lGg cos(6; - 6) + B,r sin(6; - dr)l
' k=L
k*i

Multiplyipg equatt by vi,

NB
= ZGiiVi + (2.12:,3)
k=l
k*i

SubtractingEq. (2.120a)from . (2.123),

v,* - n =Giivr2
" d6,
Rearrarngingthe above equati

v,?#=4+G,,V?
N,.,.= (2.12t[a)

DifferrerrtiatingEq. (2.120a)wi
,
dPi
Nr
Multiplying by Vk,

N i r= V * = ViVrfGi*cos (di - dp) + 84 sin (6; - 6r )l (2.12t[b)

 66 PoryerSystem

Differentiaring
F,q.(Z.l20b) ritl respectto to find
4 ,Ii;
0ei = NB
ad; kx=l
ViV*[G*cos(d; - dr) + Bi*sin(4 - 6r)]
(1r.tzs)
k*l

Subfr,acting
Eq. e.lZS) from Eq. (2.r20a),

dQi
Pt- = GiiVrz
a4
Rearilnging the above equa OD'

JF#='' -Gi,viz
(TL26a)
Differcntiating F-q.(Z.l 20b) ith respectro & (k * r) to find Jy,(k * i)

= ViVr[-G* cos(4 - 6&) - B* sin(4 -

dr )] (2.r26b)
Differentiaring
Eq. (2.t}}b) ith respect to Vi to fnd Lii

NB
,t* sin(4 - d*) - Bpcos(6;- dr)l
IrVrlG*
k*i

Multiptying the above equati by vr,

__do, - -zBii',' * NB
'' V{1,lGpsin(4 - di) - Bircos(,0; - d*)l
fr kP.
=l
k*i
(2.1t27)

Subtracting
Eq. (z.t}Ob)from . (2.127),

v,, Y - Q i = B i i v r z
dV,
Rearrangingthe above equati

1
L i i = V.,'* =Qi - Biiyiz
dv, (2.r28a)
Differbnrtiating
W. (Z.t20b)wi respectto V*(k * i) to find Lsr(k * i)

VitGirsin (6, - 6e) - B* cos(4 - 6r

)l
Multiplying by V1,

Li* = V *dQi = ViV*[Girsin (4 - 6i - Bi*cos(4 -

dvr dr)]
Q.rztrb)
 Load Flow Studies 6'7

Limits on the controllable Q; of PV buses

Qi is co;mputed
usingEq. (2.1 . The limits are set as following and the PV bus is consideredas
ttp Pp bus on violationof limi

if Qi < QY'"

ifQi>Qf* (2.r2e)
it Qy" 3 Qi S Qro*

The bus vrhich has beenchangedfrom the PV bus to the PQ bus on violation of Q limit needsthr:
calculationof changein voltage magnitude.It is calculatedfrom Eq. (2.119).

NB NB
t
k=2
Ji* * + L r i + ./ < = >
NV+l
,,0#=a,ei
k+i

Rearranl;irngthe above equation,

NB NB
LQt E Ji1,A61, : (2.130)
k=2
f:,.*.t

and spec;ifiedvoltage magnitude f the PV bus is updated as

Vi =Vf + LV;
where Y,'t ir scheduledvoltage itude of the rth bus.
Wthr the new value of V,, bus is restoredto PV bus and iteration is continued.

Limits on the voltage Vi

The power systemequipmentis )slg ed to operateat fixed voltageswith allowable variationsof
t(5-10)9/o of the rated values. I the voltage magnitude limits are violated, (hen the voltage is
fixed as follows:

(2.r3r)

The Newton-Raphson (NR method is useful for large systems.The NR method requires
more mejmorywhen rectangular inates are used.Hence polar coordinatesare preferred for the
NR method.To avoid time consu ing sine and cosineterms in the Jacobianelementsin the polar
version o,f the NR method,the el ts of the Jacobianare calculatedby the rectangularversion.
The rectangularversion is faster n convergence,but slightly less reliable than the polar version.
With the hlR method, the power ifferences and elementsof the Jacobianare to be computed per
68 Power System

iterertionand triangu has also to be done per iteration, so that, the time taken per
iterertionis considerably as cornparedto the Gauss-Seidelmethod.However,the NR
method gives the aecurate Its and convergenceis guaranteed.The choice.of slack bus does
not alfect the solution.M ; it works with the regulatingtransformers
etc. equallywr.,ll.A
detailedstepwiseprocedure explainedhere.

Algorithm 2.4: Newton- hsonMethod to Perform Load Flow

l. Read data
NB is the number o buses;NV is the number of PV buses,
Vr, 4 for slack bus, ^Pi t; = 2, 3, ..., NB) for pQ andPV buses.
gl tt'= NV + l, N + 2, ..., NB for PQ buses),V,Ft; = 2, 3, ..., NV fa PV buses),
I/lrun I/ max /; -_
vi t vi + l, NV t 2, ...,NB for PQ buses).
\r
Qyn,Qf"* (i = 2, 3, ...,NV for PV buses).
R(maximumnumberof iterations),e (tolerancein convergence).
11.Form Isus as explai in Section2.3.
3. Assumeinitially
ll4(t=NV+1, a n d 4 t ; = 2 , 3 , . . .N
, B)
tl,. Set iteration count,
5. Compute P;, APi usi Eq. (2.120a)or Eq. (2.83a)
NB
Pi = E viV*l ;1cos(d; - 6r) + B* sin(d; - d*)l (i = 2,3, ...,NB)
&=l

A4 =P,S- 4 ( = 2 , 3 , . . . N
, B)
Compute Qi, AQi us Eq. (2.120b)or Eq. (2.83b)
NB
Qi = I' ViV*IG* in(6i - d1) - B* cos(4 - dr)l (f =NV+I, IW+2,...,NB)
k=l
?

LQi=Of - Qi (i= + 1,NV * 2, ...,NB)

j . . 1 '

6. If maximum {AP; (f 2,3,..., NB) and AQi(f = NV + l, NV t 2, ...,NB) S e thenGOII)'

Step 15.
',t.
Compute Jacobian trix elementsusing Eqs. (2.109).
When i= k

- Q i - B i i v i z , N-ivi , 9 d : i = 4 + G i i v i z
7,=

Lu=v,# =Qi- Biiviz

=n - G,:v,',
'
ff
W h e ni * k

'Hi* = = ViV*[G* sin (di - 5r) - By,cos(d; - dr)J

 Inad Flow Studies

N* =V* cos(d;
=ViVr[GiP dr ) + B;1sin (d; - dt )l
#

l!-=v,vrl- Gi*cos(d, dr ) - B;1sin (d; - 6t )l

Ji* =
k

Li* = V* =ViV*[Gitsin(6i 6r ) - B;pcos(6; - 6t )l

H
8. Compute L6, (i = 2, 3, ..., NB) and LV;lViQ = NV + 1, NV * 2, ...,NB) using4. (21'.117),

Iapl
t t
Irc-l
9. Modify d; and Vi,
6i = 6i + Aq (i = 2,3, ...,NB)

vi-vi+^{v,

r0. Set bus count i =

1 1 .It PQ bus then the limits of V; and set accordingto Eq. (2-131), i.e.

Vi = Vitu if Vi < Y,tin

Vt = Vi* if Vi > Y,**

t2. If PV bus then p; using Fq. (2.l2}b) and check the limits of Qi and set aci,ording
to Eq. (2.129),i.e.

A - Qf^" it Qt < 8i^

ei=AY if Qi > Qf*

If limits are vio then PV bus is temporarily converted to PQ bus. So, compute "I;1and
La with updated aluesof Qi, Vi, and d;. Using Eq. (2.130), calculate the changc in
voltage,i.e.

and specified vol magnitudeof PV bus is uPdatedas

Vi- V,S+AV;
 70 tPower System

1 3 . Incrementthe bus coun

If t S NB, rhenGOTO
t4. l\dvance the count, r =
If r<Rthen GOTOS
1 5 . Computethe active and tive power on slack bus usingEq. (2.83a)and Eq. (2.g3b),i.er.
NB
n -r k=l
Vr[Gw cos (d1 - 61)+ Bw sin (d1 - dr)]

NB
Qr= I Vr[Gr* sin (6; - 6) - B* cos(61 - dr)]
k=l

16. Clalculateline flows usin Eqs. (2.85) and (2.86),i.e.

,Sa- (vf ).t yir+ Ui"). yhol

'fu(vf (vi').1 +
Sa= ). f, Vf ). yiol
where Vi" = V;(cos 6i + j

17. lStop.

EXAMPILIE2.8 For rhesample tem of Figure 2.19, the generators

are connectedat all the four
buses,whiltethe loadsare at bu 2, 3, and 4. The valuesof real and reactivepowers are listed in
Table 2.4. AII busesother than s ck are of PQ-tvpe. Line data
are given ih Table 2.5. Find the
voltagesand the bus anglesat th three busesusing the NR (Newton-Raphson)
method.
. Solul:ion y-bus is formed ng Algorithm 2.1. The rear and imagrnaryparts are separated
to obtain the G and B matrices.

5. 38 - r.724r38 0.0 -4.0

-t.724 3 8 4.224138 -2.5 0.0
Q =
0.0 -2.5 4.386792-r.886792
-4.0 0.0 -r.886792 s.886792

- 12.31 4.310345 0.0 8.0

4.31 5 -11.81034 7.5 0.0
B=
0.0 7.5 -r4.10377 6.603774
8.0 0.0 6.603774-r4.60377
To start iteration,choosethe *1 6i'

I.0p.u.
 Load Flow Studies

Spre'cified real and reactive powers are taken as

Prs= -0.45 p. Pf = - 0.51p.u., Pos= -0.60p.u.

el = -0.15p. , Qi = - 0.25p.u., Qi = - o.3op.u.
Ttre real powers (Pz, Pt, P) are computedfrom Eq. (2.120a)as

4
I'z = I vzVr[Gx cos( - dft) + Bx sin (d2 - 6*)l = -8.620691 x l0-2 p.u.
k=l

4
r\= - dp) + Btr sin (63 - d*)l - -2.384186 x l0-7 p.u.
k=l

4
I'+= : cos 64 - d&)+B+rsin(6+ - 6r)l = - | .999998
VqVk[Ga1 x 10-rp.u.
k=l

Re,ahpower residualsare culated as

L P 2 =P t - P z = - 0 . 3 6 3 8p . u .
LPt- Prt- Pt = - 0.5100p.u.
, - p S D
4-,4- r4--0.4000p.u.

UsinrgEq. (2.120b),the ve powers Qz, Qt, and Q+ are computedas

4
Q)e= - 5) - Bx cos(62 - dr)l - -2.155170 x lfrr p.u.
&=l

4
Qlt = - 6k) - B* cos(63 - dr)l = -4.768372 x 10-7p.u.
/<=l

4
4 - 6k) - B+* cos (da - 6r)l = -3.999996x lfr p.u.
(l,q= 2 V+Vt,lGq*'sin(
k=l

Reactive power residuals calculated as

LQz= QE- Q,z= 0.0655p.u.

LQs- Qi - Qt = -o.25oo P.u.
LQq= Qi - Q+= 0.1000p.u.
Th,e convergence criterion i checked to stop the iterations, i.e.

maximum {AP i = 2, 3, 4) and LQ;(i= 2,3, 4)l < € (0.001)

0.25,0.1) = 0.51> 0.001

maxirnum{0.363 , 0.51,0.40,0.0655,
 Power System Optimizat

The convergencecriterion is satisfied,so the changesin variablesat the end'of the finst
iteration are obtainedas follo

Hzz Hzt Hz+ Nzz Nzt Nzq Adz LPz

Hsz Hn Hv Nn Nrr Nr+ Adr M3

Hqz Hqt H+q Nqz Ner Naa Ad+ Ma

Jzz Jzt Jz+ Lzz bs h.+ LVzlV2 LQz

Jn Jn Js+ Ln ht 4+ LWtV3 LQs

J+z J+t J44 Ln L+t LM LV4lV4 LQq

where

dPz
z - BzzVt=12'0259
rt = -
t122=
a6,

dPt
ITzj= \ [ G z t sin (d2
- 6r) - ^823cos (d2 d g ) J= - 7 . 5
a6r=r,

'+fGz+
sin (62 - 6+) - B2a cos (d2 - 6)l = 0.0
": #=vz
nr t t z =
dPl - Y, , 3 'zfGn sin(63 - 6r) - 832 cos (63 r dz)l= -7.5
ad,

aP, - BnVl = 14.1038

!fG1g sin (63 - d4) - By cos (f3

-, d+)l= -6.6038

'zfGqzsin (d+ - 6) - Ba2cos (d'a dz)l = 0.0

'sfG+tsin(6a- 6r) - Ba3cos (da dr)l = -6.6038

o-B*V?=15.0038

\+G22V] =4.1379
 Load Flow Stadies

N23=dP,
v r f rVzVtIGzt
= cos(d2 - d3)+ Bztsin(d2 - d'3)J= -2.S

cos(d2 - 6e) * Bz+sin(d2 - d+)l = 0.0

VzV+IGzt

cos(d3 - 6) * Bn sin(63 - 6)) = -25

VtVzIGsz

N : rw=# =Pt +GnV? =4.3868

r-#=
Nr+= VtVo[Gycos(63 - 6i +Bs sin(63 - 6.+)]= -1.8868

N n = r r # VqVzlGqz
= cos(de - 6) * Bqzsin(da'- dz)l = 0.0

=,r#=
N+r cos(da - 6r) * B+tsin(da - dg)l = - 1.8868
V+VtIG<g

N++=rrft P + + G * V ? = 5 . 6 8 6 8

lzz=# =r, - GnVt = -4.3103

J z t = , W = \[-
v zGzt cos(62 - d3) - Bn sin(62 - 4)l = 2.5

r z + = # - v 2'ql- Gzqcos(62 - 6+) - Bz+sin(d2- da)l=0.0

J t z = # = v t'zf- Gn cos (d3 - 6) - Bszsin(63- 6)l=2.5

Jtt=ft=n
- GnV? = -4.3868

J y = P = V '+f- Gy cos(63 - d+) - By sin(dr - 6+)l= 1.8868

Edn

J q =z Y = v Vz[-
, Ga2cos(6a - 6) - Ba sin(6+ - 6)1= o.o
d6z
 J + t = W = v q v-Gqt
g cos(d+ - 6g) - B$ sin (da - d3)J= 1.9868

GuVt = - 6.0868

- BzrV] = 111
.594&

\ lGzt sin(62 - d3) - Bztcos(62 - d311= 7.5

'q
lGzq sin(62 - 5i - Bz+cos(d| - 6+)l = 0.0

'zfGn sin(d3 : 6z) - BEzcos(d3 -

dz)l = -7.5

- BnV?= 14.1038

'+
[Gv sin(ds - 6) - By cos(63 - 6+)l= -6.6038

'zl.G+z (6a -
sin 6) - B4acos(da - 6)J = 0.0

t lGqt sin (da - 6r) - B+t cos (da - 63)l = -6.6038

Lu=vr#=Q+
- BuV? = 14.2038

Using the gauss eliminati method, in which triangularizationand back substitution

processir; performedto compute changesin ,6and V, we have
A4 = -0. , A,A - - 0.tl2l7, Ada= - 0.06928
AVzlVz= - 0.055 , LV3|Vg= - 0.07549, LV4/V4= - 0.04285
MorCified valuesof d; and are computedas

6.= 4.+ Lh.= 0.0 - 0.09696= - 0.09696rad

4 = 4 + A& = 0.0 - 0.ll2l7 = - Q.Ll2l7 rad
d + = d + + Ada= 0.0 - 0.06928= - 0.06928rad

..di
 Load Flow Studies

Vz=Vz q# =0.0e44e6
1.0 p.u.
"
0.07549
Vg=Vz x 1 . 0 = 0 . 9 2 4 5p1. u .
t0

V q= V +
+v4 v4- 1.0- ry1.0 x t.o=0.e57r5
p.u.
,After seveniterations, resultsobtainedare tabulatedin (ThbleZ.g).

ble 2.9 Resultsafter seveniterations

Btts fs e P o V 6
(p.u.)' (p.u. (p.u.) (p.u.) (p.u.) (rad)
I 0.0 0. 1.5694500 ,,,0,7529464 1.05 0.0
2 -0.45 -0.15 -0.4499942 -0.1499812 0.9337445 -0.10409630
3 -0.51 -oi.zs -0.s 100103 -0.2s00389 0.9113876 -0.r22051t60
4 -0.60 - 0.30 -0.5999956 -0.2999793 0.94864s4 -0.07251044

EXALPLE 2.9 For the le systemof Figure 2.19, the generatorsare connectedat all the
four buses,while the loads at buses2, 3, and 4. The values of real and reactive powers are
listed in Table 2-7 along w h the type of buses.Line data are given in Table z.s. Find
the
voltages and the bus angles the three busgs using the NR method;
Siolution l,-bus is fi using Algorithm 2.1. The real and imaginaryparts are separatedto
obtain ttre G and B matrices. re obtainedvaluesof G and B matricesare given in Example 2.g.
Tb start iteration, ch initial valuesof V; and 4 as
62-d3=d+=0
Vt = V4- 1.0p.u.
Specified real and reacti powers are taken as
P f = - .45p.u., Pf = - 0.51p.u., Pf = - 0.60p.u.,
Qi = -0i.25p,u., Qi = - 0.30p.u.,
The real powers (Pz, Py and Pa) are computedfrom Eq. (2.120a)as
4
P2- (4 - dd + 821sin (6r- dr)l = -8.620691x t0-2 p.u.
olrrrro lGz*

4
\ - I vtvr [G* os (A - d1)+ B* sin (4 - dr) = -2.384186 x 10-7p.u.
k=l

t_
76 Rnver SystemO,

4
P+= [Ga cos(d+- 6D+ Balsin (d+= 4) = -t.999998x t0-r p.u.
Erro,*
Real power residuals are culated as

L P 2 = P i - P z = - 0 . 3 6 3 8P . u .
L P 3 =P r s - P s - - 0 . 5 1 0 0 p . u .
LPa= Pi - P+= -0.4000P.u.
UsinrgEq. (2.120b),the ive powers Qt nd Q+ are comPutedas

4
- I VtV* [G31sin (4 - 6D- 831cos(4
- 6r)l = - 4.768372x 10-7p'u'
h
&=l

4
VtVr [Ga1sin (d+- tD - Bapcos (6+- 6r)l =
-3.999996x 10-t p.u.
Qn = I
.&=l

Reactive power residuals calculated as

LQt= Ql - Qt = -0.2500p.u.
LQ+= Qi- Q+= 0.1000P.u.
Ttre convergencecriterion checkedto stop the iterations,i-e-
maximum { !(i = 2,3,4) and LQi(i= 3,4)) < t (0'001)
maximum {0. 636'0'51'0'40' 0'25' 0'1) = 0'51> 0'001
The convergencecriterion has n been satisfied, so the change in variables at the end of firr;t
iteration are obtained as follows
H n H Hz+ Nzt Nzq L6z M2

H n H H34 Nrr N34 Adr AP3

Ha2 H H44 Na3 N 44 Adn Ma

Jtz J Jy ht 144 avtlvt LQJ

Ja2 J Jaa L+t La LV4lV4 L84

where

- BnV] = 12.0259

- -7.5
[G4 sin (d2 - 6s) - 823cos(d2 6r)l =

,, dP, ,, - - 6+)l = 0.0

EIZ4=;;-V2 tGz+sin (62 - 6+) B2a cos(6s
do+
 I.oad Flow Studies

AR gos(dr - de)l= -7'5

V3 lGtzsin(& ' 0) - BBz
lln =
6=
- EnV?= 14.1038 :

'+lG.l-qin(dr
llv=H =vt - 6+) - Bv cos(da - d+)l= -6'6038

'zlGn sin(d+ - 6) - Ba2cos(dr - d:)l = 0'0

- dr) - Ba3cos(da - drI = -6.6038

tfGa6 sin (da

- BuVt = 15.0038

- 6g) + Bzgsin(d2 - 6111= -25

bVt[Gzscos(&

cos(dz - d+)* Bznsin(62 - d+)l = 0'0

VzV+lGz+

+ C"t$ = 4.3868

(dg - 6a)+Bu sin(dr - d+)l = -l'8868

VgVqlGycos

- -
V+VtlGncos(6a - dr) + Bq3sin(do dll = l'8868

Pq+GuV?=5.6868

r n = # = v tz l-Gncos(6r- 6) - Bn sin(ft - dz)I=25

- e$ = -4.3868

sin(d3 - d+)l= l-8868

'tf- Gy cos (61 - d+)- Bga

=p =v,Vzl-Ga2cos(da -
r+z 6z\- B+zsin(da- drn =0'0
Edz

- = V ,Vt[-Ga3 cos(da -
! * = pEdr 6g)- Bn sin(d+ - di)l = 1-8868
 tP,
ower System

J u = W = P-+G*V? = -6.0868

Lt t = r r #= - Bs# = 14'1038

L t q = r r # =VtV+lGy sin (63 - d+) - By cos (d3 - 6i)l = -6.6038

L + s = r r # V+Vt[G+t
= sin (6a - 63) - Bn cos(6a - 63)l = -6.6038

L u = r - # Q+
=- B*V? =14.2038

U;sing the gauss elimi ion method, in which triangularizationand, back substitution
processis followed, changesin 6 and V are found out as given below:

.11664, A4=-0.12567, Ada=-0.07658

'j - -
LV 0.03854, LV4|V4= -0.02700

rModified valuesof 6, V; are computed as

4= = - 0.11664rad
+ Aq = 0.0- 0.11664
d3= + AA = 0.0 - 0.12567- - 0.12567rad
d+= + Ad4= 0.0 - 0.07658= - 0.07658rad

Vt=Vt+ Y rr= t.o- ry x l.o=0.96146p.u.

V3 " 1.0

'x
V4-V++ v+=1.0- 1.0=0.e7300
p.u,
i#
'Ihis
procedureis and the results after five iterationsare given below (lhble 2.10).

2.10 Results after five iterations

Bus a
(p.u.)
P
(p.u.)
o
(p.u.)
v
(p.u.)
d
(rad)
I 0.0 0.00 1 . 5 51r 5 5 0 0.2742737 1.05 0.0
2 -0.45 -0.1s -0.4499938 8oo
o.3ivr 1.00 -0.r2224i1
3 -0.5r -0.25 - 0.5100070 -0.2500268 0.9575192 -0.13r74t\
4 -0.60 -0.30 - 0.6000010 -0.2999982 0.9684032 -0.078987

-.d
 Inad Flow Studies 79

2.11 DECOUPLED
N ON METHOD
An inttrinsic characteristic of practical electric power system operating in steady state is strong
inter-reliancebetweenreal and bus voltage angles and between reactive powers and voltage
magniturdes.The property of feeble coupling between P-d arrd Q-v yariables results in
developingdecoupledload fl (DLF) method. P-6 nd Q-v are sclved separately.In view of the
(2.116)<2.119)
above,JEqs. c

(2.r:\2)

lu
L, (2.ri\3)

( i = z , 3 :. . . N B ) (2.13,1a)

( f = N V + 1 , N V + ...,
2 , NB) (2.r3ttb)

where

l
Hu= (i=k)

Hik - - 6) - B* cos(4 - d*)l (i*k)

r V , H = e - B , i V i z , ( =i k )
Lr=

sin(6;- d*)- Bi*cos

L* = vr?#;=viv*[G,'p (6; - dt)] (i* k)

'Ad.
I3quation(2.134a)is solved to find The updated d is then used to solve Eq. (1.134b)to
computeAV.

Limitri on the controllable variable Qi of PV buses

0; is computedusingEq. (2.134b).The limfts ar,gsetasfollowingandthe PV busis considered
as
a PQ bus on violation of limits. :i

if Qi < QY"

ifQi>Qf (2.136J
if Qr s Qi s Qy^*
80 tPowerSystem Optimization

The bus which hasbeenchangedfrom PV b PQ on violation,needsthe calculationof changeirn

voltagenragnitude.
It is calculatedfrom W. (Z,l34b)

t"T*t=F*'n
+-LQi
the above equation
fi.earrangi.ng

NB

t = NV+l
(2.136)
k + i

and the specifiedvoltagemagnitudeof the PV bus is updatedas

Vi= Vl + AVi
where lf is scheduledvoltagemagnitudeof the ith bus.
Witlh the new valueof V;, the bus is restoredto PV bus and iterationis continued.

Limits on the voltage magnltude, Vi

If the v,oltagemagnitudelimits are violatedthen the voltageis fixed as per the following:

if Vi < %*n

if Vi > Vi^* (2.137"1

if %*n 3 vi < %**

The relirability of the decoupled Newton rnethod is comparableto the formal Newton method for
ill-conditironedproblems.But, the decoupledmethod is simple and computationallyefficient thanr
the formal Newton method. The storage of Jacobianelementsand triangularizationis less. Burt
computation time per iteration is less in the Newton rnethod.A detailed stepwise procedure isi
explained here.

Algorittrnn 25: Decoupled Newton-Raphson Method for Ioad Flow Calculations

l. Fieaddata
IttB is the numberof buses,NV is the number of PV buses.
Vi, 4 for slackbus, P,l (i = 2,3, ..., NB) for PQ andPV buses.
0P(t = NV + l, Nv * 2, ..., NB for PQ buses),V,pt;= Z, 3, ..., hIV for pV buses),,
yrt* (i = NV + l, NV * 2, ..., NB for pp buses).
v'rttun,
Oy (i=2,3, ...,NV for PVbuses),R(rnaximum
Cf,lo'n, numberof iterations),
e (tolgrance;
in convergence)
2. Fbrm IBus as explainedin SectionZ.i. .
3. Aisslur€initially voltagemagnitude
t vPt(; = I{! + l, l{v * 2, ...,NB) andangleof voltagef ti = 2,3, ...,NB)

JI
 Load Flow Studies E1

4'. Setiterationcount, r = 0.
5;. ComputePi, LPi using4. Q.l20a) as

NB
Pi ='f cos(d;- dr) *Bi* sin(di - dr)]
V,Vr[G;1 (i=2,3, ...,NB)
k=l

A4=4s - n (i=2,3,...,N8)
(i.Ifmaximum{APi(i=2,3,...,NB)}SethenGoTostepl0.
'1,.
Compute the elementsof the Jacobianmaftix I/ as

,, r i =aPt
H #=-Qi-BuV? (i=/c)

, , a =viv*
Hr*=#,
n , [Gi*sin(4 - 61)- B* cos(4 - dr)] (i*k)

AA (, - 2,3, ...,NB) usingEq. (2.134a)

8. Compute as

tI4 tAdJ= [^P]

9. Modified value of dr is computedas

4 = 4 + A4 (i = 2,3, ...,NB)
10. ComputeQi, LQi using Eq.(2-120b)' i.e.

NB
v.v.tc.. s i n ( d ;- 6
i V * [ G *cin(5, ) -- BB,,
6,-) os(dt - 6
' f f ccos(d, t ) J ( i = I \ I V + 1 , ]lW + 2,...,N8)
6o)l
Qi= I V
k=l

LQi = Qf - Q, (f = NV + 1, I{V * 2, ..-,NB)

11. If maximum{AQi(r = NV + 1, }[V *2,...,I'[B)] S ethenGQIO Step20.
l',2. Computethe elementsof the Jacobianmatrix L as

Lri=v,9
- fi --A
Y,
- Buv? (f=/c)
a4

- rK g
Li* =Vt =ViV*[G,rsin(4 - 6*) - Bi*cos(di - 6t)] (t * Ic)
dv*

i 13. ComputeLVIVi{i = NV + 1, NV * 2r..., NB) usingEq. (2.134b),i'e'

I
I

II ---lavt =toot
ttlLTJ
14. The modified values of voltage magnitude, Vi dre computed as

II
I
vi - vi + v, (i = tIV+ 1,NV* 2,...,N8)
ff
I
I
i}.r-,-- -
-,2i.
 82 I'ower System Optimization

15. Set bus count i = 2.

16. If bus is PQ then check the limits of Vi and set accordingto Eq. (2.137),i.e.

Vi = Vifrn if vi

Vr = V'm," if Vi

17. If bus is PV, then compute Q; using Eq. (2.120b)and check the limits of Qi and sier
accordingto Eq. (2.135),i.e.

Qi=Qi " if Qt < Qr,"

*
Qi = Qmax if Qi >_Qy
If any limit is violated then PV bus is temporarilyconverte
d to PQ bus. So, compute1.,.4
with updatedvaluesof Qi, V; and d;. Using Eq. (2.136),calculatethe changein voltageas

and the specified voltage magnitude of the PV bus is updatedas

Vi -V,s +LV,
18. ,lncrementthe bus count i = i + |
Itf t < NB, then GOTO Step 16.
19.,Advancethe count r = r + |
llf r < R then GOTO Step 5 and repeat.
20. Compute slack-bus active and reactive powers as

NB
Pj - I VtVr[G1ecos (61 - 6k) + Brr sin (fi - dr )]
t=l

NB
Qr = sin (d1 - d'&)- Bw cos(d1 - 6r)]
oZ=rrrrr[G11
21. Calculateline flows using Eqs. (2.85) and (2.86), i.e.

.ia =vr'[{(y,.).- (v;').} yi + (vf').yio]

Sri= Vfl{(Vf). - (Vi')"} yi + Uf ). ylol

, rvhere Vi, = V;(cos6i + j sin 6i)

',
22. Sitop.

JI
 Inad Flow Studies

EXAMPILIB 2.10 For the sample system of Figure 2.19, the generatorsare connectedat;all the
four buse,s,while loads are at buses2, 3, and 4. The valuesof real and reactivepowers.-arelisted
in Thble ",2.,4.
All busesother than slack are of the PQ-type. Line data is given in Thble 2.5. Find
the and the bus anglesat the three busesusing the decoupledNewton-Raphsonmethod.
_voltaBe,s
Soliul:ion The G and B matrices are given below:

5.724138 -r.724138 0.0 -4.0

-t.724t38 4.224t38-2.5 0.0
Q =
0.0 -2.5 4.386792 -r.886792
- 4.0 0.0 -r.886792 s.886792

-12.31034 4.310345 0.0 8.0

4.310345-11.81034 7.5 0.0
fr=
0.0 7.5 -14.t0377 6.603774

8.0 0.0 6.ffi3774 =14.ffi377

Assu:methat bus number one is slack bus. To start iteration, chooseinitial values as

h=k=6+=0
V2- V3- Vq = 1.0 p.u.
Specjifiedreal power values are
; ,Pj = -0.45 p.u., P.i = -0.51 p.u., Pf = -0.60 p.u.
The r:ealpowers(Pz, Pt, and Pa)arecomputedfrom Eq. (2.120a)as
4 : - :
Pzt= .Z.VzVr,[Gxcos(d2- dt) + Bxsin (62- 6Dl= -8.620691
x 10€ p.u.
k=l

4
(d3- t ] = -2.384186x 10-7p.u.
P:,= .2 V{*[G*cos (d3- 6r.)* B'gksin
ft=l

4
P4 = (da- 6d + B* sin (da- dDl = -1.99998 x lfr p.u.
o\rVoro [Gq*cos

Real power residualsare calculatedas

: . ', LPi= Pt - Pz= - 0.3638P.u.
' /\Pt= Pt - P3=''-0.5100
P.u. :
: :, LP+=rd- Pa= -0.4000P.u.
 PowerSystemOptimization

If maximum{AP,(i = 2,3, 4)} > € (0.001)thencaiculate i.e.

in voltageangies,
thechange

wheng

Hzz=#= - Q z - B n V ?= 1 2 , 0 2 5 9

Hzs= sin(d2 - ds) - Bttcos(d2 - dr)l= -i.5

= VzVtlGzg
#

H u = # = V z V + l G z + s i n ( d -z d + )- B z + c o s ( d- d2e ) l = 0 ' 0

Hn = y, (d3 - 6) - Bncos(d3 - 62)l= -7,5

= VsVz[Ggzsin

t, = oPg = -
Hn Qt - BnVl= 14.1038
ffi
Ht+=# - d4)- BEqcos(d3
=VtVqlGvsin(dr - 6.+)l
= -6.6038

- 6) - B+zcos(da
Hqz=#=v+vz[G+zsin(d+ - dz)l = 0.0

H+t=# =V+Vt[Ga3sin(da - dr) - B+tcos(da - dr)l = -6.6038

J' = dP+
Hu = -Qq - BuV?= 15.0038
;*
or

After riangularization the above matrix becomes

 Load FIow Studies

Changein volage angleat eachbus, Ad,-(t= 2, 3, 4, is obtainedas

A4 = -0.11758, AA = -0.14{X)3, Ada= -0:08829
as
6,, voltageangle,is comPuted,
h= 62+A& = 0.0- 0.11758 = - 0.11758 rad
d3= 63+ A4 = 0-0 - 0.14003= - 0' 14003rad
6+= da+ Ada= 0.0 - 0.08829= - 0'08829rad
Specified reactive powers are given as

Ql = - 0.15P.u.,di = - 0.25P.u.,Qi,= - 0'30p'u'

CornputeQz, Qt, and pa using Eq. (2.120b)' i.e.

4
(8- t l = -2.612371x 10-2p.u.
l2z= .L.VrvrlGxsin (d:- d, - B2*cos
t=l

4
lZt = E VtV* lG* sin (Q - td - Bs,cos (d3- dDJ= x l0-r p'u'
l-6440:12
&=l

tQA= - Bacm(6a- 6rt = -8-56?333

rlG*sin(da- 6o1 x l0-2p-u'
irrn
Reactivepower rcsidualsarq calculatedas
AQz=Qi - Qz= -0.1239 P-u-
LQt = Oi - Qt = -A.4t44 p.u.
'
Lgo= e|- Q+= -0.2143
p.u.

Convergence If ma,ximum
is checked. {APi(i =2,3,4) and LQ:Q=2,3,4)} s e(0.001)then
stop,otherwisecomputechangein voltagemagnitudes.

Qz BzzVt= 11.1842

VzYt G23sin (d2 - 6g) - Bzt cos (d2 - dg)l= -7.5542

 PowerSystemOptirfiization

Iaa= vr# = vr|vo

[Gusin(d2- d+) - Bz+cos(d2 - d4)l = 0.0

Lsz= vr# = vtvz llgzsin(dr - dz) - Bgzcos(d3 - 62)l= -7. MzO

ht=Vt = Q3 - BssV?
= 14.2682
av,
Ly =ro (d3 - d4) - Bsecos(d3 - d4)]= -6.4974
=VtV+[Gy siSr
#

Lqz = Vz =VqVz[Gqzsin(6+ - 6) - Bqzcos(da - 6)] = 0.0

L+g = Vt = VqVt[G+gsin (d+ - d3) - B$ cos(da - d3)] = -6.6925

L44 = Qq - BuV? = 14.5181

The elements ted in matrix form as

process,the above matrix becomes

Employingbacksubsti changein voltagemagnitudes,

Lvlvi (i = z, 3, 4) is computedas
LVzlVz= - Q. LVtlV3= -0.09051, LV4/V4= -0.05649
Modified voltage, Vi G - 2, 3, 4) is computedas

LVz 0'06854
Vz=Vz Vt = 1.0. x1'0=0'93146P'u'
V2 t0
LVt 0.09051
Vt =Vt V3- 1.0- x 1.0=a.9@49
p.u.
W ff
 I-oad FIow Studies 87

AV,
Vq=V++ x 1.0 -O.94351p.u.
v4
This procedure is repeated a iterations are given below in Table 2.1I
rnd line flows are given in Table ,12.

Thble I 11 Results
afterseveniterations

Bus tr P o v d
(p.u.) (p.u.) (p.u-) (p-u-) (rad)
l 0.0 0.00 1.6721890 0.9570484 1.05 0.0
2 -0.45 -0.15 0.M99998 - 0.l 500000 0.9337450 - 0.I 040963
3 -0.51 -0.25 0.s099999 - 0.2500001 0 . 9 1 1 3 9 1 1- 0.1220526
4 -0.60 -0.30 0,6000003 - 0.3000002 0.9486455 - 0.0725t04
. : t _

Thble 2.12 Line flows

Line Bus .S;1

no. T (p.u.)
t 0.6587290+ 70.3733827
2 - 0.6171262- j0.26937 57
'1.0134600 j0.5836660
+
I - 0.9514301 - j0.4s96054
3 0.1671262 + j0.r193755
2 - 0,1651910 - j0:t r 35699
-0.3448088- j0.r364298
0.3514306
+' 70.tr596059

MPLE 2,ll For the sample ystem of Figure 2.t9, the generatorsare connected at all the
buses,while the loads are at l uses 2, 3, and 4. The values of real and reactive powers are
in Thble 2.7. Line data are g venin Table 2.5. Find the voltagEsand the bus angles at the
buses using the decoupledN wton-Raphsonmethod.
Solution The'G and B mari ;esare as in Example 2.10.
Consiclerthat bus I is the sli :k bus. To start iteration, choose the initial values as

4=4=d+=0
Vt - V+= 1.0 p.u.
Specifiied real power values a : given as

Pf = -0.45 P.u. Pi = -0.51p.u., Pf = -0.60 p.u.

 Power System

The real powers (P2, g, and Pa)arecomputedfrom Eq.(2,120a)as

4
P2- cos (62- de)+ Bxsin (62- 6*lt - -8,620691x l0-2 p.u'
k=l

4
P3- Z vrvol
r ^ r cos(4 - d1)* Bsxsin(dj - d't)l= -2.384186x l0-7 p'u'
t = l

4
P4- cos(6a- d&)+ B+sin (da- 6olt: - r.999998x 10-rp'u'
]-rvovrlc

Real power residuals calculatedas

L , P 2 =P | - P z = - 0 . 3 6 3 8P . u .

L P s = P 3 s -h - -0.5100p.u.

APa=4- Pa- -0.4000

p.u.

If maximum { LPi Q 2, 3,4)) > e (0.001)then calculatethe changein voltageangleat PV

PQ buses.

LP2

AP3

M4

where
'Hzz=# - Qz - BnVt = 12.0259

H z n = #VzVt[Gztsin(62 - dl) -'Bzt cos(dz - dr)l= -7'5

H z + = #VzVolGz+sin(dz - d+) - Bz+cos(62 - d+)l= 0'0

H t z = # VtVz[Gn sin (ft - 6) - Bn cos(63 - 6)) = -7.5

n r r = # , - Qt - BnVl = 14.1038

Htq=# VtV+lGy sin (d3 - d4) - Bt+ cos (63 - 6)l = -6.6038

-'-.4
 Load Flow Studies

=# =Vqvza2sin (da -
H+z 6) - Bn cos(da - 6)l = 0.0

a3 sin (da - 6r) - B+t cos (da - 6g)l = -6.6038

- BuVt = 15.0038

The ;aboveelementsare esentedin matrix form as

-7.5000

14.1038
-6.6038

After fiangularization the )ove maffix becomes

-7.5000

9.426/-
0.0000 l
Emplioyingback substitution the changein voltageangles,6;1;= 2, 3, 4) is computed as

A4 = - 0.117B , A4=-0.14003, Ada=-0.08829

Modiified values of d(i = 2, 3, 4), are computedas

6=k L4, = 0.0- 0.11758= -0.11758rad

4 =4 A4 = 0.0 - 0.14003= -Q.14003rad

6 + = 6 + Ada= 0.0 - 0.08829= -0.08829rad
Specified reactive powers

d - 0.25p.u., Qi = -0.30P.u.
ComlputeQt M Qa using (2.rz0b)
4
h - .Z qvp [G31si (A - dr) - 831cos (4 - dr)J= r.644An x 10-r p.u.
t=l

4
Qa= .2 vqV*[G+rsi (d+- dr) - Ba1cos (d+- ddl = -8.567333x 10-2p.u.
k=l

Reactivepower residuals calculated as

Q t = O i - Q a =-0.4144p.u.
= Q l - Q + =-0.2143p.u.
 90 Power SysremOpt

Convergenceis chec

maximum { i (f = 2,3,4) andAQi Q - 3,4)l S e (0.001)

thenstop
maximum t0 3638,0.5100,0.40,0.414, 0.2143)= 0.51> 0.001
I "r - l

Convergenceis not met, so the change in voltage magnitude at PQ busesis given by

Il r* l
ho1 | tvrrvrl I tgrl
l l = l l
L Lo, L++) ltvotvo) ltOo )
where

-h - BttV?=14.2682

L t + = V r # =; VtV+[Gy sin(d3 - 64) - Bt+cos(d3 - 6l)l = -6.4974

dQ+
L+t = Vt =VqVt[G+ssin(d'a- dr) - Bqtcos(da - &)]= -6.6925
dvt

L q q = v - #= Q+ - BnoV?= 14.5181

Elementsare arranged

=[_l
:"f,
l:7r:^1
Triangularizingthe ve matrix,

-6.4e741
1.2682 | nvrrvrl= l-0.+ru]
0.0000n.470s-J
loro,ro.JL-o408zJ
After back substitution we get

A \lV3 = - 0.M527, LV4|V4= - 0.03563,

Modified voltage is ted as

0'0!227
Vt=Vz +v3 vt" =1.0- 1.0
x 1.0=0.95473p.u.

LV^ 0.03563
V+= =va
V4- 1.0- - x 1.0=0.96437p.u.
1.0
This procedureis re and the resultsafter nine iterationsare given in Table 2.13. Line
flows are given in Table 2.1
 Load Flow Studies glt

2.13 Results after nine iterations

Is P o v
(p.u.) (p.u.) (p.u.)' (p.u.)

I 0.0 0.00 1.6531390 0.4291533 1.0500000 0.0

2 - 0.45 - 0.15 - 0.4s0b00e - 0.3351609 1.0 - 0.12224t8
3 - 0.51 - 0.25 - 0.5100001 - 0.2499999 0.9575218 - 0.I 3r7479
4 - 0.60 - 0.30 - 0.5999997 - 0.3000001 0.9684043 - 0.0789868

Thble 2.14 Line flows

Line code , sir

no. i-k (p.u.)

I I -2 0.6s58992+ j0.0393r69
I 2- t - 0:6245705+ j0.0390050
2 1-4 0.99724M+ 70.3898371
2 -1 - 0.9452469- i0.28s8496
3 -3 0.r745696+ j0.2961555
3 -2 423-
- 0.1698 j0.28r9736
4 -4 - 0.3401
575+ 70.0319743
4 -3 0.3452502- j0.0141501

LOADFLOW(FDLn
2.12 FASTDECOUPLED
The Fast Decoupled Load Flow (FDLF) was developed by B. Stott in 1974. The assumptions
which arervalid in normal system operation, ffo made as follows:
(i) IJnder normal loading itions, angle differences,(4 - A), acrosstransmissionlines are
small,i.e. cos(6r- A) l, sin (dr- dr,)= 0
(ii) Iior a transmission
line, reactance In otherwords, XIR>> '!".
is morethanits resistance.
Sio,Gp can be ignored Gip <1 Bp.

In rriew of the above, G* s n (6, - 6&)1< Bp and Qi << BiiV?-

With these assumptions, elements of H ard L sub-matricesbecomeconsiderably
simplifiecl as

- Biivi2 (i= k) (2.138a)

- V;VpBip (i*k) (2.138b)

- Bt,V? (i= k) (2.139a)

L
 Power System O.

Li*=vr\# = - viv*B* (i * k) (2.139b)

SubstitutingEqs. (2.138a) (2.138b)in Eq, (2.134a),we have

NB
T Adt = Mi
[-V1V1rBp] (i = 2, 3, ..., NB) (2.r40a)
k=2
or'
NB
ad*=
I l.-v*Bi*l (i = z,;, ...,NB) (2.140b)
k- +
SettinlgVk - I p.u. on right side of Eq. (2.140a),

(2.r40c)

Substiituting
Eqs. (2.t39a) (2.139b) in Eq. (2.134b). we get

NB
I '*Birf = LQi (j = NV + l, Nlv* 2, ...,N8) (2.r4ra)
[-Vi +
& = NV+l Yp
or
NB
I LVr= !9 (r = NV + t, NV * 2, ...,NB) (2.r+rb)
& = NV+l V1

Setting V1,- I p.u. on right- d side of Eq. (2.14AQ,

NB
E t - ,*lLVr=+
& = NV+l
( i = N V l,+I{t' *2, ...,NB) (2.r{rc)

Above equationscan be wri in matrix form as

rB'lt^8,= (?.142a)
[f]

[B'][a[" I to1
',=L7J (2.r42b)
where : :
)9' is the matrix haying ts -B,r (i, = 2, 3, ..., NB and k = 2,3, ..., NB)
lY' is the matrix havjng Iements-Bi* (l = NV + l, hIV *2,..., NB and /<= NV + l, IrlV +
2, ...,I{B).
'
Ilurther simplification the FDLF algorithm is achievedby:
l. Omittipg the elernen of [RJ that predominatelyaffect reactive power flows, i.e. shunt
reactances and mer off-nominal in-phasetaps.
 Inad Flow Studies 93

2. Omittingfrom tfll the ang shifting effect of the phascshifterthat predornitraielyaffects

reactivepo\verflows.
3, Igncringtheseriesresi in calculatingthe clementsof [B'J, which then becomesthe
dc approximationof the
Q.lMa) andQ.l4 ) are solved alternatively,alwaysemployingthe most recent
Equartions
oltagevanu,es.
A detailedstepwiseprocedureis explainedhere.

rlgorithm 2.6: Fast Decoupled FIow Method

L. Read data
NB b the number of I.IV is the number of PV buses.
V,, 4 for slackbus, Pf(f = 2, 3,..., NB) for PQ arldPV buses. ;
0 l ( t = N V + l , N V + 2 , ..., NB) fs PQ buses,Vrt ti = 2, 3, ..., NV fa PV buses),
Yr*tt, Vit* (i = NV + 1, * 2, ...,NB) for PQ buses.
Ofo, Oy (i =2,3, NV
..., for PV buseS,R(maximumnumberof iterationS),, € (tolerance
in c,ornvergence)
2. Fonn Yeusas explained in ion 2.3 and form E and F' matrices.
3. Ass,urneinitially, voltage gnitude and voltage angles
lW(i=NV+1, , B ) a n d 4 t ; = 2 , 3 , , . ,N
. + 2 , . . .N , B)
4. Setiterationcount,r = 0.
5. ConnputeP;, AP; using Eq. Q.l?oa)

NB
Pi = E ViV{G* (6r - 6p) + Bi* sin (di 6*)J (i = 2,3, ...,NB)
t-l

Af.=C - 4 (t 2t,1,...,
NB)

ConnputeAP* = maxi {APi(i = 2,3, ..,.,NB)}.

If d'Pm'xS Eothen GOTO ep 9.
7. CornputeA4 (i - 2,3o ..., B) usingEq. (2.142a),i.e.

trtr^dr=L?J
8. Mlodified di it computed
d;r= 4 + A4 (i = 2,3, ...,NB)
9. CornputeQi, AQi using Eq (2.120b),
i.e.
NB
Q),i= I' ViV*[G;psin (d; - 6*) - B* cos(d; - dr)l (i = IW + 1, NV * 2, ...,NB)
t=l

6Ql,i= QP- Q, (i = + 1, NV * 2, ...,NB)

 Pawer System

ComputeAQ^ = imum{AQt(f = NV +..1,lW .* 2, .,,,NB)}.

If (A0'* S eoand Mmaxs e) thenCOTOStep14.
- a '

Compute LVi Q = + l , N V + 2 , , NB) usingEq. (2.142b),i.e. . :

'l=Iaol
[8,,] TAvl t - l
LYJ
12. Modify % as

1 3 . Advancethe count
Isr<Rthen Step5 and repeat.
t4; Compute the "acti and reactivepowerson slackbus as
NB
Pt= I= l VrV*[Gi* cos(dr - d&) + Brr sin(fi - dr)l

NB
I V{plGy, sin (61 - 61) + B* cos (d1 * 6r )l
&=l

15. Calculateline fl using Eqs. (2.85)and (2.86),i.e.

- Vi'Iwi'). - (yr").)y,:r,
^Sa
t
+ (y,e).)i'toj
r :
;:

i l

lao J

where Vi' = V;(cos i + j sin d;)

16. Stop.

EJV\MPLE 2.12 For the ample system of Figure 2.19, the generatorsare connectedat all the
forurbuses,while loadsare buses2, 3, and4. The valuesof real andreactivepowersarelisted
in Thble 2.4. Nl buses than slackareof the PQ-rype.Line datais givenin Table2.5. Find
the voltages and the bus gles at the three buses using the fast decoupled load flow (FDLF)
method.

Solution

.31034 4.310345 0.0 8.0

.310345-11.81034 7.5 0.0
B=
7.5 -r4.r0377 6.603774
0.0 6.603774-t4.60377
 Inad Flow Studies

Cormiderbus I as the bus. To start iteration, choose,initial valuesof I and % as

62=4=d+=0fad
: I
-
Vz- Vt = V4 1.0.p.u.
Spec,ifiedreal power values are

Pi = -0.a5p. ., Pt = -0.51p.u., 4 = -0.60p.u.

. :
The real powers (Pz, Pt, Pa) are computedfrom Eq. (z.,l20ulut

4
P2=' .2 . vzv* [G* cos (d2 dd + 821sin (62- d*)J= -8.62M91x l0-2 p.u.
k=l

4
-
4 ,2. Vrvr
J f r '[Gs*cos
(d3 d*) + 831sin (ds- d*)l = - 2.384186x loa p.u.
t=l

r 4
P4=' (da 6r) + Bapsin (d+- dJl = -1.999998x l0-r p.u.
r\rrou* lG*cos
; : '- ro
Real power residuals are ulated as ;'-';

'z= P8,- P2 = - 0.3638p,g.

I -,r

r=Pgs-\=-o.5t0op.u.
3+
+ = pl - p4 = - 0.4000 plu,
Convergenceis checked as

ma)flmum

maximum {
F :
{:!

Convergenceis not obtai

or

i
I

I
II
I
t_
 Power System

Triangularizing
ttie matrix, we

-7.5000
g.3/t0

0.0000

Biacksubstitutiongives anglesall
462 = -0.1 4507. Ada= .0.09299
I\{odify d;(i = 2; 3, 4)
6 z = z+ L6,= 0.0 -0.12293= - 0,12293 rad
d r = + 463 = 0;0 - 0.1450?= - 0.14507rad
d + = ia+ Ada= 0.0- 0.@299= - 0.09299rad
Specifiedreactivc are
Q) = -o.l p,u., Qrs= -0.i5 P.u., Qi = -0.30p.u.
ClomputeQ2, Q3, and usingEq.(2.120b)as

(A - d&)- 821cos (4 - 6l)l = -1,289478x 1012p.u.

(4' dr) - 831cos (d3- d*)l = 1.643656X l(Il p.u.

,U =
J, v+v*lGaxn (d4
- dr) Bt*cos (da- 6Ut = 4.297398 x l0-2 p.u.

R.eactive are calculated as

: .
AQz=QE- Qz= -Q.1371 p.u.
AQt= 0f - Qt= -0.41M p.u.
, A Q t = O l -, Q + = - 0 , 2 i 7 0 p ; u' i , : :

Convelgencecriterion is

maximum(44 = 2, 3,4) andAQiQ = 2,,''3,4\::

< e (0.001)
maximum{ , 0.51,,0.4, = 0.51> e
0.13?1,0.414,0.2370}
Convergencehas not obtained, so the change 'in voltage magnitudes is computed as

*-{
 Ied Flow Studies

Triangularizing
the abovem

Backsubstitutiongivesthe chpng in voltage magnitude as

AV2= -A'A72! , LVt = -0.09 r77 , LVa= - 0.05954
Modified voltagesare
v2 1.0- 4.07243= 0.92757p.u.
v3 1.0- 0.09577= 0.9M23p.u.
v4 t.0 - 0.05954= 0.94O46
p.u.
This procedureis repeated resultsafter 14 iterationsare givenin Table2.15.Line flows
are given in Thble 2.16.

2.15 Results after 14 iterations

B u s t r e P o V 6
Gu) (pu) (p.u.) (p.u.) (p.u.) Gad)
I 0.0 0.00 t.672t970 ,0.9570510 t .50 0.0
2 .-0.45 -.0.15 0.4500004 - 0.1499991 0.9337449 - 0.1040965
3 -0Fl -0.2s 0.5099981 -0.2500028 0.9113908 -0.1220529
4 - 0.60 -0.30 0.6000080 -0.2999880 0.9486451 -:0.0725110

Thble 2.16 Line flows

Line Bus .S;1

no. (t (p.u.)
1 0.6815881+ j0.3377037
I - 0.6396030 - j0.2327412
? 1.0347830 + 70.5468349
2 - 0.9726ffi2- j0.4225897
3 0.1907119 + |A.O9479M
3 - -
0.1886566 j0.0886283
4 - 0.3808s4s - i0.@05160
4 0.3881041 + ;0.1158895

d,i
II
98 Power System O,

EXAMPLE 2.13 For the le system of Figure 2.19, the generatorsare connectedat all the
founbuses,while the loads at buses2, 3, and 4. The valuesof real and reactivepowersare
listed in Table 2.7. Line are givenrin Thble 2.5. Find the voltages and the bus angles at the
threebusesusing the fast pled load flow'method. ,
, l

3t034 4.310345 0.0 8.0

31034s -1 1.8rO3/ 7.5 0.0
B=
0 7.5 r4.t0377 6.ffi3774
0 0.0 , 6:603774,-.t4.60377

To start iteration initial valuesof 4 and Vi as

6z- dr = dr = 0

V3- Vt = 1,0 P.u.

lSpecifiedreal power ues are

Pl = -0" 5 P.u., = -0.51 p.u., , Pf = -0.60 p.u.

P3s,
'[he
real powers (Pz, ps and Pj are computedfrom Eg. (2.120a)as

4
Pz= .2. vzvr[Gx cs (d2- 6D + Bxsin (d2- dr)l = -9..620691
x lgr2 p.u,
/c=l

4
ft = (d'1'- 6d +.831sin (dr - 6r)l = -2.984t86 x tf7 p.u.
r\rv"r lai*
.;,i+,
4
-H'' - t r r rr r l
,-.
r=l
4, * [G+* x 1[r p.u.

Ileal power residuals calculatedas

A P 2 =P t - P 2 - - 0 . 3 6 3 8p . u .

"A& = Pt - P3= -0.5100p.u..

LP+=4-Pa=-0.4000p.u.
Clonvergence,
is. checked

{APi(i = 2,3, 4)} < e (0.001)

{0.3638,0.51,0.4} = 0.51> € (0.001)
 Inad Flow Studies

Since c,onvergence
has not n a chieved, changes in voltage angleSard'calculatedas

Bn
Bn
B+z

Triangularizing the matril,

Back substitutiongives re change in voltage angles as

L 6 2= - 0 ' 1 i2g3, Adr - -0.14507, Ad+= -o.09299

Nlodifiedvaluesof 4 (t '- 2, 3, 4) arc computedas

6 z = 2+ L62='0.0- 0.1229i'-- 0.12293rad
d r = 3 + Ad3= 0.0 - 0.14507- - 0.14507rad .
6 + = a + A6a=,0.0 - 0.W2W = - 0.09299md
Specified reactive are

f = -0.25 p.u., Qi = -o-30 P.u.,

s

ComputeQt M 0+ us g Eq. (2.L20b), :

4
h = .I- vsv*lG* sin (d3- d*)- Bt*cos (63- dr)l = tt.&t3656x 10-rp.u.
t=l

4
U = .I- v+v*[Gq*sin (da - dn)- B+* cos (da - dr)l = -6.297398 x 10-2p.u.
, ft=l

- . ':
Reactivepower residualsare cdlculated as
' -' '
AQt = Ql - Qg = -0.4144
-
p.u.
I. ,-' -
' AQ+= Qi - Qq= -0.2370p.u:
 Power System

considered as
maximum{APi(i = 2, 3, 4) andAe (i = 3, 4)} S € (0.001)

i0.3638,0.51, 0.4,O.4tM,O.Z37O\
= 0.5I > e
Convergencehas not been hieve4 so changein voltagemagnitudesis qomputed.

- ott -Brnf
|
L-u*-r*l
or

liriangularizing the
I matrix, we have

4.1038 -*r::]
0.0000 11.5I I^nl=f-o+r++l
17JLAy4JL-0.43loJ
Eack substitution gives change in voltage magnitudesas

V3- -0.04691, LVa= -0fi374./.

tvfodified voltage at each P@ bus is computedas

V3- 1.0- 0.04691= 0.95309p.u.

Vq= 1.0- 0.03744= 0.96256p.u.

Tlhis procedure is repea I and results after twelve iterations

are given in Thble2.17, when
AP = 1,,4525p;9x 1o-5and A = 8.388814x 10-6. '

Ll7 Results after twelve iterations

p a P o v
(p.u.) d
G.u.) (p.u.) (p.u.) (p.u.) (rad)
r 0.0 0.00 r.653t4/;O 0.4291472 1.05 0.0
2 -0.45 -0.15 -0.4500015 0.335t632 r.00: -4.n22420
3 -0.51 _ 0.25 - 0.5100006 -0.2499992 0,957522n -0.1317483
4 -0.60 _0.30 -0.59998s5 -0.2999916 0.9684048 -0.0789874
 Inad Flow Studies

Line flows are given Thble2.18.

Thble 2.18 Line flows

Line Bus code
no. (i4)
l-2 0.&37674+ 70.0M9928
2-l - 0.6136931+ 70.0701930
t-4 1.0061940
+ ;0.3536526
4-l -0.9s4ffi - j0.2s04784
2-3 0.2135317+ j0.273r219
3-2 - 0.2087948- j0.2s89113
3-4 - 0.3496354+ j0.075rr52
4-3 0.3551111- y0.0559500

2.13} INITIALGUESSFOR LOAD FLOW

Leonriopoulos[994] deri the method to calculatethe initial guessinsteadof flat voltage start.
The real poweris represen by the equation
NB
P1 - i &T= l V*[Gi* cos (6; - 6) + Bi* sin (d; - dr )] (2.r43)

where
4 is the real powero the ith bus
% is voltagemagni of the ith bus
4 is volcageangleof ith bus
Yik- G* +.78ais the of admittancebus matrix
NB is numberof
Expanding the followi around zero,'

(dt - dr)3
- d*)=(di - dt) -

(A;'.6.f)3-
cos (di - dp)=,I - *.-.
2l
If an,glesare small, then the higherordertermscan be ignored,i.e.

sin (4 - d*) = (6i- dk) (2.rM)

' cos(dr- do;= | (2.r4s)
AssumeVi = L0 (l =

L _g.^
102 Power Systern Optimizat

Substitutingthe aboveassumPti s in Eq. (2.r43),

NB '-
- V i L V*[G* * Bi*(4 dr)]
'
/<=l

or
NB
= I Gi*+ - dt)
Ir=l k=l
or
NB NB NB
E Gi*= U Bi*6i
/c=l k=l &=l
k*t k*i

The above equation can be ttgn as

NB NB
Pi- T Gi* = - Bi*6* (2.146)
t=l k=l

where
NB
Bit =
k=l
k*i

The slack bus voltageis a priori, so Eq. (2.L46)can,be modified

NB NB
(2.r47)
k=t
f;l
From Eq; (2.147), voltage angl of PI/ and PQ buses can be obtained by usihg the Gauss
elimination method or any method used to solve the'linear simultaneouseQuations.
The reactive power is ted by the equation
NB
V*[G* sin (d; - 61) - Bi* cos (d; - 6t)] (2.148)
Qi =Vi
k=

where 0i is the reactive power the fth bus.

Let
%= 1P'u'
sin (d;- 5'*)= (4 - d*)
cos(d; - dr) = I
Ga sin (4 - 6*)<< B*
Substitutirngthe above assum ns in Eq. (2.148),
NB
Qi= >' V*(-Bi*)
k=l
 Load'FIow Srudies

NB
(- Bi-)Vr = t v*(- Bir) (2.r4e)
Qi k =NV+l
I

lere NIV is the numbr of slack PV buses.

e magnitudesof PQ busescan be o'Btained bY usingthe
From the above equation, vol equations.
russ elimination method or any r method to solve the linear simultaneous

and line impedanceof a power system

KAMPLE 2.L4 Line dataconsi ing of line charging on various types
schedtleJ generation,I'oad and specified voltages
e given in Table 2.19. The
'
busesare given in Table 2.20' Fi tf,e starting point for the load flow solution.
'is
Solution Bus I the slack Bus 2 is the PV bus. The B matrix is given below.

-8.6275 2.3529 0.0 1.5686 4.7A59

2.3529 -9.4118 4.7059 2.3529 0.0

B'= 0.0 4t0ss -9.41i8 0.0 4.7059

1.5686 2.3529 0.0

-3.9217 0.0

4.7059 0.0 -9.4118

4.7059 0.0
Thble 2,19 Line data

Line charging, Impedance

Line Bus code
no. (p-q) Yon 2,,

t-2 j0.0 0.10+ i0.4

1
l4 j0.0 0.15+ j0.6
2
1-5 j0.0 0.05 + i0.2
3
2-3 j0.0 0.05 + i0.2
4
2-4 j0.0 0.10+ i0.4
5
3-5 j0.0 0.05+ i0.2
6
'buses
Table 2.20 load, and voltage at

Voltage Typeof
Bus Generation
bus
no. P,, Qt,
pai Qa, Vi
(p.u.) (p.u.) (p.u.) (p.u.) (p.u.)

0.00 0.00 l,o2 0.00 Slack

1
2 0.0 1.00 0.00 ':o PV
0.60 0.30 PQ
3 0.0
0.40 0.10 PQ
4 0.0
, 0.60 0.20 PQ
5 0.0
 I'ower System

Flgure 2.2O Sample system.

Equation(2.14'l)c,anbe ten in matrix form as

-Bp -Fn - B2a -Bzs 62 - Grz + 82161
-Bn --Bll -Bt4 -Bss d3 - Grt + 831d1
-Ba -Ba - Bu -B+s 64 - Crr++ 8a161
-Bsz -Bst -By -Bss d5 - Grs + Bsrfi
where

5
-Bzz = Bn * Bn * B+z* Bsz and Gtz =
Gvi
*=l

5
-B:g = Bn Bzt * Ba3+ Bs and Gtl = t
l=l
Gs*

5
-Bu = B+r Bqz* Ba3+ Ba5 and Gr+ = I Ga*
t=l

5
-Bss= Bsr Bsz* Bs + B5a and Gts = T Gs*
*=l

-9.4rr8 .t059 -2.3529 0.0 62 -1.0

:-4.7A59 .4118 0.0 -4.7059 63 -0.6
-2.3529 .0 -3.9216 0.0 64 -0.4
0.0 .7059 0.0 -9.4118 d5 -0.6
The abovematrix is tri ilro*
-.9.41tg -4.7 -2.3529 0,0 62 -1 0
0.0 -7.0 88 r.1765-4.7059 d3 =Ol
0.0 0.0 -3.1373 -0.7u3 64 -0.1667
0.0 0.0 0.0 -6.0784 d5 -,4,4917
 Inad Flow Studies

By ernployingbacksubstitu the voltageanglesare obtainedas

= 0,I 1516rad, dr =
6zt, O3427rad, 6a = 0.03290rad, ds = 0'08089rad
Equartiott(2.149) can be wri in matrix forrn as

Solvingwe get
' V3= 097667P' ., V4- 1,0065P.u., Vs = 0'97708P'u'

2.14 D,GSYSTEMM
To analyze the steadY-statedc operation, the following assumptionsare made:
. A',tthe terrninalbusbar, three-phaseac supply is balanced and sinusoidal
. The converteroperation balanced
. The converter transfi is losslessand the magtietizing admittance is ienored'

A 'basic dc converter is shown in Figure 2,2L(a) representingthe fundamental

frequency.An equivalent circuit the converter is shown in Figure 2-21(b).

/. , =, t3TJ Ii * (2.150)

where
/c is very close to unitY
I; is the fund4mental c t on secondaryof converter transformer
/3" is ihe converter dc llt,
'The
fundamental:current itudes on both sides of the losslesstransfgrmer are related by
the foll owing equation.
(2.151)
I Ii= alr

I
II
i
' '
.
VrZd
Il
u'ui,gg t
V6.
I
l-
I
r
Figure
F

2.2 Schematicdiagram of a dc converter.

I
106 I'ower System O,

Iaa
v46i
aB, vrz6, t
V6

(r - a)8,

Flgure2.21(bl Si gle-phaseequivalentcircuitfor the basic converter.

where
{ isrthe fundamental on primary of the converter transformer
a isr the off-nominal tap o.
Therefore,

Ii =ak*- ,0" (2.rsz)

fi

Therreal power of h on thp

c frequenciesat the bus bars:'is;prF$edted."The..porver
secondarl'side of the trans is equal to the dc power, i.e.

Va"la"= VJ* cos 4 (2.1s3)

where
% is the magnitudeof the i.e. on the rectifier
tage at the convertertransforme{sec.gnda_qfl
side (fundamental freque component is taken)
4 is',the .angl€ of .voltage the converter transformer secondary,-(on'therectifier side)
V6" is the average dc vol .
/6, is the converterdc
It is assumedthat transfi is lossless,'the real power may be equated to the dc power, i.e.

V*I* = Vdi cos d; (2.rs4)

where
transformer on the bus bar side
tonvertertransf.
% is the magnitude of the voltage at the converter
6i is the angle of voltage t the converter transformer on the bus bar side

Substitutingthe value of { from Eq. (2.152) into Eq. (2.154) and rearranging,

Ia"- via(r+) /6"cosdi = o

On simplification,
Va"Ia"- kpV/6c cos 4 = 0 (2.rss)
where kr = k(3{2)ln.
Therdc voltage is e in terms of the ac sourcevoltage as
Vd"= klaVicos a- k2I6"X" (2.rs6)
 Load Flow Studies tu7

a is the firing delay an of thyristorsin rectifier

& ir commutation re of the,converterat dc busbar
k2 is a constant(= 3ln).
The dc curTentand vol satisfythe relation

f (v*, /0")= o (2.rs7)

FromFigure2.21(b),the ollowing relation can be established'usingthe Kirchhoff's voltage
law
Va"- /6.R6"= 0 (2.r 58)
where R6. is the resistancein dc circuit.
Thredc model may be s as follows:

R(x, V;)1= Q (2.rse)

where
R(l) V6s- klaVi cos 4 (2.r59a)
RQ) Ve- kpVicos a+ kzxJe (2.rseb)
R(3) f (V*, /u") = V,y - Ra"/." (2.r59c)
R(/) control equations
x [V0", 16,Q,COSg, 4Jr
Control equationsmay written as

R(4) = a- a'P
R(5) = Va"Ia"- P;E
R(6)=cos d-cos dry
where
a'l' is the specified transfonner tap ratio
, PJBis the specifieddc
drP is the specified mini firing angle.

Ttre dc real and reactive are expressedas

Pd" = V;[ cos 6i= kfiVila. cs 4 (2.r60a)
Qa"= V;f sin 6i= kgVila" sin d; (2.160b)

The eqluivalentinverter
The equivalentinvertercircuit i shownin Figure 2.22.The residualequationsare similarto those
of the r,ectifier with the conditi that

a+ T = 180o

where 7' is the extinction adva angle in the case of inverter.

 Ie ,jd'

V'24 l:a vrz4

2.22 The equivalentinverter.

R(l) - va" kpV;cos d; (2.r6ra)

R(2) -- V6s klaVi cos (n - i - k2 X"la" (2.16rb)
R(3) - V6 Ra"/0"- flI;y,, cos 4) (2.r6rc)
R(l) = equations
where x = lVa", Id",a, cos d., 6i, Tf.
The control equationsmay written as
R( ) = a - a " P
R( | - v*l*- Pff
R( = cos a - cos dtP
= cos(n- T) - cos(n_ yT
where
a'P is the specified transformertap ratio
Pj! iis the specifieddc
dsP is the specified mini firing angle
tdP is the specified minimu for minimum reactancepgwer consumption of the inverter.
.The residual equation for rectifier and the inverter model can be generalized as given

- V6s- kpVi cos d1

(2.r62a)
= V6 - kpVi cos a + SilqXJe (2.r62b)
= V6 - S,Ra"/6"- f (1a",cos A) (2.r62c)
RU = control equations
r = [V0", Id", a, COsq 6[
a=fi-T

for rectifier operati

sA r =[+i
{
[-l for inverteroperati
 I-oad FIow Studies 109

Corntrolequations may be considered as

R(4)= a- a"P
R(5)= V*l*- Pff
R(6)=cosa-cos dP

2.15 l\c-Dc LoAD FLO

ac
The load,flow equationsrelatin to ac systemvariablesare derived from the specified system
operatingconditions.

=F,
#Adp+*=H.,
(2.r63a)
#o'r
=y gAdp+Y (2.163b)
k=2 dO* &=NV+l

where
P; is the real powerof ith bus
Qi ts the reactivePower. the ith bus
V; is the magnitude of Itage of the ith bus
6i is the angle of voltage of the ith bus
NII is the total number busesin the sYstem
I.I\/ is the number of the buses.

Thremodification,requi to the usual real and reactive powers mismatchesoccur at the

converterterminalbus bar, i.
PsP - Piu"- 4d" =0 (2.r64a)
(2.164b)
Q'p- Q?"- 8!" -0

NB
Pi^"= L ViVefGy,cos ( ,i - dr) + Bi*sin(6; - dr)l
ft=l

NB
8?" = I ViV*tGi*sin( - 6*) - Bi* cos(6i - dt)l
*=l

40" = V;I;cos dr = akl6". cos d;

Ql. =V;/;sin 6, = ak{6". in 6;

Pj* is the real ac power the ith bus
Qii" is the reactiveac at the ith bus
Ptt"'i* the real dc power t the ith bus
Olf is the reactive dc at the ith bus.
110 I'ower System Optimizat

Small variationsabout the initial valuesof Eqs.(2J6ail and (2.164b)can be obtainedby

the following equations:

aff'= (2.r65a)

LQi = (2.l65b)

AR= (2.r65c)
where I =, fV6os,
Id",dr,cos n 6r),.
The dc systemequations made independentof the ac system angle d by selectinga
separateanglereferencefor the system variables.This decouplesthe angle dependanceof ac
and dc syistems.
The real power more related to d and reactive power to V in the case of ac.

(2.r66a)

(2.t 66b)

(2.r66c)
For ac network,

Hii-#= -ei B,iViz (i = /<) (2.167

a)

HP- # =viv*[ sin(d; - 61) - Bi* cos(d; - dr)l (i * k) (Z.t67b)

Lii=V,W=Qi BiiViz (i=k) (2.167c)

L i * - r r # = r ,|lG* sin(rDr- 61)- B* cos(4 - d*)l (i * k) (2.167d)

For t,herectifier model,

l\R(l)= Lv*.g (Dar*.

# EP La+# a(cos
a)+# ot
FrornEq.(2.159a),
aR(l)= A '* - (krVi cos d) Lu + (k1aV;sin d;)Ad; (2.l68a)
Similiarly,
fromW. e.t59b),
AR(2)=AVo"-( A/a" - (krVi cos d;) La + (kpV) A(cos a) (2.168b)
AR(3)= AVo"- dc (2.168c)
AR(4)= Aa
(2.168d)
 Load FIow Studies 1.11

AR(5) = IacAV* vi".N*. (2.168e)

AR(6)= A(cos (2.1680
Forrthe inverter model,

A R ( l ) = L V * - ( & r icos 6)M + (kpVi sin 4)44 (2.169a)

AR(2)= AV.*-(k A/a" - (ktVi cos (n- T)) La + (kpV;) A(cos f) (2.l6eb)

AR(3) = AVoc* +#4/6" +#A(cosa)

416, (2.r69c)

AR(4) = Ln (2.r6ed)
- h"do,
AR(5)= Id"LVa" (2.169e)
AR(6)= A(coss) (2.L6ef)
AR(7)= -A(cos I (2.r6ee)
(2.165a),
Eqruations (2.1 ) and (2.165c)can be solved using the Gausselimination method.

Algorithm 2.72 DecoupledM od for ac-dc Load Flow

l. Readdata(ac)
NB is the number of ses;NV is the number of PV buses.
Vr, 6r for slackbus, P,$i = 2, 3, ..., NB) for PQ and PV buses.
0 i t ; = N V + 1 , t { V 2, ..., NB) fu PQ buses,V,.tt; = 2, 3, ..., I{V) ft
PV buses,
Yr*n, Vito (i = NV + I NV + 2, ,,., NB) for PQ buses.
Qy",8y^ (i = 2,3,..., for PV buses,R(maximumnumb€rof iterations),e (tolerance
in convergence)
Read data (dc)
TIVDClink between bars, X, (Commutationreactance),Ro" (dc link resistance),Con-
trol parametersfi" (Oc nk power), d(nring angle), TslExtinction advanceangle), etc.
2. Form fnus as explai in Section2.3 for ac busbars
3 . Assumeinitially magni and angle of voltage
tvft (; = Iril/ + 1,NIV* 2, ...,NB) and f (i = 2,3,....,NB) ,
4. Set iteration count r =
5. ,ComputePi, Mi using . (2.120a),i.e.
NB
Pi- I viv*[G*cos dr - 61)+ Bir sin(d; - dr)l (i = 2,3, ...,NB)
&=l

A P ; = P i-sn G
6. [f maximum {APi Q = 3, ..., I.IB)) < e then GOTO Step 10.
7. tComputethe elements Jacobianmatrix H, i.e.

Qi -BiiViz i=k

t_ ._i
 Power System Optim

ViV[Giesin(d; - 61)- B* cos(6; - dr)] (i*k)

A4 (t = 2,3 ..., NB) usingEq. (2.134a),

8. Compute i.e.

tHl tAdJ= [AP]

9. Modified value of dr computedas

4 = 4 + Aq ( i = 2 , 3 , . . . ,N B )
10. Compute p;, Ap; usin Eq. (2.120b),
i.e.
NB
Q = I viv*fGi* (dr - 6) - Bi*cos(d;- dr)l (d= NV + t,I{V *2,..., NB)
&=l

L,Qi= Qf - Qt (t NV + l, NV * 2, ...,NB)
1 1 .lf maximum{AQi (i = NV + l, NV * 2, ...,NB)) < e rhenGOTOStep22.
12. Compute elementsof acobianmatrix Z as

L i i = V i W =i - BiiV? Q=k)

L , i * = V * #VrV*[Gpsin(4 - 6e) - B* cos(d; - dr)] (i*k)

13. ComputeLV/V; (i = + 1, NIV* 2, .;.,NB) usingF4.Q.134b),

i.e.

='on,
wtf+]
14. Moc.ified value of vol magnitude % is computedas

LV,
Vi=Vi ( i = N V + l , N V* 2 , . . . , N B )
ir,
15. Set bus count i = 2.
16. If the bus is PQ, then k the limits of V; and ser accordingro Eq. (2.137),i.e.

vi = v n if Y,
Vi = Vi^^x if Vi

17. If the bus is PV, then pute B; using Eq. (2.120b)and check the limits of ei and ser
accordingto Eq. (2.13 ), i.e.

ei - gmin if ei < efi"

ei = efo* if ei > ef^*

:--1
 Load Flow Studies 113

If any limit is vioJatedthen the PV bus is temporarily convertedto PQ bus. So, compute
L;p with the updated of Qi,.Vi, and 6;. Using Eq. (2.136), calculate change in
voltage,i.e.

NB
I,
& = NV+l
k*i

and specifiedvoltage itude of the PV bus is uPdatedas

V ; = V f+ L V ;
18. Incrementthe bus i + I
If t < NB, then GOTO Step 16.
or (2.161).
19. Calculatedc residuals ing Eq. (2,1'59)
Calculatethe dc J J*,= aRtA{usingF-q.(2-168)or Eq. (2.169).
20. ComputeAX and x
X=X+AX X is a vector of X = [Va", 16,a, cos A, 4]r
2 r . Advance the count r r * l
lf r < R then GOTO 5 and repeat.

22. Compute powers on s bus, i.e.

NB
Pt= cos(fi - 61)+Brr sin(d1 - 6t)]
V1V*[G11
k=l
NB
Qr- t VrV*[Gpsin(d1- 6p) - Bw cos(61- 6t)]
k=l

23. StoP.

2.16 CONCLUSION
In this chapter,load flow of power systemshas been discussed.Important methods, namely
Gauss-Seidel,N o (Nn), Decoupled Newton (DLF) and Fast Decoupled Load
Flow (IFDLF), have been ibed. It is difficult to say which one of the exisring methods is
dictateil by the tyPes and si of the problems to be solved, as well as the precise details of
implemrentations. Choice of a rticular method in any given situation is normally a compromise
would not be incorrect to
between the various criteria o goodness,of the load flow methods.It
say that among the existing hods, no single methodmeets all the desirablerequirementsof an
ideal load flow method, n y high speed,low storage,reliability for ill-conditioned problems,
not all the
versatility in handling various iajurttn"nts and simplicity in programming. Fortunately,
desirable features of a load fl method are needed in all situations'
Despite a large number load flow methodsavailable,it is easy to see ttrat only the NR .
and FDLF load flow methods the most important ones for generalpurposeload flow analysis.
The FDLF method is clearlY ior to the NR methodfrom the point of view of speedas well as
' ll4 Power SystemOpti

storage.Yet, the NR methodis still in use becauseof its high versatility, accuracyand reliability
and,as such,is beingwidely ;ed for a variety of system optimization calculations.

SampleSystem2.1
Line data consistingof line ging and line impedance of, a power system are given in
Table 2|,21.The scheduled ion, load, and specified voltage on various types of busesare
given in Table 2.22.

Table 2.21 Line data

Line Line charging Intpedance
nQ. Yro zrq
l- j0.0 0.10+ jO.4
l- /0.0 0 . 1 5+ , p . 6
l- j0.0 0.05 + j0.2
2- j0.0 0.05 + j0.2
2- /0.0 ' 0.10+ j0.4
3- J0.0 0.05 + j0.2

Generation,load, and voltage at buses

Bus Generation Voltage Type

ne. Pr, Pai Vi
sr Qo, 4 of bus
(p.u.) u.) (p.u.) (p.u.) (p,u.) (rad)
l - 0.00 0.00 r.02 0.00 Slack
2 0.0 0 1.00 0.00 1.00 PV
3 .o.o 0t0 0.60 0.30 PQ
4 0.0 010 0.40 0.10 PQ
5 0.0 010 0.60 0.20 PQ
Rearctivepower limit of PV-bus is given as
0 . 0< Q z < 0 . 2
Decoupled Ne method is employed and convergence (e = 0.00001) is
achieved.iin l l iterations. Vol magnitudes,voltage angles and power injected at all busesare
tabulatedin Table 2.23. Line fl are given in Table 2.24.

Voltage and power injected at buses

Buti vi 6i Pi Q i l
no. (p.u.) (rad) (p.u.) (p.u.)|
I r.o2 0.0 2.9175840 r.370567
0
2 0.86r2t35 -0.4462322 - 0:9994068 0.s000000
3 0.786277| -0.4350828 0.5996794 - 0.2986889
4 0.83859I 3 -0.36907L7 - 0.4000205 - 0.0991933
5 0.8380031 -0.2634329 -0.6002641 -0.1998347
 Load Flow Studi l15

Table 2.24 Line flows

Line Branch )i& Line Branch S,&

no. i-k no. i-k
I r-2 t.0378870+ j0.36M762 6 3-5 -0.5660844- N. 1 3 4 1 8 6
| 2-t -0.9218592+ 70.1036347 6 5-3 0.5920158+ r7 t440
"O.
2 t-4 0.5791855 + jO.2595949
2 4-r -0.521105l- j0.o272735
3 l-5 1.30051 l0 + 70.7504954
3 5-t - 1 . 1 9 2 1 6 0- 0 j0.3r70906
4 2-3 0.MO4465+ y0.312780r
4 3-2 -0.03374t0 - jo.28s9583
5 2-4 -0.1182650+ j0.0836448
5 4-2 0.t210941- j0.072328s

SampleSystem2.2
Line datarconsisting of line c arging and line impedance of a pciwer system are iven in
Table 2.25. The scheduledgene ltion, load, and specified voltage on various types of $es are
given in 'Iable 2.76.

Table 2.25 Line data

Lhte B h Line charging Impedanct

n0. Yrn z*;
I r-2 '
70.06 0.02+p.0
2 l-3 70.05 0.08+ 10.2
3 2-3 j0.04 0.06+ p;I
4 24 jO.O4 0.06+ "p.1
5 2-5 70.03 0.04+.p.1
6 3-4 j0.02 0.01.
+.O.0
7 4-5 70.05 0.08+ j0.2

Table 2. Generation, load, and voltage at buses

Bus Generation Load Voltage Type
no. Pr, 0 Pai Qo, vi 4 f bus
, (p.u.) (p. .) (p.u.) (p.u.) (p.u.) (rad)
I 0.00 0.00 1.06 0.00 Slack
2 it o.l 0.00 0.00 PQ
3 0.0 0. ) 0.45 0.15 PQ
4 0.0 0. ) 0.40 0.05 PQ
5 0.0 0. ) 0.60 0.10 PQ
a
 116 lPower System O ton

DecoupledNewton-Raphson :thodis employedand copvergence (e = 0.0001)is ac,ievedin

five iterations.Voltagemagni :s, voltageanglesand powerinjectedat all busesare tal rlatedin
Thble2.it7. Line flows are q in Table2;28.

27 Voltageand power injectedat buses

Blts Vi 6i Pi Qt
n0. (p.u.) Gad) (p.u.) (p.u)
r 1.0600000 0.0 r.2958920 - 0.399 62
2t, 1.0586840 - 0.0519997 0.1999401 0.200 05
3i 1.0400140 -0.0906581 -0.4499944 -0.150t 08
4i 1.0403200 - 0.0965536 - 0.3999603 - 0.050t 75
5 r.0347s60 -0.1104136 -0.5999067 -0.100r

Thble 2.28 Line flows

Line Branch S;p Line Branch Sa

no. i-k no. i-k

I r-2 0.8894789- j0.3r53776 5 2-s 0.5476638 + j0.( rM937

| 2-t -0.8743017r j0.2262M6 5 s-2 -0.5368901- j0.( 439186
2 l-3 0.q&n5 - j0.0845r81 6 3-4 0.1883627- j0.()43952
2 3-1 -0.3945952r 70.0097086 6 4-3 -0.1879857+ ,r0.(522482
3 2-3 0.2470838- jo.or28r77 7 4-5 0.0633137- jO.{506,671
3 3-2. -0.2437607 - j0.06s3108 7 s4 -0.0630165- j0.( 560906
4 2-4 0.2794943- j0.0239r8l
4 4=2 -0.2752891 - j0.0s15893

SamplerSystem2.3
Line data consisting of line arging, line impedance and off-nominal turn-ratio of power
system is given in Thble 2.29. he scheduledgeneration, load, and specified voltage ot various
types of buses are given in Ti t 2.30.

Thble 2,29 Line data

Line Branch Line charging Impedance Tur rratio

no. p-q Yoo zo, a
I L4 {0.01s 0.080+ 70.370 1.
2 r-6 +j0.021 0.123+ .70.518 1.
3 2-3 +70.000 0.123+ jr.050 1.
, " 4 2-5 +j0.000 0.282+ j0.640 1.
F 5 4-3 +j0.000 0.000+ ;0.133 0.
r -
I . O 4-6 +j0.015 o.W1 + j0.407 1.
l 7 6-5 +J'0.000 0.000+ 70.300 0. 5

J
 I-osd Flow Studies

Thble 2.30 Generation,,load, and voltage at buses

Bw Generation
no. o
(P

0.00 0.00 1.05 0.0 lack

; 0. 0.00 0.00 l.l0 PV
o'.0 0. 0.55 0.13 PQ
0.0 0. 0.00 0.00 PQ
0.0 0. 0.30 0.t 8 PQ
0.0 0. 0.50 0.0s PQ

Reactivepowerlimit of PV.bus is givenas

0 . 0s Q 2 s 0 . 2
Decoupled Newton- method is employed and convergence (e = 0.
achieved in eight iterations. magnitudes, voltage angles and porver injer;ted at'
are tabulaledin Table23L Line flows are givenin Table2.32.

Table Voltageand power injectedat buses

Bus vi 4 P i Q i
no. (p,u.) (rad) (p.u.) (p.u.)

r.05 0.0 a.9521295 0.43

1.10 - 0.0584521
1.0007640 -0.2231306 -0.5500m1 -0.13
0.9297400 - 0.17 16732
0.9197770 -0.2152802 -0.3000000 - 0,I
0.919r 896 - 0 . 2 1 3 61 8 - 0.5000000 '- 0.0

Thble 232 Line flows

Line Branch Branch

no. i-k i-k

r-4 0.5091050 jo.2s3m83 s 4-3 - i0. 72383

0.3598305
4-r -0.4850085 j0.1715056 5 34 -0.3598305+.,r0. 36867
t-6 0.4302M j0.t79t546 6 4-6 -
0.0891556 i0. 2673
-0.41,65614 6-4 - i0.0 36196
-0.0882611
6-t "10.10860++ 6
2-3 0.1717787j0.0001369 7 6-5 0.0047020- i0. 17959
3-2 -0.t54r47r jo.02s7a29 7 5-6 -0.C[47020+ 70. 18049
2-5 0.32822W y0.1845368
5-2 -0.2951773 j0.t0954.3 !
118 Power SYstemOPti,

SanrpleSyst-em2.4
Line data consistingof li e chargingand line impedanceof a poWersystem lre glven ln
Table:2.33. The scheduled eneration, load, and specified voltage on various types of buses are
givenrin Table 2.34.

Table 2,33 Line data

Line lranch Line charging Imped e
no p-cl Yoo Zp
1 t-9 j0.030 0.15+ y0.50
2 l-l l j0.010 0.05+ 70.16
3 2-3 j0.030 0.15+ 70.50
4 2-7 j0.020 0.10+ j0.28
5 2-r0 j0.010 0.05+ ;0.l6
6 34 70.015 0.08+ j0.24
7 4-6 j0.020 0.10+ i0.28
8 4-8 i0.020 0.10+ j0.28
9 4-9 70.030 b.ts+ ;0.50
10 5-6 ja.02s 0.12+ ;0.36
11 5-9 j0.010 0.05+ j0. 16
t2 7*8 j0.010 0.05+ 7 0 . 1 6
.13 7-r0 j0.01s 0.08+ j0.24
l4 8-9 j0.02s 0.12+ j0.36
l5 8-10 j0.015 0.08+ j0.24
r6 8-1 I j0.020 0.10+ jo.za
':17
0-11 j0.02s 0.12+ .p.36

load, and voltageat buses

2.34 Generation,
Bns Genera Load Tlpe
no. Pr, Qr, Pd, Qa, Vi 4 of bus
_ (p.p) (P'u') (p.u.) (p.u.) (p.u.) (rad)
I : 0.00 0.00 1.070 0.0 SIack
trZ
o.sozs PV
3 0.6625 0.00 0.00 1.095 PV
{ 0.4778 0.00 0.00 r.062 PV
:i 0.4778 0.00 0.00 r.046 PV
t5 0"0 0.0 0.10 0.02 PQ
,7 '
0,0 0.0 0.40 0.10 PQ
B 0.0 0.0 0.90 0.4s PQ
9 0.0 0.0 0.t0 0.35 PQ
10 0.0 0.0 0.25 0.05 PQ
l1 0.0 0.0 0.25, 0.05 PQ
 rr9
Reactivepowerlimits of PV. ses are glvon as
I
- 0 . 1s Q z < 0 . 5
- 0 . 13 Q s < 0 . 5
!

- 0 . 13 Q + < 0 . 5
- 0.1s Qs< 0.5

i Decoupled Newton-RaPhs method is employed and convergence (e = 0.00q l ) i s

lachievedin seven iterations. Volt magnitudes,voltage angles and power injected at all buses
ws are given in Table 2.36.
[re t*Uulatedin Thble 2.35. Line
Table 2.35 Voltage and power injected at buses
Bus vi 4 P i Q i
no. (p.u.) Gad) 0.u.) (P.u.)
0.0 0.4296081 0.19989E2
1 , 1.070 . :
2 1.088 o.og14,549 0.6625003 ' : 0. . 3 6 5 0I 1 1 7
....

3 t.095 0.149824r 0.6625000 - 0.0680686

4 r.062 0.a704/,48 . 0.4777996 0.0s97918
5 I .046 0.0405004 0.4778001 0.0833654
6 1.0538600 0.0418368 - 0.1000002 - 0.0200001
7 1.0160200 -0.0532843 - 0.4000000 - 0.0999998
8 0.9949282 - 0.0592053 - 0.899998s - 0,45000q6
9 1.0033960 -0.0272797 - 0.7000003 - 0.3500005
10 | .036rr20 - 0.0349548 - 0.2500006 - 0.0500000
1l r.0357370 -a.0427044 - 0.2500002 :0.0500000

Table 2.36 Line flows

Line tBranch S,: Line Branch Sir
no. .i-k no. i-k
I 1-9 0.0931827+ j0.0810305 l0 5-6 -0.0105336- 10.04t6769
1 9-r -0.0903010- j0.r359760 t0 6-5 0.0105867-i0.00l282r
2 l-1 I 0.3364255+ j0.1188675 II 5-9 0.4883338 + i0.13(043t
2 I l-l -0.3307410= j0.r22853s 1l 9-5 -0.4765216-i0.11: 2725
3 2-3 -0.2577526+ j0.o43254 12 7-8 0.0722417+ i0.10 r454
3 3-2 - j0.0840549
0.2669573 L2 8-7 - 0,0713871- i0. I 1l 6324
4 2-7 0.3894258+ j0.13110s9 13 7-rQ -0.0976511 - i0.06',2555
4 7-2 -0.3745907- 70.1338884 13 rO-7 0.0985978 + 70.035082
5 2-10 0.5308269+ j0.1906501 14 8-9 -0.0862617- .10.01' 9814
5 rvz -0.5171931- j0.r695946 14 9-8 0.0871694- i0.02'2129
6 3-4 0.3955428+ j0.0159869 15 8-10 -0.14s756- 70.13r2r2
'ontd.)
r20 Power SystemOptimi

Table 2.36 Line flows (Contd.)

Sit Line Branch Sit
Line' Branch
i-k no. i-k
no.
-0. - 70.0193427 l 5 10-8 o.1474535+ j0.1138036
6 4-3
-0.0996269 j0.r2872r8
7 4-6 0 . 1 1 I 1 - j0.0299398 r 6 8-11
6-4 -0.1105 - j0.011718s 1 6 1r-8 0.l0l 8282+ j0.093
6327
7
0.0211412 - j0.a327r70
8 4-8 0.5232 + j0.0766r57 t 7 10-11
- 0.498144 - j0.048544t t7 11-10 -0.02t0874- j0.020778s
8 8-4
9 4-9 0.2278 I + j0.0324603
9 9-4 -0. 2 - j0.0715401

SampleSYstem2'5
and off-nominal turn-ratio of a power
Line data consisting of line charging, line impedance
lold, arndspecified voltage on various
$ystennis givenin Teble2.3 Td scheduledglneration,
typesqf buqEqar-egivelt in ble 2,38.

Table 2.37 LinP data

Line charging Impedance Tum-ratio
Line Branc
p-q Yrn zon a
t10.

t-2 j0.0264 0.01938+ ;0.05917 1.0

1
1-5 j0.a264 0.05403+ i0.223M 1.0
2
2-3 j0.0219, 0.04699+ J0.19797 1.0
3
24 j0.0187 0.05811+ i0.r7632 1.0
4
2-5 j0.0170 0.05695+ ;0.17388 1.0
5
3-4 j0.0173 0.06701+ J0.17t03 I .0
6
4-5 j0.0064 0.01335+ i0.042rr 1.0
7
4-7 j0,0 0.0 + i0.2WI2 0.932
8
4-9 j0.0 0.0 + i0.55618 0.978
5-6 j0.0 0.0 + i0.25202 1.0
t0
6-1 j0.0 0.09498+ J0.19890 0.969
t1
6-r j0.0 0.12?9r+ 70.25581 1.0
L2
T3 6-1 j0.0 + io.r3o27
o.oodts l.o
7-8 j0.0 0.0 + i0.r76r5 l'.0
l4
15 7-9 j0.0 0.0 + 70.11001 1.0
t6 9-l j0.0 0.03181 +,10.08450 1.0
t7 9-r j0.0 0.I97ll + i0.27038 1.0
r8 l0-l j0.0 0.08205+ i0.r9207 1.0
l9 L2-l j0.0 0.22092+ i0.19988 1.0
20 13-1 j0.0 0.17093+ i0.34802 1.0

*rd
 Load FIow Studier r21

Generation;load, and voltage at buses

Bus Generation Voltage Type

no. P,, Qo, V; 4 of bus
(p.u.) (p.u.) (p.u.) Gad)
I 0.0 0.0 1.06 0.0 Slack
2 0.0 - 0 . 18 3 0.297 PQ
3 0.0 0.942 -0.044 PQ
4 0.0 0.478 - 0.039 P8
5 0,,0 0.076 0.0r6 PQ
6 0.0 0.112 -0.0i474 PQ
7 0.0 0.0 0.0 PQ
8 0.0 0.0 -0.174 PQ
9 0.0 0.295 -0.046' - PQ
10 0.0 0.090 0.0s8 PQ
11 0.0 0.035 0.018 PQ
t2 0.0 0.060 0.016 PQ
t3 0.0 0.r35 0.0s9 PQ
t4 0.0 0.r49 0.0s0 PQ

Decoupled Newton- n method is employedand convergence (e = 0.00001)is

achievedin 20 iterations. Vol voltageanglesand powerinjectedat all busesare
magnitudes,
tabulatedin Table 2.39. Line are given in Thble 2.40.

Voltage and power injected at buses

Bus Vi 6i Pi Qi
no. (p.u.) (rad) (p.u.) (p'u.)
t 1.06 0.0 2.3303080 o.4607337
,2 1.0r5003 -0.08m955 0.1829994 4.2969987
3 0.9813243 4.223's264 -0,94t9996 0.0439997
,4 0.9932188 -0.180i I 38 -0.4i79998 0.0389987
5 0.99707| -0.1 524515 -0.0760006 -0,0160021
6 1.04333 -0.2518152 -0.1119988 0.0473992
7 r.036625 -0.2362034 -0.0000001 0.0000001
8 1.06539 -0.236i2034 0.0000000 0.1739998
9 1.03101 -0.2652050 -0.2949985 0.0460000
10 1,025573 -0.2680944 -0.0900005 -0.0580009
1l 1.030798 -0.2623896 -0.0350000 -0.0179997
t2 r.027883 -0.2673156 -0.0599925 -0.0159998
13 r.02257 -0.2686943 -0. l 350083 -0.0579995
t4 1.005183 -0.2840871 -0. r4900r0 -0.0500003
 ,O.
P.ewer System

Table 2.40 Line flows

Ltn,e Branch Si* Line Branch .Sit
no. i-k no. i-k
I l-2 1.569 + j0.3206484 11 6-1I 0.0722568+ i0.0315819
| 2-l -t.524 - j0.24r3r2s ll l r-6 - 0.07r7 r43 - i0.03044s7
2 1-5 0.7 M + j0.1400845 rz 6-r2 0.0775966+,j0.0262592
2 5-t - 0.73l5 67 - j0.0753964 t2 r2-6 - 0.0768389- i0.0246822
3 2-3 0.731 + 13 6-1,3 0.1775005+ j0.0773352
"10.0282107
3 3-2 -0.7067 8 1 + 70.0313790 l3 l3-6 - 0.r7s222s - j0.0728490
4 2 4 0.s6r2& - j0.0502135 14 7-8 0.0000000 - t0.1693013
4 4-2 -0.54 32 + y0.0665812 14 8-7 0.0000000+,j0.1739998
5 2-5 0,41 75 - j0.0336869 '15 7-9 0.28r7r7r + 40.0569965
'5 5-2 - 0.4059L2 + j0.0284499 15 9-7 - 0.281717| - i0.048539t
6 3 4 -0.235 1 3+ .,10.0126209 16 9- 10 0.0535518+ ,j0.M62236
6 4-3 0.239t 30 - j0.036363r 16 10-9 - 0.0534020- i0.0458258
7 4-5 -0.6167 r6 + y0.1074161 l7 9-14 0.0941612+ t0.0303033
7 5 4 0. 43 -;0.1033027 17 r4-9 -0.09263U - t0.0278001
8 4-7 0.2t55 94 - j0. r98M32 18 10-1r -0.0365981- i0.0121743
8 7 4 -0.2755 94 + j0.2228831 I8 l1-10 0.0367141+ 70.012M60
9 4-9 0 . 1 5 6 5 - j0.0608410 19 t2-13 0.0168462+ .10.0086827
9 9 4 -o.1562 5 + y0.0767004 19 13-12 -0.01677rr - y0.0086147
10 5-6 0.4c/94 - j0.1626914 20 t3-t4 0.0569854 + 1j0.0234643
r0 6-5 -0.4094 + j0.2rr9064 20 t4-13 - 0.0563646 - i0.0222002

Sample'System2.6
:'i. .- . , : .,
Lino datd consistingof lin charging, rline
. t
irhpedanceand off-nominal turn-ratio of a power
systenn'isgiven in Table 2.4 The scheduledgeneration,load, and specified voltage on various
typesof busesare givenin' le 2.42.
Table 2.41 Line data
Line Line charging Impedance Tum-ratio
f,lo. Yro zoo a
1-3 j0.0r79 0.0720+ j0.2876 1.0
L-r6 ;0.0337 0.0290+ J0.1379 r.0
t-17 "10.0148 0.1012+ j0.2794 1.0
1-19 j0.0224 0.1487+ p.3897 1.0
(Contd.)
 Iffid Flow Stwdies t23

2.4L Line data(Contd.)

Line Branch Line cltarging Impedance Turn-ratio

no. -p-q Yon zoo a

5 r-23 jo.os13 0.1085+ iO.2245 1.0

6 L-25 j0.0873 0.0753+ 70.3593 1.0
7 2-6 j0.0186 0.0617+ i0.2935 1.0
8 /-7 j0.0155 0.0511+ i0.2M2 1.0
9 2-8 j0.017s 0.0579+ i0.2763 1.0
10 3-13 j0.0085 0.0564+ J0.1487 1.0
1l 3-r4 j0.018s 0.1183+ j0.3573 1.0
L2 4-t9 j 0 . 0 11 3 0.0196+ 70.0514 1.0
13 4-20 j0"0220 0.0382+ i0.1007 1.0
t4 4-21 j0.0s58 0.0970+ i0.2547 r.0
15 5-10 j0.oss7 0.0497+ j0.2372 1.0
1,6 5-17 j0.1,335 0.011-/+ J0.1269 1.0

t7 5-19 j0.0140 0.0929+ i0.2442 1.0

18 6-13 j0.0040 0.0263+ 70.0691 1.0
19 7-8 j0.0078 0.0529+ /0.1465 1.0
20 7 -12 j0.0110 0.0364+ i0.1736 1.0

2l 8-9 j0.0118 0,0387+ i0.1847 1.0

22 8-17 j0.0s72 0.0497+ i0.2372 1.0
23 9-10 j0.008s 0.0973+ i0.269r 1.0
24 10-t1 j0.0135 0.0898+ iO.2359 1.0

25 rl-t7 j0.0161 0.1068+ i0.2807 1.0

26 t2-t7 j0.0135 0.0460+ i0.2r96 1.0

27 t4-15 j0.0044 0,0281+ i0.0764 1.0

28 l5-16 j0.0148 0.0256+ i0.0673 1.0
29 17-18 j0.01,22 0.0806+ io.2Ir9 1.0

30 18-19 j0.0132 0.0872+ i0.2294 1.0

31 20-21 j0.03s4 0 . 0 6 1 5+ i 0 . 1 6 1 3 1.0

32 2r-22 j0.0238 +'J0,1087

0.041,4 1.0

33 22-23 j0.0169 0.2250+ 70.3559 1.0

34 22-24 j0.0s67 0.0970+ i0.2595 1.0
35 24-25 j0.0317 0.0472+ i0.1458 1.0
 Power System O

Thble 2 Generation,load, and voltage at buses

Bus' Load Voltage Tlpe
no. P,, Qr, Vi 4 of bus
(p.u.) (p.u.) G.u.) (rad)
I 0.00 0.00 r.030 0.0 Slack
2 0.936 0.10 0.03 1.002 PV
3 r.5r3 0.50 o.r7 1.050 PV
4 0.480 0.30 0.r0 1.015 PV
5 t.t84 0.5 0.25 0.08 1.007 PV
6 0.0 0.0 0.15 0.05 PQ
7 0.0 0.0 0.15 0.05 PQ
8 0.0 0.0 4.25 0.00 P8
9 0.0 0.0 0.15 0.05 PQ
10 0.0 0.0 0.r5 0.05 PQ
1l 0.0 0.0 0.05 0.00 PQ
t2 0.0 0.0 0.10 0.00 PQ
l3 0.0 0.o 0.25 0.08 PQ
t4 0.0 0.0 0.20 0.07 PQ
t5 0.0 0.0 0.30 0.r0 PQ
r6 0.0 0.0 0.30 0.10 PQ
t7 0.0 0.0 0.60 0.20 PQ
18 0.0 0.0 0.15 0.05 PQ
r9 0.0 0.0 0.15 0.05 PQ
20 0.0 0.0 0.25 0.08 PQ
2l 0.0 0.0 0.20 0.07 PQ
22 0.0 0.0 0.20 0.07 PQ
23 0.0 0.0 0.15 0.0s P8
24 0.0 0.0 0.15 0.05 PQ
25 0.0 0.0 0.25 0,08 PQ

Decoupled Newton-Ra (e = 0.0001)is achieved

methodis employedand convergence
in eighit iterations. Voltage gnitudes, voltage angles and power injected at all buses are
tabulatedin Thble 2.43.
 Load Flow Studies l2s

Voltageand power injected at buses

Bus V1 6i Pi Qi
no. (p,u,) Gad) (p.u.) (p.u.)

1 1,0300000 0.0000000 0.7240468 0.0779707

0.1317326 0.8360000 -0.1865165
2 1.0020000
3 1,0500000 0.0973678 I .0130000 0.1948333
4 I ,0150000 -0.04791r4 0.1800069 0.1,539479
0.1r 50286 1.5340000 - 0.444007
6
5 1.0070000
0,0777504 - 0.1500006 - 0.0500004
6 1.0083200
0,0487078 -0.t499998 - 0.0500001
7 0,9975652
8 0.9995552 0.0380560 -0.2499998 0.0000006
0,0249825 - 0.I 500001 - 0.0500001
9 0.9926407
0.0444859 - 0.1500002 - 0.0500006
r0 1.0026400
11 1.0054140 0.0266034 -0.0499998 0.0000004
0.0268849 - 0.1000001 - 0.0000003
12 1.0014450
0.0739145 -0.2499987 - 0.0799992
T3 1.0139090
-0.0377593 - 0.1999998 - 0.0699996
l4 0.9862s0s
-0,0540977 - 0.300001
1 - 0.1000007
15 0.9830649
- 0.0498755 -0.2999990 - 0.0999990
16 0.9936035
0.0224340 - 0.5999998 - 0.2000007
L7 1.0058740
-0.0145077 - 0.1500000 - 0.0499995
18 0.9983927
-0.022337
5 - 0.1500007 - 0.0500009
L9 1.0098490
-0.084454r - 0.2500004 - 0.0800000
20 r.0016820
- 0.1049661 - 0.2000009 - 0.0699991
2l 1.0004880
- 0.1199480 - 0.2000258 - 0.0700003
22 0.9978289
- 0.066s098 -0.1499694 - 0.0500006
23 r.0118770
- 0.1374826 -0.1499978 -0.0499999
24 r.0037240
-0.r2350r4 -0.2499990 - 0.0800005
25 1.0089770

SamplelSystem2.7
of a power
Line data consistingof line ch ing, line irnpedanceand off-nominal turn-ratio
system is given in Table 2 M scheduledgeneration,load, and specifiedvoltage on various
types of b'usesare given in Table 2 . 4 5 .
t26 Power SiystemO,

Thble 2.44 Line data

Line Branch Line charging Impedance Turn-ratio

no. p-q Yrn zoo a
1 1-11 j0.050 0.060+ j0.206 1.0
2 rt-tz j0.014 0.160+ j0.524 1.0
3 Lt-t7 j0.018 0.210+ j0.694 1.0
4 lr-24 ja.$2 0.084+ 70.280 1.0
5 r2-t7 j0.006 0.066+ j0.236 1.0
6 24-r3 ja.02r 0.066+ 70.208 1.0
7 r3-14 ja.02r 0.060+ j0.200 1.0
8 13-16 j0.020 0.268+ 70.802 1.0
9 t4-t5 j0.000 0.065+ j0.r94 1.0
10 t44 j0.038 0.078+ 70.350 1.0
11 15-9 ja.02r 0.074+ j0.2r2 1.0
L2 15-10 ja.026 0.192+ 70.950 1.0
r3 15-18 j0.010 0.066+ 70.186 1.0
t4 9-r6 j0.006 0.084+ j0.256 1.0
r5 18-2.0 j0.003 0.038+ 70.108 1.0
16 18 - 1 0 j0.018 0.168+ 70.680 1.0
t7 10-19 j0.018 0.r74 + j0.704 1.0
18 19-20 j0.00s 0.058+ j0.164 1.0
l9 20-2 ja.026 0.054+ j0.242 1.0
20 20-4 j0.0s2 0.118+ j0.334 1.0
2l 20-23 j0.026 0.094+ j0.256 1.0
22 2-21 j0.000 0.000+ j0.r46 1.0
23 2t-22 i0.000 0.146+ j0.248 1.0
24 22-23 j0.000 0.000+ 70.064 1.0
25 23-3 j0.000 0.000+ 70.058 1.0
26 +5 j0.038 0.108+ 70.358 1.0
27 5-26 j0.028 Oo78_,+ j0.266 1:0
28 5-27 j0.024 0.060+ jo.22o 1.0
29 26-25 j0.016 0.046+ 70.154 1.0
30 26-27 jo.02s 0.066+ j0.2r6 1.0
31 25-17 i0.085 0.212+ 70.806 1.0
32 27-6 j0.orx 0.024+ 70.076 1.0
33 27-7 j0.01e 0.066+ 70.184 1.0
34 7-28 j0.023 0.066+ j0.224 1.0
35 28-8 j0.0r4 0.038+ 70.128 1.0
 Load Flow Studies t27

Thble 2.45 Generation,load, and voltage at buses

Bus Generation Load Voltage Type
no, Pu, o Qo, vi 4 of bus
(p.u.) (p. (p.u.) (p.u.) (rad)

I 0.0000 0.0000 r.0r2 0.0 Slack

2 0.758 0. 0.2550 0.1250 r.002 PV
3 0.201 0.1 0.0000 0.0000 I .001 PV
4 1.190 0.1 0.4050 0.1940 1.040 PV
5 r.425 -0.1 0.0255 0.0155 1.050 PV
6 0.580 0.2 0.s850 0.r 400 r.036 PV
7 0.229 0.1 0.4200 0.0515 1.028 PV
8 0.235 0.1 0.2190 0.0200 1.040 PV
9 0.0 0.0 0.0520 0.0075 PQ
10 0.0 0.0 0.0555 0.2150 PQ
11 0.0 0.0 0.2365 0.1590 PQ
L2 0.0 0.0 0.0895 0.0760 PQ
13 0.0 0.0 0.0750 0.0400 PQ
t4 0.0 0.0 0.1255 0.0750 PQ
15 0.0 0.0 0.1150 0.0650 PQ
r6 0.0 0.0 0.0850 0.0400 PQ
T7 0.0 0.0 0 .1 91 0 0.l 250 PQ
18 0.0 0.0 0.0845 0.0145 PQ
r9 0.0 0.0 0 . 15 0 0 0.0250 PQ
20 0.0 0.0 0.6350 0.4300 PQ
2l 0.0 0.0 0.0000 0.0000 PQ
22 0.0 0.0 0.0000 0.0000 PQ
23 0.0 0.0 5
0.237 0.1230 PQ
24 0.0 0.0 0.1600 0.0750 PQ
25 0.0 0.0 0.14r0 0.0500 PQ
26 0.0 0.0 0.2670 0.1000 PQ
27 0.0 0.0 0.t455 0.0800 PQ
28 0.0 0.0 0.2750 0.1245 PQ

Decoupled Newton-Raphso method is employed and convergence(e = 0.00001) is

achievedin eight iterations.Vol e magnitudes,voltage anglesand power injected at all buses
are tabulatedin Thble 2.46.
128 Power System Op

Thb 2.46 Voltageand power injectedat buses

Bus V; 4 Pi Qi
no. (p.u.) (rad) (p.u.) (p.u.)
1 t.012 0.0000000 0.6380979 0.1490656
2 r.002 -0.1044606 0.5029998 0.2108777
J 1.001 - 0.1604965 0.2009998 0.2940157
4 1.040 -0.0250462 0.7849998 0.3107s86
5 1.0s0 0.0402329 1.3995000 -0. l 395139
6 1.036 -0.1026045 - 0.0049999 0.0714689
7 1.028 - 0.1969713 -0.1910000 0.t0 r4r32
8 1.040 -0.2702140 - 0.0140001 0.1395656
9 0.908935 - 0.2274lll -0.0520002 -0.0075003
10 0.8576 I -0.2101920 -0.0554945 -0.2149965
11 0.940831 - 0.1257688 -0.2365004 - 0.159000I
T2 0.906652 - 0.1856025 -0.0894994 -0.07s9997
t3 0.92935 - 0.1904876 - 0.0750007 -0.0400000
1,4 0.9434 8 - 0.1676937 -0.1255015 -0.0750012
15 0.914624 - 0.2051 60I - 0.1149993 - 0.06s0001
r6 0 . 9 0 3 5 12 -0.2368435 -0.0849994 -0.0399996
t7 0.9147 6 3 - 0.19275r5 -0.1910003 -0.1 250004
18 0 . 9 1 5 s 48 - 0.1991368 - 0.0845001 -0.0145009
T9 0.905450 - 0 . 2 111 8 6 8 - 0.1499998 -0.0250006
20 0.927907 - 0.1837509 -0.6350048 -0.430003r0
2I 1.002520 - 0 .r 2 5 5 8 6 8 0.0000004 0.0000005
22 0.98331 2 - 0.1629218 -0.0000006 -0.000000,6
23 0.984031 - 0.172332r -0.2375002 -0.1 230007
24 0.92355 - 0.1835407 -0.1 599999 -0.0749996
25 0.9940 1 - 0.1268076 -0.1 409999 -0.049999r8
26 1.009550 - 0.0918859 -0.2669999 -0. I 000003
27 r.029530 -0.1002295 -0.t454994 -0.0800003
28 1.0214 0 -0.2629933 -0.2749998 -0.1 245002

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1990.
Arrillaga,J., C.p.Arnold, and Harker, ComputerModelling of Electrical Power Systems,Wiley
New York, 1983.
Arrillaga, J., C.p. Arnold, J.R. Camacho,and S. Sankar,AC-DC Load Flow with Unit-Connected
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- J
 lnad FIow Studies ltlg

Brown,H.E., Solutionof Large 'etworlcsby Matrix Methods, Wiley, New York, 1975.
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Ekwue, A.O. and J.F. Macquee Comparison of load flow solutionmethods , Electric power
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Elgerd, O.I., Electric Energy Theory:An Introduction,2nd ed., Tata McGraw-Hill, 1983.
El-Hawary,
M.E. andG.S.Chri sen,optimal Economicoperation of Power systems,Academic
Press,NewYork, 1979.
Grainger,J.J. and W.D. StevensonPower SystemAnalysis.McGraw-Hill, L994.
Gross,C.A., Power SystemAnaly s, Wiley, New York, 1979.
Iwamoto, S. and Y. Tamura,A Load Flow Method RetainingNon-Linearity,IEEE Trans.pAs-
97, p. 1586,Sep./Oct.,
1978.
Iwamoto, S. and Y. Tamura,A Flow calculationMethod for lll-conditionedPower Systems,
IEEE Trans.PAS-100,p. 1736 April, 1981.
Kirchmayer,L.K., Economic Ope ion of PowerSystems,Wiley EasternLtd., New Delhi, 1958.
Knight, U.G., Power SystemEngi eering and Mathematics,PergamonPress,New York, 1972.
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Delhi, 2W3.
Kusic, G.L., ComputerAided r SystemsAnalysis, Prentice-Hallof India, New Delhi, 1986.
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A.K., D.P Kothari,and S.I. Ahson, Computer Aided Power System Analysis and
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PAS-100,p. 303, 1981.
Nagrath,I.J. and D.P.Kothari, r SystemEngineering,Tata McGraw-Hill, New Delhi, 1994. )
Nanda, J., D.P. Kothari, and S.C. srivastava,A Novel Secondorder Fast Decoupled Load Flow
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-l
130 Power SystemO,

Sasson,A.M., Non-lin programmlngsolutions for load flow, minimum loss and economic
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New York, 1996.
 EconomicL qd Dispqtchof
Thermql G nerqring Units

3.1 INTRODUCTION
Electricalenergyc4nnotbe sto , but is generatedfrom natural sourcesand delivered as demrand
arises.A transmissionsystemi usedfor the delivery of bulk power over considerabledistances,
and a distributionsvstemis for local deliveries.As depictedin Figure 3.1, an intercornerct€d
power systemconsistsof mainl three parts: the generatorswhich produce the electrical energy,
the transmlssionlines which it it to far away places, and the loads which use it. Such a
configuration applies to all i nnectednetworks (regional, national, int€rnational),where the
qumberof elpmentsmey vary. he transmissionnetworks are interconnectedthrough ties so that
utilities q3n exchangepower, s reservesand render assistanceto one anotherin times of need.

Generator
Tiansmissionlines

Bus2
Figure 3.1 A simpl configuration powersystem.
of an interconnected

Since the souucesof en are so diverse (coal, oil or gas, river water, marine tide, a
radioactivematter, sun power), e choice of one or the other is made on economic,technicalor
geographicbasis. As there are few facilities to store electrical energy, the net production of a
utility (generationplus the i cws over its ties) must clearly track its total load. For an
interconnectedsystem,the fu mental problem is one of minimtzing the source expenses.The
economicdispatchingproblem is to define the production level of each plant so that the l;otal
cost of generationand transmi ion is minimum for a prescribedscheduleof loads.
. Forecastingincludes ining the peak rate of supply (power demandand volume), i.e.
energy dernandfor long-terminvestmentdecisionsand short-termoperatingdecisions.
131

_-_-J
t32 PowerSystemO Zation

Operating applicati s includp allocation of output (dispatching)'unit start-up splsctign'

(unit commitment), hydrothermalcoordination,and maintenancescheduling.
The investmentp ning applicationscover the generationand the transmissionsystems.

O RAilNG COST
3.2 GENERATOR
The majority of generators I extant systemsare of three types-nuclear, hydro, and fossil (coal'
oil or gases).Nuclear p tend to be operated'atconstantoutput levels and hydro plants have
essentiallyno variable ting costs. Therefore, the componentsof cost that fall under th-e
category of dispatching dures are the costs of the fuel burnt in the fossil plants. The total
cost of operationincludest fuel cost,costsof laboua supplies'andmaintenance. Generally,costs
of labour, supplies and ma ntenanceare fixed percentagesof incoming fuel costs. Figure 3.2
shows a simple model of a fossil plant. The power output of the fossil plant is inpreased
sequentiallyby openinga of valves at the inlet to its steamturbine. The throttling lossesin a
valve are large when it is j st openedand small when it is fully opened.

iler Turbine Generator'

Fuel input

gure 3.2 Simple model of a fossil plant.

As a result, the operating of the plant has the form shown in Figure 3.3. For dispatching
purposes,this cost is usuall approximatedby one or more quadratic segments.So, the fuel cost
curve is modelled as a q ic in the active power generation

F(Ps)= qP?,+ biPr, + ci Rs/h (3.1)

Fi(Ps)

u)
&
ct)
o
O
bo
tr
cE
k
C)
a
o

'p-in
8i OutPutPower -pmu
(MW1 8;

Figure3.3 Operati
^ llll0
costs of a fossil-fired generator, f 8i
r
anct Pil'* arethe lower
and the er limits on its outPut.
 Econonic Inad Dispatch of rhernml Generatilry IJnits r33

The PTin
6i
is themini um loadinglimit belowwhichit is uneconomical (or may be techni-
cally infeasible)
to operate e unit and P;:* is the maximum output limit.
The fuel cost curve y have a number of discontinuities.The discontinuitieseccur when
the output power has to extended by using additional boilers, steam condensers,or other
equipment.Discontinuities a lso appear if the cost representsthe operation of an entire power
station,so that cost has di tinuities on parallelingof generators.Within the continuity range
the incrementalfuel cost ay be expressedby a number of short line segmentsor piece-wise
linearizations.

3.3 ECONOMTC
DIS ATCH PROBLEMON A BUS BAR
Let us assumethat it is k n a pnon which generatorsare to be run to meet a particular load
demand on the station. S there is a station with NG generatorscommitted and the active
power load Pp is given, the I power generationPr, for eachgeneratorhas to be allocatedso as
to minimize the total cost. optimization problem can thereforebe statedas

NG
Minimize F(Pr) = I F;(Pgr) (3.2a)
i=l

subject to (i) the energy anceequation

NG
T Pr, = P, (3.2b)
f=l

(ii) and the ineq ality constraints

pT s psts PJ* (i= 1,2,...,NG) (3.2c)

Pr, is the deci variable, i.e. real power generation

PD is the real demand
NG of generationplants
Pil" is the lower issible limit of real power generation
Pffx is the upper issible limit of real .power generation
Fi(P s,) is the operati fuel cost of the ith plant and is given by the quadraticequation

F i(P,) = of?, * brPst * ci Rs/h (3.2d)

The above constrainedop ization problem is converted into an unconstrainedoptimization
problem. Lagrange multipli method is used in which a function is minimized (or maximized)
with side conditions in t form of equality constraints.Using this method, an augmented
function is defined as

( N G
L(Pei,1,)= F(Ps)+ hl Po - I (3.3)
\ i=l

where ,?.is the Lagrangian ultiplier.

134 Power System

A necessary conditionfor a function F(Ps,),subjectto energybalanceconstraintto havea

relativeminimumat point Pi, that the partial derivativeof the Lagrangefunction definedby
L = L( Pr,, h) with respectto h of its argumentsmustbe zero.So, the necessary
conditionsfor
the optimizatioRproblemaro
aL(P8i'
I = E{(Pr,)
- )"=o ( i = I , 2 , . . . ,N G ) (3.4)
EPs, dPe,
and
aL(k' L) -
'I' Pp-YPr,=o (3.s)
U" i=l
From Eq. (3.4),
F (P8t)
(i = 1,2, ...,NG) (3.6)
dP,,

whereAFe)la Ps is the incre fuel cost of the ith generator(Rs/TvIWh).

Optimal loading of gene tors correspondsto the equal incrementalcost point of all the
generators.Equation (3.6), cal the coordinationequationsnumberingNG are solved simulta-
neously with the load demand to yield a solution for Lagrangemultiplier /, and the optimal
generationof NG generators.C idering the cost function given by Eq. (3.2d), the incremental
cost can be defined as

{9 =zarPs,
+ bi (3.7)
dP,,

Substitutingthe incremental into Eq. (3.6), this equationbecomes

2 iPr, + bi = )" (i = 1,2, ...,NG) (3.8)

RearrangingEq. (3.8) to get Pr,

8i
-- L-u, ( i = I , 2 , . . . ,N G ) (3.e)
2o,

Substitutingthe value of P* in Eq. (3.5), we get

y+3 -Pp
i=l LAi

or

)"=
NG
(3.l0)
I
i=l' 6
Thus, )" can be calculatedusin Eq. (3.10)and Pr, can be calculatedusing Eq. (3.9),Now
consider the effect of the ge tor limits given by the inequality constraintof Eq. (3.2c), If a
 Economic Load Dispatch of Thermal Generating units 135

particulargeneratorloading Pr, reachesthe limit P#" or Pffx, its loading is held fixed at this
valueand threbalanceload ir sftaredbetweenthe remaining generatorson an equal incremental
costbasis.

3.3.1 LimitConstrai Fixing

To fix up the limits the fo ing strategycan be applied [Famideh-Vojdani,I e801.
Let
Rr R2
M=Zrf*
i=l i=l

where
hf* =,Psi - Pf* ( l = l, 2, ..., R1 upper bound violations)
hY" =P#n - Pr, (j= l, 2, ..., Rz lower bound violations)

(i) It M > 0, fix all 1 upperboundviolationsto the upperlimits, i.e. Pt *

(ii) If Lh < 0, fix all 2 lower bound violationsto the lower limits, i.e. P#t"
(iii) On the otherside,if Lh = 0, fix both R1 upperand R2 lower bound violationsto their
respectiveupper maxand lower Pmrn limits.
8i 8i

Determine the new which is original Pp minus the sum of fixed generationlevels,

*'ft"r,
Pff* - Pp-
i=l

The new demandis alloca to various committed generatorson an equal incrementalcost basis.

EXAMPLE 3.L Two units of the systemhave the following cost curves:

F(Ps)= o.o5Pg1
+ 22Pn+ l2o Rs/tr
F(Pe)= o.o6P?,
+ l6Pr, + l2o Rs/tr
whereP, is in MW. Both units operateat all times and the maximum and minimum loads on
each unit afe 100 MW and MW respectively.Determine the economic operating scheduleof
',
the plants for lsads of 80 120MW, and 180MW neglectingthe transmission line losses.
Solution Using Eq. ( .10)to calculateL
22 16
Pn* -.------- + -
--1 2 x 0 . 0 5 2 x 0 . 0 6Rs/IVIWh

(i)
f
,136 Power Sys'ternOptimizat

When PD - 80 MW
Substitutingthe value of Pp in . (i) and solving for h, we get
)" = 23.6368 Rs/]vfWh
Using Eq. (3.9) to calculateg lons
I

n = -23.6369 - 22 23.6368- 16
_- 6.36MW; tDg z - = 63.64MW
51 1lx 0.05 2 x 0.06

But Ps = 16.36IvtW < 20 MW fix Pst at the lower limit 20 Mw and the rest of the demancl
will be met by the secondg
So Pr, and Pr, =80-20=60MW

When Po= 120 M'W

Substitutethe valuerof Pp in Eq. ( ) aqd solve for ,1,,i.e.

). = 25.81B18 Rs/IvIWh
From Eq. (3.9),
-22 2 5 . 8 1 8 1-8 1 6
tDr s _
r =2 5 . g l g l g _ .' , 1818MW
= ; Psz= = 8 1 . 8 1 8M2W
2*o-05 2 x 0.06
When Po i 180 M'W
Substitutethe value of Pp in Eq. ( ) and solve for ),, i.e.

), = 29.0914Rs/lvIWh
From Eq. (3.9),

- 22
29.10914 29.0914- 16
P
or
= -- -1f\
9142MW; 'D9 2 - = 109.095
MW
2l x 0.05 2 x 0.06
But Pez= 109.095MW > 100 , so fix Pr, at the upper limit 100 MW and the resr of rhe
demandwill be met by rhe first g

So Pr, = 100 IvfW and Pr, = 180 - 100 = 80 MW

EXAMPLE 3.2 Inrcrementalfuel ts in rupeesper MWh for a plant consistingof two units are

_1F'= o.2o + 40 and = 0.40Prr+ 3O

dP^ , *dPr,

md the generatorlimits are

30 I\dw < Pr, < I MW and 20 MW < Pr, < lZ5 MW

isumethat both units are operatir at all times. How will the load
be sharedbetweenthe two
its as the system loaclvaries over the full range of the load values?
What are the corresponding
of the plant incremental c s ?
 Economic l-oad Dispatch of Thermat Generating Units t37
Solution FromEq. (3.1

40 30
P P+
),= 0 2 * o A Rs/IvIWh
1 1
0.2 0.4

-- Po +275 Rs/rvIWh
7.5

PD- Q.sL- 27s)MW (i)

The values of )" at mini um and maximum operatinglimits can be obtainedas follows:
When unit 1 is operatin at minimum limit, P#tn = 30 MW then

nun = 0.2 x 30 + 40 -- 46 Rs/lvIWh

When unit 2 is operatingat minimumlimit, p#n = 20 MW rhen

Pin = 0.4 x 20 + 30 = 38 Rs/IvIWh

When unit I is operatingat maximumlimit, PrTo = 175MW then

= 0.2 x 175+ 40 = 75 Rs/lvIWh

When unit 2 is operatingat maximumlimit, Pil* = 125MW then

= 0.4 x 125+ 30 = 80 Rs/IvIWh

So, there are three ng conditions for L, which are obtained from minimum and
maximum operatingvalues, i.e
(r) 38 < X"s 46
(ii)M < 2vs75
(iii) 75 < r, s 80
The range of load can be obtainedas given below:
(i) For 38 < )" S 46, the lower power limit of unit I is violated because ), = 46 Rs/IvIWh
when A*in = 30 MW.
The mininnumdemand the system that can be met will be, Pp - P,'"tn+ Pfin , i.e. Po =
3 0 + 2 0 = 5 0 M W w h e2n" = 3 8Rs/lvtWh.For 1,= 46, the value of Pp can be determinedfrom Eq.
(i), i.e.

Pn = 7.5 x 46 - 275 = 70 MW
So, the range of demand 50< PD<70.
 beyond50
fu Pp increases the load increments unit 1 is
are placedon unit 2 because
fixed at 30 MW (minimum ng limit). So, the incrementalcost equation of unit 2 can be
written in terms of Pp as
h=0.4x(Po-30)+30

On simplification
L = (0.4 o + 18) Rs/TvIWhfor 50 < PD < 70
i'
(ii) For 46 < )" 3 75, the ation of generatorswill be within the operatinglimits' When
- 75, the value of Pp can be ined from Eq. (i), i.e.
= 7.5 x 75 - 275= 287.5MW

So, the range of demandis S Po < 287.5, and

Pp
Rs/IdWhfor 70 3 Po S 287.5
- 75 Rs/lvIWh
(iii) For 75 upper timit of unit 1 is violated because )"
when 1. = 80 Rs/
when Prnax= 175 MW. The max mum demandof the systemthat can be met
MWh, iS
- 175 + 125 = 300 MW
P n = P m a x * P2'"*, i.e Pp

So, the range of demandis 8 7 . 53 P o < 3 0 0 .

As Pp increasesbeYond28 5 MW the load increments are placedon unit 2, becauseunit
1 is fixed at I75 MW. So, the i ntal cost equationof unit 2 canbe written in termsof Pp as

A"=0.4 x (Pp - I75) 30 = 0.4PD- 40 Rs/IvIWhfot 287.5S Po < 300

The generationscheduleis ivenin Table3.1.

9.4 OPTIMALGENERATI SCHEDULING

the plant can be
From the unit commitment tabl of a given plant, the fuel cost curve of
least squaresfit. If the
determinedin the form of a PolY mial of suitable degreeby the method of
divided among the
transmissionlosses are neglect' , the total system load can be optimally
(3.6). It is, however,
variousgeneratingPlantsusing e equal incrementalcost criterion of Eq.
of power is
unrealisticto neglecttransmissi lossls particularly when long distancetransmission
low load density' The
involved. A modern electric util ty serves over a vast area of relatively
. transmissionlossesmay vary m 5 to 15 per cent of total load. Therefore, it is essentialto
policy.
account for transmissionlosses hile developingan economic load dispatch
-
The econonnicdispatch lem is defined as that which minimizes the total operating cost
generatorlimits.
of a power system while meetin the total i-oadplus transmissionlosseswithin
Mathematically, the problem is

Minimize Pr,)=Y (r,r],,*b,Pr,*6;) Rs/h (3.r2a)

 Economic Inad Dispatch of Thermal Generating Units

Thble3.1. Generationschedule(Example3.2)

h t l, Pr, Unit 2, Pr, Po=Psr*Ps,

(Rs/IvIWh) o{w) (Mw) o4w)
38 30 20 50
40 30 25 55
42 30 30 60
44 30 35 6s
46 30 40 70
48 40 45 85
50 50 50 100
60 100 75 175
75 r75 112.5 287.s
78 175 r20 295
80 175 125 300

subject to (i) the energy balan equation

NG
2Pn,-Pp+Pt (3.r2b)
i=l

(ii) and rhe inequalit constrarnts

P's', - ^9, - t gi (3.r2c)

where
ai, bi, and c; are the cost oefficients
PD is the load demand
Pr, is the reatrpower ge ration and will act as decisionvariable
NG is the nunnberof ge ration buses
PL is the transmission loss.
One of the most importan simple but approximatemethodof expressingtransmissionloss
as a function of generatorpo is through B-coefficients.This method uses the fact that under
normal operatingconditions, transmissionloss is quadraticin the injected bus real powers.
The generalform of the loss fr ula (derivedlater in this section)using B-coefficientsis

NG NG
Pt=7 ZPs,BijPsi MW (3.13)
i=l j=l

P* and Pr, *" the real po injections at the ith and 7th buses,respectively
Bii are the loss coefficien which are constantunder certain assumedconditions
NG is numberof generati buses.
The transmissionloss f, la of Eq. (3.13)is knownas the George'sformula.
 140 Power System Optimi rcn

Another more accuratef of transmissionloss expressior,&equently known as the Kron's

loss formula is
NG NG NG
Boo+ Z, B*Pr, + ) I Pr,BiPri lvrw (3.14)
i=l j=l

where
Pr- and P, ue the real injections at ith and 7th buses,respectively.
Boo,Bio,and B,; are the coefficientswhich are constantunder certain assumedconditions
NG is numberof generati buses.
The aboveconsffainedop mization problem is convertedinto an unconstrainedoptimization
problem.Lagrangemultiplier thod is used in which the function is minimized (or maximized)
with side conditionsin the form of equality constraints.Using Lagrangemultipliers, an augmented
function is defined as

l r 'L ) = F(Pe,'t
* t(r, +Pr .r,) (3.1s)
i:
where ,?,is the plier.
Necessary le opti mization problem are

t(Pr,
)
. ^(W , )= o ( i =1 , 2 , . . , N G )
)P,,

Rearrangingthe above equation

aF(P8
( i = 1, 2 , . , . ,N G ) (3.16)
dPs,

where
aFest)
is the incremen cost of the ith generator(Rs/IvIWh)
at;
dP,
= u is the irrcremental missionlosses.
dP,
Equatipn(3.16) is known the exact coordinationequation,and

L(Pe,,L) NG
-=' P
I )n +' 'P
Lt P r ,= Q
ah ?2 r ' 8 i (3.17)

Equation (3.16), the so-called ination equation,nurnberingNG is solved simultaneously

with Eq. (3.17) to yield a soluti n for Lagrange multiplier )" and the optimal generationof NG
generators.By differentiating transmissionloss equation,Eq. (3.14) with respectto Pr_,the
incremental transmission loss c be obtainedas
NG
B io + >,.28UPBj ( i = I , 2 , . . . ,N G ) (3.18)
j=L
 Economic Inad Dispatch of Thermal Generating Units l4l

and by differentiatingcost on Eq. (3.12a),with respectto Pr-, the incrementalcost can be

obtainedas

)
=Za;Pr, + 6i ( f = 1, 2 , . . . ,N G ) (3.le)

Equation(3.16) can be rewri

=h

(3.20)

the penalty factor of the ith plant.

To obtainthe solution, ' )and

r (3.19)into Eq. (3. 6)

NG
ZaiPsi + bi t n,lijPe)
,>, 22 ( i = 1 , 2 , - .N
.{G
, )
,
Ji r= l )

Rearrangingthe above equati te

ave
wer h OVt

NG
t
)
2(ai + LBii)Pe, Bi,
iPt
iPci l-bi ( r = 1 2,
, ,, NG)
j=l
j+i"2r )

The value of Pr, can be o

'['

P$ ( l = 1, 2 , . . . ,N G ) (3.2r)
Z(ai + )"9 ii)

If the initial values of b,(i = 1,2,..., NG) and 2uare known, the above equationcan
be solved iteratively until . (3.17) is satisfied by modifying )". This technique is known
as successiveapproximation. The stepwise procedure is explained below. For simplicity it is
considered that the solution ins within limits.
142 Power System

Algorithm 3.1: Economic (ClassicalMethod)

l. Readdata, namely cost Bii, Bio,Boo(i = 1,2,..., NG;
fficients,ai, bi, ci; B-coefficients,
j = 1 , 2 , . . . ,N G ) ; tolerance,q step size a; and maximum iterationsallowed,
ITMAX, etc.
Compute the initial val of Psi(i = l, 2, NG) and L by assuming that the
transmissionlossesare , i.e. Pt= 0. Then the problemcan be statedby Eqs. (3.2a)and
(3.2b) and the solution be obtaineddirectly using Eqs. (3.10) and (3.9).
3 . Set iteration counter,IT
4. ComputePs,Q= 1,..., G) usingEq. (3.21).
5. ComputetransmissionI usingEq. (3.14).
NG
6. Compute L,P = Pp + Py ZPs,
i=l

7. Check I AP | < €, if 'yes' then GOTO Step 10.

CheckIT > ITMAX, if yes' then GOTO Step 10. (It meansprogramterminatedwithout
obtainingthe required vergence.)
8 . Updateffn = ),+ al l, where a is the step-sizeusedto increaseor decreasethe value
of )" in order to meet Step 6.
9. IT = IT + l, ),= ff"* GOTO Step 4 and repeat.
1 0 . Compute optimal total loss from Eq. (3.1a).
from Eq. (3.12a)andtransmission
l l . Stop.
Consider now the effect f the generatorlimits given by the inequality constraint of
Eq. (3.12c).If a particulargenera r loading p* reachesthe lower limit, P#i, or the upper limit,
Pf"* , its loading from then on i held fixed at this value and the balance load is shared between
the remaining generators.A step ise procedure to obtarn the optimal generation schedule when
the operating generationlimits imposed is given below.

Algorithm 3.2t EconomicDi tch ConsideringLimits (ClassicalMethod)

l. Readdata,namely cost Bii, Bn, Boo(i = 1,2,..., NG;
cients,ai, bi, ci; B-coefficients,
j = l, 2, ...,NG); con q
ence tolerance, step size u, and maximum allowed iterations,
ITMAX, etc.
Computethe initial val of PBi(i= 1,2,..., NG) and )" by assumingthat Pt= 0. Then
the problem can be sta by Eqs. (3.2a) and (3.2b) and the values of ,1.and P s i ( =
i I,2,
..., NG) can be obtaineddirectly usingEqs. (3.10)and (3.9),respectively.
3 . Assume no generator been fixed at either lower limit or at upper limit.
4. Set iterationcountel IT 1 .
5 . Compute Prn(i= l, 2, .. R) of generatorswhich are not fixed at either upper or lower
limits, using Eq. (3.21),
ere R is the numberof participatinggenerators.
6. Computethe transmissio loss using Eq. (3.14).
NG
7. Compute AP = Pp + P2 L Ps,
i=l
 Ecorbmic l-oad Dispatch of Thermal Generating Units 143

8. ChecklAF I S e, if ' ' then

GOTO Step 11.
'yes', thenGC)TOStep11. (It meansthe progra,m
Checkm>ITIYIAXi movesfonvard
without obtaining convergence.)
9. Modify ,un* = 2v+ , where a is the step-size.used to increaseor decreasethe value of
l. in order to meet Step7.
10. IT = IT + l, 2v=2y GOTO Step 5 and repeat.
1 1 .Check the hmits of ators, if no more violations then GOTO Step 13, else fix as
following.

If Ps,(P#" then Pr, P#"

If Ps,) P#* then Pr, P#"'
12. G0TO Step4.
13. Compute'theoptimal cost from Eq. (3.12a) and fansmission loss from Eq. (3.1a).
14. Stop.
The above sfrategy is demons in Example 3.4.

EXAMPLE 3.3 The tuel i per hour of two plants are given as

n(Pe) = (0.00889P:t + 10.333Pr, * 200) Rs/tr

Fz(P' ) = (0.0074r
P:r+ 10.833
Pn +240) Rs/h

Determine the economic to meet the demandof 150 MW and the correspondingcost of
generation.The transmission are given by

+ o.wzr!, - 2 x 0.w2PstP82
0.001Pr2

Solution Follow the s se procedurementionedin Algorithm 3.1.

.Stepl: Recognizn,the and assumea = 0.05, t = 0.0001,and ITMAX = 15
Step 2: Compute l. Eq. (3.10),i.e.

10.333 10.833
1 5 0 +- - L -

0 . 0 0 8 8 9 ' 2 x 0 . 0 0 7 4=1 11.81812

Rs/]vIWh

2 x .00889 2 x 0.00741
Compute P^ and Psz usingEq. (3.9)

11.81812- 10333 =
i P8 83.5276MW
2 x 0.00889
r 1.818t2 - 10.833=
Pe 66.47239MW
2x O.O074l
144 Power System Optimi

Step 3: Set IT = I
Step 4: Compute Pr, Prr, usingEq. (3.21)
1 r . 8 1 8U
12 - 10.333
0 x (-0.0002) x 66.472391
Pgt = = 43.44557MW
2t0. + (11.818r2
x 0.001)l
"11.81812U x (-0.0002)x $.5n61 - 10.833
tDg z - - 22.22453MW
210. 4r+(1r.fr8r2x0.002)l
Step 5: Computetransmi ion loss,
P t = ( .001X43.44s5T2+ (0.002)(22.224fi)z
_ 2.489154MW
2(O.OO02)(43.44ss7)(22.224s3)
Step 6: Compute the balancerequirementto be met
2
A , P = P p + p r - Z Pr, = 150.0+ 2.489154- 65.6701=+ 86.81905MW
i=l

Step 7: I f t A P t < 0 . 0 0 0 the

1 criterion is not met then GOTO Step 8.
Step 8: Modifyh - 11.8812 + 0.05(+86.819C5) = 16.15907Rs/IvIWh
IT= IT+landGOTO
Step 4 and repeat.

The iteration-wiseobtainedresultsof Prr, Pr, , L, LE and Py are given in Table 3.2.

Table 3 2 Generationschedule(Example3.3)

IT Pe, L LP PL
(Mw) (Rs/IvIWh) (lvIW') MW)
I 43.4456 2.2245 1r.8t8t2 + 86.81905 2.489rs
2 I 19.1606 0.5657 t6.1,5907 - 18.93145 20.79482
3 110.l3t6 7.4586 15.21250 -g .3316A4 19,,25956
4 r0r.7692 1.8196 r4.74592 r.894872 t 5.49376
5 102.7077 2.1681 14.84067 + 0.848730 15.72457
6 r03.4826 2.6953 1 4 . 8 8 31r -0.203037 15.97491
7 r03.3739 2.6494 14.87295 -0.077766 15.94553
8 rc33Ar2 2.5993 14.86907 + 0.021338 15.92185
9 103.3133 2.6048 14.870r3 + 0.007057 15.92521
l0 103.320r 2.6096 14.87049 -0.002229 15.92743
11 103.3188 2.6089 14.87037 - 0.000624 15.92705
t2 103.3181 2.6085 t4.87034 + 0.000239 15.92684
l3 103.3183 .6086 14.8703s + 0.000041 15.92689

The final optimal schedule

Pst = 103.3183MW, pr, = 62.6a86MW ), = 14.87035
Rs/Ivrwh,and cosr= 2309.77Rs/h
 Economic l-oad Dispatch of Thcrmal Generating IJnits l4s

EXAMPLE 3.4 For a enerator system, the fuel cost coefficients and the operating
generatorIimits are givenin le 3.3(a).The B-coefficients
for transmission
loss aregivenin
Table 3.3(b). Determine the ic schedulefor loads 160 MW and 210 MW.
Solution Algorithm 3 is followed to get the optimal generation schedule. The achieved
generationscheduleis given Table3.4. The numberof iterationstakenby the algorithmare
given in Thble 3.5. The val of steplength a chosen,and the achievedconvergence are given
in Thble 3.5.
The method is very sen ve to the value of a,, i.e. the step size. The number of iterations
dependupon the assumedval of u. An incorrect valueof a,, sets the solution procedurein the
oscillations.To avoid this pro lem the Newton-Raphsonmethod can be implementedto get the
solution.

Table 3.3(a) Fuel coefficientsand operatinggeneratorlimits (Example 3.4)

Generator a; Ci
r (R$/]WW2h) (Rs/h)
I 0.00608s 10.04025 t36.9r2s 5.0 150.0
2 0.00s915 9.t60576 s9.1550 15.0 100.0
3 0.005250 8.662500 328.t250 s0.0 250.0

.3(b) B-coefficientsMW-r (Example 3.4)

0.0001 0.0000175 0.0001839

0.000075 0.0001545 0.0002828
0.000139 0.0002828 0.0016
r47

Thble 3.4 Optimal generationschedule(Example 3.4)

PD Pe F PL
Mw) O4w) (Rs/h) (Mw)
No generationlimits imposed
160.0 57.5577 7 .5238 37.9172 11.09701 2176.023 s.998648
210.0 83.4010 9 .6169 39.4862 1r.52315 2741.473 8.503935
Generationlimits imposed
160.0 53.3906 .6094 50.0000 I 1.08013 2179.r59 7.999945
210.0 79.9043 .5531 50.0000 11.51164 2743.905 10.457380

3.5 ECONOMICDISPACH USINGNEWTON-RAPHSON

METHOD
The economicdispatchproble is expressedby Eqs. (3.L2a),(3.Lzb), and (3.12c) and is converted
into an unconstrainedoptimi ation problem as in Eq. (3.15). Necessaryconditions for the
optimization problems [Eq. ( .15)l are given by Eqs. (3.16) and Eq. (3.17). The solurion of
nonlinearEq. (3.16)can be ob ined using the Newton-Raphsonmethod in which any changein
 146 Power System rcn

(Exarnple3.4)
3.5 Optimalschedule

PD Iteratiorts a
Mw)
No generation
li its imposed
160.0 20 0.7009506X l0-4 0.00s
210.0 20 0.7820129X 104 0.005
Generation
limits imposed
160.0 l3 0 . 5 5 3 1 3 1X l l0-4 0.00s
210.0 T4 0.2t93451X l0-4 0.005

control variables,about their i itial valuescan be obtainedusing Taylor's expansion.Taylor's

expansionto secondorder of . (3.16)and Eq. (3.17)can be writtenas

a2L
" = L P ,
:rD r L ) " =- a L (3.22)
. O t L dP.*,
8,

#
HffiLPsi-.#L)'= (3.23)

The above equationscan be itten in matrix form as

Der,frVStr )s cal
lval ives ca be
)e(
f;r:Y:lt*1=[-r;1
lows:
(3.24)

AL _ dF, NG
^[ 2a1Pr, + I zB,Ptt
IP,, aP_
aP_ aP- o,
j=l

AL NG
I P*, (3.2sb)
AL i=l

Taking derivativesof Eq. (3 ) with respectto Pr,,

dzt dzF, ^dZP,

-------==-:-r*i =Zdi +2M,, (j= I , 2 , . . .N
, G) (3.26a)
aP: aP; apl

( i = 1 , 2 , . . . , N G ;j = 1 , 2 , . . . , N G ;i * j ) (3.26b)

.--c
 Economic Load Dispatch of Thernnl' Generating Units 147
Takingderivatives
of Eqr. (3. ) and (3.25b),withrespecrto i.,
d2L d2L
aTaPs aPstaA
*,{ 2Brip,
-l
#-r-4,
-d2t
-- =Q (3.26d)
a1'
Equations(3.22)and (3.23)[or . t . (3.24)l are iteratedtill no further improvement is obtained,
or
single derivativeswith respectto control variablesbecome zero. The stepwise procedure is
outlinedhere.

Algorithm 3.3: Economic (Newton-Raphson Method)

l. Read data, namely c;, , ci (cost coefficients);B;i, Bis,86 @-coefficients)(i = 1 , 2 ,. . . ,
NG;/ = 1,2,...N
, G ) c o vergence tolerance,q and ITMAX (maximum allorved iterations),
etc.
2. Compurethe initial val of P.*,(i = l, 2,..., NG) and .1.by presumingthat P1 = 0. The
valuesof )" and Po(r = ,2, ..., NG) canbe,computed directlyusingEqs.(3.10)'and(3.9),
respectively.
i .

3 . Assumethat no genera has beenfixed eitherat lower limit or at upper limit.

4. Set iterationcounter IT l.
5 . ComputeHessianand J bian matrix elementsusing Eqt. (3.25) and (3.26).

,[arnJ
IHll l=-tJl
L^^)
Deactivaterow and col mn of Hessianmatrix and row of Jacobianmatrix representing
the generatorwhose ge tion is fixed either at lower limit or at upper limit. This is
done so that tixed g tors cannotparticipatein allocation.
6. Gausseliminationmeth is employedin which trian_gularization and back-substitution
processesare perf, to find Pr,(i = L,2,..., R and A,l.).Here R is the numberof
_qeneratorswhich can icipate in allocation.

7. Check either (APs,

If convergenceconditio is 'yes' then GOTO Step 10.

CheckIT > ITMAX. if ndition is 'yes', GoTo Step 10. (It meansthe procedureproceeds
without obtaining requi convergence.). I
8. Modify control variabl

= Ps,* LPr,
,P,,ilt* (i = I ,2, ...,R and inew- ), + Ltr)
14E PowerSystem

9. I f = I T + 1 , p r , = p , , L = Xo" andGOTOStep5 andrepeat.

10.If no more violations GO(fO Step 12, else check the limits of generatorsand fix up
as followc

11 Pei . P#tn then Pr, P;un

fr Pr, t P#* thenpr- Pf*

11. GOTOStep4 and t.
12. Compute the oprimal cost and transmissionloss.
13. Stop.

EXAMPLE 3.5 Determine economicscheduleto meet the demand of 150 MW using the
Newton-Raphsonmethod. Use the data of Example3.3.

Solution Giv6n PD = 150 MW. Initial values are presented below as calculated in
Example3.3.

MW;, '&rd i. = l1.8tBI2 Rs/tvIWh

Pr, = 83.5276MW Pn = 66.47239

The HessianMatrix e are obtained and are given below:

2ar + 2)Bn = 0.041416RsfivtW2h

2a2+ zhBzz= 0.062092Rs/IvfW2h

dzt = ZXBz= -0.004727Rs/lvtw2h

= 2Bn Pe,* ZBnPrr=- 1.0= -0.859534

alLaPs,
^7t
a2L =2821Pr,+2822Pr, - 1.0= -0.767522
a).a42 6t

a2L
0
*
The Jacobian matrix ele ts are computedand are shown below:

dt
+ )u(2BrrPr,* 2B21Ps,- 1) = 1.66N47 Rs/IvIWh

+2822Pr,- 1)=2.747459Rs/lvIWh
bz + 1"(zBzLPs,
 Economic Load Dispatch of Thermat Generating
Units 149

P:, + 2 B z P r , P g =
, I 3 . 5 9 3 1M
I W

_=pp+py Pr, * Prr) = 13.59311

MW
AL
The aboveelementsof Hes and Jacobianmatricesare written in matrix form as

Using the gauss-elimination

method,

.767522

.066314

Using back substitution,

LA - 2.977077RsAvI h, LPr, = -5.846895MW, Mr, = 27.035510MW

Pr, = 83.5276+ 21. 5510= 104.563110 MW
P r r = 6 6 - 4 ' 7 2 3 9 - 5 . 95 = 60.6255MW
L - 1 1 . 8 1 8 t 2 + 2 . 077 = 14.7952Rs/lvIWh
Checkthe convergence,

t(M8,) + (LPs)z + (A,X)'l'' = 22.035014

ComputeAP = | Prr+pr, ' L - P p l = 0 . 5 6 0 0 7 1 >0 . 0 0 1
The Iteration-wiseschedule s given in Table 3.6.

Table 3.6 Schedu of generationduring iterations(Example 3.5)

IT PIl )" AP PL
(Mw) (Rs/LIWh) (Mw) (Mw)
2 103.2330 2.56359 r4.86603 0.1043829 15.9020r
3 1 0 3 .134 0 2.60577 r4.870r2 0.0578308 15.92552
4 103.3183 2.60843 14.81034 0.0031089 15.92682
s 1 0 3 .r38 3 2.60858 14.87035 0.0001812 rs.92690
= 2309.771Rs/h
 Power System Opti

3.6 ECONOMICDISP TCH USINGTHE APPROXIMATE

NEWTON-
RAPHSONMETH
The economicdispatchpro lem is solvedby solvingEq. (3.22) and Eq. (3.23) iteratively.
Equation(3.22) can be imatedwithout much loss in the accuracyof solution by neglecting

Eq. (3.22) can be rewritten as

AzL
* a z L -'
M=_aL (3.27)
lLPr' arr.M" dPr,

In view of Eq. (3.26d),Eq. ( .23) is rewritten as

\o atr *AF-8i -= -aL (3.28)

fr il.dPr, M.

SubstitutingEqs. (3.26c)in Eq. (3.27),

.[#-')^^=-
[#.^(# '))

or

=[, E:)e+^^)-t#)
^W)*,, (3.2e)

Let
AF, -
# 2atPs,+ bi Rs/TvIWh (3.30)
ut gi

azFi ^ d2P1-=Zar+Z)"Bii
+ IW Rs/lvIWh (3.31)
q

= )" + L)', Ki =
Anew (3.32)
#
FromEq. (3.29),
( 1- K ) L * -Xi
LPr,=T (3.33)

SubstitutingEqs. (3.26c) and (3.25b)in Eq. (3.28),

NG
^ , P s i = - [+* P r
j=l
#-r)

.*d
 Economic l-oad Dtspcttchof Thermal Generating [Jnits 151

Rearrangingthe above get

NG

j=l
r(l- K)Mr, =P; (3.34)

NG
where P; = P p + P y LPs, (3.3s)
i=l

SubstitutingEq. (3.33) in Eq. we get

(1 - Ki)L""*
I (1- Ki)
j=i Yj

Nc( _ K )' NG (1 - K1)X1

I i Lnew I _P;
j=I j=l Yj

NG (1 - Kj)Xj
P; + I
j=L Yj
(3.36)

By iteratingEq. (3"36)and Eq (3.33), the solution can be obtained.The stepwiseprocedureis

givenin Algorithem3.4.

Algorithm 3.4: EconomicDis tch (Approximate Newton-Raphson Method)

1. Readdata,narrrclyai, br, ci (costcoefficients);B;i, B;s,86 (B-coefficients);(i = l , 2 , . . . ,
); e (convergencetolerance);and ITMAX (maximum allowed

2. Computethe initial v uesof PsiQ-- 1,2, ...,NG) and)" by assumingP1= 0. The values
of ,1,and Pr,(i = l, be obtaineddirectly using Eqs. (3.10) and (3.9),
respectively.
3 . Set iteration counter, - l.

4. Compute Lnewusing . (3.36).

5 . F i n d L P r , ( i= 1 , 2 , . . . NG) usingEq. (3.33)and P;"* = P,-.+ APs,

6. Compute P1 using Eq (3.r4)or Eq. (3.I 3).
NG
7 . Compute AP = Po + L - ZPe,.
i=l

8 . ChecklAP | < e, if 'y 'GOTO Step10,

or li,.n"*- A) ( t, if 'y 'GOTO Step10,
or IT > ITMAX , if ' s'GOTO Step10 (premature
endof procedure).
ts2 Power System Opt
I

9. Modify Pr, = t1"* i = 1 , 2 , . . .NG)

, and )' = frnew

IT=IT+l,G Step 4 andrepeat.

10. Computeoptimal tal cost and transmissionloss.
1l. Stop.
The limits of generations be handledby the procedureoutlined in Section3.4.

EXAMPLE 3.6 Determine he economicscheduleto meet the demandof 150 MW using the
approximateNewton-Raphs method.Use the data of Exarnple3.3.

Solution Find the ini values(as calculatedin Example3.3),

2 "= 1 1 . 8 1 8 1 2 ; Psr = 83.5276i|dWi Prr, = 66.47239MW
Calculate incrementalI , using Eq. (3.32),

Kr =2&1Pg,+2BpPr, - 0.1404663

Kz =ZBzrPgt2B22Pg,= 0.23324785

Calculate ffansmission I

_B
Py ,P!, + B22P!,+ZBpPrrPr,= 13.59311
MW

P; Pp +Py - (Ps, +Prr) = 13.5931

1 MW

Find constantsas define in Eqs. (3.30)and (3.31),i.e.

- 2arPr,+ b, - 11.81812
Rs/lvIWh
= 2a2Prr+bz = 11.81812
RsAvIWh
= 2(ar + hBLr)= 0.041416Rs/IvIWh
= Z(az+ )"Bz) = 0.06209Rs/lvIWh

Computethe new value ,1.,usingEq. (3.36),

14.81919Rs/lvlWh
2 | - K;
t '
iir Yj

Find the change in gen tions usingEq. (3.33),

-'Kt)''n"* -Xl (1 - Kz) )"n"* - X2
APr,-(1 MW; LPs,=
22.20076 - -7.151834MW
Yl Y2
 Economic I-oad Dispatch gf fficrmal Generating Uryits 153

Check the convergence

I hnew- )"1 - 11.81812

| 14.8r9r9 | = 3.00106
> 0.001 ,.
The required convergenceis not met, so modify the generationvaluesand updateL

P,, = P g , * = 83.5276+ 22.20076= 105.7284

MW

Pr, = P s r * 'r, = 66.47239

- 7.151834= 59.32056
MW
The above procedureis ated till convergenceis obtained.The generationschedule)".
load mismatchand advanceme in X.during each iteration are given in Table 3.7.

Thble 3.7 Gene on schedule during each iteration (Example 3.6)

IT Pg h AP lLnew- 11
(Mw) (Rs/ivlWh) (Mw) (Rs/It'IWh)

1 I 05.7284 59.32056 14.81919 0.6586790 3.001060

2 103.0107 62.88092 14.87678 0.03664s7 0.057589
3 r03.34s6 62.57994 14.86997 0.0003290 0.0068
i2
4 103.3156 62.61r34 r4.87035 0.000003
8 0.000442
5 103.3186 62.60832 t4.8704r 0.0000172 0.000058
Cost= 2309.771Rs/h, Pr = | .92689MW

3.7 ECONOMICDISPATH USINGEFFICIENT

METHOD
For the economic dispatch blem, the necessaryconditions for optimality are given by
Eq. (3.16) and Eq. (3.17) as

dFi
(3.37)
dPr,
NG
ZPs,-Py+Po (3.38)
i=i

The initial values po and A.oat calculatedby assumingthat the transmissionlossesare absent
(r.e.Py- 0) and usirfbeq. (3.10 and Eq. (3.9).
The nonlinearequationsin P* andX, canbe solvediteratively.L,et P:t(i = 1,2,..., NG) and
Lo be approximatedsolutionsto Eq. (3.37). To find the new approximation,let

Lnew _ 9+A,L
pnew - (i = l, 2, ...,NG)
'gi + LPr,
8i

So, here the aim is to in

( i = 1 , 2 , . . .N, G ) (3.3e)

rr- -2
t54 Power System O

and
NG
t*:'*- P/'* * Po (3.40)
,l
Taylor's expressionto first r of Ple* is

Plt* = Pot^
* H d P | . M*'
np (3'41)
,.?,3,po
where Pf is the initial tra ission losses.
loss from the initial valuecan be
The modified value f the incrementaltransmission
obtainedA S

dpT* azPottp_
-= d P o , *' Y -''sl
dPr, dPr, i"=, aPsiaPsj

To retain the classicaform and at the sametime to improve the convergence,it is possible
to include only the trh it of the summationof the aboveequation,i.e.

apf* _ dPL d' Po,(pnew

- *' '' (3.42)
dP*, dPr, aP: 3i

Similarly, the modified i tal cost from the initial value can be obtainedas

(P;.* - (3.43)

SubstitutingEq. (3.42) and Eq. (3.a3)into Eq. (3.39),

aFP, a'F?(P;"* - P!; - ,.- l-, d Pot

)' ='1 .-n 'L* 1 E
1 P *

Theabo""rr::.: terms of P*lt* and

rewritten in ten

t { p *-w * ( a r ? - a'r?-oo)=
-='v7 ^ " * (Pr -) - (Ao + LA,)
aP? s' [Er*, aPr' r' ) (.- dPr, )

trinally, the following is arranging the above

tained by rearri

aPg)
+ (w
)new - ; - q p :- - ^ o (3.44)
8i
[dPt'
aPz
8i
8, a'.)

^ 1 dt Po'
Here the term un
6rtgt ! is ignored,being small.
 Economic Inad Dispatch of Thermal Generating Units 15s

SubstitutingEq. (3.41)ir

NG

i=l

By separatingthe Prl"*'
Ncr
>l (3.4s)
i=l \

(
tDg+i -- l l rr
\

Substitutingthe value of Pi, i to Eq. (3.45),

NG
I Pi,= P ; (3.46)
i=1

w h e r eP i = P p + P f - Y
a4
i=L aPr
Substitutingthe value of

I 1,,r_ -ll

l + + L o azI
dp
\- si - inew (3.47)
(
1 1 -
\
The aboveEqs. (3.47) ) can be rewritten of equalincrementalcost,
when the transmission of considered,as

(3.48a)

(3.48b)

(3.48c)
 Power System O

(3.48d)

Pi, P;"* (3.48e)

P; - P D + P tf P " :'
iJ dpr, si (3.48f)

In view of the defi problem in Eq. (3.12),the problemin Eq. (3.48) is redefinedas
zai f|, + bi = Lnew (3.49a)
and

NG
P;, = P;
i--L (3.4eb)
where

NG
= 2, ...,NG)
j=l Q.a9c)

* ar + ho Bii
a;= (3.4ed)
(1- KT,

,* bi - 1oBiiP!,
D ; =
(3.49e)
I l - Kr. 0,
p*
'8i - (1 :P)
KI r Til'*
)P (3.4ef)
\IC
NG N
p 0 -
t L \ IP!,
I >, r, 11.
B ..Po
BuFi
I gi
f = l j=
;- 1 Q.aee)
NG
D * -
t D - PD +r P f - IIr(,9
r P:,
i == ll
(3.4eh)
The problemin Eq. (3. 9) can be solvedusingEqs. (3.9) and (3.10)
as explainedin Section
3.3. The stepwiseprocedure implement the efficient method is outlined
below (Algorithm 3.5.).
Algorithm 3.5: Economic ispatch Using Efficient Method
1. Read,data,namelya br, ci (costcoefficients);Bu(B-coefficients)
(i = l, Z, ..., NG; j = l,
2, ..., NG); e (conv )nce tolerance);and ITMAX (maximum
allowableiterations),etc.

*-d
 Economic Load Dispatch of Therrnal Generating units

2. Compurethe inirial ues of Ps,(i- 1, 2, .-., NG) and A, by assumingthat pt= 0. The
valuesof 2" and psie , 1,2,..., NG) can be obtaineddirectlyusing
Eqs.(3.lOiand (3.9),
respectively.
3. Set iteration counter
4. ComputeKl, ai, bi, , ilrd Pj usingEqs.(3.49c),(3.49d\,(3.49e),(3.499),and(3.49h),
respectively.
5. ComputeL** , Pi,, PrI* usingEqs.(3.10),(3.49a),and (3.49f),respectively.
6. Check I Lo* - Lo I s if 'yes' thenGOTOStep8.
7. Modify Pro = Ps:"* (i 1,2,...,NG)and1.0= i.,"*
IT=IT+lGOTOS 4 and repeat.
8. Compute the optimal I cost, and the transmissionloss.
9. Stop.
The limits of generationscan added by the procedureoutlined in Section 3.4.

EXAMPLE 3.7 Determine economic scheduleto meet the demand of 150MW usingthe
Efficient method. Use the data f Example3.3.

Solution Initial values calculatedin Example3.3 are:

ho = 11.81812
Rs/IvI , Prl = 83.5276
MW P:, = 66.47239
MW
Find the incrementaltran ssion loss with initial values of generation,i.e.

? =zft,Prl +2npP!, = e.t404663

8=2BrrPrl*znzzP!,= 0.233247gs
Calculate transmission

P 2 = B n )'+ Brr7:)z +Znr2r!rr!,= 13.5931

Mw
Find the constants in Eqs. (3.49),i.e.

= 1j * 7!!r: =o.o11oze
Rsrrrw2h
(1 - Kl)z

az * LoBn
= 0.232479RsfirdW2h
(1 - KD'
bt - to nnP!,
=9.724716Rs/IUWh
1-r(f
158 Power System

bz - lo nzz$
= 10.02016RsA'IWh
,1 - v t t 2
0

z
- P p + P f t rc?P!,
= 136'40690
IvIw
, i=l

Find the new value of using Eq. (3.10), i.e.

2 u l
P;+L3
i =t l Zai
LUi
=-=l4.8 l9l9Rs/IVIWh
2 I
I, o *
i=l LAi

Calculate new ge NS AS

*
P,, =Ln*
- bi
=90.84408MW ; = hnew- b;
Ptr, = 45.5298IvIW
zai : zai
The required new mod ed generationsare

Pi, Pi, =
P;"* = 105.7283
IvtW; P;:* = I\dW
59.32055
I - ,Kto r-K8
Checklrl'* - Lol= J. 107> 0.001
For iterationIT = 2 ::

P!, - ro5.7z8MW MW 7o - 14.8LgrgRs/lvIWh

P:, = 59.32055
The above procedureis till convergenceis obtained.The generationschedule,1,,{rans-
mission losses,load mis and advancement in 1. during each iteration are given in Table 3.8.

Thble 3.8 ion scheduleduring each iteration (Example 3.7)

ru Psl L P L LP lLnew- Ll
(Mw) (Rs/IaWh) ' (MW) (Mw) (Rs/lvIWh)

2 103.0107 62.8 3 14"87678 15.9:2827 0.0366220 0.0575914

t3
103.3456 62. 9 3 14"86997' I s.92s86 0.0034237 0.0068140
4 1 0 3 .135 7 62.6 134 r4.8704r 15.92699 0.0000038 0.0004434
s 103.3186 62. 8 3 3 14.87035 rs.92699 0.0000095 0.0000582
Cost - 2309.77 Rs/h

3.8 CLASSICAL OD TO CALCULATELOSS COEFFICIENTS

The simple rhethod to dte the penalty factors and total transmissionlossesfor generator
-coefficient'or the 'loss-coefficients'method.This analysiswas

.-J
 Load Dispatch of Thermal Generating Units

initiatedby Kron [95], 1952], popularizedby Kirchamayer tl958l; it hashad numerous

extensions by Happ [963, 1963, 1964, 19641,and has been formulated using efficient sparse
matrix computationtechniqueb Meyer tl97ll. Physically, these constantsrepresentthe
parameters of a fictitiousnetwork hrough which.the.powerflows from the generatingbusesto a
hypotheticalload. Thesecoeffici or constantSare.in fact not constantsbut depend on the
loading conditions as well' as the iguration of the power system.
In classical approach the Bii, B,.eand Bsg coefficients can be calculated directly as discussed
here. The voltage magnitude and phase angles at each bus of the network power system are
obtainedby performing the load w. The variable load or generatorcurrentsare separatedfrom
the fixed network. All shunt elem ts, namely,line chargingcapacitances
from bus to ground and
transformer neutrals, etc. are con ed to dummy bus L as shown in Figure 3.4.

c)
o
9l 1,,
.9
o
N.

Figure 3.4 Powersystem ith separatgdshuntelementsfrom load and generators.

Select the reference bus and unt elementsto bus L to be part of the network. Form fr-bus
using the Z-bus algorithm and zero row and column in order to obtain (NL+NG+I) x
(NL+NG+l) matrix, where NL is number of loads, NG is the number of generatorsand NB is
the number of buses.
Es = \Is (3.s0)
where /s is a vector of load and r currentsand

The voltage vector transform into the new reference Frame I (Figure 3.5) by the conjugate
of Tr, i.e.
frunspose
I 'Eo=(f\r4T)lr=ZJr
I h-(ri (3.51)
I

Iwhere
I (3.s2)
4Tt
0
I
I
pvith
i
II
i
II
L-- _1
 In
+

Transformationof power system to Frame 1.

7
#Lg , B- l )
( k= 1 , 2 ,. . . N (3.53)

| - L; ( k = l , 2 , . . . ,N B - l ) (3.54)
NB -I

\ Loto+t, (3.ss)
k=l

Now,

(3.56)
zu
where /n is the neuffal cu
f1 is complex calcul off nominal turns ratio betweenbus k and the reference bus.
21 is calculated with the fo owing rule [Kirchamayer,1958]:

Zt(n, k) - 4(n, ) - L* Zs(n,L); (n = l, 2, ...,N8; k = 1, 2, ..., NB) (3.56a)

Zr(n,L) = 4(n, ) - A,;Zs(L,L); (n = L, 2,..., NB; L = NB + 1) (3.56b)
Zt(L, n) = Zr(n, ) ; ( n = 1 , 2 , . . .N, B ; Z = N B + l ) (3.s6c)
Eachof the NL load curren is assumedto vary as a constantcomplex fraction of the total load.
I*=l*Ir (k = l, 2, ...,NL) (3.s7)
NL
1 7 -> i r (3.s8)
i=l

where
ft is the complex
/7 is the total load c
 Economic Inad Dispatch of rhermal Generating (Inits

The voltages are accordingto

Ez= ebrE, (3.se)
which maintain the generatorb at €1r- tp€, and defines an equivalentbus

€ 1 -t p , = z t ; @ * - t * e , ) (3.60)
k=l

Transmission
lossis as
Pt+ = (Ihrq - Kl;r;fzrlrrlr)l = (r)r4rz (3.61)

= (T;)rZ{z and Ir = TzIz

=l'o
I
l
LO J
I = llt, 12,...,
/Nilr
irnplement on compute\ 22 be obtainedas (Figure 3.6)

a
4- (3.62)
21

l i r
.+

et- tF,
1,,

Figure3.6 ransformationof power system to Frame 2.

NL NL
w=>zt ztT,ilt
i=l j=L

NL
oi= Z fi zr&,j) l, 2, ...,NB + 1)
/c=l

. . J
 ,.ry
i

162 PowerSystemO

NL
b,= 2 Zre,k)I* (l = NL * 1,..,NB + l)
&=l

4(m, n) = ZrG,I (i = NL * 1 , . . . , N lB=;N L * 1 , . . . . , N+Bl ; m = i - N L + 1 ; n = i - N L + 1 )

The load bus is eliminated ich is .a further dimension reducing transformationto Frame 3
(Figure3.7)
jet = e)'8, = le;rhrq (TrI)) = (I;)rhI3 (3.63)

where
Iz = T{t, Ez = h. Iz

Q.e)
with
/ = [fNl* y 2, ..., fNI-*Nc*t]

. t*io I
( k = 1, 2 , . . . ,N G ) (3.6s)
tk= - , INL+NG+I - - - F
ty ty

NL
tL= \ forr
k=l

To implement on cornputer, can be obtai

2 3 - l-t (3.66)

where
'na^
Zt(n, m) = TrW; - brT; - , ) ( n = 1 , 2 , . . . ,N G + I ; m = 1 , 2 , . . . ,N G + 1 ) ( 3 . 6 7 )
* Z 1 ( nm

INL+l
L+t- ',
,,

En=-2
tt

Figure 7 Transformation'ofpower system to Frame 3.

A
 conomic Inad Dispatch of Thermal Generating Units. 163

It is assumedthat the real and tive powers at each generatorbus are linearly related as shown
in Figure3.8.
*.
€*t (k = NL * 1, ...,NB) (3.68)

rfi
= & m P k +F * (m= k-It[L) (3.6e)
€1a

Qr
Q * = Q o r +s f r
l-{
0)
'
o
P.
(.)
o
Cg
a)
&

Real power

Figure 3.8 Linearlyrelatedreal and reactivepowers.

The real power transmissionloss is expressedas

= Re t(/)r Zt Il (3.70)

where * ftuo]t
= la1P1* Fr,...,aNcPNc

Equatingto the loss formula gi by Eq. (3"r4)

Bii = aiui Re lrz3(t, i)l (3.71)

I
3rj=R" lrwi aj ztL,i) ait 4(i, j)l *o' i = r,2, ...,NG)
(i= 1,2,..1' (3.72)
[ -l
Bro= Reldt"z't(i,NG +' 1) a,ti zt(Nc + l, i)l (3.73)

Boo= l"lj Ro[Z3(NG+ 1, + l)l (3.74)

Algorithm 3.6: Evaluation of -coefficientsUsing Classical Method

1. Perform load flow to find % and Pi + jQi at each bus.

2. Build Zs-busrusingthe Z- algorithm by fixing all charging to n"uou:.common Point, L.
Then add zero row and c umn for the referencebus.
3 . Compute )a, urd f1 using qs. (3.53) and (3.54),respectively.
Compute neutral current and Ip currentusing Eqs. (3.56) and (3.55), respectivelY.
4. Build 21 bus using Eqs. 3.56a)-(3.56c).
5 . Computefu using Eq. (3. 8) and then l* (k = 1,2,..., NL) from Eq. (3.57)).
6. Build Q-bus using Eq. .62).
7 . Computef1 using Eq. (3. 5).
8 . Build Z3-busfollowing . (3.67).

L.*-
 l& Power System )pt

9" Computedilk = l, Z, ... Nc) usingEq. (3.69).

10. Build B-coefficientsfoll ingEqs.(3.7rH3.74).
11. Stop.

EXAMPLE 3.8 Use the clas method to determine the B-coefficients for a 5-bus system
shownin Figure3.9.Bus 5 is as the slack bus. The seriesimpedanceand line charging of
each line is taken liqn Table

0.08+70.20
I .<f
o
O
o
+ +
N
O C\
O
o
0.02+70.06 o

4 3
Flg 3.9 Powersystem(Exampleg.g).
Table 3.9 Power systemnetwork data (Example 3.g)

Impedance Une charging

z afil2
I-2 O.U2+ j0.04 70.010
1-3 0.15+ j0.40 j0.02s
1-5 0.08+ 10.20 j0.020
?-3 0.A2+ yO.06 J0.010
34 0.04+ j0.20 p.020
4-5 0.A2+ j0.M fi.020
Solation The base case wer flow (p"u.100MVA) is achievedfor I:0 x
lOa convergence
in l0 iterationsusing the decou led load flow method. The voltage
and power at each bus are
given in Table 3 . 1 0 .
umber of load buses,NL = l
numberof buses,NB = 5
mber of generatorbuses,NG = 2
Referencebus = 5

Table 3.1.0 S data after load flow calculations (Example 3.g)

Bus
Pi + iQi
1 0.865666- 70.125030 - 0500 - j0.25000
2 0.858383- 70.133531 - 0.400- J0.1s000
3 0.87t962- j0.r25507 - 0.4s0- i0.20000
4 - .10.008090
0.984324
5 0.350+ fl.15000
1.000000
+ 70.000000 1.089+ ;0.55608
 Economic Load Dispatch of Thermal Generating Unrts 165

The total line charging ittance to ground at each bus is given in Thble 3 . 11 .

Table 3.11 Li e charging'admittanceto ground (Example3.8)

Adminance,Yo Impedanct, Z,

I j0.0s5 - jl8.1818
2 j0.020 -jsO.0
3 y0.055 -jl8.1818
4 j0.04 - j25.0
5 jo.M - j2s.0

The bus impedancealg hm is applied to obtain the Zo for the power system shown
in Figure 3.10. All line chargin are fixed to neutral and treated as bw Z (common point). The
bus 5 is a reference bus. The to build the Za-busis given in Table 3.12.

R
0.08+/0.20

+ j0.20 0.02+/0.06 ^$'1,)

oo
@

Figure3.10 Power em configuration (Example

for fr-bus algorithm 3.8).

0.444087 0. 0.029675 0.008838 0.0 0.024534

+j0.123897 +j0.1I 712 + j0.093206 +j0.015219+j0.0 +j0.070400
0.037080 0. 785 0.035772 0.010502 0.0 0.025537
+,r0.Lll7lZ +j0.1 +j0.108 r98 + j0.0r7624 +j0.0 + j0.073160
0.u9575 0.03 0.Mr282 0.012351 0.0 0.024344
+ j0.093206 +j0.1 1 9 8 +j0. 130368 + j0.02r325 +70.0 +j0.072924
4- 0.008838 0.01 02 0.0r235r 0.017940 0.0 0.w9967
+j0.015219+j0.01 624 +j0.021325 + j0.037025 +70.0 +j0.018302
0.0 0.0 0.0 0.0 0.0 0.0
+j0.0 +j0.0 +j0.0 +70.0 +j0.0 +j0.0
0.024534 0. 537 0.0243M 0.w967 0.0 0.017r32
+j0.0702100+j0. 60 +j0.072924 +70.018302+70.0 - j 4.713606
t66 PowerSystemOptimiza

Thble3.1 Data for buildingZs-bus(Example3.8)

"Line Sending Ending 2"., Type of link
bus bus (p.u.) frcm bus to bus
1 R I 0.08+ j0.20 I (new to reference)
2 1 2 0.02+ jO.M 2 (new to old)
3 2 3 0.02+ 70.06 2 (new to old)
4 3 4 0.04+ j0.20 2 (new to old)
5 4 R 0.02+ j0.04 3 (old to reference)
6 3 I 0.15+ j0.40 4 (old to old)
7 1 L -jl 8.1818 2 (new to old)
8 L 2 -js0.o 4 (old to old)
9 L 3 -jl8.1818 4 (old to old)
l 0 L 4 -jzs.0 4 (old to old)
11 L R -jzs.0 3 (old to reference)

From Eqs. (3.53)and (3. , the values of ),1,and tp arraobtainedand are givenin Table3.13.

ThbI 3.13 )" and t values (Example3.8)

)"k tp

I -0.01 16 + .p.005259 1 . 0 1 4 9 1+6 70.005259

2 -0.01 628 + j0.005475 + j0.@5475
1.015628
3 -0.01 2 + 70.005221 1.015452+ j0.005221
4 -0. 875 + j0.002r29 + j0.002129
1.003875
5 0. + "10.000000 1.000000+ 70.000000

From Eq. (3.56) the neuff culrent, In = -0.000771- j0.212149.

\\e 2"1,are used in matrix i to ftansfer the systemto

0.o4t823 0. 849 0.03M22 0.009083 0.0 0.M9579

+j0.r248r8 +j0. 12678 + j0.094166 +j0.01s440 +j0.0 +i 0.000r80
. 0.037849 0. 7588 0.036552 0.010758 0.0 0.051609
+j0.112678 +j0. 35479 +j0.r092M +j0.017855+j0.0 +j0.000188
0.03M22 0. 6552 0.042039 0.012601 0.0 0.M9217
+j0.094166+j0. w2M +j0.131368 +j0.021556+i0.0 +j0.000179
Zt=
0.009083 0. 10758 0.012601 0.018018 0.0 0.020067
+j0.0r5440 +j0. 17855 +j0.021556 + j0.037075 +j0.0 +j0.000073
0.0 0. 0.0 0.0 0.0 0.0
+j0.0 +j0. +j0.0 +j0.0 +j0.0 +j0.0
0.0 0. 0.0 0.0 0.0 0.017132
+j0.0 +j0. +j0.0 +i0.0 +j0.0 - j4.713606

-_-{
 Ecorwmic Load Dispatch of Thermal Generating Llnits 167

The load current is defi AS the sum of bus injection culrents.Using Eq. (3.58)'

Ir -r.426628- i0.903495
I1 = -0.524929- i0.3646r2
I2 -0.4284r - i0.241396
,: = -0.473258 - i0.297487
UsingEq. (3.57),we
f,
- j0'016095
Ir = + = 0.378144
rT

+ j0.014g75
- 1 9 7 = 0.290831
b=

lz=
- 1! 7 = 0.331025+ j0.001116

The ratios I; are used in trans tion T2.Using Eq. (3.62), 4 ls obtainedas

.,7
z4-

UsingEq. (3.65), we calculat

tq= L015304+ 70.005298
/r = 0.988727
+ 70.003063
tz= 0.984900+ 70.005139
fg= 0.984900+ 70.005139
In Step 4, the turn-ratios are u to definetransformation73,to eliminateload. Equation(3.67) is
used to build 4 as
+ i0.092r90-0.00n80+ i0.091959
rr7r} 0.026638
+ i0.109709 -0.012408
0.036885 + i0.r09302
+ i0.1,W709 0.W724 - i4.6M303
0.036885
The currents are calcul as implicit functionsof the real power using Eq. (3.69),
u r = r.0r2279- i0.4437r7
e z - 1.000000- i0.510634

The B-coefficientsare tainedusingEqs.(3.71),(3.72),(3.73)and(3.74)as

B t t = 0 r49MW-r, Bn = 0.03277MW-r
Bzt -- o 3277MW-l, Bzz= 0.04650MW-l
B o t = 0 t 2 MW, Boz= 0.00255MW Boo= 0.00021MW

L
 168 Power System

3.9 LOSS COEFFICI CALCULATION

USING Yaus
Another method to evaluate Ioss coefficientsis presentedhere.The method inverts the remote
equivalentindependent
(RED ix [Meyer, l97t) to obtainthe loss coefficienrs.
Exploiting the load flow ysts, we compute the phase angle and voltage magnitudefor
everybus in the system.The and reactiveloads are convertedinto lumped elementsso that
the systemis linearized.
All utotransfonnersare convertedto fI equivalentssuch that shunt
currentsto groundmay be co bined at adjoining buses.
All the load busesare nected to a common node called Z node. The potential at the L
nodeis arbitrarilyset to zero. network will appearas shown in Figure 3.1I .

':
r1<--

Network

Figure3.11 Lumpedloa connectedto a common node L, where L1 to Lp1 are the

lumped

An artificial node R, is whose injection current and power is equivalentto the NL

load buses,i.e.

NL
0R-
r
Ltt (3.75)
i=l

NL NL

Iq=I
d .tr
- €iIt
vl(
(3.76)
i=l i=l

^SR
.+ (3.77)
Ip

Equivalent admittancefrom R e to 'zero potential' Z node is calculatedas

Ynr
.si
tt (3.78)
€ReR

The network can be redrawn as Figure3,I2.

The system nodal equation are

f -
IBUS - Esus (3.7e)
 Load Dispatch of Thermal Generating Units

+iNL

Network

Figure3.1 Remoteequivalentindependent
of a network.

wherc
tu[-NL+NG+2
/sus = bus injection = [itr.., fp;, tL, jNL*I,...., iNr*Nc, inJr

Esus= bus voltagevec = [0,.., 0, fNl*1,...., INL+Nc,in]?

Eliminating zero injecti currentsfrom Eq, (3.79),

/sus= lYzz- YnYll frzl Egus (3.80)

Y22is partitionedmatrix f s i z e ( N G +I x N G + 1 )
Y21is partitioned matrix f s i z e ( N G + lx N L + 1 )
Yp is partitioned matrix f s i z e ( N L + 1 x N G + 1 )
hr is partitioned matrix size(NL+lxNL+1)
Another admittance Y3 is consideredby eliminating bw R elementsfrom the admitt-
ancematrix of Eq" (3.80). inverseof Y3is the required impedancematrix, i.e.

4= Ytr (3.81)

Transmissionloss can obtainedas

PL- ne t(4 )l'ztttl (3.82)

Re(Ir,) = 2,..,NG)

P; as the power injecti at the generatorbus

I V; I as the voltage mag itude of generatorbus

The above procedure is trated with Example 3.9.

 :il
L70 Power System Opti,

EXAIIPLE 3.9 Usethe Isus to determine for a 5-bussystemshownin

the B-coefficients
Figure 3.9. Bus 5 is taken as slack bus.

,Solution Performing I flow, the voltageand power at all busesare calculatedand given
in Thble 3.14.

Thble 14 Load flow solution (Example 3.9)

P+JQ
I -0.50 - j0.2s - j0.r2s030
0.865666 -0.524929+ j0.364612
2 -0.40- 70.15 - 70.133531
0.858383 -0.42844r+ j0.241396
3 -0.45 - j0.20 - p.L2ss07
0.871962 -0.n3258 + j0.297487
4 - 0 . 1 s- j 0 . 1 0 - p.008090
0.984324 -0.151544+ j0.102838

I-oad buses1, 2, 3, and are convertedinto lumped admittancesas below:

L= -0.653587 + j0.326793
= -0.530f,/;6
+ j0.198767
= -0.579845+ j0.257709
= -0.154805+ /0.103204
IJsingEq. (3.78),
= 1 . 9 1 7 8 8-1 j 0 . 8 9 5 0 1 1
lfhe network will be as shownin Figure 3.13.
ifhe system admittance x is obtainedusing the l/-bus algorithm as
v
IBUS -

2r.93304 - 10.0 -0.82192 0.65359-1,1.76471 0.0

0.0
- j24.75rr7 +j20.0 j2.r9178 - j0.32679 +j0.0
+j2.94rr8 +j0.0
-'.10.0 14.46995 - 5.0 0.53005 0.0
0.0 0.0
+j20.0 - j34.78123 i15.0 - j0.19877 +70.0
+j0.0 +j0.0
--0.82192 --5.0 6.20362 0.57985 -0.961,54
0.0 0.0
+.j2.19178 +j15.0 i2t.68676- j0.25771 +j4.80769
+j0.0 +j0.0
0.65359 0.53005 0.57985 0.0 0.15481 0.0 - 1.91788
- j0.32679 -j0. re877 j0.2s77| -j0.00854 -j0. 10320 +j0.0 +j0.89501
0.0 0.0 -0.96154 0.15481 10.80674 - 10.0 0.0
+70.0 +70.0 j4.80769 - j0.r0320 -j24.6w9 +j20.0 +70.0
-17.7&71 0.0 0.0 0.0 - 10.0 2r.7&71 0.0
+j2.94118 +j0.0 j0.0 +j0.0 +j20.0 -j22.90rr8 +j0.0
0.0 0.0 0.0 - 1.91788 0.0 0.0 I .91788
+j0.0 +j0.0 j0.0 +i0.89s01 +j0.0 +j0.0 +j0.89501

^d
 Economic l-oad Dispatch of Thermal Generating Units 171

Ynr

Figu 3.13 The power system(Example3.9).

Partitioningthe Ysusma x into four matrices,namely,Y'1, Yp, Y21,Yzzgives

2r.93304 10.0 -0.82t92 0.65359
- j24.75r|7 + 20.0 +j2.r9r78 -i0.32679
- 10.0 14.46995 - 5.0 0.s3005
+ j20.0 4.78123 +715.0 -i0.19877
Ytt =
-0.82192 5.0 6.20362 0.s7985
+j2.19178 + il5.0 - jzr.68676 -i0.2s77r
0.65359 0.53005 0.57985 0.0
- j0.32679 j0.19877 - j0.2s771 -i0.008s4 4 x 4
0.0 1 .7&71 0.0
+70.0 +j .94118+70.0
0.0 .0 0.0
+70.0 .0 +70.0
v, 1 2 -
- 0.96154 .0 0.0
+j4.80769 .0 +j0.0
0.15481 .0 -1.91788
-j0.10320 .0 +j0.895014 x 3
0.0 .0 - 0.96154 0.15481
+70.0 .0 +j4.80769 -i0.10320
-17.7&71 .0 0.0 0.0
Yzt =
+j2.94rr8 .0 +70.0 +70.0
0.0 .0 0.0 - 1.91788
+70.0 .0 +70.0 +70.89501 3x4

10.80674 10.0 0.0

- j24.6W9 i20.0 +70.0
- 10.0 2r.tu7r 0.0
Yzz=
+j20.0 i22.90118+70.0
0.0 0.0 1.91788
+70.0 j0.0 +70.89501
3x3
 t
Power System Opti

FromEq. (3.80),the

Eliminating the referencebus elements

-8.422v1+il8.7914801
y a = [ t o ' l o a s r c -.17223
i2
" - i24.49slsol
+ jr .7sL48Ors.7276s}
L- 8.M2224
'The
inverseof Y3 matrix

+ 70.
lo.o+ozl5 + i0.027e74f
66 0.034555
4- + 70.036764)
fo.orotts+70.74 0.M6476
Using Eq. (3.82), B-coeffi ients are real valuesof Z matrix, i.e.
Bn = 0.M1'5240 B 0.035t046
Bzt = 0.035t046 0.0464764

3.10 LOSSCOEFFICIE USINGSENSITIVITYFACTORS

3.10.1 DC Load Flow
The complex power flow from s i to 7 is expressedas

-. l-v, vil--
sr=v,LTl (3.83)

where
'Z^ is the impedanceof branch connecting the ith and 7th buses
% i s the voltage of the i bus
7; is the voltage of 7th
'Ihus,

= * t l v ? l - l v ,l l v ,|/ ( o i - o i ) l

where
llv; I is the magnitudeof Itage of the ith bus
llv; I is the magnitudeof oltage of the 7th bus.
Therelore,

','.1- 14 V;
| ll I {cos(0i - 0) + 7 sin(0i - gj)}] (3.84)
 Economic Inad Dispatch of Thermal Generating Units

The reciprocal of conjugate i ance ls

R^+iX^
= { i Ix * =Rm
*+iX^
W

R. is the resistanceof mth hne

X, is the reactanceof mth hne.
the above equati
Subst.ituting into Eq. (3.84),

s,Su
..= = l y r i l v , t ( c o (s0 i - 0 , ) + 7 s i n ( 0 i - 0 i ) ) ] ( & , + i x ^ ) (3.85)
_Tllv,'l
The real part of Eq. (3.85) is activepowerflow from the sendingbus i to thereceivingbus7,
i.e.

P^=Pi t v i z t - t v , n v j l ( R - c o s( 0 i - 0 ) - X - s i n( 0 i - e j ) ) ] (3.86)

Assume
(i)lV;l=lV1l=1
(ii) X*D R*
(iii) (0i - 0) is small such cos (9, - 0) = 1 and sin (0i - 0i) = ei - ej

Thus,,Eq. (3.86) can be rewri n, in view of the aboveassumptions,

as

1 - -
P^- Pri= A LRrn
tLml

o,-oi (3.87)
x^
Generalizing,we have

) (3.88)
J

where k is the number of rlv connectedbranchesto i.

In the matrix form
O = [ i lp
a,0- tn LP (3.8e)

3.10t.2PowerLoss in Line
The active power flow from e sendingbus 7 to the receivingbus i can be expressedin the
similar way as Eq. (3.8O,i.e.

P^ = Pii t v j l z - t v i n v j l ( R . c o s( 0 i - 0 , ) + X " , s i n( 0 i - e j ) ) ] (3.90)

174 Power System Opti rcn

So, power loss of line can be ined as

PL*- Pi1+ \i

= f f |i | (,l, , Y
,,
t +l t v j l 2 ) R ^- 2 l v i l l v j l R , c o s( 0 i- e ) l (3.e1)

Equation(3.91)is rewrittenas

f z n ^ - 2 R ^ c o s ( g- 0; ) l ('.' It v i I = l V i l =11)
lz^l

2R
Rk+ (
c Q = =')z, s
1 -' ccos ,in2
$ r)
-E
4R^
l x* R^ 2',
on 3.10.t
l _ , Sectior

_4R^
E t'.' (0i - e)n is small,Section
3.10.2f

_ R .(
I\
The above equation can be tten as a function of real power generation by substituting
Eq. (!i.87) into it. Thus,

PL,n = R^P} (3.e2)

3.10.3 GenerationShift Distribution(GSD)Factors

Using a DC load flow model, t GSD factor is expressedas

A(m, i) = =*t#
+=#(+) #)
From Eq. (3.89),it is concl that and
W=xii W=xr,r.rhus,

A(m,rr=+ (3.e3)

where,
P, is the real power on transmissionline m from sendingbus 7 to receivingbus k.
X7i and Xpi are the el of the X matrix.
X. is the reactanceof li m.
 Economic Inad Dispatch of Thermal Generating Units 175
In Eq. (3.93), since all changesare compensatedby the reference bus, the total
systemgeneration
is assumed
t be unchanged.
NG NLOAD

I Pr,= Zr, = consrant

i=l i=l

where
litlG is number of genera
I\ILOAD is numberof I
Using GSD factors, the n line flows, after rescheduling generation, can be expressedas

NG
+) A(m,i) Ms, ( m = 1 , 2 , . . ,N L ) (3.e4)
i=l

where
P: is the basecase line fl
I,IL is the ntrmberof lines in the system.
Ilv this incrennentalsu tion, any changein line flow due to changein generationcan
easily be calculated.

3.10.11GeneralizedGen ation Shift Distribution(GGSD)Factor

Since all the generationchan are absorbedby the referencebus, the total syster4generation
remains unchanged.If not, the initial line flows are known quantities,a new load flow
must be executed to re-establish initial values.That is, the solution accuracyof GSD factors is
guaranteed only when the total tem generationremains unchanged.A new sensitivity factor,
the generalizedgenerationshift ibution factor (GGDF) was developedby Ng tl98ll to update
the GSD factor. Instead of an i tal form, an integral generation form has been defined as

NG
P* D (m, i) Ps, ( m= 1 , 2 , . .N
, L) (3.es)
i=l

where
Lt(m,f) is the GGDF
IttG is number of generati buses
IttL is number of lines.

3.10.5i Derivationof GG F
From GGDF, if a particular generatork is increasedin generationby
some ne ru will be

NG
P'rn=I O i) Ps,+ D(m, k) Msr (m = 1,2,..,NL) (3.e6)
f=l

I
L
t76 Power SystemOpt nn

The referencegenerator(R * k) will adjustthe changein Mro by decreasing

its generation
by
LPro. The real power flow orr line m afterthis generation
shift will be
NC
F ^ =| n ( m , i )'r,* D(m,k)Mro - D(*, R)APs& ( m = 1 , 2 , . . .N, L ) (3.e7)
i=l

SubtractingEq. (3.95)from . (3.e7),

F^ P* - [D(m, k) - D(m, R)] Mrr (m = l, 2,...,NL)
or
P* m - D(m,
k) - D(m, R) (m = l, 2,...,NL) (3.e8)
M

The changein line flow with pect to the generationchangeis termed the GSD factor.So, the
above equationcan be rewri n a s

A( k) = D(m, k) - D(m, R) (3.ee)

p
- m P* = A(m,k)Mso (3.100)
Ther,eis a need to calculate R). By shifting all the generationsfrom all the generators
to the
referencegeneratorR, i.e. by aking
NG
-\f tDg i - ^AgpR
.L
i=l
i*R

Equation(3.100) can be rewri AS

NC
p P^- - L ot*,i) Ps, ( 3 .1 01 )
d=l
i*R

FromiEq. (3.95),
NG

Y o<*,i)Fr,+ D(m,n)Pr^ (3.r02)

i=l
i*R

when:
Pr, is final generationfi m generatori, which is now reducedto zero

Pr* is final generationfrom the reference generator which contains the total system
generation.
Equation (3.102) is red

NG
'*= D(m. R)Psn= D(m, R) Pr, (3.103)
i=l

----da
 Economic Load Dispatch of Thermal Generating Units

SubstitutingEq. (3.103)into Eq ( 3 . 1 0 1 ) ,
NG NG
D(m,R) = pm- I A(m,i)Ps,
I d=l
i=l
i*R

or
NG
P*-) a(m,i)Pr,
i=l
. d*R
D(m, (3.104)

where
P. is basecaseflow of m
Pr, is generationof the i generator.

3.10.6 Evaluationof cients

The power loss expressedby usi B-coefficientsand bus generationin a quadraticform was first
developedby Kusic [1996] as
NG NC
Py- I L Bi Pr,P, (3.105)
i=l j=l

The incrementalloss can be o ed by differentiatingwith respectto Pr,, i.e.

{+ = y 2B,iP,, (3.106a)
dPr, fr
Taking the derivativesof Eq. (3

(3.106b)

We know from Eq. (3.92),

PL*=rt^P3
The systempower loss is ex by the summationover all transmissionlines as
NL
pr;=Z n^Pl (3.107)
m=l

SubstitutingEq. (3.95) into Eq. (3.107),

NL
Pt= (3.108)
m=l
 178 Power SystemOptimi.

Takinlgthe derivativesof Eq. ( .108)with respectto Pr,,

NL NG
EP
AP
= I ^ '\ tzr(m,i)D(m,j) Pr,l (3.10e)
m=l j=l

and

NL
a2p
'r,aPr, 2 R^ D(*, i) D(m, j) (3.I 10)
m=l

ComparingEq. (3.105)with (3.110),

NL
s,j= I *,, ,i) D(*, j) (3.11)
m=l

where
,R, is the,resistanceof li
.D(m,i) are Generalized ion Shift DistributionFactors.

Algorithm 3.7: B-coefficientsUsing SensitivityFactors

The stepwisealgorithm to cal te B-coefficients is outlined below:
l. Form the reactancema using Zsvs algorithm.
2. ComputeA(m, i) using. (3.e3).
3. ComputeD(m,R) using . (3.104).
4. ComputeD(m, i) using . (3.ee).
D(m, i) = A(m, i + D ( m ,R ) ( m= 7 , 2 , . . . .N, L ; i = 1 , 2 ,. . . ,N G )
5. ComputeBy using Eq. ( . 1 1 1 ) .

EXAIIPLE 3.10 Using the DF method, determinethe B-coefficients for a 5-bus system
shownin Figure 3.14. Bus 2 is taken as the slack bts. The line data is given in Table 3.15.

2 5 4
Figu 3.14 PowerSystem (Example 3.10).

L---,,- -,. -- . 2

_,.4
 Economic Inad Dispatch of Thermal Generating Units t7g

3.15 Line data (Example3.10)

Sending Ending Z(series)
bus bus
I I 2 0.060+ j0.206
2 2 5 0.160+ j0.524
3 5 4 0.066+ j0.236
4 2 4 0.210+ j0.694
5 4 3 0.212+ 70.806

llolution From the base ase load flow, the line flows are obtainedas given in Thble 3.16.

Thble 3.1.6 ine flows from basecasedata (Example3.10)

P^ '^ + jG^
PL* + jQL* tv^l fl
I 58.00 + j39.023 86.0 + j2O.0 1.015 rl.l139
2 12.78 10. + jr3.549 46.8 + /5.8 0.980 7.9999
3 -04.77 34. + jl0.528 0.0 + J0.0 0.953 15.6829
4 8.00 0. + 710.884 36.2 + /3.0 0.981 5.8130
s -33.07 0. + j25.343 17.4+ j12.0 0.972 6.3267

lb obtain the Z-bus,the Z- us algorithmis used.The data for Z-busis describedin Thble3.17.

Thble 3.1 Data for Z-busbuilding (Example3.10)

Z(series) Typeof link

1 n-R 0.060+ j0.206 I (new bus to slack bus)
z R-5 0.160+ j0.524 1 (new bus to slackbus)
3 R-4 0.210+ j0.694 I (new bus to slack bus)
4 +3 0.212+ 70.806 3 (new bus to old bus)
5 54 0.066+ j0.236 4 (old bus to old bus)
Note: SB-Sending bus node, ing bus node

T'he reactance matrix is partof Z-bus,i.e.

imaginary
.206 0 0 0 0
0 0 0 0
X= 0 jr.r692 j0.3632j0.2s00
0 j0.3632j0.3632 j0.2s00
0 j0.2500 j0.2500 70.335
The GSD factors are calcu ted using Eq. (3.93) for generatorl, l e

xrr xzr = 1.0

A(1, ( m = 1 , i = 1 , j = 1 a n dk = 2 )

For generatorsl, 2 and 3, the G factors are calculatedand are tabulatedin Thble 3.18.
 Power System Opti

Table3.18 GSDfactors

A(m A(m 2) A(m 3)

1 1. 0.0 0.0
2 0. 0.0 -o.477099
3 0. 0.0 -0.47966r
4 0. 0.0 -0.523343
5 0. 0.0 - 1.0

Using Eq. (3.104),the val of D(m, R) are calculatedas

8.0- (1.0x 144.0+ 0.0x 34.60) -0.454382
D(r, =
144.0+ 10.668+34.60
D(2, R) = 0"154742; R) = 0.062484;D(4, R) = 0.137940;D(5, R) = 0.008084
Similarly,ttr" GGDF are culatedusing Eq. (3.99) and are tabulatedin Table 3.19.

3.19 GGDF factors(Example3.10)

D(m 1) D(m 2) D(m 3) Rn,

I 0.545618 -0.454382 - 0.454382 0.060

2 0.1547
42 0.154742 -0.322358 0.160
a
J 4.062484 0.062484 -0.411770 0.066
4 0.137940 0.137940 - 0.385403 0.210
5 0.008084 0.008084 -0.991916 0.212

UsingEq. (3.111), the B- icientsare calculatecias

Brr = [0"06x (0.54 18 x 0.545618)
+ 0.16x (0.154742x 0.154742)
+ 0.066x (0. + 0.21 x (0.13794x 0.13794)
x 0.062484)
+ 0.212x (0. = 0.02596
x 0.008084)l
Bn = 0'06 x (0.54 x -0.454382)
+ 0.16 x (0.154742x 0.154742)
+ 0.066x (0. x 0.06248$+ A.2r x (0.13794x 0.13794)
+ 0.212x (0. = -0.006777MW-r
x 0.008084)
Siimilarly,
Bn = -0.037441M I t

Bzt= -0'006777M I , Bzz = 0.020486MW-l , Bzz= -0.010178MW-l

Btr = -0.03744LM I , Btz = -0.010178MW-r, 833= 0.280279 MW-t

3 . 1 1 T R A N S M I S S I O N L SS COEFFICIENTS
An exact transmissionloss fo ula has beenderivedby Dopazo et al. fl9671,usingbus powers
and sy'stemparameters.The I systemloss is the sum of the bus powers,i.e.
N B N B
Pr+jQr= Ii=lt ' v,Ii (3.r12)
i=l
 Economic Load Dispatch of Thennal Generating units

INB is the number of

,Pais real powerlossof powersystem
8t is reactive power loss f the power systern
]l/; is the voltageof the i
.i; is the injected power the ith bus
llor the network shown in Figure3.15,
NB
v,=Z zuri (3.113)
j=l

3.15 Power system network.

where ,Zii are the clements of i matrix,i.e.

Zi = Rij jXA (l = 1, 2,..,NB; j = 1,2,...,NB)

Eq. (3.113) into Eq

Substitruting (3.rr2),
NBNB
Pt+ier= > I zuIj ri (3.114)
j=l i=l

Equation(3.114) can be rewri in rectangularform as

NB NB
Pt+iQr=I I ( t r , t c o s g ;+ i l l j l s i n g ; ) ( tl r t c o s0 i - j t l t t s i n g , ) (3.il5)
j=I i=l
where
0 i = , 6 i- 0 i
 *r,t

t82 Power System O

4 is voltage angle at bus.

,o,
0,= tan-'T
Equation(3.115) is exl nded as
NB
Pr+ iQr= Z U II i l l I j l ( . o t 0 , c o s0 i + s i n9 , s i ng r ) (3.116)
j=l

NB
+j 2 tr l /, ll 1, | (cosg; sinei - coso, sin0,)
I .l=l

Equating the following

) NB /Ns )
z i j t l j sl i n g r l =) r / ; l c o s r r l l z i ; t t i sl i n o i l ( 3 . 1 1 6 a )
) j=t \i=t )

and because Zsg5 is symmetri matrixn so Z;i = Zii.

SubstitutingEq. (3.11 into Eq. (3.116) and simplifYing

NB NB
Pr+ jQt= (3.117)
i=l ,l=l

Substitutingthe following in . (3.117) and separatingthe real and imaginary parts

Zij = Rij jxu
cos (Q - 0) = cos cos 0; + sin 0i sin 0j
NB NB
pr= R i | / , l l / j I c o s ( 0 -r 0 i ) (3.118)
I
i = 1 i=l
NB
-oi) (3.1le)
h=Z Xij I Ii ll /j lcos (9t
i=1 =1
We know o
.s.
S;=lVilllil or lfl= (3'l2o)
W
From Figure 3.16,
Pr= S; cos Qi (3.r2r)
Qi = S; sin Qi (3.t22)
From Eqs.(3.120)and (3.121

-P.
f
l f - l =
' -
(3.123)
l V ,l c o s @ ,
Figure 3.16 Powertriangletor ith bus.

" --d
 onomrc Inad Dispatch of Therrnal Generating Units lg3

FromEqs.(3.120)and(3.tZZ),

r{l=eil (3.r24)

Substiturting
Eq. (3.123)into Eq. ( 3 . 11 8 ) ,

S$ D 4Pi cos(o,-oi)
^'i (3.125)
* fr wltvi I t* 4'r* oI
Equation(3.125)can be rewrittenin terms of B-coefficientsas

NB NB
PL- I I Pi Bij Pj (3.126)
i=l j=l

c o s ( 0 ;- 0 i )
B,
lvi ll V, I cosQ, cosQ;

P = Ps,- Pai (i = I ,2,.., NB)

Similarly, substitutingEq. (3.124) into Eq. (3.119)

c o s ( 0 ;- e i )
er= sinp, sin@r.
(3.r27)

Equation(3.127) can be rewritten

Q r -I I Q,cuQi (3.128)
f=l j=I

c o s ( 0 ,- 0 i )
gii
sin @,sin p,

Qi Qs,- Qa, (i = 1, 2,..,NB)

Let NG be the number of erating busesand for rest of buses, Pr,= 0.0.Equation(3.126)
be rewritten as

NB NB
P L -I > (ps,-po)B,i
i=l .l=l

NB NB NC INc
=I L po,Bih,*Z
i=l j=l i=l
IT
L,t=t
Pr,BiPr,
 184 Power System O

NB NB Nc lrvs I NG NG
= L.tT LtY Po, B,j -I
i=l j=l l I @ u + B i Pr,
i=l Lr=t
) h*I, l
j=l
I
j=l
pr,Bipr,
J
The above equation be written in the form of Kron'slossformula
NG NC NG
,-= Boo+
I B,oPr,
+f Z ,r,Bipr, (3.tzg)
i=l r'=l ,l=l
where
NB NB
Boo=I I Po,B,iPo,
i=l ./=l

NB
Bio=-I @u+ 81) pa,
j=l

Similarly from Eq. (3 128), we can obtain

et- coo
+ X o, er +f X e* c,ier, (3.130)
j=l i=l j=l
where
NBNB
Coo =
i=l j=l

NB
cio= -I (cu+ ci) ea,
j=l

The system power I are based on the assumptionthat (i) the generatorbus-voltage
magnitudesand angles are c stantand (ii) the power
factor of each sourceis constant.However,
the: use of loss coefficien can accountfor any change
in load demand at the buses while
schredulingthe generations the system.

3.112TRANSMISSION
LOSSFORMULA:F UNCTION
OF GENERATIO AND LOADS
. (3.r2s),
(di-d;)-@i-Q)l
cos@,cos@,

- 6 ; ) s i n ( Q ;-
Qi)
cos@;cospy (3.131)
 Economic l-oad Dispatch of Thermal Generating Units 185

R,',
cos (6; - 6); 6ri=ffi sin(6;-6,
can be rewritte , consideringai1 and b;;, as

cosQi C O S ( , * s i n Q i s i n | , sin@;cos@,- cos@;

sin@,
* bii
cos ; c o s @ y cos@;cos@;

( l + tan Q i Q)+bilGanQi-tanQ)f

Substitutingtan Q, = * in the
ri

PL ,,,,1",['.
)iI w + bij

On simplification,
NB NB
= -
t"i1(4Pi+ QiQ) + i1(Q;P1
)i \ 48j)l (3.r32)
i==l j=7

Similarl'yin Eq. (3.127),subsri nE 0i = 4 - Qi and

Xii X,,
sii= -d;), 4ii= -6 j), weget
lfficos(d, ffisin(6,
NB NB
Qt= )f > QiQl [c,7(cot Qi cot j + l ) + d i j @ o t Q , - c o t @ ; ) l (3.133)
i='l j=l

Substitutingtan Q, = * and cot = + in Eq.(3.133),

we get
r; tanp,
l.IlB NB
Qr= ), I ['ii (4Pt+ ete) + (QiPi - PiQi)l (3.r34)
i=l j=l

e abo've method requires the luation of bus impedance matrix.

.13 ECONOMICDISPATH USINGEXACTLOSS FORMULA

economic dispatch problem defined as to minimize the total operatingcost of a power
ystem 'while meeting the total load plus transmissionlosses
within the generator limits.
athemartically,
the problem is ined as
NG NG
Mirnimize F(Ps)= I i=I @ , P i , + b i P s i + rRs/h
,) (3.l35a)
i=l i=l
 Power System

to (i) tLreenergy equation

NG

Ii=lt , = Po,+ P, (3.r35b)

(ii) the inequali constraints

P#'n s P, < P#* (i = 1,2,...,NG) (3.I 35c)

u'here
ai, bi, C; &ta the cost
Po, is the load dema d at the ith bus
Pr, is the real power generation(decision variable)
NG is the number of generationbuses
P1 is the transmissio power loss.
This method uses fact that under normal operatingconditions, the fransmissionloss is
quadraticin the injected real powers. The generalform of the loss formula using B-coefficients
is [Eq. (3.126)]
NB NB
P L - I > PiBijPj MW (3.136)
i=l j=l

where

sQi
Ai= 6i- Qi ( i = I 2, ...,NB)
Pr=Pr,-Po, . (t 1 , 2 , . . .N
, B)

Qr= tan-'(Q/Pt)
4 and P1 are the real power injections at ith and 7th buses,respectively
Qi ffid Q are the ive powerinjectionsat ittr and7th buses,respectively
NB is the number of ses in the network
Zi = Rq + jXii (e of impedancematrix).
The above constrain optimization problem is converted into an unconstrainedone.
Lagrange multiplier meth is used in which a function is minimized (or maximized) with
conditions in the form of ity constraints.Using Lagrangemultipliers, an augmentedfunction
is defined as

, 4)= F(Ps)
+4[X (3.r37)
"-
where 4 it the Lagrangian multiplier.
 conomic l-oad Dispatch of Thermal Generating Units 187

The ndcessary conditions fo optimization Problem, Eq. (3.137), btatethat the derivatives,
the
- l, 2,...,N G) and Lo, are equal to zero, i.e.
with reslpect to control/decision v iables Psr(i

aL(Pvi' ),py a + ^o
2 ( u r ,- r')) = o ( f = I , 2 , . . . ,N G ) (3.l38a)
EP,, t , [a"o
NG
h ,)
aL(Ps,, (3.138b)
D
+Pr
dho i=l
where

(Bii + Bi)P1 ( l = I , 2 , . . . ,N, G ) (3.138c)

'o,*bi (i= 1,2,"', NG) (3.138d)

The solution of nonlinear s. (3.138a)and (3.138b)can be obtainedusing the Newton-

Raphsornmethod in which chan e in Pr,(i = 1, 2, NG) and )"0 is obtained by expanding

Eqs. (3.138a)and (3.138b)a the initial value using Taylor'sexpansion,i.e.

AL (3.139a)
"^ *-^i" *
t = L P8i" . *t y aPs,aPsi i
"6p2 dPr,

NG
dzr (3.l3eb)
j=l
M" odrr

In the rnatrix form the above eq tions can be rewritten as

Y -l o",-l
Io",. ,,^olI o"- --
_-_ f (3.140)
l'T,^ vz",oAolLo^"J
Lor"J
Differentiating transmissionloss (3.138c)with resPectto Pr,,

d, P, - ( i = l , 2 , . . . ,N G ;j = 1 , 2 , - - .N
, G) (3.141)
Bii + B1i
aPsiaPs
and available
All the,derivatives for exPressi s given in Eqs. (3.139a)and (3.139b) are known
(3 141). Using Gausseliminationmethod, Eqs. (3-139a)and
from tiqs. (3.26a-3.26d)and
The
(3.139b)are solved to find chan e in controlvariables,namely PsiQ= 1,2,..., NG) and,ln-
is
controll variables are updated. ne above procedure is repeatedtill no further improvement
achieved. The detailed stePwise procedureis outlined in Algorithm 3.8-

Algorithm 3.8: Economic tch Using Exact Loss Formula

l. Read data: NG is the n ber of buseshaving generators,NB is the number of buses,NV

--
is the numberof PV bu Vr, 6, for slackbus, P7., Qai(i 1,2, . . . ,N B ) . Y i t( t = 2 , 3 , . . . ,N V )

L
 Power System

for PV buses,Vr^tn,Vi (f = NV + 1,NIV* 2,...,NB) for PQ buses.

ey", OiY (i = 2,3,..,
M) for PV buses,4;, ;, c{cost coefficients);i = 1,2, ..., NG. Rl, R2 (maximumnumberof
iterations), 11, E (tole rn convergence), etc.
z. Obtain )reusand by i ing it obtain Zsv5.
3 . Compurethe initial that pL - 0. So, the
of PBi(l= 1,2,..,NG) and), by assuming
initial valuescan be ined directly using Eqs. (3.9) and (3.10).
4 For PQ buses,the t reactivePower demandis distributedto various generatorsin such
a manner that the po factor at all the generator buses remains the same.

Qs'=

:t. Computecost on initi schedule and consider as previous cost (F pt"u).

6. Set iteration counter II - l .
',1
. Compute Pi= Ps,- Pi (i=1,2,...,NB)

Qi-.Qr,-l i Q = l, 2,..., NEI for PQ-buses

only)
Thke Ps. = g, Qr, = O non-generatingbuses.
Perform load flow to btain real and reactivepower, p,,
e; and voltage magnitudeand
anglesI Vil, 4 at each as explainedin Section2.I1.
Check at slack bus that I Pr, - Pd,- Pr l< er, if 'yes' GOTO Step 23.

Compute Pu, = P, + Pa for slack bus and Qr, = Qi +

Qa, for slack and pv-buses.
Compute loss coefficie 84, usingEq. (3.136).
Assume/setthat no ge ion has been fixed either at lower or at upper limits.
Set iteration counter,I - t .
EvaluateHessianand J matrix elementsusingEq. (3.138)and Eq. (3.141).Deactivate
the row and column o Hessianmatrix and the row of Jacobianmatrix
representingthe
generatorwhose on is fixed either at lower limit or at upper limit. This is done so
that fixed generatorsd not participate in generationallocation.
15,, Gauss elimination is used in which triangularization and back substitutibn
processesare perfo to find MsiQ - 1, 2, ..., R) and A/,'. Here R is the number of
generatorswhich can icipate in the allocation.

R
16. Check +( A,r)z s e,
Ii=l ro+,)z
if 'yes' then GOTO 20.
17. Modify P;"* = Ps,*
, ( i= 1 , 2 , . . .R, )^ d A * = 4 + L 4 .
18. CheckIII > Rr,
if 'yes' then GOTO S 20 (without convergence),
elseIII = III + l, ps.= t s : : "(*t = 1 , 2 , . . . ,R ) , =
4 Ltr*
,
GOTO Step t4 and
 Economic Load Dispatch of Thermal Generating tJnits 189

If, no limit is violatedfurther,then GCIIO Step20, elsefix

19. Checkthe limits of gonerators.
the limits as following:

ff Pr,. p#tn then pr, =p#t

tr P, t P#"* then Pe,= P#"*

GOIO Step13.
',20.Computethe optimal loss P2, atc.
total cost 4 transmission
'.21.CheckcostlFPrcv- 'yes'GOTO Step23.
Fl S E, if
122.CheckII > R2
if 'yes' then GOTOStep23 (withoutconvergence)
elseII = II + l, F Prev= 4 GOTOStep7 andrepeat.
:23.Stop.

EXAMPLE 3.11 A 5-bus$ystemis shownin Figure3.17.The seriesimpedance andthe shunt

of eachline are givenin Table3.20. The systemhas three generatorsThe operating
adnnittance
of three generatorsare given below.Find the economicgenerationschedule.
cost characteristics

fi(Pr,)= 60P:,+ 200Pr, + 140 Rs/h

4(Prr) = 75P;,+ 150Pr, + 120 Rs/h

4(Prr)= 704, + 180Pr, + 80 Rs/h

0.02+j0.06
N

o
+
t+
O
0.01+70.03 0.08+.10.24 o

Figure3.17 Powersystemnetwork(Example3.11).

Table3.20 Line data(p.u.)(Example3.11)

Sending end bus Ending end bus Ysn 4,ER
1 1 2 70.06 0.02+ j0.06
,z 1 3 7O.05 0.08+ j0.24
3 2 3 j0.04 0.06+ j0.18
,4 2 4 ,o.04 0.06+ j0.18
5 2 5 0.04+ i0.12
"p.03
6 3 4 i0.02 0.01+ .p.03
'7 5 j0.0s 0.08+ i0.24
4
1e0 Power System Optimization

Solation Ynusis obtainedand its elementsare given below:

6.2s - 5.0 -r.25 0.0 0.0

+ jr8.64 +715.0 +j3.75 +j0.0 +70.0
- 5.0 10.83333 -r.66667 -r.66667 * 2 . 5
+715.0 - j32.33 +75.0 +75.0 +j7,5
-1.25 -r.66667 12.91667- 10.0 0.0
I'Bus=
+j3.75 +j5.0 -i38.640 +730.0 +y0.0
0.0 -r.66667 - 10.0 1291667 -t.25
+70.0 +75.0 -j30.0 -i38.640 +j3.75
0.0 -2.5 0.0 -r.25 3.7 s
+70.0 +j7.5 +70,0 +j3.75 - jll,t70

By taking the inverseof Ysu5,Zsus is obtainedand its elementsare given below:

0:0126019 0.000M94 -0.0042793 -0.0052528 - 0.0051958

- jr .686547 - jr .722815 - j1,736837 - jr .739733 - jr.739s77
0.0004494 0.0052821 - 0.0037327 *0.0038368 -0.0014543
- jr .722Srs - jr ,708342 -- jir.735222 -il.735530 - jr.1284&
-0.0042793'-0.0037327' 0.0089317 0.0045316-0.0047161
Zgus=
- jt.736837 - jr .73s222 - jr .697483 - jr.t 10662 - jr.738149
- 0.0052528 - 0.003 8368 0.00453 16 0.0090162 -0.0032723
- jr .739733 - jr .735s30 - jr .710662 - jL.697234 - jr.733854
- 0.0051958-0.0014543 -0.0047161 -0,0032723 0.0211987
-jr.x39577 -jr.7284& -'jr.738149 - jr.7338s4 - jr.660936

5 5
Total real demand, Pa.= 1.65 p.u. and total reactivedemand, Z Qo,= o'40P'u'
i=l l'=l
The initial I, is obtained as

4= = 253.0147

The initial PEiQ= L, 2,3) and Qr,{t = l, 2, 3) are calculatedfollowing Step2 andStep 3 of
Algo;rithm 3.8 and are tabulatedin Table 3.21 along with loads at each bus. The load flow
solutironis obtainedusing the decoupledload flow method (see Section2.11). The convergence
0.00001 is achievedin six iterations.The voltage magnitudes,voltage angles,real and reactive
pow€rs injected at each bus are obtained and are given in Table 3.22. Loss coefficients are
calculateduging Eq. (3.126). The valuesof angles 4 0, and 0 are tabulatedin Table 3.23. For
exam-ple,Qr = tan-L(QrlPrl= -0.8224847, 0r = 6, - Qr = 0.8224847;and so on for Qz, Qt, Q+
and Qs.

.ra
I Dispatch of Thermal Generaing Units 191

gd to start procedure(Example 3.11)

Pa Qa Type
(p-u.) (p.u.)
0.00 0.00 Slack
0.20 0.lo PQ
0.45 0.15 PQ
0.40 0.05 P8
0.60 0.10 PQ

after six iterations(Example3.11)

6 P 0
ad) (p.u.) (P.u.)
0.4600578 -0.4955128i
08256 0.48674M 0.0664834
03014 0.0715068 -0.023574r
95604 -0.4000043 -0.M99996
28022 -0.6000013 -o.099999E

r 0 and 0 (Example3.11)
g(rad)
Otr"Ol
-0.8224847 0.8224847
0.1357489 -0.1565744
-0.3184559 0.2781545
0.1243527 -0.1739131
0.1651480 -0.237954t

low:

rphsonmethod, elaboratedin Steps9, 10, 11, and

are obtainedin five iterations.The implementation
 r
i tgz Power System Optimization

llteration= l: The elementsof Hessianare computedas

below:
r32.2s9200 0.165799_2.s3r326-0.97r%z Lp s,
-7.326804
0.165783152.374900_ r .591480- 0.gg1264 LP -2.210387
s.
-2.531279 -L591449 144.389900 - 1.004788L p s t t.2tr333
-0.97rMT *0.991264 _ I.004788 - 0.019300
0.0 LLo
llriangularizingthe above equations,we get

t32.259200 0.165799 -2.531326 -0.971u2 Lp s,

0.0 152.374900- 1.588307- 0.990046 Lp s,
0.0 0.0 144.3249 *1,033692 A,p
s,
0.0 0.0 0.0 -0.020966
LLo
Clhange
in generationPr andincremental
cost 4 *" ob-taineS usingback substitution,
'APg,= 4-027130p.u., LPs, = 0.010359 p.u,, Lpe, = 0.034212p.u., N1'-= 3.762gRVp.u.h
The differentconvergence
criteriacan be appliedas
3 5

I"r,-IPo,-P, = 0.45626248-03
> 0.0001
i=l d=l
or
lt7;lt
l> | #l
/.,r,
*l'\ar,)
# | =-'.'-
7.7a826000>
o:oool
llfi[aP,,
)
or
-
,l-.........--...-
,/I f**l' +(M,")2= 3.76299591
> o.ooor
I i=r
No convergencecriteria is satisfied,so to go for next iteration,
i.e. 2, the valuesare updated8s
Pr,= pr, + dPr,. (i = l, 2, ...,NG) and 4= 4* &
Po = 0.441756_ O.V27|3O
= 0.414626p.tr.
Pc,= 0.6g6Vit + 0.010359= 0,697097p.u.
Pg:= 0.521505+ 0.034212= 0.555717p.u.
1, = 253.0107+ 3.7628= 256.7735Rs/p.u.h
' The aboveprocedureis repeatedtill any one convergence
criterionis satisfied.After the
fourth iteration, one of the criteria is satisfied.

.,"d
 Economic Inad Dispatch of Thermal Generating Units 193

The real generationsare given in Thble 3.24 which are used as initial values for the next
iteration. The cost and transmissionloss after the first overall iteration is
Cost = 696.1357 Ryh, PL - 0.01829998p.u. and Lp = 256.9161Rs/p.u.h

Table 3,24 Initial valuesfor next iterations(Example3.11)

'lype
P8 Q8 Pd Qa
(p.u.) (p-u.) (p.u.) (p-u.)

0.412303 0.107092 0.00 0.00 Slack

0.697811 0.166482 0.20 0 .1 0 PQ
0.558186 0.126426 0.45 0.15 PQ
0.0 0.0 0.40 0.05 PQ
0.0 0.0 0.60 0.10 PQ

The above procedure is repeatedfollowing Algorithm 3.8 till the slack bus balance is
achieved.After three iterations, the convergenceis obtained and the final solution is given in
Tables3,,25and 3.26. The slack bus mismatchis

- Pa,-4 = 3's077338-05
< o'cool
lt, |
4 = 256.9665 Cost= 695.8972Rs/tr,Py - 0.0L739662
Rs/p.u.h, p.u.

Thble3.25 Final [email protected])

Ps Q8 Pd Qa P o
(p.u,) (p.u.) (p.u.) (p.u.) (p,u.) (p.u.)
0.4127
r7 0.107092 0.00 0.00 0.412752 -0.499097
o.698472 o.166482 o.20 0.10 0.498471 0.066481
0.556208 0.t26426 0.45 0.15 0.106206 -0.02357
4
0.000000 0.000000 0.40 0.05 -0.399999 -0.049999
0.000000 0.000000 0.60 0.10 -0.600000 - 0.100001

Table 3.26 Voltagemagnitudeand angle (Example 3.11)

Bus V d
(p.u.) (rad)

1.060000 0.0000000
1.071436 -0.0191460
r.069649 -0.o37t636
1.066864 -0.0466896
1.052804 -o.w06622
 t94 Power System Optimization

3.14 ECONOMIC DI$PATCH WHICH

USINGLOSSFORMULA
IS FUNCTION
OF REALANDREACTIVE
POWER
The economic dispatch problem is defined as to minimize the total operating,cost of a power
system while meeting'total real load plus real transmissionlosseswithin the generatorlimits of
real power. Mathematically,the problem is definedin Eqs. (3.135a)-(3.135c).
This method uses the fact that under normal operating conditions, the transmission
loss is quadratic in the injected bus real powers. The general form of the loss formula using
Eq. (3.132)is
NB NB
' PL= - 4e))
eiPi+ eie) +bu(e,r, (3.r42)
ZZU.
j=l
i=l
where
Rii Rii
ai= (6;- 6);6,i=
cos ,
sin(d;-d,
ffi ffi
P i +i Q i = ( P s , - P D +j ( g r , - Q ; ) (i = 1,2,...,N8)
P; and P; are real power injectionsat ith and 7th buses,respectively
: Qi Nd Q1 are reaqtivepower injectionsat ith and 7th buses,respectively
' 'P*,and
Qa Ne real and the reactivepower load demandsat the ith bus, respectively
Po and Qr, are real and the reactive power generationsat the ith bus, respectively
NB is the number of busesin the network
Zij = Ry + jXii ,(elementsof impedancematrix).

, , Using the Lagrange multiplier method, the constrained,optimization problem given ,in
Eq. (3.135) is convertedinto unconstrainedone and is given in,Eq. (3,L37).
The necessaryconditions for the optimization problem,:given by Eq. (3.137), state that the
variables( Pr,,Qr, (; = lrZ,..,NG) and 4), *"equal to
O"riuitiueswith r"rp"r, to controVdecision
: -
zero,1.9.

=Q (f=1,2,...,NG) (3.L43a)
#=#+ho[#-')
(i = l, 2, ...,NG) (3.143b)
6Qgt

NB NG

q = I P a . + P L - I P r ,= 0
AL
(3.1a3c)
i=l i=l

where incrementaltransmissionlossesare expressedas

NB
AP
= hii4. i,; r, + (bii- bi) Qil
[@;1'+ (i = 1,2, -..,NG) (31M)
d E
j*i

L .. .-.'.---_. .--l
 Economic Load Dispatch of Thermal Generati4g Units 195

NB
=; hi,Q,+
I l@u+ ai) Qi + @u- bi) Pil (3.145)
'l=l
j*i

The solution of nonlinearEqs. (3.143a-3.143c)can be obtainedusing the Newton-Raphson

method in which change in Pr,,Qr, (t = l, 2,.., NG) and 1, is obtained by expanding
Eqr. '(3.143a-3.143c) about the initial valuesusing Taylor's expansion.

AL
(i = 1,2, ...,NG) (3.146a)
dP,,

AL ( i = 1 , 2 , . . . ,N G ) ( 3 . 1 4 6 b )
dQr,

= _ - AL Q.ra6c)
dLo

Second-orderdifferential expressionsare presentedbetow which are requiredfor expressionsgiven

by Eqs. (3.146a-3.146c).In additionto F;q.(3.26a4.26d), the following expressionsare obtained

,
L, d'P,
(i = 1,2,...,NG;i = 1,2,...,NG;' * i) (3.r47
a)
Affi
From Eq. (3.143b),the following can be obtained:

dzr ^ dzP, ( i = 1 , 2 , . . . ,N G ; j = 1 , 2 , . . . ,N G ) (3.r47b)

W=/LPffi
dzt dzr dPr ( i = I , 2 , . . . ,N G ) (3.147c)
W=aer,W=q
The second-orderdifferential expressions,requiredfor Eqs. (3.26a-3.26d)and trqs. (3.147a-
3.147c) are presentedbelow. Theseare obtainedfrom Eqs. (3.14) and (3.145), respectively.

d, p, d, p, - nii + aji (3.r47d)

Q - l, 2, ..., NG; i = t, 2, ..., NG)
AP^ AP
lPrdPr, dQedQsi

d, p, d, p, (3.r47
(r = 1,2, ..,NG, j = L, 2, ..,NG) e)
dPrdQr, aQs,aPt
81

The rnonlinearequations(3.146a) to (3.l46c) are solved using the Newton-Raphsonmethod. To

solve this problem, Algorithm 3.8 can be implemented.

l* --;,
 196 Power System Optimization

EXAMPLE 3.12 Considerthe 5-bus systemof Example 3.1I and obtain the optimum schedule.

Solution Ysuselementsand ZilJ.eelementsare same as those given in Example 3.11. The

initial values and load flow solutions are also same as those of Example 3.tl and are given in
Table 3.21 and Table 3.22, respectively.The units are in p.u. system.
The loss coefficients are\tabulatedin Tables 3.27 and 3.28.

Thble 3.27 a-coeffrcientsfor real transmissionloss P2 (Example 3.12)

4lt

I 0.0112156 0.0003959 -0.0037756 -o.ffi46442 -0.w6475

2 0.0003959 0.0046074 -0.N32624 -0.0033610 -0.0012894
3 -0.0037755 -0.0032623 0.00782/+9 0.0039799 -0.w41942
4 -0.w46442 -0.0033610 0.0039799 0.0079387 -0.0029183
5 -0.0n/i6474 -0.0012894 -0.0041942 -0.0029183 0.019r583

Thble 3.28 b-coeffrcientsfor real transmissionloss P; (Example 3.12)

bt brz bR bio bis

I 0.0000000 0.0000082 -0.0n0r522 -0.00023M -0.0003389
2 - 0.0000082 0.0000000 -0.0000635 -0.0000966 -0.0000671
3 0.0001522 0.0000635 0.0000000 0.0000369 -0.0001364
4 0.0002304 0.0000966 -0.0000369 0.0000000 -0.0000678
5 0.0003389 0.0000671 0.0001364 0.0000678 0.0000000

Using the Newton-Raphsonrnethod elaboratedin Algorithm 3.8, the real and reactive power
generationsare obtained in six iterations
The Hessianmatrix elementsare obtainedas given below:
l,2,
Ht" = += ?-ar+ Z)ra;; (i = 1, 2, 3)
dPr,

,1ii=&=A'o(aii+ai) ( r = 1 , 2 , 3 j; = 1 , 2 , 3 i a n d i * j )

rr dzl
trr;1s- = lvp(bii-bi) (f = 1, 2, 3; j = l, 2, 3; k - - 4 , 5 , 6 )
ffi

i --------._* ..-l
-d
 Economic Load Dispatch of Therrnal Gencrating Units 797

lrvg
r r * = f faiz=t L } ( { o , * a i ) P i + ( b i ,i ._^ b
H , , i. ll n a
) ). - , , l . 0 ( f = 1 , 2 , 3 ; k = 7 )

rr
H * i = azt A n ( b ibi -1 ) ( r ' =1 , 2 , 3 ;j = 1 , 2 , 3 i k = 4 , 5 , 6 )
ffi=
t,
H u = f fd zi t_ \ ( a i 1 + a 1 i ) ( l = 1 , 2 , 3 ; j = I , 2 , 3 i k = 4 , 5 , 6 ; I = 4 , 5 , 6 )

NB
rr azr
H *t=ffi=Zk,*ai)Q1+@u-bi)Pi)(i=l,2,3;k:4,5,6;t=7)

, p 1 -dzr
H W = f f i azt (f=1,2,3
k=; 7)

rr p - dzr
H azt (i=1,2,3
k=; 1 tl = 4 , 5 , . . . , 7 )
m= ffi
tr azt =0.0
Hn= ^
EL",

The Jacobian matrix elements are given below:

rr =uro +b;+x,[(* (to,+ai)pi+(bi:-aul

or)
.) I
ro e=r,2,3)
fr III L\r=t
l- I ) J

l'xs . )
#-=ti = 4lI +ai)Q;+@1;-b1ltP)
(<o, | ti= r, z,r)
\.Fr )

rr NB fNs Nr \ Nc
= >Pr, *l I \ aa(4pi - 4e) I
+ee)+ b;;(QtP1
#- " p l-
i=l \i=r;=r ) i = r "r,

Seven simultaneousequationsare solved using Gausselimination method. The modified

generationswhich are uscd as initial valuesfor the next iteration are given below:

Pq = o.412342p.v., Psz=0.697811p.u., Psr = 0.558187p.u.

Qr, = 0.U17638p.u., Qn= 0.177555P.u. Qca= 0.163107p.ir;

198 Power SystemOptimizetion

The convergenceobtained in six iterations is given below:

3 5
I ar,- I Pd,:P, = 0.00000002
< 0.00001
i=l i=l

The valupsqf Ap,Py, and cost at presentobtainedscheduleare givenas

trv = 255.8830Rs/p.u.h;Cest= 695,35550Rs/h, PL.= 0.01558135

p.u.
The initial valuesfor the next iterationare givenin Table3.29.

Thble 3.29 Initial valuesfor next iterations (Example 3.12)

P8 Qs Pd Qa
(p.u.) (p.u.) (p.u.) (p.u.)
I o.426539 -0.151419 0.00 0.00 Slack
2 0.691533 -0.116962 0.20 0.10 PQ
3 0.547509 -0.062548 0.45 0.15 PQ
4 0,0 0.0 0.40 0.05 PQ
5 0.0 0.0 0.60 0.10 P8

After four _iterationsthe convergenceis obtainedto get the final solution as

- Par-4 6'437302E-06
< o'ooool
It, l=
The final solution is given in Thble 3.30. The convergenceis obtainedin each iteration and
is tabulatedin Table 3.31.

Thble 3.30 Final solution@xample 3.12)

P8 Q8 Pa Qa P o tvl 6
(p,u.) (p.u.) (p.u.) (p.u.) (p.u.) (p.u.) (p.u.) rad
'1 0.426513 - 0.150459 0.00 0.00 0.426959 -0.013799 1.06 0.00
2 0.691320 -0.tt4766 0.20 0.10 0.491319 -0.214768 1.0503470 -0.0134539
3 0.548050 -0.056980 0.45 0.15 0.098050 -0.206977 r.M23970 -0.0305688
4 0.0 0.0 0.40 0.05 -0.400000 -0.050002 r 1.04Q5910-0.0408579
5 0.0 0.0 0.60 0.10 -0.599999 -0.099999 r.0292560 -6.[667rU

Thble 3,31 Convergence

during iterations(Example3.I2)

Pr,- Po, -Pr,-4

Pl
I tn, |
4.4t75628-01 4.600578E-01 -1.830158E-02
4.2653938-0r 4.n3$6E-01 -8.M2753E-04
4.265130E-01 4.26ds87E.-0r -4.4569378-M

*-*
 Ecorromic Load Dispatch of Thermal Generating Units

lossaregivenbelow:
Theoptimumvaluesof 4, cost,andtransmission

4 = 255.g3g0Rs/p.u.h,Cost= 695.43360 Rs/h,Pt = 0.01612151

p.u.

3..I5 ECONOMIC FORACTIVEAND REACTIVE

DISPATCH
POWERBALANCE
The objective of economic dispatch problem is to minimize the total operating cost of a power
system while meeting the total real load plus real transmissionlosseswithin the generatorlimits
of real power as well as reactiveload plus reactivetransmissionlosseswithin the generatorlimits
of reactive power. Mathematically,the problem is defined as
NG :.
Minimize F ( P s )= I @ , P ? , + b i P s i + c ; )R s f t r (3.1a8a)
i=l
N G N B
subject to Z P,, (3.148b)
i=l i=l

NG NB

Zer, =I ea,+Q, i=l

(3.la8c)
i=l

P#" s Ps,< P#* (i = 1,2,...,

NG) (3.148d)

Q['" s Qs,3 QI"* (i = 1,2,...,NG) (3.1a8e)

where
ar, bi, and c; are cost coefficients
Po, is the real power load demand at the fth bus
Pr, is the real power generation(decisionvariable)
Qa, is the reactive power load demand at the ith bus
Qr, is the reactive power generation(decisionvariable)
Ps is transmissionreal power loss
Qr is transmissionreactiygpower loss
NG is the number of generationbuses
NB is the number'of busesin the network. : .

This methrod uses the fact that under normal operating conditions, the transmission loss
is quadratic in the injected bus real powers. The general form of the loss formula obtained in
Eqs. (3.132)and (3.134)is
NBNB
p2- -
I It, i1(4P,+ QiQi\+ ba(QtPi 4Q)l (3.149a)
i=l j=l

NBNB
- (3.14eb)
Qr- I It' u(4r, + QiQil+ d;i(QiPj 48)l
i=l j=l
 #
200 Power SysternOptimization

where

R,,
sii= cos(d;- dr)
ffi
R,,
bii=ffisin(d;-,t,
X
=N,ffi cos(4-6,
X' i i
d
) ri=ffi
s- : i n. / c( d ; - 6 ,
Pi + iQi= (Ps,- Pa) * j(Qs, - Qa) (i = I ,2, ..., NB)
P; and Pi are ttre real power injections at the ith and 7th buses,respectively
Q; and Q1 are the reactive power injections at the ith and 7th buses,respectively
Zi = Rij + jXil @lementsof impedancematrix).
Using the Lagrange multiplier method, the constrainedoptimization problem given by
Eq. (3.148) is convertedinto an unconstrainedone.

Lr) = F(ps,)
L(ps,,er,, +A, p4, L $ p ] *,ta
+ ' p-- -i
[i t'X ea+er \,'=, A'r')' \i=r i=l
n*I (3.1s0)
)
where 4 it the Lagrangianmultiplier.
Necessaryconditions for optimization problem statedby Eq. (3.150) are
_
a L = a F *, ,Lo ' ) * , d Q r-_ n
, ( r r r _-r)*
q Aoq 0 (i = 1'2'"'' NG) (3.151a)
aP& ttr*

aL = n, (' El dP)r*'^,l .u, t( a g , . ) A

q t4-')=o ( r =r ' 2 ' " ' ' N G ) (3.1s
lb)

Nts NG
AL
= Pa+PL-I =o (3.151c)
4 I "''
-\r NB NG

q =E Qa+Qr-Znr,--o (3.ls ld)

wherethe incrementaltransrnission
loss expressioniare expressed
hereas
NG
dP,
=Za;iP;+ t i = 1 ,2 , . . . , N G ) (3.r52a)
dr. Zlf"u*aii)Pi+(bi,-bilQi]
j*i

NG

q
,dP, = 2aiiQ;
+ * ai)Qi+@u-bi)Pj] t; = t, z, ...,NG) (3.tszb)
Zrr,
j+i

-
 EconomicLoad Dispatchof ThennalGeneratiryS
_Utt!!!

NG
=2ciiPi* - (3.152c)
l@u + c i) Pi + (d ii di)Q il
W .i=l
j*i

NG
dQr
dQr,
- 2ci1Qi+
I
j--l
-
[(",i + ci)Qi + @u d i)P;]
(i = 1,2,...N
, G) (3.152d)

j*i

The solutionof nonlinearEqs.(3.15la) to (3.15ld) can be obtainedusing the Newton-Raphson

methodin which changein variables,P--,Qr,(i = 1,2,.., NG), A, and ho areobtainedby expand-
ing Eqs. (3.15la) to (3.15ld) aboutthe initial valuesof the variablesusing Taylor'sexpansion.In
the matrix form the above equationscan be rewritten as

Y,,,, Y ,re, Y ,r^, Y ,r^o LPr

v nrr, Ynrn, Ynr^o v nr^o tes
(3.1s3)
v\^o v\r^, v^o^, Y^r^o LL,
vT,^'nv6r^o Y^o^, Y^o^o Lhn

Elementsof Hessianmatrix derivedfrom Eqs.(3.151a)to (3.l5ld) are as discussedin previous

section.Equation (3.153) can be solved on the basisof the detailedAlgorithm 3.8.

EXAMPLB 3.13 Considera 5-bus systemof Example 3.ll and obtain the optimum schedule.

Solution Ireuselements and Z,u'5elementsare sameas those of Example 3.11. The initial
'values
and load flow solutions will also come out same as in Example 3.11 and are given
in Table 3.2I and,Table 3.22, respectively.The loss coefficients a;i and b;i are tabulatedin
Tables 3.27 and 3.28. (see Exarnple 3.I2). The loss coefficientscy and dii are tabulatedbelow in
Tables3.32 and 3.33

gri= (d;- 6,
ffilcos
X,,
dii= sin(d,- 6r) (i = 1,2,...,5;i = 1,2,...,5)
ffi
Table 3.32 c-coefficientsfor reactivetransmissionloss Q1 @xample 3.13)

Ct Cp C6 C6

I - 1.501021 - 1.517614 -r.532397 -l.53818r - 1.555997

2 - 1.517614 -t.490116 - 1.516583 -r.520337 -r.532566
3 -r.532397 - 1.516583 -1.487124 -r.502384 -t.545794
4 - r.53818r -r.520337 -r.502384 -t.49M12 - r.546260
5 -r.555997 - r.532566 -t.545794 -r.546260 - r.50r063

I
L
tr
'202 Power System Optimization

loss Q1 (Example3.13)
Table 3.33 d-coefficientsfor reactivetransmission

dil diz dts d;a d6

I 0.0000000 -0.03rffi97 -0.0617913 -o.u|62953 -0.1134805

2 0.0316098 0.0000000 -0.0295405 -0.@36986 -0.o797294
3 0.0617913 0.0295405 0.0000000 -0.0139109 -0.0502571
4 0.0762953 0.0436986 0.0139109 0.0000000 -0.0359M3
5 0.r r34805 0.0797294 0.0502571 0.0359M3 0.0000000

The Hessianmatrix elementsare computed using equationsas given below:

Hrr= - 2ai + ZAna;i

+ 2).oci; (i=1,2,3)
" * aP;,

gri = dzt = (i=1,2,3; j=L,2,3; and i+j)

Lo@i1+ ai) + )'o@i1+ cii)
aPsiaPs
j

t, =
H* azr - du)
= )r(b1'- b') + Lo(d1i ( f= 1 , 2 , 3 ; j = I , 2 , 3 ; k=4,5,6)
ffi

Hn=
azr -1.0; ( i = 1 ,2 , , 3 )
)Pi+
aPsiaLP

dzr Pi+( ( i = 1 ,2 , 3 )
.Hn=
aPsia)"q

, azt = 1 /, - b1)
,- + ).n(ds- d1i)
H *3i = Tm Lo(b6 (i- 1,2,3; j = I,2,3)

Hi*3,j*3 =
azr = 4@U + a1) + I'oGi1+c;) ( i = 1 , 2 , 3 ; j = I,2, 3)
dQrdQs

azr = NB - (f= 1,2,3)

Hi*3,7 =
p Z
aQs.u" @u* air)Q1+ @u u1)ri)
j=l

NB
a2r = ( i = I,2,3)
Hi*3,8 = ( t " u* c i ) Q i + @ u - d j ) P j )
aesM,q Ij=l

Hlt =
dzr a2t 3)
aPsiahp

H7,i+3 =
d2t ( l = 1 ,2 , 3 )
aQs.M"
e

.*rd
 Economic Inail Dispatch of Thermnl Generating Units 203

onofi=ffi (i=r'2'3)
Hsi= -Plt dzt

-H
- o'ttJ
E , i * 3#=-
azL dzr (i= 1,2,3)
u, qaQs aQ\.a;,q

Hn= *= F/s=
--oo s *- = H 'u
tB=-# = Ht.=
dto dL'n dlv pdLq

The computedJacobianmatrix elementsare given below:

aL -- ^?n;pr, l-frr-B
lfltr ) I
+ b,+^"l[](tou + a1) p1+ (bii- bil O)l- t.o
q I
) J
I
+ LofX(tr,* c1)p1+ (d1i - dij)o)
| ,, = r,2,3)
L.Ft J
:
I
dt = LLE({"u*ai)Q1
^[mn
+@u-bi,'t,).1 r . f, , \r
ft
[(rn .'\ I
) i + @ ,-i d i , pl ; ) - t o
+ L o l| ( t ' u * c 1 e = r , 2 ,3 )
I | |,t
L\r=r ) J

-x
ioi)l
A1
u "
P
z-r
i=l \;=t j=l ) ",,
i=l

1r NB / r'rg NB ) NG
ctL -- s ea +l c;1e;pi+erei+dii(eipi-pieill-ZO*
'
dhn > > u\ri'.r wiYi
# \i=r j=t ) i=l

The modifiedgenerations
which are usedas initial valuesfor the next iteration'are given below:
Pr,= 0.4265079p.u., Pr, = 0.6916468 p.u.
P.u., Prr= 0.5479347
Qr, = -0.005769
p.u., Qrr= 0.22L1785p.u., Qrr= 0.2322112
p.u.
The convergence in six interations,
obtainedduringNewton-Raphson is givenbelow:
3 5 -

L,,,
i=I i=l
= -{.00000019< 0.00001

The values of Lp, Lq, Py and Qp for the obtained schedule are given as

L, = 255.9044,L, = 0.34058850
Pr= 0.01608950p.u., Qr = 0.04761850
p.u.
 Power System Optimization

In two iterations, the ovbrall convergencevalue obtained is 4.0252518-03. The final solution
achievedis given in Tables3.34 and 3.35.

Table3.34 Final solution(Example3.13)

Bus P8
(p.u.)
Qt
(p.u.)
Pd
(p.u.)
Qa
(p.u.)
P o
(p.u.) (p.u.)
0.426485 -0.006340 0.00 0.00 0.430511 -0.66V293
0.691690 0.220934 0.20 0.10 0.491695 0.120932
0.547717 0.232224 0.45 0.15 0.097717 0.082224
0.0 0.0 0.40 0.05 - 0.400000 -0.049996
0.0 0.0 0.60 0.10 -0.600002 - 0.I 00001

Thble 3.35 Voltagemagnitudeand angle (Example 3.13)

Bus I V I (p.u.) 6 (rad)

I 1.060000 0.0000000
2 r.077662 4.0216892
3 1.080308 -0.0411964
4 1.076726 4.05m282
5 t.060467 4.0729917

b PL - 0.01589258
= 255.8771,Lq = 0.3357378, p.u., er - 0.046g0209
p.u.,
Cost = 695.4353 Rs/h

3.16 EVALUATION
OF INCREMENTAL
TRANSMISSION
LOSS
The transmission loss can be expressedin terms of B-coefficients. Hence penalty factors or
incrementallossescan be evaluatedin terrnsof B-coefficients.The transmissionlossescan also be
expressedin terms of power flow equations.The transmissionloss in terms of power injection at
various buses is
NB NG NB
P r =I e (3.154)
i=l i=l i=l
where
Pr, is the power generatedat the ith unit
Po, is the bus power demandat the ith bus
& is the bus power at the ith bus
NB is the total number of busesin the power system network
NG is the number of generatingbusessuppryingreal power.
The incrementaltransmissionloss for the ith generatingunit is

( i = 1 , 2 , . . . ,N G )

-.{
 Economic Load Dispatch of Thermal Generating Units

The real and reactive power injection p; and ei tre

NB
Pi = I t v,llvi llcu cos(d,- di) + Busin(d,- 6j)l (3.15s)
j=l

NB
Qi= I I V,llVillcusin(d;- 6j) - Bucos
(d,- dj)l (3.1s6)
j=l

where
Y,j = Gu + jB,i are the elementsof the bus admittancematrix
I Vi I is the voltage magnitude at ttre rth bus.
4 is the voltage angle at the ith bus.
For slack or referencebus, angle is zero or fixed one in some cases.
SubstitutingEq. (3.155) into Eq. (3.154),
NB NB
PL- I I lq ll vj llcucos(6,- di) + Bijsin(6,- 6j)l
i=l j=L

On rearrangement,
NB NB NB
Pr= I I v , l 'G , , +) I t V l l v i l f c u c o(sd ,- 6 i )+ B , i s i n (-d 6; j ) ] (3.157)
i=r i=l j=l

Equations(3.155) and (3.L57) show that the distribution of 4 and P, dependon rhe bus voltage
magnitude and angle.

=$ laP,,.dp,. aei, Dp,I

dPr=
til hltf "fr*;5;"6) (31s8)
dPr _ $ | ar, ,.dp, , dQi _dprl
tiv;= hlm"fr*q t4l"q) (3'15e)
Equations(3.158) and (3.159)can be written in matrix form as

(3.160)

or

(3.161)
 -
^ l
!

206 Power System Optimization i

(3'157):
Expressionsfor the elemenrsof the precedingmatrix can be obtainedfrom Eq-

NB
dPt (3.162a)
E6t
.l=l
j+i

NB

ly, l Gii+ )
-6r)]
[ Z lV j I G Uc o s ( d ; ( i = M B + 1 ,M B * 2 , - - . , N B ) ( 3 . 1 6 2 b )
j=l
j*i

where MB is the voltage.controlledbus.

From Eq. (3.155),we can obtain

= cos(4 - 6j)l
(d,- dr)+ -Bu (3.r62c)
d d , $ v,llvj ll-Gusin
33
#j+i '
- l v i ll v i l [ c u s i(nd -; 6 j) - Bu cos(6, - tj)]
# (3.r62d)
, B ; i = 2 , 3 , " ' ,N B ; i + i )
( i - 2 , 3 , . . .N
NB
- z l v ; l G i iI+ t vi llcti cos(d,- 6i)- Busin(6,- 6i )]
# j:l
j*i
(i = MB + 1; MB + 2, ...,NB) (3.r62e)

#- r - lvil lcu cos(6, - 6j) + Biisin(6;- 6j)]

dt tf

r'
( i = M B + 1 , . . - , N B/;= M B + 1 , . . ' , N B ; i * i ) (3.r62t)

From Eq. (3.155),we can obtain

= y. v, vj (6;- 6j)l
(d;- 6;) * Biisin (i = 2, 3, ',NB) (3.162e)
d 6 ' A ' I ll llcucos
P
j*i

= lvillviII-G,icos
(6;- 6 j ) - B u s i n ( 6-;d j ) ]
#
(i -- 2, 3,-.-,NB; i = 2, 3,-..,NB; i * i) (3.r62h)
NB
- 2l v , l n , I, +tvj llcu sin(6,- 6i)- Bucos(6,- dr)l;
#J- j:l
j+i
(i = MB + l, MB * 2,...,NB) (3.1621)

| 4 I [cu sin(6i - d;) - Bucos(di - 6i)l;

(f = MB * 1,..,NB; i*j) (3.r62i)

.^.{
 Economic Inad Dispatch of Thermal Generating Units

The (2NB + MB - 1) simultaneous equationsrepresented by Eq.(3.160) or Eq. (3.161)can be

solved using the Gausselimination method or GaussJordon method or matrix inversemethod.
An intrinsic characteristicof any practicalelecfric power system operatingin steaCystateis
strong'inter-reliancebetweenreal power and bus voltage anglesand betweenreactive powers and
voltage magnitudes.Equation (3.158) can be simplified if it is consideredthat for the given
voltage,real power, Pi dependson the bus voltage angles.'Then the new expressionappearsas

(3.163)

Equation(3.163) can be written in matrix form as

=[#]
t#lt#l (3.164)

The elementsfor the abovematrix are alreadyexpressedin Eqs. (3.162a),(3.I62c), and (3.162d).
The (NB - 1) simultaneousequationscan be solved by any suitable numerical technique,viz.
Gausselimination,GaussJordon,etc.

3.16.1 AlternativeMethodto EvaluateIncrementalLoss

Further, from the Newton-Raphsonpower flow algorithm the real and reactive bus power
mismatchescan be written as

(3.165)

The slack bus (referencebus) real power mismatchis

' " -1= l #

-gill fnat (3.166)
L EiiTlLo'u'l
where
d=[4, 4, ...,4n]'
IV| - [ Vr'rn*r[, I Vlas+2t....t
IyNB |]r

FromEqs.(3.165)and(3.166),

(3.167)

(3.168a)

IL
 Power System Optimization

The elementsof Jacobianmatricesare givenby Eqs. te.r6zq-(3. r6zi)1.

Equation(3.168a)can be rewrittenas

- l:]' f*l
APr (3.l68b)
LpI Lnol
where

lal
I l =
Lp)
and
A = La2,d3, ..., Gr.rg]r
F = [F*s+b Fus*Z,..., fin"]t
Eq. (3.168b)can be rewrittenas
NB NB
APr- (3.16e)
\a,Lp,+ \F,tO,
i=2 i=MB+l
From Eq. (3. 154),

L,P2=AP1
+ X oO (3.170)
i=2
To get the changein total transmission
loss,substitureEq. (3.169)into Eq. (3.170)
NB NB
Lpy-Ift*d)A4+ (3.171)
i=2
\F,tO,
i=MB+l
The incrementaltransmissionloss is definedas
the changein transmissionloss due to a changein
generationi, keeping all other generatorsconstant,
i.e.
dP,
= dP, = 1 + d i (i -2,'.., NG)
;4 (3.r72a)
{
For slackbus
dP, dP,
=o'o (3.r72b)
tro=;4

3.17 ECONOIVIICDISPATCHBASED ON PENALTY

FAGTORS
The problem of optimal allocationof generation
to various plants utilizes a set of penalized
incrementalcost functionsfor generatingunits
as describedby Eq.(3.16), i.e.

(3.r73)

. --. . ...-..c
 Economic Load Dispatch of Thermal Generating units 209

Penalty.factor is rermedby Eq. (3.20) as

( 3 . 147)

From this equation,

(3.r74a)
or
dPt_ _ r _ l
q-t-T Q.r74b)
Incrementaloperatingcost is defined by Eq. (3.19),

AF = Z a ; P r , +
q 'bi

Substitutingthe above equationinto Eq. (3.173),

( f,,,\
z a i P r ,b+i - L l t - # | f3 . r 7 s )
( dPr,
)
From Eqs. (3.174a)and (3.175),

?n,;Po,
6i
* bi= +
Li
or
'\
h ( l' ,
' s ' = [ e - o ' ) -rlo- , (r= I ,2, ...,NG) (3.176a)
or

P-si
-= -- -L (i = 1,2, "', NG) (3.176b)
?-,L,- ?4
The total transmissionloss is expressedas a function of initial power loss Pf and,the changein
total transmissionloss A,Pp,i.e.

Pr= Pf + A'P-
Since power changesin load busesare zero

Pr=Pf+ y, + te - rr?) (3.177)

dPr,\-8i
fr
SubstitutingEqs. (3.174b)and (3.176b)in Eq. (3.177),

P7--Pf y
L/+ rt- +) l^+ - L- P-el
^
\. L,)Lh, L, 2o, t'J
fr

L - j
210 Power SysqemOptimization

pL-pr*}^W (3
17E)
+G+.";)]
#) }l(++p,e)
The power balance equation is

NG NB

I "r, = Pr*Z ,0, (3.r7e)

i=l i=l

NG NB
When Pt= 0, then Z,r, = Z Po, (3.t79a)
j=l i=l

SubstitutingEq. (3.178)and Eq. (3.176a)into Eq, (3.179),

yl:r +l=xpa+pf
*},ffi hl }l(+*p:)
fr LZa,L," +(+.4)]
On simplification and cancelling the equal terms,

NG ^ l-NB NG NG - / t \
P a i - r "+' ?P : . I+ l * * r ! , )
Zm=L:
ConsideringEq. (3.L79a),

p!*;+w.",:)
)"- (3.180)

To obtain the final schedulethe detailed algorithm is outlined below:

Algorithm 3.9: Economic Dispatch Based on Penalty Factors

l. Readdata ei, bi, and c; (i = 1, 2,...,NG), load on eachbus, line data for the power system
network.
2. Obtain Ysus using the l-bus algorithm.
3. Calculateinitial valuesof PsiQ= L, 2,...,NG) and h by assumingthat Pr = 0. Then the
problem can be statedby Eqs. (3.2a) and (3.2b) and the solution can be obtaineddirectly
using the equationsalreadystatedas Eq. (3.10) and Eq. (3.9).
4. The total reactive power demandis distributedto various generatorsin such a mannerthat
the power factor at all the generatorbusesremainsthe same.
MB+l /NB
Qr,= Pr,x Z eo,12 ,0, (f = 1, 2, ..., NB (in caseof pe buses))
i=l I tt
 Economic Load Dispatch of Thermal Generating Units 2ll

5. Calculate Pi= P*- Po, (l = I ,2, ...,NB)

Qi = Qs, - Qa, (i = 1, 2, ..., NB)

taking Pr, = 0, Qr, = 0 for non-generatingbuses.

6. Perform load flow to obtain the real and reactivepowers, P;, Q; and voltage magnitudeand
anglesI Vil, 4 eachbus.
7, Calculatea{i ="t 2,.., NG) from Eq. (3.168)and then calculateLiQ = 1,2,..., NG) from
Eq. (3.r74a).
8. CalculateX,from Eq. (3.180)and Pr,(i= 1,2,..., NG) from Eq. (3.176a).
9. Calculatethe total cost.
10. Stop.
Generatorlimits can be implementedby fixing the generationto the maximum or minimum limit
as per requirement and then such generatoisare not allowed to participate in generation
scheduling.

EXAMPLE 3.14 Considerthe 4-bus systemof Figure3.18. The seriesimpedanceof eachline is

given in Thble 3.36. The system has three generatorsThe operatingcost characteristicsof three
generatorsare given below:

Ft= 50P?t+ 35| Pr,+ 44.4 Rsfti

F2- 50PA+ 389Pr, * 40.6 Rs/h

F r - 60PA+ 340Pr, * 40.0 Rs/h

Given the numberof busesNB as 4, the number of lines NL as 4, and the number of voltage-
conffolledbusesMB as 2, find the economicgenerationschedule.

0.08+70.20

c!
o
+
.+
a
o
0.M+70.14

Figure 3.18 Powernetworksystem.

212 Power System Optimization

Thble3.36 Line data,(Example

3.14)
Line no. From bus To bus Zsen(p.u)
1 I 2 0.08+ j0.20
2 1 4 0.05+ j0.10
3 2 3 0.Ot+ 10.12
4 3 4 0.04+ j0.14

Solution l/su5 is given below

5.724138 -1.724138 0.0 - 4.0

- jr2.3r034 +j4.310345 +i0.0 +j8.0
-1.724138 4.224138 -2.5 0.0
+j 4.310345- jrr.810340 +j7.5 +j0.0
Ygus=
0.0 -2.5 4.386792 -r.886792
+j0.0 +j7.5 - j14.r037;r0 +j6.603774
- 4.0 0.0 -r.886792 5.886792
+j8.0 +j0.0 +j6.603774 - jr4.603770

Initial values are obtainedand tabulatedin Thble 3.37.

L- 608.2354
[*Pa+**,)/*
P r ,= ( L - b i l ( 2 x a ) (l= I,2,3)

p.u.; Pr, -- 0.235295p.u.

Pr, = 2'572354 p.u.; Prr= 2"192353

Thble 3.37 Initial values(Example 3.14)

Bus P8 Pa Qa Typt
(p.u.) (p.u.) (p.u.)
1 2.572354 1.85 Slack
2 2.192353 1.45 PV
3 2.235295 2.10 PV
4 0.0 1.60 0.80 PQ

Load flow is performedusing the decoupledload flow method.The convergenceis obtained

in four iterations(see Tables 3.38 and 3.39).Bus 1 is taken as the slack bus, buses2 and 3 are
taken as PV busesand bus 4 as PQ bus

Pt = 1.079061E-01
p.u.
 Economic Load Dispatch of Thermal Generating Units 213

Tbble 3.38 Load flow solution (Example 3.14)

Ps
(p.u.)
Pd
(p.u.)
Qa
(p.u.)
P o
(p.u.) (p.u.)
I 2.572354 1.85 0.8302581 0.2982M9
2 2.192353 r.45 0.7423536 -0.3050831
3 2.235295 2.r0 0.1352946 1.0886370
4 0.0 1.60 0.80 -1.60 -0.7999994

Table 3.39 Voltagemagnitudeand angle (Example 3.14)

lvl d
(p.u.) (raO
I t.02 0.0
2 1.04 0.03898002
3 1.06 -0.03029456
4 0.94239460 -0.w235717

The expressionsof Eq. (3.161) are representedin matrix form as

-8.0574 0.0
14.75836 - 6.467n62
-6.7ffi96r 13.76972
- 1.56199 3.849879 I

whereat = dPtldPi (i = 2, 3, 4), Fo= aprlae4

Using the Gausselirninationmethod,the abovematrix,is triangularizedas

150 -8.0574 0.0

9.559563 -6.467162
0.0 9.236439
0.0 0.0

Back substitution gives

dP, = . ap, =
o'o (slack,bus),
OP,
0.089306, = 0.079922
E E ?Pg
FromEq.(3.174a),
we get

L,=rrl@ -,0,k-"lF h-'rl@ H) =1086865

#) W)=,0e8064,

L--,_:.
214 . Power System Qptimization

FromEq. (3.180),new incremental as

costis'cOmputed

)"= = 646.711900
+ l
k h,4
From Eq. (3.176a),generationsare computedas

Pr, = 2.957119
p.u.

-P9 2 = 1.999563
p.u.

'
-P8 3 = ( n - k, ) r Lrzszro
p.u.
tu )tr=
The overall computed cost is
F - 3571.481'
Rs/h

3.18 OPTIMAL POWER FLOW SASED ON NEWTONMETHOD

The rptimal power flow is a power flow problpm in whicH cgrtain controllable variablesare
'active power generationor the
adjustecito minimize'an objective function such as t[re cost/of
losses,while' satisfying physical.and operatinglimits on various controls, dependentvariablesand
function of variables. The types of controls that an optimal power flow must be able to
accommodateare active and reactive power injections, generatorvoltages, transformertap ratios
and phase-shiftangles.In other words, the optimal power problem seeksto find an optimal profile
of active and reactive power,generations;"^along with voltage magnitudesin such a manner as to
minimize the total operating costs of a thermal electric powet' system, while satisfying network
security constraints.For example:
Minimize,,operatingcost of thermal stations

F'= > 4 = I + bi Psi+c;) Rsftr

@,P?, (3.181a)
i=l i=l

subject to (a) active power balance in the network

Pi(V,A- Pr,*P4,=0 ( f = 1, 2 , . . . ,N B ) (3.181b)

(b) reactive power balancein ttre network

Q i ( V , A - Q e , + Q d= 0 ( i = N V + 1 ' N I V* 2 , ' , ' N B ) (3.181c)

(c) Security-relatedconstraintscalled soft constraints.
: limits on real power genenations

P#" 3 P, < PrT"* Q= L,2,...,NG) (3.181d)

 Econonic l-oad Dispatch of Tlrcrnul Generating Urtits 215

- limits on voltage magnitudes

YminsU <ymax (f = NV + NV + 2, ...,NB) (3.l8 1e)

- limits on voltage angles

a 6, . 6;nu*
d,lntn (i = 2,3,..., NB) (3.l8lf)
(d) Functional constraint which is a function of control variables.
- limits on reactive power

Ot sQs,sOY (r= l, Z,...,NG) ( 3 .1 8 1 e )

- limits on active power flow of line and reactive power flow of line can be
applied.
Real power flow equationsare

4(vd) = t,i l l j ( G i i c o s ( 4- 6 j ) + B i i s i n ( d , - d , ) ) (3.l8lh)

i:l

Reactive power flow equations are

NB
Qi(v,d) = v,Z vj(Gijsin(d,- Aj)- Br cos(4 - dj)) (3.l8li)
j=l
I
hvhere
i NG is the numberof generatorbuses.
NB is the number of buses
NV is the number of voltage controlled buses
Pi is the active power injection into bus i
Qt is the reactive power injection into bus i
Pa,is the active load on bus f
Qa,is the reactive load on bus I
Pr, is the active generation on bus i
Or, is the reactive generation on bus i
Vi is the magnitude of voltage at bus i
4 is the voltage phase angle at bus i
Yij = G,i + jBii @re the elementsof admittancematrix).
The constraint minimization probleq can be transformed into an unconstrainedone by
lugmenting the load flow constraints into the objective function. The additional variables
me known as Lagrange multiplier functions or incremental cost functions in power system
lerminology.The cost function becomes:

; N B N B
L(Ps,v,A = F(Ps)+I )'r, lPi(y,d)- Pr,+ Po)+ Z ^0,[Qi(vd)- er +ed,l (3.182)
i=l i=NV+l
r
F 216 Power System Optimization

The optimizationproblem is solved, if .the following equationsof optimality are satisfied.

(i = I ,2, i..,NG) (3.183a)

# =Xl^,,#]*,=H.,I^,,H]
(i=2,3,
NB) (3.183b)

# =X[^,,#]*,=H.,#l
L^,,
(r=NV
+,,NV
i 2,,NB)(3.183c,[
- Pt(%O - pr, po, (r= 1,2,...,N8)
! (3.183d)
#
=Qi(V,D-Qs,+Qa ( f= N V + l , N V * 2 , * . , N 8 )
T .li
(3.183e)
Any small variation in control variablesabout their initial values is
obtainedby formingthe
total

#ft;av,+Idha,pi
,=H.,
+ y, ;a,*- s'vq'
LL-=-- L (l=1,2,...,NG) (3.184a)
drrM"n dPr,
7=fi*r

X#b '.r,.X#,#46,
+,=H.,
#; ^vi+I ^hpi
"h
*,=$.,#;qLho, (3.184b)

$ dzt NB
) s dzt
aviaPsj LL,
fr j=2 aviaLej

+ $ --a'r
LLo' =-- dt (i = NV + 1, NV * 2,..,NB)
.,=fi*rav1i- dvt (3.184c)

$ a ' r &w.Z
n * u
fi dtr,a\
NB ^"
-r=fr*,
+ ! d'L ^^ dr (i = l, 2, ...,NB) (3.184d)
Walni= dL,,
 Economic Load Dispatch of rhermal Generating units 217

NG

T
j=l

*r=H., =-# (,=NV+r,NV* 2,.-.,rvB) (3.184e)

diqMr,
Menow differentiate Eqs.(3.183a-3.183e) with respectto confrolvariables,i.e. Pr,,6,, V,, Lr,
urd hr.. Second-orderpartialderivativesrequiredfor Eq. (3.183a)are obtainedby differentiating
iq. (3.183a)with respect-tocontrolvariables.

a z t - Zna t
(f = 1,2,..,NG) (3.185a)
q

azt = tnt ( r = 1 , 2 ,. . . , N G ;i = 1 , 2 ,. . . , N G ;i * i ) (3.18sb)

Ep;
dzr = azr A
=o (i=l'2'"" NG;i=2' "''NB) (3.185c)
@Fq ffi
dzt = 4a =4' !;==o u ( i = r , 2 , . . . , N G/ =; N V + 1,NV * 2; ...,NB) (3.185d)
w
dzt dzr 1 (i=1'2'"''NG) (3.185e)
ffi=W=-l
azr azr -o
,rdL = aL (r= 1'2'""'NG;
i = L'2'"" NB;i"i) (3.18s0
ffi o, ffiP.aPl.
dzt dzr ( i = 1 ' 2NG;
' " ",t = NV + 1,NV * 2, ...,NB) (3.1859)
' W=ffi=o
iecond-order partial derivatives required for Eq. (3.183b) are obtainedby differentiating
iq. (3.183b) with respectto control variables.

(3.l86a)

dzr
ad,ayk
(3.186b)
azr dPi
(3.186c)
e5;
zlE OPtimization
Power SYstem
t

(3.186d)
...,NB; j = NV + 1, NV + 2, .-.,NB)

obtained by differentiating
Second-order partial derivatives required iot Eq- (3-183c) are
Eq.(3.183c) with respectto control variables,i'e'

azr =$f, 1 NBl-

dzp,
i:%l
il^,'Eifl*,R., l^"Dv,aanJ
aqade
(3.187a)
( f = N V + 1 ,N V + 2 , " ' , N B ; k = 2 ' 3 ' " " N B )
1 NBl-
dzp,
azr =$f, *,R., :gl
aviavk
fil^,,;itrhj l^" Ftr[] (3.r 87b)
(i=NV+1,NV*2,.",NB;1s=NV+1'NV+Z""'NB)
t
a'2 -= DPi =
^ ' \ v+ 1,NV + z, .-.,N8; ,l l, 2, .",N8)
\1;&=-NV
(3.187c)
W ay,

&=v(l=NV+1,NV*2,...,NB;/=NV+1,NV*2,...,NB)(3.18
by differentiating;
Second-order partial derivatives required for Eq. (3.183d) are obtained
Eq. (3.1S3d) with respectto control variables,i'e'

( i = 1 ,2 , . . . ,N B ; i = 2 , 3 , . ' . ,N B ) (3.188a,)

( i = 1 , 2 ,- . . , N B ; / = N V + l , N V + 2 ' " ' ' N B ) (3.188b)

azn = 0 ( i = 1 ,2 , . . . ,N B ; j = t , 2 , . . . ,N B ) (3.188c)
7Lo,r^o,

* 2, "', NB) (3.188d)

Second-order partial derivatives reqr-niredfor Eq' (3.183e)are obtainedbY differentiating

Eq. (3.183e) with respectto control variables,i'e'

(f = NV + 1,NV * 2'--,NB; i = 2,3, .'.,NB) (3.189a,)

, B ; / = N V + 1 ,N V * 2 ' " ' ' N B )

( i = N V + 1 ,N V * 2 , - -N (3.18etD

a2L =0 (i = NV + I, NV * 2, ...,NB; ,J = 1, 2, .-.,NB) (3.189c)

a/-q.ah
P.
 units 219
Ecorwmic Load. Dispatch of,Thermal Generating

. , : l

azt I N 1, Nn/ + 2,,...,N8) (3.189d)

- n (/; l-=rrr\/
NV -r-+ 1 ,V+ .2-...
NV * ZIr' " ' , N B ;
,i=,NV* : r. '.,,r '
ffi=o : ' :
derivativetermshaving
second-partial
(3.tg4a)to (3.1g4e)canbe rewrittenconsidering
Equations
zerovaluesas definedby Eqs. (3'185-3'189)'
(3.190a)

NB
+' L\ it
AL
d6t
,t=NV+l
(3.1e0b)
NB
AL
+ t
'
'Lrl dvi
./=NV+l
(3.190c)

AL ( r = 1 , 2 , . . . ,N B ) ( 3 . 1 9 0 d )
dL,,

z#A6,+,=H-,ffi^vj=#;(i=NV+1,NV*2,...,NB)(3
3.18.1 Limits on Variables
Kuhn-Tuckerconditions
inequality constraints are assumedto be
The Kuhn-Tucker approach can be adopted and thus'
t: its lower or upper limit
inactive during the,initial solution.process.Any variable gun^9r,1red.
-trre can be deactlvatedso
values. Then, partial derivative terms with Tqpect to^the fixld variables
of rest of variables' A variable should be
that these terms do not participate in the evaluution
correctionof all other variables'
moved to its relevant limit in coordinationwith the simultaneous'

t,9td'+ At; )'x,Fu '

* Lxi <x;t* (3.191a)

",9t0

necessaryconditions for minimization of L

In accordancewith the Kuhn-Tucker theorem, the
under constraints are
=0 if t,lt"n .1 xi {tt*"*

if x; = x,ltin
(3.191b)
<0

>0 if xi=xl*
 Power System Optimization

Penaltyfunction method
Penalty functions ideally fulfit the requirementsfor inequality constraintsenforcement.
The
penalty function is describedbelow which is quadratic.

f r R r t
1-t \-r J.
-t) (3.r92a)
where
* " ' =I | &
yi is the target value
y; is the current value
S; is the weighting facror.
The weighting factor is automaticallycontrolled to give the appropriateamount of hardness
of enforcement.The first and secondderivativesof a; ari:

s '( y i - y i ) (3.rezb)
#=
(3.r92c)
The proper value of S, is automaticallycontrolled.For the larger values
of ^t, the target limit acts
as the rigid4rard limit and for small value of .Si,the target limit acts as
the soft limit.
The detailed algorithm for optimal load flow is outlined below.
,
Algorithm 3.10: optimal power FIow Based on Newton Method
1' Read dataai, bi, andc; (i = 1,2,..", NG), Ioad on eachbus,
line data for the power system
network.
2. Obtain Irsususing the I-bus algorithm.
3' Calculatethe initial valuesof Pr,(i = 1,2,...;NG) and2,by assuming
-(3.2a) that pt=g. Then the
problem can be statedby Eqs. and,(3.2b) and the solution can be obtaineddirectly
usingEg.(3.10)andEq. (3.9).Initializeall Io,= A, = 1,2,...,
1i NB), 2q- = 0 (j = NV + l,
N V + 2 , . . . ,N B ) , V r = | p . u . ( t= 2 , 3 , . . . , N B ) a n d d ; = 0 ( j = 2 , 3 , . . . ,
NB).
4' Calculatethe Jacobianand Hessianmatrix elements
from Eqs.(3.1g3)to (3.1g9)

AL
LPg
a"'
dt
Ad e-
AL
LHI aAe
AV
q
AL
Llq fr
dt
dLu
The Gausseliminationmethodis usedto find LP*
A6,A4, AV, andLLn.
 Economic Load Dispatch of rhermal Generating (Jnits ?:21
5. Chpck convergence

fg NB NB NB r*
lI (^4,)2 +l{uo1:t+ I ( A v , ) 2\+t t t , r f l ( s
+f rm,)z FI

l_ i=l i=2 j=l i=lW+l i=NV+l J

and optimality conditions.If conditionis not satisfiedthen GOTO Step6 else GCIIO Step g.
6. Modify the variables,
Pr,= Pr,* Mr, (r = I , 2, ...,NG)
4= 4+ A6; ( t = 2 , 3 , . .N
. .B
, )
L o , = L o ,* L L , , , ( i = 1 , 2 , . . . ,N B )
Vi= Vt+ LV; (i = NV + 1, NV * 2, ...,NB)
L n , = L n ,* M r , (i = NV + l, NV *2,..., NB)

7. Check the limits, if any limit of a variableis violated,then imposeor removepower florv
equationor a penalty for inequality.Add or remove derivativesfor penalty or equation
changeand GOTO Step 4 to updatethe solutlon.
8. Calculatethe total cost.
9. Stop.

EXAMPLE 3.15 Considerthe 3-bussystemof Figure 3.19. The seriesimpedanceof eachline is

givenin Table 3.40. The systemhas threegenerators. Find the economicgenerationschedule.The
operatingcost characteristicof two generatorsare given below:

Ft = 50P:, + 351Pr,+ 44.4 Rs/h

Fz - 50 P;, + 389Pr, * 40.6 Rs/tr

0:02+70.08

o.o2+jo91

Figure 3.19 Power networksystem.

Thble 3.40 Line data (Example3.15)

Line From To 7+pn Ysn
no. bus bus (p.u.) (p.u.)
1 1 2 0.02+ 70.08 j0.02
2 1 3 0.02+ j0.08 j0.02
3 2 3 0.02+ 7O.08 j0.02

L Z
222 Power SystemOptimization

Solution Number of generators,NG = 2; Number of buses,NB = 3; Numb€f of lines, NL =

3; Numberof PV buses,NV = l.
Y-busis given below:

Initial valuesare obtainedand tabulatedin Thble 3.41.

)'=[*Pa,*E*)/Er')
= 291.1111

-p8"d, - * (i=1,2)
Zxa,

Pr, = 0.759259; Pr, = 0.940741

Thble 3.41 Initial values(Example3 .l 5 )

P8 Pd Qa Type v 6 hP )rq
(p.u.) (p.u.) (p.u.) (p.u.) (rad)
I 0.7592s9 2.O 1.0 Slack 1.04 0 291,.nn 0.0
2 0.94074r 0.0 0.5 PV 1.04 0 291.1111 0.0
3 0.0 1.5 0.6 PQ 1.00 0 0.0 0.0

Ps, Qs,P, and O are tabulatedin Table 3.42 which are obtained with the initial values
tabulatedin Thble\3.41.

Thble3.42 Othervaluescalculated
with initial values(Example3.15)
P, (n.u.) 0r (n.u.) Pa (p.u.) 0a Q.u.) P (p.u.) 2 (p.u.)
I 0.7592590 0.546t460 o.20 0.10 0.1223528 0.M6r460
2 0.9407406 0.4461460 0.00 0.00 0.1223528 0.4461460
3 0.0 0.0 1.50 0.06 -0.2352939 -0.981176/.
Cost = 653.9258Rs/h
a
With the above-mentionedvalues,the following equation is solved to initiate the iterative
processto implement the Newton-Raphsonmethod.

Y ,rr, o vrr^o o o LPB _y pc

0 Voo Vu^o vN Yu^, Ad -v6
Y ^or, V^ou o Y^0, o Lhp -l
Le (i)
0 vva Yr^o Vw Yr^, AV -vv
0 Y^ro 0 Y^r, 0 L)' q Y^,
 Econontic Load Dispatch of Thennal Generating Units 223

To solve the precedingequation,there is a need to calculatethe Jacobianand Hessiair

matrix elements.Theseelementsare obtainedas describedbelow:
Partial derivativeswith respectto P*:
a r . = Z'oarPs,
* br - lPt = -o'o@ool4
E (tl

ar.= + bz - 1 p2= -o'0000038

Z'oazPsz
i, 82

Partial derivatives with respect to 62:

aL_- ^ dP,*,
= + ^o';y.* 7"'dQt= -3561
'82e
fr h At;
wherethe partial derivativeof P1 with respectto d2is

- vtVz (Gnsin (p1- 6) - Bncos(d1 6)) = -12.72471

+w v 2 :
Partial derivative of P2 with respect to d2:
an 1

#doz = VzL
' - 6 + Bzicos(62
v;(-Gzisin(d2 - dj)) = 24.960
)
F,
j*2

Partialderivativeof P3 with respectto d2:

{{t sin (6r - 6z}-832 cos (dr - D) = -Lz.ziszg

= VtVz(Gcz
vv2

Partialderivativeof Q3 with respectto 62:

{€t = VtVz?G32cos (6r - 6) -832 sin (dr - D) = 3.0588240

vv2

Partial derivative of L with respect to d3:

?P3
+A*aQ3
= Z ho,F,f aq
#
where the partial derivative of Pt with respect to 63 is
fp
=VrVE(Gn sin (d1- ds) - Bn cos (d1 - dJ) =-12.23529
a6,-
Partial derivative of P2 with respect to Q:

+P = VzVt(Grsin (62- 6r) - 823c& (62- 4)) = --r2-2352g

wLr3

Partial derivative of P3 with respect to 63:

a n= J -
V3Lvi?Gti s i n ( d 3- 6 j ) + h i c o s ( d 3- 6 j ) ) = 2 4 . 4 7 0 5 9
E- -*r j=l
j*3
Partial'derivative
of 0i'with respect
to d3:

P = v, vi(Gtlcos(d3- 6ii) + _rr \_ r - dj)) =

(63
____ -6.1 11647
Edr i hisin
ji.\

Partial derivative of L with respectto V3:

aP'
=:aL )"
aq =
l
-l7go.9l5
M A ^ ' , e * ' - q ,d v ,
where the partial derivative of Pr with respectto V3 is
an =V{Gn
___ cos (dn- 6r) * Bn sin (d1- dg))= -3.058824
*
Partial derivative of P2 with respectto V3:
AP
= Vz(Gx cos (62 - 6s) + Bzl sin (62 - 6r)) = -3.058824
e
Partial derivative of P3 with respectto V3: :

E P . n '
=2VtGt *I V i ( q i c o s ( d 3- 6 i ) + B t i s i n ( d 3 ' - d i ) ) = 5 i / 7 0 5 9
;%
i=\
Partial derivative of p, with respectto V3:
3
dQl
- -2vtBt
.
.I vi(Gzisin(63 6c j)-
r
4i cos(63-6)) = 22.,508240
rr /? c \\ .r/r

M
j*t

Partial derivative,of L with respectto ), ;

or:

dr - Pt - Ps * Par=o'4369062
q

Partialderivativeof L with respectto h or,

AL - '
P2' Ps'* Paz= o'8183877 :':
q

Partialderivativeof L with respectto ).

*:
AL -
P3 - Pr' * Pat= -l '264706
q
Partial derivative of L with respect to hnr:

a L A - - .
= QE-,Qr, * Qo,- 0.9211764
A
q
Hessianmatrix elementsare obtainedfrom Eqs. (3.185-3.189).
 Economic had Dispatch of Therrnal'Generating Units ?;25

Secondpartial derivativesof L with respectto P*:

4 = 2 . o a tr2o.o;
= =oo
AP; #
azt = o.o;+ = Z.oaz=
t5o.o
aPsr
aPsz dPi,
Second partial derivatives of L with respectto )"u:

azr --ro; = 0.0

w #=oo;
azt - o o ; = 0.0
aPszaL
pl #--ro; aPhzaLr,3

Secondpartialderivativesof L with respectto 6.2:

azt
wl
=;^',W*u'# = 2742.609

d, P, - -VtVr(Grrcos(di -
6r)+ Bnsin (dt . 6r)) = 1.181176
a67
3
d, P,
= vrL viFG4 sos(62- di) - Bzisin(62- 6;)) = 6.240000
asi j=l
j*2

d, P, = -vtvz(Gncos (63-
6) + Bn sin (d3 - 6r)) = 3.058824
a63
a'(h (6r - 6J + 832cos (6r - 6r )) - 12-23529
as3.
Second partial with respectto 62 and 63:

A,Q,
= -890.4575
ad2a63
where

= 0.0

VzVt(Grrcos(62- dr) + Bzt sinr(d2- dr D = -3.058824

lr1'vz(q2cos(6s - dJ + 832sin (dr - dz)) = -3.058824

ad2a63
 226 Power SystemOptimization

d'g:-
= \v2(G32sin (d'3- 6r) - Bn cos (d_j- d, = -t2.23529
at?adr ))

Second partial derivativesof L with respect to

d3 and rD2:
3 12o
dre, -890.4575
'* adnt =
where
d2P,
ffi=o'o
azn =
\v2(G32cos(6r- dJ + 832sin(dr - 6,)) = -3.058824
ffi
d2o^
- v3vr(Gs,cos(63- 6) + Bnsin(d3-
tffi sr))= -3.058824
dzm-
= VIV2(G32sin (63 - 6r)- Bncos (63 -
t45h A)) = -t2.23SZe
secondpartiarderivativesof L with respectto d3:

d ' t r=- i . , A ' P r .^ d ' e ,

pE I ^ottE- * 70, = 1780.e15
dt
where

-VJ,(GB cos (d'1- dr) + 813 sin (dr - d, )) = 3.05gg24

= -VzVt(Gu cos (d2 - 6r) + 84 sin (d2 -

d3)) = 3.05gg24

= vrf viF;rj \ - 6i) - 83;sin(dr- di)) = s.rr7@7

- -(dr
#d b i "f r \ r r cos

= -
#--r t rn,(-cysin (d3 6i)* Bticos
(d'3- dr)) = 24.4705e
j=\
second partial derivativesof L with respectto
d,2and v3:

-dzr = + n d ' P , ^ d l o " =-3424.836

W h"otfin*Aqrffi
where
 Economic Load Dispatch of Thertnal Generating Units 2n

j+ = V2(Gs sin (62- dr) + B23cos(dz- dr)) = -1 r.7647r

' J

.l- P

(d3- dr)) = 11.7647r

= Vr(G32sin(d3- dJ - Bzzcos
EErt

*3* = vzFG*
' cos(63- 6r) - Bt sin(63- drD = -2.94rr77
a62a% z\
Secondpartial derivativesof L with respectto 4 and V3:

a ' L =+ ^ d'P, A,Q, - :7

t23.66
a 6 " a vA, ^ o t f f i r * L oa\av3
'
vhere

(6r - 6) - 813cos (4 - 6E)) = -12.23529

(62- dr) - 823cos (62 - 6r)) - -12.23529

-* 4- = ,,(t-c' sin(d3- 6i) a Bticos(d3- 6i)) - 24.4705e

a63ay3 f
,;\

j?'-
= -5 -di)) = 6.117647
Btisin(63
ad3ay3 Lr,(o",cos(,83 j)+
i=l
Secondparrial derivativesof L with respectto d and \:

dzr = g:t _ _12.7247r;

- - ' , L + I L =$
' = 33 _ _r2.2352e
W= d6, Wr: ad,

dzr = 9? = 24.e60,'v' ==r1! =- dPz- -12'23529

,.
ffi;' or, aa3aLpz fr
dzr- =9:, --r2.2352e;
L u ' E e r - " =$=9:,- --24.4705e
d6z ad3a[ Eq
W-
Secondpartial derivativesof L with respectto 6 and )'o:

azt dQl ,,ncoo.tA- azt dQt - -6.117

647
a;t=
effi=fr=3'058824; Edr
Second pantial derivatives of L with respect to V3:

# =oo
=p.^,,#*',W
r
i;

i:
x28 Fower System Optimization

where

#
d,e,
= o.o;
W=
o.o;
#
- 2.0G33=
n .7647r

T-- = -2.0h3 = 46.97882

dv:
Secondpartial derivativesof L with respectto V3 and )r:

dzt a4 =-3.05gg24;
: = a2t ,oP', dzt dP,
= 5'64705e
w=ait dw=')fr=_3.0588240; ffi= ft
Secondpartialtderivativesof Z with respectto V3 and Ln:

=22'50824
&=W
Using the Gausselimination method,the changein variablesis obtainedand the updated
values of variablesare shown in Thbles3.43 and 3.M.

Thble3.43 updatedvaluesof variables(Exampre3.15)

Bus P8
(p.u.)
Q8
(p.u.)
Pd
(p.u.)
Qa
(p.u.)
P o
(p.u.) (p.u.)
1 0.7284207 0 . 1 2 9 5t 81 0.20 0.10 0.5485317 0.0295118
2 0.9690878 -0.0730638 0.00 0.00 0.9946736 -0.0730638
3 0.0 0.0 1.50 0.06 -r.5205370 0.0056424 v

Thble 3.44 Updatedvaluesof variables(Example3.15)

Bus v d LP )",r
(p.u.) (rad)
1 1.04 0.0 287.4105
2 1.04 0.01I69348 295.3632
3 1.025293 4.05167275 300.2588 -10.70845
Cost= 653.3180Rs/h

The final solution after four iterationsis given in Thbles 3.45 and 3.46.

Table 3"45 Final solution obtained after four iterations (Example3.15)

Bus P8
(p.u.)
QB
(p.u.)
Pd
(p.u.)
Qa
(p.u.)
P o
(p.u.) (p.u.)
1 0.7767037 0.1521580 o.20 0.10 0.5767038 0.0521580
2 0.9452465 -0.0327489 0.00 0.00 0.9452462 -0.0327489
3 0.0 0.0 1.50 0.06 - 1.5000000 -0.0s99991
 Economic Load Dispatch of Thermal Generating Units

Thble 3.46 Final solution obtainedafter four iterations(Example 3.15)

Bus V d ).e ).q

(p.u.) (rad)
I 1.04 0.0 293.2044
2 1.04 0.00966759 29r.7870
3 t.02297 -0.05t42289 301.0320 0.58963730

Cost = 660.3356Rs/h

3.18.2 DecoupledM for Optimal Power Flow

An important characteristicof ny practical power transmissionsystemoperatingin steadystateis
that the changein real power the specifiedvalue at a bus is more dependenton the changes
in voltage angles at various es than the change in voltage magnitudes,and the change in
reactive power from the spec ied value at a bus is more dependent on the changes in voltage
m4.gnitudesat various buses the changesin voltage angles. This is due to the fact that
transmissionlines are mostl -reactive, the conductance G's are very small compared to the
susceptance, B's. Also, under normal operatingconditionsthe angle (4 - 6) is small (typically

less than 10'). In view of this, theterms, *o O"tngsmallcanbeignored.

# ffi
,Q
rherermr and
## av will also be small and can be ignored. Ignoring these terms
beingsmall,Eqs.(3.186b),(3. 86d),(3.187a),(3.187c),(3.188b),and (3.188a)can alsobe ignored
being small. Equations(3.1 ) to (3.190e)become:

azt dr (f=1,2,...,NG) (3.193a)

'rrdL Mo, dPr,
r,
NB
a2t LLo, = AL
I #a da, a
j=2
a dr/+
- -f" i ' 4 a,dLr, Ed,
( i = 2 , 3 , . . . ,N B ) (3.1e3b)

NB
+f dzr Ad; = AL (i=1,2,...,N8) (3.193c)
j=2
),p.a6j dL o,

dzr LLu, = AL (f = NV + 1, NV * 2, ...,NB) (3.193d)

'dL
n,

dzt AL
( i = N V + 1, NV * 2, ...,NB) (3.193e)
LVi =
L,rtavj dL n,
The above equationscan be upled and can be solved separately.In the matrix notation these
can be representedas

Y ,ru

I
vao (3.r94a)
pPs
Y ^ru
ThesizeoftheHessianmatfixis(NG+2xNB-l)x(NG+2xNB-l)andthesizeofJacobi
is (NG + 2 x NB - l) x l.

lI:. =F;;l
I:;,ltil,l (3.le4b)

n a l t r i ixs [ 2 x ( N B - N V -
T h e s i z e o f t h e H e s s i am l)] x[2 x (NB -NV- l)] andthesizeof
Jacobianis [2 x (NB NV - - I )] x l. The elementsof Hessianand Jacobianmatriceshas already
beendescribedin Eqs. (3.1F3)-(3.189).
The detailed algorithrfr is 6utlined below.

Algorithm 3.11: Decoupl0d Method for optimal power Flow

l. Readdata a;, b;, and c; (i = 1,2, ..., NG), load on eachbus, and the line data for the power
system nretwork.

..., NG) and2vby assumingthat PL- 0. Then the

(3.2b) and the solution can be obtained directly

I n i t i a l i zael l ) v o .= ) v ( i = 1 , 2 , . . . , N B ) ,r , q -= 0 ( i = N V + l , N V * 2 , . . . , N B ) , V i = | p.u.
( i - - 2 , 3 , . . . ,N B ) a n d 4 = 0 ( i = 2 , 3 , . . . , N B ) .
4. Calculate the Jacobipnand Hessianmatrix elementsfrom Eqs. (3.183a) to (3.189) and
solve Eqs. (3.194a)qnd (3.194b).
AL
4
dr and [H2)
a6
AL
il P
Gauss elimination m$thod is used to solve these simultaneous equations separately to find
LPs, L6, L2,,,A% and LLo.
5. Checkconvergence

NB
(s and l - N B (LV,)z+ t
1g
>
ll_i=NV+l i=NV+l I
and optinnalityconditions.If convergencecondition is not satisfiedthen GOTO Step 6 else
GOTO Srep 8. i
6. Modify the variablesl

Pr, -- Pr, n M* (i = 1, 2, ...,NG)

4=4+A4 (i = 2, 3,'...,NB)
Lo, = Ao, * OLlo, (i=1,2,-..,N8)
V i = Vi + LVi (i = NV + l, NV * 2, ...,NB)
Ln, = 10,* O^i, (f = NV +:1,I{V * 2, ...,NB)
 Economic Load Dispatch of Thermal Generating Units 231

7. Check the limits, if limit of a variable is violated then impose or remove power.flow
equationor a penalt for inequality. Add or remove derivatives for penalty or equation
change and GOTO 4 to updatethe solution.
8 . Calculate the total
9. Stop.

EXAMPLE 3.16 Consi the 3-bus systemof Figure 3.19 (see Example 3.15). The series
impedance
of eachline is in Table 3.40. The systemhas two generators.The operatingcost
characteristics of two are given below.

Fr= 50P:,+ 352Pr,+ 44:4

Fz - 50P:r+ 38gPB2+
40.6
Obtain the optimal schddul usingthe decoupledmethod.

Solution Number of NG = 2; Number of buses,NB = 3; Number of lines,NL =

3; Number of PV buses,
Y-bus and calculati for initial values are given in Example 3.15 and tabulated in
Table3.41. Ps,Q,g,P and Q are tabulatedin Table 3.42 which are obtainedwith the initial values.
The updated values after iterationare tabulatedin Tables3.47 and 3.48.

Thble 3.47 Upda valuesof variablesafter the first iteration(Example3.16)

Bus Ps Qs Pa, Qa P o
(p.u.) (p.u.) (p.u.) (p.u.) (p.u.) (p.u.)

1 0.7689440 0.20 0.10 0.4721372 -0.1497818

2 0.9404150 0.00 0.00 0.8499779 -0.2373549
3 0.0 1.50 0.06 - 1.3046550 0.3271568

Final solution is in 11 iterationsfor convergence0.0001 and is tabulatedin Tables

3.49 and 3.50

Thble 3.48 Upda values of variablesafter the first itera-tion(Example 3.16)

Bus V d hP hq
(p.u.) Gad) @Vp.u.h) (RVp.u.h)
1 1.04 0.0 292.2733
2 1.04 0.00985892 291.0713
3 1.O+0361 -0.04675326 295.4336 -6.128246

Cost = 656.6735 Rs/h

Thhle 3.49 F al solution obtainedafter 11 iterations(Example3.16)

Bus Pt Qt Pd - Q'a P o
(P.u-) (p.u.) (ptu.) (p.u,) (p.u.) (p.u.)
I 0.7766963 0714597 0.2 0.10 0.5766963 0.0521595
2 0.945?5.35 0885403 0.0 0.00 0.9452534 -0.0327503
3 0.0 0 1.5 0.06 - 1.5000000 -0.0599991

-.2
 Power System O,

Table 3.50 Final lution obtainedafter ll [email protected])

Bus V 6 IP I,r
(p.u.) (rad) (RVp.u.h) (RYp.'r.h)
l 1.04 0.0 293.2036
2 1.04 0.00966797 291.7880
3 r.02297 - 0.05142269 300.8488 0.00000542
Cost = 660.3355 Rs/h

3.19 OPTIMAL POWER OW BASEDON GRADIENTMETHOD

The objective function to be mi imized is the operating cost
NG
F= I Fi(pst) (3.195a)
i=l
where

4(Ps)= aiP?,+b,Pr,+c,
If the systemreal power loss is be minimized,the objectivefunctionis
F = P(V, 6)
In this casethe net injected real wers are fixed, the minimization of the real injected power P1
at the slack bus is equivalent minimization of total system loss. This is known as optimal
reactive power flow problem, to the load flow equations:
(a) Real power balancein the for each PV bus

4(v, ) - Ps,* P6,= 0 (i = 2,3, ..., I\n/) (3.l esb)

(b) Acqive and reactive power ance in the network for each PQ bus

n(v,t)- P,* P 4 ,- 0 (f=NV+ l,NV *2,...,NB) (3.195c)

Qi(V,6)- Q * Q o , = 0 ( i = N V + l , N I V* 2 , . . . , N 8 ) (3.l esd)
with
NB
Pi(V, d) = vi
Z r,(co .or (4 - dr)+ ^Bu
sin(4 - dr)) (3.195e)
j:l
and
NB

Qi(V, d) = vi Z r,(cu rin(4 - d;)-.Bucos(4 - dr)) (3.1esO

j:l
where
NG is the number of gener tor buses
NB' is+he number of buses
ltV is the number of volta e controlled buses
Pi is the-aetive power inj tion into bus i
Qi is the reactive power i iection into bus i
Po, is the active load on b I

,^8
 Economic Load Dispatch of Thermal Generating Units 233

ion on bus i
ion on bus i

% is the magnitude voltage at brs i

4 is the voltage phaseangle at bus i
Yi = 6ii + jB;i we the lements of the admittancematrix.
Equations(3.195b),(3 95c) and (3.195d)can be expressedin vector form as

(3.1e6)

where the vecton of t variablesis

(3.r97a)

and the vector of i variables is

{} } ror slackbus
LorJ
l'p.l
-'
y = { I for PV bus
l.Y'J
=[l (3.1e7b)

fp.I
PQbus
E,lfor
In the above formulation, I objective function must include the slack bus power. The vector of
independent variablesy can be partitioned into two parts-a vector u of control variables which
are to be varied to achie optimum value of objective function and a vector p of fixed or
disturbance or uncontrol partrmeters.
Control parameters be voltage magnitudeson PV buses,or Pr, at buses with control-
lable power. Slack bus vol and'regulating'transformertap-settingrnay be employed as additional
control variables. Qr, may be used as control variables on buses with reactive power control
[Singh, 1993].
The optinrLization em can be restated as
min F(x, u) (3.198a)

subject to equality constrai

B(x,u, P) = o (3.1e8b)
To solve the optimi ion problem, we define Lagrangefunctions as
L(x, u, p) = F(x, u) + f g(x, u, p) (3.198c)

where ,1.is the vector of e multipliersof the samedimensionas 8(x, u, p).

 Power System O,

The .necessaryconditions minimize the unconstrainedLagrangian function are

a L=
_ E F . [ & l t1 .- =''',
E; E'LEJ 'v o (3.resd)

#=#.[#]']'=o (3.198e)

y = g(x,u,p)= o (3.1e80
Equations (3.198d),(3.198e)a (3.198f) are nonlinear algebraic equationsand can only be
solvediteratively.A simpleyet efficient iteration scheme,that can be employed, is the steepest
descentmethod (also called gradient method). The basic technique is to adjust the control
vector u, so as to move from feasible solution point (a set of values of x which satisfies
Eq. (3.198f) for given u and p; it indeed is the load flow solution) in the direction of steepest
descent (negative gradient) to a new feasible solution point with lower value of objective
function.
The computational for the gradient method with relevant details is given below:
1. Make an initial guess z, the control variables.
2. Find a feasible load fl solution from Eq. (z.ltla and b) by the Newton-Raphson
iterative rnethod. The improves the solution .r as follows:
*r+l={+L,x
where Ax is obtained by solving the set of linear equationsgiven below:

Lx= -s(t'v)
[#,"'r,]
Lx=-f+ (",
' y)l
- s(x',y)
Ldx J
The end result of Step 2 is a feasiblesolution of x and the Jacobianmatrix.
3. Solve Eq. (3.198d)for )"

(3.199a)

4. Insert.1,frorn Eq. (3.199) into Eq. (3.198e)and compute the gradient

YL= (3.1eeb)

5. If Vt equals zero within the prescribedtolerance,the minimum has been reached.Other-

wise:
6. Find a new set of contro variables
uinew uold+ Lu where Lu = -aVL (3.199c)
Here Au is a step in ne ve direction of the gradient.The step size is adjustedby the
positive scalar u.

o-od
 Economic Load Dispatch of rhermal Generating Units z3S

In the algorithm, the choice of is very critical. Too small a value of a guarantees the convergence,
but slows down the rate of ; too high a value causesoscillationsaroundthe minimum.
Severalmethodsareavailable optimumchoiceof stepsize.

3.19.1 lnequalityCons aints on Control Variables

Though in the earlier discu oo, the control variablesare assumedto be unconstrained,the
i.e.
permissible values are, in fact always constrained,
dn.,s
t It I lt^u*

Prftn
sPr,<P#"*
These inequality constraintso control variables can be easily handled. If the correction L,u; in
Eq. (3.199c)causesui to ex one of the limits, ui is set equal to the corresponding limit, i.e.

(3.200a)

After a control variablesreac any of the limits, its componentin the gradientshould continue
to be computedin later i s, as the variablemay come within limits at some later stage.
In accordancewith the hn-Tucker theorem, the necessaryconditions for minimization of L
under constraint are:

=o if Jzlnin
<ui< uf*
ft
if ui= uln (3.200b)
#=o
i f u i= u l *
#.0
Therefore, now, in Step 5 of computationalalgorithm, the gradient vector has to satisfy the
optimality condition (3.200b).

3.19.2 Inequality Co ints on DependentV ariables

Often, the upper and lower li ts on dependentvariablesare specified as
,/-n<.r(.tr**
e.g. Ymin
' t -<V,
' t <
- ' Ymax
l on a PQ bus

Such inequality constraints be convenientlyhandled by the penalty function method. The

objectivefunction is augm by penaltiesfor inequalityconstraintsviolations.This forces the
solution to lie sufficiently cl se to the constraint limits, when these limits are violated. The
penalty function methodis val d in this case,becausetheseconstraintsare seldomrigid limits in
the strict sense,burtare in soft limits (e.g. V < L0 on a PQ bus really means V should not
-
exceed1.0 too much and V 1.01may still be permissible).
 236 Power System

The penalty method ls for augmentationof the objectivefunction so that the new
objective function becomes

F =F(x,u)*2wi (3.201)
j
where the penalry W1is ucedfor eachviolatedinequalityconstraint.
A suitablepenalty ion is defined as

(3.202)

where y is a real positive n ber which controlsthe degreeof penalty and is called
the penalty
factor.
The necessaryconditi ns (3.198d)and (3.198e)would now be modified as given
below,
while the condition(3.198 i.e. load flow equation,remainsunchanged.

(3.203a)

(3.203b)
The vector dW/dx obtained om Eq. (3.202)would contain only one non-zeroterm
corresponding
to the dependent variable xii while d$du - 0, as the penalty functions
on dependentvariables
are independentof the I variables.
By choosing a higher alue of
[, the penalty function can be made steeper so that the
solution lies closer to the ri ;id limits; the convergence,however, will become poorer.
A good
schemeis to start with a low value of and to increase it during the optimi zation process,if the
A
solution exceedsa certain to limit.

EXAMPLE 3,17 Considert he 5-bus system of Figure 3.17 (see Example 3.11).The
series
impedanceof each line is ei in Thble 3.20. The system has three generators.Find the economic
generationschedule.The ing cost characteristicsof the three generatorsare given below:

I = 60P:, + z}pPtt + 140.0 Rs/h

z = 75Ps2,
+ 150Pr,+ 120.0 Rsftr

IOP:, + 180Pr, + 80.0 Rsftr

Solution Considering 1 as slack bus, buses2 and 3 as pv buses and4 and 5 busesare
consideredas Pp buses.For samplesystem,the optimization problem is statedas
3
Minimize P- \ f",r!, + b,Pr,+c;) Rsftr (3.204a)
i=l
subject to the load flow equ ons

i(v, d) - Pr,+ p a , = o (3.204b)

 Economic Load Dispatch of Thermal Generating Units 237

Qi( ,6)-Qr.+Qa,=0 (i=4,5) (3.204c)

where
5
- -
Pi(V,d) = Z r,(ou cos(d, 6j) + Busin(d, d;)) (3.204d)
d=l

5
Q{V,o - - - cos(6i - dr))
Z ,,(cu rin(d; 6r) ^Bu (3.204e)
i=l

For this problem, the d variables are

x = f62,4, 6+,6s,V+,Vslr
The independent variables
y=[up]r
The control variables are
a = lPn, PrrJ'
The fixed variables are
p = l t, 4, P2, V2, P3,V3,P+, Q+, Ps,Qslr
Ttp Lagrangian function be written as
4

J 5 5
L o , ( 4 ( v-,P
d )r ,* Pa). > l"u,(ei(y,
d)- er,* eo,)
S't | .t
L(x, u, p) = L l",Pi, + b,Pr,+
i=1
).> i=4
i=2
(3.205)
The necessary
conditions minimization are

= Z a ; P r , + b , + ) " 0( i .= 2 , 3 ) (3.206a)
#

# = (hfs,*a,)#
I W
( i=2 , 3 , 4
s ), (3.206b)

aL _ 14_ f, , , ,, d4
(bfs,+b)#, (i=4,5) (3.206c)
fr= Y
p i ( v , 6p) -r . * ' d ,- o (i--2,3,4,5) (3.206d)
#=
AL =
=_
dL
Qi(V,d)_ Q, + =Q (i=4,5) (3.206e)
q,

Equations(3.206d)and (3.206e) n be solved using the Newton-Raphsonmethod.To implement

the Newton-Raphson method,th following equationis solved.
P
5 (3.207
a)
a
d
l"
?38 Power System

The size of the Jaco matrix is (2 x (5 - 1) 4) = 6. 4 and Vi are calculatedusing the

Gausselimination method are updated till no further improvement is achieved.

dfnt= 6i + A'6, (i = 2,3, 4, 5)

V,'*t= V{ + LV, (i = 4, 5)
Initial data to impl ent the Newton-Raphsonmethod is given in Table 3.51.

1 Initial data for N-R load flow (Example 3.17)

Bus Typt P8 Pa Qa V 6 L P Aq
(p.u (p.u.) (p.u.) (p.u.) (rad) (Rs/p.u.h) (RVp.u.h)

I Slack 0.45 8 0.00 0.00 1.0600 0.0

2 P V 0. 4 0.20 0.10 1.0593 0.0 253.0107
3 P V 0.5211 0.45 0.15 t.0525 0.0 253.0107
4 P Q 0. 0.40 0.05 1.0 0.0 0.0 0.0
5 P Q 0. 0.60 0.10 1.0 0.0 0.0 0.0

After four iterations,the solution obtainedls grven in Thble 3.52.

Thble 3.52 Soluti of N-R load flow methodafter four iterations(Example3.17)

Bus p
" 8 Qs Pa Q a P o
(p.u.) (p-u.) (p.u.) (p.u.) (p.u.) (p.u.)

1 0.4585800 0.1633390 0.00 0.00 0.4585800. -0.1633390

2 0.6867383 0.1656168 0.20 0.10 0.4867383 0.0656168
3 0.52t5049 0.1267469 0.45 0.15 0.0715049 -0.0232531
4 0.0 0.0 0.40 0.05 -0.4000005 -0.0500000
5 0.0 0.0 0.60 0.10 -0.6000000 -0.0999998

The voltage and the Itage angle at each bus are given below:
p.u.
V t = 1.0600 4 = 0'0 rad
v 2 - 1.0593p.u. 6z= -0.01739534
rad

l=-l.ffiirlT',:l
v 3 - 1.0525p.u.
p.
V + = 1.048837
v s - 1.034887
p.
Equations(3.206b) d (3.206c) can be rewritten in matrix form as

I
 Economic Inad Dispatch of Thermal Generating Units

The Jacobian matrix i

36.307790 - 5
- 5.608016 4
t: - 5.604438 -3
-8.35267 0 - 4.1017l0 12.10581 1.258813-4.616217
-r.617749 - 1 13.166r -1.386275 40.53706 -3.848699
Lun 4319.686
hh 1079.045
LroI 0.0
tJl Lo, 0.0
hno 0.0
ho, 0.0

From the above eq the values of 4 ^d A.oare obtainedby implementing the Gauss
elimination method.
L r, = 258'oo3, L o, = 261.2L59, L oo= 262'8730, L o, = 267'5160
Lno = 0j1273 , Lo, - 1.167928

From Eq. (3.206a), gradient can be obtainedas

* bz* L or= -4'993037

= 2azPs,
:!;
- ZasPrr*bg*Lp,= -8:205190
#
If the norm' of t is more than the required tolerance, then update the values.

llvPsll - 9.604976
> 0.r

The total operating c at this scheduleis 704.0132Rs/h.

After updating the the Newton-Raphson method is implemented and the solutionis
given in Table 3.53 and v tage magnitudeand angles at each bus are given below:
Vt = 1.060P.u. dr = 0.0 rad
Vz= 1.0593 p.u. 6z = -0.01598643
rad
Vt = 1"0525p.u. 6r = -0.03360153
rad
Vr - 1.048837P.u 6+= -0.04303627rud
-
V5 1.034892 p. 65- -0.06749434rad
240 Power System Opti

Thble3.53 Solutiono N-R load flow method

after rwo iterations
(Example3.17)
Bus 'P8
Q, Pd Qa P
(p.u.) u.) (p.u.) (p.u.)
0
(p.u.) (p.u.)
I 0.4249496 _0.1 0.00 0.00 0.4249496 _0.rs29420
2 0.6992280 0.1 0.20 0.10 0.4992280 0.0606308
3 0.5420235 0.1 0.45 0.15 0.0920235 _0.0305305
4 0.0 0.0 0.40 0.05 -0.3999993 _0,0499971
5 0.0 0.0 0.60 0.10 -0.6000002 _0.0999995

The final solution as ined after eight iterationsis given in Thble 3.54.

Thble 3.54 Solution of R load flow methodafter two iterations(Exampr

e 3.r7)
Bus 'P8
Pd
(p.u.)
I
u.) (p.u.)
Qa
(p.u.)
P
(p.u.)
a
(p.u.)
I 0.4258551 -0.1 93 0.00 0.00 0.4258551 _ 0.t532493
2 0.6924789 0 . 1 6 552 0.20 0.10 0.4924789 0.06275s2
3 0.5478095 0 . 1I 482r 0.45 0.15 0.0978096 _0.0325t79
4 0.0000000 0 0.40 0.05 -0.3999997 _0.0500030
5 0.0000000 0. 0.60 0.10 -0.s999999 _0.099999s
For the above solution, voltage and voltage magnitude at each bus are
given below:
Vr = 1.06p.u.
4 = 0.0 rad
Vz- 1.0593p.u. 5z= -0.01610616rad
V3- 1.0525p.u. ds = -0.03333623 rad
V4- 1.048837p.u. 5q = -0.04284792 rad,
V5- 1.034894p.u. ds = -0.06751189rad
The obtainedvaluesof )"n are given below:
u
Lr, = 253'8727, = 256.7579, L.oo= 258.4248, Lo, -
263.1094
Lno - 0.1106465, 'q, = l j46384

The gradient as obtained i given below:

- Za2Prrt bz *
L p, = 5.9l5l l7E_02
dP,,
AL =
2qzPe,* bz * Lp, = -5.g525g0E_02
dP,,
l l v P sI = 8.3211368-02< 0.1
The total opeidting cost at is schedule
is = 695.5009Rs/tr
 Economic Inad Dispatch of Thennal Generating Units ut
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 Optimql drothermql
duling

4.1 INTRODUCTION
In the presentset-upof large stemswith hydro and thermalpower stations,the integrated
operationof thesepower stati is inevitable and the economic aspect of such an operation
cannot thereforebe overloo . The underlying idea of integrated operation is for optimum
utilization of all energy sourcesin the most economical manner, so that an unintemrpted supply
can be made available to the umers. The operating cost of thermal plants ii very high, though
their capital cost is low. On other hand, the operating cost of hydroelectric plants is low but
their capitalcostis high. So, it become economical as well as convenient to have both thermal
and hydro plants in the same id. The hydroelectric plant can be started quickly and it has
higher reliability and greater of response.Hence hydro plants can take up fluctuating loads.
In contrast to hydro plants, the of thermal plants is slow and their speedof responseis slow
as well. Normally the thermal lant is preferred as a base load plant whereas the hydroelectric
plant is run as a peak load t.
In a hydrothermal in n, it is essentialto use the total quantity of water available from
the hydro systemto the fullest tent. In a hydro system, fixed chargescontinue regardlessof the
amount of power generated, there is no fuel cost associatedwith hydropower. Therefore,
minimum overall cost is achi ved by maximum exploitation of hydro resources,i.e. \Xiter
available over a period of ti Most hydroelectric plants are multipurpose. In such cases' it is
necessaryto meet certain obli ions other than power generation.These may include a maximum
fore-bay elevation, not to be xceeded becauseof danger of flooding, and a minimum plant
dischargeand spiltrageto m irrigational and navigational commitments. Other distinctions
among hydro pov/er systems the number of hydrO stations, their locations and operating
characteristics.The problem is in caseswhen the hydro plants are located on the same
sfream or on different streams.The operation of a downstream plant dependson the immediate
upstreamplant. But plant influences the immediate upstream plant by its effect on
tail water elevation and effecti head.

245

L
u6 Power System Opti,

4.1.1 Classificationof HydroPlants

Glassificationon the of type
Hydro power plants,on the is of their type,areclassifiedinto pumpedstorageplantsandcon-
ventional plants. The con I plants are furtherclassifiedirrto storageplantsand run-of-river
plants.

Pumped storage plants. A mped storageplant is associatedwith upper and lower reseryoirs.
During light load periods, ter is pumped from the lower to the upper reservoirsusing the
available energy from other as surplus energy.During peak load the water stored in the
upper reservoir is released generatepower to save fuel costs of thermal plants. The pumped
storageplant is operatedunti the addedpumping cost exceedsthe savings in thermal costs due
to the peak sharing operatio

Conventional plants. Con tional plants are classified into run-of-river plants and storage
plants.

Run-of-river plants. R -of-river plants have little storage capacity, and use water as it
becomesavailable. The not utilized is spilled.

Storage plants. Storage plantsare associated

with reservoirsw hich have significant storage
capacity.During periodsof I powerrequirements, watercan be stored and then releasedwhen
the demandis high.

Glassificationon the bas of location

On the basis of their location hydro plants are classified into three different categories:
(a) Hydro plants on di t streams
(b) Hydro plants on the me stream(serial or cascadedplants)
(c) Multi-chain hydro ts.
Hydro plants on different ms. The hydro plants are located on different streamsand are
independentof each other as hown in Figure4.1.

Hydro plants on the same s (serial or cascaded plants). When hydro plants are located
on the same strrlam, the tream plant depends on the immediate upstream plant. The
arrangementis shown in Fi 4.2. The downstreamplant influencesthe immediateupstream
plant by its effecrton tail elevation and effective head.
Multi-chain hydro plants. hydro plants are located on different streams as well as on the
samestream.The arran is shown in Figure 4.3.
Further, in view of the i reasein the demandfor elecfficity for purposessuch as industrial,
agricultural, comniercial and tic togetherwith the high cost of fuel as well as its limited
reserve,considerableattentio is being given to hydrothermalcoordinationproblem.Besidesthe
insignificant incremental c involved in hydro generation,the problem of minimizing the
operationalcost of a hy I systemcan be reducedessentiallyto that of minimizing the
fuel cost for thermal plants the constraintsof the water available for hydro generationin a
given period of time. The c c natureof water flows and load demand,as well as the validity of
model assumptions,suggests Iitting the problem into long and short periods.
 Optimal Hydrothertnal Scheduling

Waterloss

tr
o
fl
q)
tr
(D
t)
hter discharge Water discharge

Load
Hydro plants on ditferent streams.

Water
discharge
[,oad
Hydroplantson the samestream.
u8 Power SystemO,

Inflow

Water
loss Water
loss
Hydraulic Hydraulic
plant plant
Spillage

Water
discharge

tr
o
GI
(.)
0.)
O

tr
o
cV
o
tr
{)
(,

hydroplants.
Figure4.3 Multi-chain

4.1.2 Long-Range lem

The long-rangeproblem cons rs the yearly cyclic natureof reservoirwater inflows and seasonal
load demand and c ingly a schedulingperiod of one year is used. The solution of
the long-range problem iders the dynamics of head variations through the water flow
continuityequation.The lon -term hydrothermal schedulingproblem can be classified in three
groups:

Multi-storagehydroe systems
The hydro plants are locat on different streams.The hydro plants have their independent
reservoirs.

Cascaded hydroelectric
The hydro plants are located samestreamsand the downsfreamplant dependson ttre immediate
upsffeamplant. The ups plant inputs dischargeto the immediate downstreamplant.
 Optimal Hydro;thermal Scheduling Ag

Multi-chainhydroelectric
The hydro plantsare locatedon ifferentstreamsas well as follow the samestream.

4.1.3 Short-Range Probl

Here, the load dernand on the system exhibits cyclic variation over a day or a week and
corespondingly the scheduling for short-rangeis either a day or a week As the scheduling
problemi small,the solutionof the short-range
intervalof short-range problemcan assumethe
head to be fairly constant.The unt of water to be utilized for the short-rangescheduling
problem is known from the so tion of the long-range scheduling problem. The short-term
hydrothermalschedulingproblem is classifiedinto two groups:

Fixed-head hydrothermal s ing

The head of reservoir can be ass fixed if the hydro plantshavereservoirsof largecapacity.

Variable-headhydrothermal ing
The head of reservoir is variable the hydro plants are having reservoirsof small capacity.
The short-rangeor long hydrothermal schedulingproblem can also contain pumped
storageplants.During light load riod, water is pumpedfrom the lower to upper reservoirsusing
the available energy from other rces as surplus energy.During peak load, the water stored in
the upperreservoiris releasedto eneratepower to save fuel costs of thermal plants.
The main objective of hy erryal operationis to minimize the total systemoperating
cost, representedby the fuel cost uired for the system'sthermal generation,over the optimization
interval. Each hydro plant is ined by the amount of water available for draw-down in the
scheduling period. A prediction the future power system demand and water supply is assumed
to be known for the optimizati interval.
Severa!researchrershave to investigate the complex problem of hydrothermal coordina-
tion at various levels. A of the computational experienceand potential economics had
beenachievedfor a utility sy using coordination equationswhich were later on extendedfor
a systemwith multiplechainsof otrts,neglectingvariationsin head.In succession,head variations
were taken into account and ission losseswere included into coordination equations.Varia-
tional calculus was employed in initial stage to achieve the optimal solution. In continuation,
many approacheshave been u to solve the hydrotherrnalscheduling problem. These include
dynamic programming [Singh and Agarwal, t9721,Pontryagin'smaximum principle (continuousas
well as discrete versions) [Dhill and Morsz$n, l97L1'Nagrath, Dayal, and Kothari, 19731,local
variational method [Rao, Prabhu, Agarwal,L9751,functionalanalysistechnique[El-Hawaryand
Christensen, 19721,non-linear [Agarwal and Nagrath, 1972], principle of progressive
optimality [Brjwe and Nanda, 1 l, decompositionand coordinationmethod [Bonaert, Fl-Abiad,
Koivo, 1972; Soares,Lyra, and vares, 19801and network flow-based methods [Carvalho and
Soares,19871.Basic of proposedalgorithms for implementing optimum operation
strategiesin integrated electric systems are speed,efficiency, and reliable convergence.

4.2 HYDROPLANT PER ORMANCEMODELS

A number of proposedmodels be found in the literature [El-Hawary and Christensen,1979],
due to diversity of the plant t and their characteristics.A basic physically-basedrelation-
 :d!

250 Power System Opti,

ship betweenthe active generated,the rate of water discharge, and the effective head is
given by
P = 0.0085qh
rt@,h) (4.1)
where
P is the active power (Mw)
q is the rate of water (m3/s)
ft is the effective head (m)
4 is function of q and h.
Here, some widely u models are presentedwhich are used in economicdispatchstudies.

4.2.1 Glimn-Kirchm r Model

The mathematical model wh defines the rate of water dischargeis

Q = K ttt(h)[e) (4.2)
where
K is the constantof rtionality
h is the effective head (m)
P is the real power on (MW).
The functions V utd A are definedas quadraticfunctions,i.e.

,1h) = n + Bh + y, where d, F, ffid yare coefficients. (4.3)

Q(P)= x + yP + 7,, where x, !, and z are coefficients. (4.4)

4.2{ Hildebrand's
In this model, the rate of dischargeis defined by

L K
q => I c,,pihi (4.5)
i=0 ,l=0

where
C;i are coefficients
L is the maximum ex t (usuallytaken^s 2)
K is the muimum (usually taken 6 2)
ft is the effective head
P is the real power (Mw)
4.2.3 Hflmilton=Lamo 's Model
lhe rate of water dischargei defined by

q=v0h)
ry (4.6)
 Optirnal Hydrothermal Scheduling 251

where
ft is the effective head (m)
P is the real power generationMW).
The functions y ard Q are defined by

V4h)= uhz + ph + y, where d, F, ffid Tare coefficients. (4.7)

and
NP) = xP3 + yP + z, where x,,!, and z are coefEcients. (4.8)

4.2.4 Arvanitidis-RosingModel
The real power is defined by
P = qhf| - r"A (h-wl (4.e)
where
P is the real power generation(MW)
ft is the effective head (m)
g is the rate of water discharge(m3/s)
A is the area of reservoir (m2)
fts is the minimum head (m)
a and F *" coefficients.

4.3 SHORT-RANGE
FIXED-HEAD
HYDROTHERMAL
SCHEDULING
The basic problem consideredinvolves the shont-rangeoptimal economic operation of an electric
power system that includes both hydro and thermal generation resources. The object is to
minimize the total system operating cost, representedby the fuel cost required for the system's
thermal generation,over the optimization interval. Each hydro plant is constrainedby the amount
of water available for draw-down in the interral. A prediction of the system'sfuture power demand
and water supply is assumedto be available for the optimization interval.
The output of each hydro unit varies with effective head and the rate of water discharged
through the turbines. For large capacity reservoirs,it is practical to assumethat the effective head
is constant over the optimization interval. Here the short-rangefixed-head hydrothermal problem
is defined.
Consider an electric power systemnetwork having N thermal generatingplants and M hydro
plants, where M + N is the total number of generating plants. The basic problem is to find the
active power generationof each plant in the system as a function of time over a finite time period
from 0 to T.

4.3.1 Thermal Model

The objective function to be minimized is the total system operating cost, representedby the fuel
cost of thermal generation,over the optimization interval, i.e.

Tiv
Jt= q @,@)dt (4.10)
J If=l
0
 Power System Optimization

where Fi (Pi (t)) is the fuel cost of the ith thermal unit which is a function of the level 'of active
power generationat the ith unit and is approximatedby
F;€i4)) = aiP?Q)+ b;Pi(|1* ,, Rs/h (i = lr 2, "', /f) (4.1I )

where ai, b;, and ci eitathe cost coefficients of the ith generhtingunit.

4.3.2 Hydro Model

In a hydro system,there is no fuel cost incurred in the operationof hydro units. The input-output
characteristicof a hydro generator is expnessedby the variation of water discharge q(r) as a
function of power output P(r) and net head ft. According to Glimn-Kirchmayermodel, dischargeis
[El-Hawary and Tsang, 1986;El Hawary and Ravindranath,1988]:
qiQ)= KV(h) QQynQD m3/h (i = 1,2, -..,Iu} (4.r2)
where Q and V are two independentfunctions.
For a large capacity reservoir,it is practical to assumethat the effective head is constantover
-theoptimization interval. In the case of constanthead,
U4hi)becomesconstant,then Eq. (4.12) is
ryewrittenas
QiQ)- K' frPi+iv(r)) (i = 1,2, ...,W (4.13)

where K' is a new constantformed by the multiplication of K and V4h).

Each hydro plant is constrainedby the amount of water available for the optimization
interval, i.e.

J
0
e1G)dt = Vi ( i = 1 , 2 ,- . .M
, (4.r4)

where V; is the predefined volume of water available in cubic metres and hydro performance {; is
representedby the conventionalquadratic model, i.e.

e1Q)= xt F1*w{t)
+ ti Pyy(t)+ zi m3/h (i = L,2, .-., tt) (4.Is)
where xi, !i, afid zi arethe dischargecoefficientsof the 7th hydro plant.

4.3.3 Equatityand lnequalityConstraints

(i) Load demand equality constraint:

r
N+M

i=l
4U) = PoG)+ PpQ) (4.16)

where
P oQ) is the load demandduring the sub-interval
PrG) is the transmissionloss during the sub-interval.
-(ii)
Limits are imposed as
P f ' n3 P t ( t ) < P Y ...,N + It4) (4.r7)

. -. . .,€En
 Optimal Hydrothennal Scheduling

where
Pi-n is the lower limit of the ith generator ouQut
P;** is the upper limit of the ith genreratoroutput.

4.3.4 TransmissionLosses
A common approachto model transmissionlossesin the system is to use Kron's approximatedloss
formula in terms of B-coefficients.
N+M N+M N+M
Py(t)= (4.18)
I
i=l j=l f=l

where Bss, Bis, and B;i are B-coefficients.

The fixed-head hydrothermal problem can be defined considering the operating cost over
the optimization interval to meet the load demand in each interval. Each hydro plant is
constrained by the amount of water available for draw-down in the interval. The problem is
defined as

Minirnize 4@$)jdt $.19a)

N+M
subject to
I e(r)= Poe)+Ppg) (4.1eb)
f=l

T
t
dt = Vi (/ = 1,2,...,M) (4.19c)
J ai$)
0
P,do s Pi(4 < Plo* (f = l, 2, ...,N + M (4.led)
The simplest way to arrive at the required equations is to use the calculus of variations. Each
constraint equation is associatedwith an unknown multiplier function known as a Lagrange
multiplier. The above objective as augmentedby the constraints is given as

' r ' = lli

L(p,(t).l,(t),(y,) ,un,(r)+ pt$)-y4G)lldt-f ,,r,
na>lnrirl*
J l L t ' t4&(r))+
f
i=t
b I i=ri=l j=r L JJ
(4.2O)
where
,?.(r)is the incrementalcost of power delivered in the system
vr-are water conversionfactors.
The optimality conditions are describedby taking the partial derivativesof augmentedobjective
function with respectto the decisionvariables,PiQ)(f = 1, 2, ..., N + M), h(t), v1(i = 1,2, ..., M)

(4.21a)
 254 Power System Optimization

dq
iG) ^,,r1 aprl) I
uiffi+^\t)Ltim-lJ =0 (i=t,2,"',M) 4.2rb)
T
f
dt = vj (/ = 1,2,...,IA
J ait) @.21c)
0

N+M
\rt (r) = PoG)+ Pt(t)
z, (4.21d)
i=l "i

4.3.5 Discrete Form of Short-RangeFixed-HeadHydrothermal

SchedulingProblem
The problem statedin Eq.(4.19) can be redefinedin discrereform as

Minimize J= ii t*Fiei) @.22a)

k=l i=l

N+M
s u b j e ct to
L , * = p o r +p u (k= 1,2,...,D (4.22b)
i=l

T
S t
L 'k Qi*= V1 (/ = 1,2, ...,W e.2}c)
k=l

PF" S P*< P,P"x ( l = l , 2 , . . . ,N i

k.= 1,2,...,D @.22d)
where
Fi(P*) is the cost function of thermal units in the interval k and is defined by
Fi(PiD= ai** + biPi* * c; Rsftr
witlr ,ai, bi, afldci 4s the cost coefficients.
P;1 is the output of thermal and hydro units during the hh interval.
Py, are the transmissionlossesduring the llh interval given by
N+M N+M ,.
IDI } _ Kr
L
:l j=I r=l
with
Bri, Bro,and Bsgas the B-coefficients
Ppp is the demand during the kth interval
4*n is the lower limit of ith generatoroutput
ftto is the upper limit of ith generatoroutput
Qi* is the rate of dischargefrom the 7th hydro unit in interval ft and is defined by

4j* = xi Pzi+w,t+ lj Pi**,* * Zj m3/h

 Optimal Hydrothermal Scheduling 255

(with xj, !j, and zr'as the dischargecoefficients of the 7th unit)
v; is the pre-specifiedvolume of water availablefor unit 7 for whole of the period
N i s the number of thermal units
M i s the number of hydro units
I i s the overall period for scheduling.
The above objective as augmentedby the constraintsis given as

L(P
r lry
i1r,)"1r,vj)= > I 2,00,(Pir)*
M
I vfflp + Lrlr* + Pu
-
l-
-IM
v jVj (4.23)
*iL- i=t L 't=l

where
)a, is the incrementalcost of power delivered in the system kth interval
vj are the water conversionfactor.
The optimality conditions are describedby taking the partial derivatives of augmentedobjec-
tive functionwith respectto the decisionvariables,Ptk(f= I ,2, ..., N + Iv[),Lp, v1(i = 1,2, ..., W

a F , " t t $ - -t l - ov (i=r,2,...,N
k=i r,2,...,D
tr Ar ,J (4.24a)
a'** L;e
dq,r
v i t r , 7 4 * L" r lff% =o
, r ^_o-rtlJ = ( j = I , 2 , . . . , M im - N +j; k= I,2,...,D (4.24b)

T
sr
=Vj ( i = 1 , 2 , . . . ,l u [ ) (4.24ci
).r*Ai*
k=1,

N+M

L ,* - Pot+Pu ( f t= I , 2 , . . . ,T ) (4.24d)
i=l

Inherently, these equationsare nonlinear:The Newton-Raphsonmethod has been applied to find

P;1r(i= I, 2,..., N + M), ),1,for all the Z intervals.vi, the water conversionfactor is modified to
satisfy the available water consfraint.
The small changes in P;p and ,1,1from their respective initial values are obtained from
Eqs. (4.24a),(4.24b), and (4.24di).

.(W_,)LAo
+h*T rf:;ila,pi,
(,r# +L*+H)a4*
=-['- L*(W-')] (i=r'2" Ie (4.25a)
#+
+I *
(,ur$ +I *k)Lp,n* .(W - t)nr
#k L4*
n
 Power System O

- 1\l
ll ( / = 1 , 2 , . .M
. ,; m = j + N ) (4.zsb)
))

(^ N+M
Y - ( w - , ) ^)o'to
^ ^ = -[o* + Pu (4.25c)
fi 1EP,r
J-r /
\ ]
l=l

Substituting the values of the partial derivatives initial valuesof controlvariables,in

Eqs. (4.25a), (4.25b), and (4.25c)

(2t,,ai Lp*+y
+ hooB,,) znrrlo
j=l
j#4

l- ( u*u
= -l toQa,Pfl+ b,)+ Lorl zBilpjok
> * Bio-
tll (,= I,2,...,M (4.26a)
L \j=t ))

N+M
Qvltox, + hooB,*,,)
M*+ ) 2B^t ,u.1t
+[X B.o- 1) LL*
z.,ilPfl+
l=l
l*m

M; m=j+N) (4.26b)

o* =-[r* +pfkt', rn
zB".ft+Bio.,) (.26c)
I [X
H l / H l J n l u n t / r . l
j=r \l=l ) \ i=l

The above equation can be written in matrix form as

vf, vb^1
[** I _ f-vl (4.27)
(v!t)' oJLaroJL-vf
The size of Hessianmatrix is S x S
where
S=(N+M+t)
N is the number of thermal units
M is the number of hldro units.
Supposethere are three thermal units and two hydro units. The schedulingis required for 24
intervals,thenthe size of th$Hessianmatrix will be 6 x 6 ((3 +2+ l) = 6).
 Optimal Hydrothermal Scheduling

,3.6 lnitial Guess

t is assumedthat the hydro gener requiresmore water for a longer time period or higher load
d [El-Hawary, 1986]. Thus whole availableamount of water is allocatedin each time
nterval, considering time interval load demand.

Vi (Po* (4.28)
(J= 1,2, 1,2, 7)

P ,-)
[*

V; is the available water for whole period

V1, is the water allocated d ing the kth sub-interval
Ppp is the demand during kth sub-interval
f2 is the duration of the kth ub-interval
The volume of each sub-in al is representedas
t* Qj* Vio (i = 1,2, k = 1,2, T) (4.2e)

(/ = 1,2' m = J +M)
(j = l'2' m = j +N)
(j = l' 2' m = j +N) (4.30)
*fk+ y j P * + ( z i - Q 1 )= o

The roots of a quadratic equation can obtained as

vi- 4xi(zi - ay)

k = L , 2 , . . . ,T ) r)
.(4.3

The rest of the demand during interval is allocated to therylal generators'

M
PDP= Dk-> P1i*l17* (k = L'2''"'' T)
j=l

Further, it is assumedthat there no transmissionlosses.So, from Eqs. (4.24a), (4.24b), and

(4.24d), we get

( f t =1 , 2 , . . . , 7 ) (4.32)

k = 1 , 2 ,. . . D
,
= 1 , 2 , . .N. ,; k = 1 , 2 ,...,T) (4.33)
 258 Power System Opti

The water conversion actor can be obtainedas

v,o 1zx,po*,,+ t ) - ) " f ( j = 1,2, --.,14)

or
Lor
'jo = m=N+j) (4.34)
zxffu+tj
4.3.7 AlternativeM od for Initial Guess
The power demandis equall distributedamong thermal and hydro units during each interval.

Pork= 2, ..., T) (4.3s)

Further, it is assumed that are no transmissionlosses.
= ZaiPo,*
Ao* * b, (k = 1,2, ...,n (4.36)
Any thermal unit can be co ideredas the fth unit.
The water conversion can be obtained as
vJ(2x,Po*oy) = Lo1, (i = 1,2, --.,W

Lor
voj = m=N+j) (4.37)
ZxiP,\, + I j
To irnplement the above to solve the fixed-head hydrothermal scheduling problem, the
stepwiseprocedureis outli below. This procedure is known as iterative procedure.

Algorithm 4.1: Classical for short-Range Fixed-Head Hydrothermal scheduling

l. Read the number of ermal units N, the number of hydro units M, the number of sub-
intervals T, cost coeffi ients,ai, b;, ci (i = L,2,..., N), B-coefficients,BU(i= 1,2,..., N + M;
j = 1 , 2 , . . . ,N + M ) ,d schargecoefficients,4,lr zi (l = 1,2, ..., M), demandpplr(k-- I,Z,
..., D, and pre-specifi availablewater Vj (j = l, 2, ..., W.
2. Calculatethe initial g s values of P,.! (i = I , Z, ..., N + It4),A,l and vyo(i = l, 2, ..., M).
3.Considervja(j=1, M) as calculatedin Step 2.
4- Start the iteration cou r=1.
5. Start hourly count, k
6. Consider Pf,(i = 1,2, N + M a n d ) " f .
7. Calculate M;1,(i - l, ..., N + ItI) and a,A1o'
using the Newton-Raphsonmethod. Gauss
Eliminationmethodis used to solve the following equations.

=f-ffl
l,:{:,,";,l[li;]
8. Check the conver
M+N M+N
if
(
I
i=l
LPro'+ AJ,1,
i--l
Y P , r+ V ) " 0 < e then GOTO Step I l.
 Optiqnql Hydrothermal Scheduling 259

9. Calculatethe new v of Ps,(i = 1,2, ...,N + M andL1,as

= P*o * Mt and Lkn"*= )r*o+ L)"k
10. Set limits correspondi y a s

Disallow generator to icipate, whose limits have been set either to lower or upper limit,
in the scheduling by leting that row and column.
11. Set P,'po= Pi*n"* (i = 2, ...,N + IuI) and Loo= Lon'*GOTO Step 7 andrepeat.
12. If k > Z, ttren GOTO 13, else k = k + t1r,GOTO Step 6 and repeat.
13. Calculatewater wi ls Vi (i = 1,.., Il4).
14. If (lVj - v; I ( e) or if (r > R) thenGOTOStep15,
new- vio + (Vi - V;)IV j',
else
Vjo = Vjn"* (l = I , 2, ..., W
r= r * I; GOTO Step5 and repeat.
15. Calculatethe optimal t and loss and stop.

EXAMPLE 4.L A hyd al systemis consideredwhich consistsof one thermal and one
hydrogeneratingstation as n in Figure 4.4. The operatingcost of thermal station is given by

rft= 0.01P?* t O.lPrk+ 100'0 Rsftr

Inflow

= 25,000m3
plant

Po*

Figure 4.4 Hydrothermalsystem.

The rate of dischargeof h -generatrngstation is given by

t* = 0.05F2*+ 2O.0P* + 140.0 m?/h

260 Power System Opti,

Minimum and maximum limits of the generations

are
= 50.0MW Prf* = 200.0MW
= 10.0MW P#^ = 200.0MW
Assumethat the transmission are zeroandthe reservoiris large.The wateravailablein the
reservoiris
Vf = 25,000.0m3
The demandcurve is given in igure 4.5. Find the economic schedulefor two hours.

Po*

tI +oo
z 300

E roo
E
d too

)emandcurye.

tansmissionlosseswill becomezqro.substituting
with numberof thermalgenerators,N - I and

) (r)

1; m=l+j) Gi)

(iii)

mits, we get

b4
"'lk
dqn
= Q.l}Pz*+ 20.3m3^'Iwh
b#

(iv)
 Optimal Hydrothermal Scheduling

= A.* or Pz*=(trh-
vtu(o.10P+ 20.0) 2oo) (v)

Substituring
Eqs.(iv ) i (v) into Eq. (iii), we get

t' ),k
150
tk
-- rDD k
\
or

= Po* + 205

or
L o = Poo+ 205
(vi)
tk 50+ lllv,

Computationof initial valges

using Eq. (4.35) for k = L
Power generations,Ps, are corprputed
Prr = 25p12= 125MW and Pzt -- 25012= 125MW
Incrementalcost 2q,is computpdusing Eq. @.36) for k = I
x 0.01x 125+ 0.1 = 2.6
Powergenerations,
Pn arecorfrputedusingEq. (a.35)for /<=
Pn -- 3Wl2 = 150MW and Pzz= 30012= 150MW
Incrementalcost ),1,is computpdusing Eq. (a.36) for k =

hlth= 2 x 0.01x 150+ 0.1 = 3.1 Rs/IvIWh

From Eq. (4.37), water conveisionfactor, vr is calculated

L, 2.6
vr= = = o'08Rs/r
n3
urrr, I o zx o.osxns + n
Set iteration counter IT = 1
Compute )"p,for k = | from Eq. (vi), i"e.
250 + 205
= 2'6Rsa{wh
50. to/oog
i.e.

Pn= (50 x 2.6- 5) = 125MW

for k = | from Eq. (v), i.e.
ComputeP21r,
Pil -- (10 x (2.610.08)
- 200)= 125Mw
 262 Power System Optimization

Compute),p,for k - 2 from Eq. (vi), i.e.

u=
tk 50 + 10/0.08
ComputeP1p,for k = 2 from Eq. (iv), i.e.

P21= (50 x 2.885714- 5) = 139.2857MW

ComputeP21r,
for k = 2 from Eq. (v), i.e.
- 200) = 160J143MW
P22- (10 x 2.885114/0.08
Total volume utilized is computedfrom Eiq.(.24c), i.e.
V - 6[(0.05 x 12s.00+ 20)125.00+ 140 + (0.05 x 160.7143+ 20)160; 143+ 140]
= 48401.94m3
Now,
- 25000.00| < 0.01
| 48401.9)4
Convergencecriteria is not satisfied,so update v1

- 0. 1693954Rs/m3
vt = 0.08 + 0.0955 x 2340i.94125000.00

Incrementthe iterationcounter,IT - 2

Ptr= 203.6515MW P21=' 46.3485MW Lt = 4.173030RsAvIWh

Prz= 226.5803MW, P22=, 73.41977MW )q = 4.631605RsAvIWh
Vt = 18313.79m3 and I 18313.79- 25000.00I > 0.01

Convergencecriteria is not satisfied,so update v1.

vt = 0.1438541Rs/m3
Solution is obtainedin the seventhiterati,onand is given below:

Pn = 184.1549MW Pzr = 65.84509MW, hr = 3.783098Rs/IvIWh

Pn= 2M.9412 MW Pzz = 95.05884MW )q = 4.198823Rs/IvIWh
Vr = 25000.0019m3 and | 25000.0019- 25000.00| < 0.01
The convergenceis achievedand the total operatingcost = Rs. 5988.293.

S"rypleSystem4.1
A hydrothermalsystemis consideredwhir:h consistsof three thermal and one hydro generating
station.The operatingcost of the thermal station is given by

Frr,= 0.0IP1k+ C).lPrk+ 100.0 Rsftr

Fz*= 0.02P22k
+ AJP21,
+ 120.0 Rs/h
F*= 0.OnPZk
+ 0.2P3k+ 150.0 Rs/h
 Optimal Hydrothermal Scheduling

The rate of dischargeof hydro genrlratingstation is given by

+ 140.0 m3/h
+ 20.APa1,
Qrk=0.061'24k
are:
Minimumand maximumlirnitsof the generations
P,odn= 50.0Mw, Prott*= 2oo.oMW
*
Pr.o^"= 40.0Mw, P2*^ = l7o'o MW
Protn= 3o"oMw, P3k^^* - 2r5-oMW
Poo^^= lo"o Mw, P4kn'^* - loo.o MW

Assumethat the reservoiris largeand wateravailablein the reservoiris

Vt = 25000'0 m3

The B-coefficientsof the power system network are given by

Using the iterativemethod,the generationscheduleof this hydrothermalproblem fct 24 hours is

obtained and is given below, whenrhourly demand is given. Table 4.1 representsthe operating
cost of thermal units, incrementalcost i.p, and dischargeof hydro units during 24 hours. Thermal
and hydro generationsto meet the hourly demand along with transmissionlossesare given in
Table 4.2.

4,4 NEWTON-RAPHSONNIETHODFOR SHORT-RANGE

HYDROTHERMAL
FIXED-HEAD SCHEDULING
'schedulingare given in Eqs. (4-24a-
The optimaliry conditions to solve th,refixed-headhydrothermal
4.24d), which are obtained by taking the partial derivatives of augmentedobjective function
-
definedby Eq. (4.23), with respectto the decisionvariables,Pi*(i l, 2,..., N + ItI), )0,, vfi = l',
2, ..., M). Inherently,theseequationsare nonlinear.The Newton-Raphsonmethod has been applied
to find Pi{i = 1,,2,...N , + M , k - 1 , 2 , . . . ,D ; L * ( f t = 1 , 2 , . . . ,T ) a n d v r (' / = 1 , 2 , " ' , I I O '
Assumethat P;01, i.! and vr.oare known and can be consideredas initial values.Small change
in these variables can be obtained from the following equationsto update the values of control
variables.Thus,

PiX"*= Fior+ L'P,1, (i = 1,2, ...,N + M; k = l, 2.,...,,D

htr*-- hP+ A)'e (k = I, 2, ...,T)

- u,o+ Lv,i (i = L,2, ..., 14)
4t*
( \ N+M d'Pro, r, .(%_rl uo
azF, ^n.to
I aP*aPrtMi**(.a"-
l,rffi+hl#)M,o+Ll i*i

'lF
 4t
264 Power System Optimization

Thble 4'1 Hournycost, ,14r,

a d dischargefor requireddemand
Por Fp 1k
(Mw) Qr*
(Rs/h) (Rs/MWh) (Mm3nr)
I 175.0 st2.9634 2.4006 346.0000
2 190.0 539.1459 2.5141 346.0000
3 220.0 598.9467 2.7451 346.0000
4 280.0 750.3t93 3.2228 346.0000
5 320.0 876.8282 3.5534 346.0000
6 360.0 993.5868 3.8938 51s.9093
7 390.0 1064.'7850 4.t557 787.7614
8 410.0 tt14.4540 4.3335 981.0660
9 440.0 tt92.2800 4.6051 1289.7430
l0 475.0 1288.1440 4.9295 1679.2540
lt 525.0 1434.6410 5.4070 2293.t200
t2 550.0 1t512.t370 s.6522 2626.4530
13 565.0 1560.0060 5.8014 2835.1800
t4 540.0 1t480.7970 5.5536 2490.9580
l5 500.0 1359.9820 5.r661 1977.5480
16 450.0 1219.1110 4.6970 1397.7510
t7 425.0 1152.8670 4.4686 r132.5560
t8 400.0 r089.3990 4.2443 883.I 864
19 375.0 1028.6910 4.0240 649.r595
20 340.0 948.3157 3.7223 346.3888
2l 300.0 810.8776 3.3869 346.0000
22 250.0 669.1344 2.9813 346.0000
23 200.0 5s7.9610 2.5905 346.0000
24 180.0 52r.4222 2.4383 346.0000

+ Lek(k - (i = 1,2,".,N; k = 1,2,,..,T) (a.38a)

,]

rW + rofl LP,,r
(,1, +Lo*T:
#k a,,P,o
+(## -,)* r *ffit,,
do,,.

= -[rt, r# + Loo(**- t)] (i =,1,2,...,M; m= i+ N; k = t, z, ...,r) (438b)

N+ M ^Zrf)
I
.t=l W-t)
*o=-(r,r+pfn ( k = r , 2, ,D (4.38c)

i _-. . ._.--t __
 Optimal Hydrothermal Scheduling 26li

Table 4.2 Thermal and trydro generations,transmission losses, and demand error

Po* P* Pzr P-rr P* Pt*

(Mw) (M'W) (Mw) (Mw) (Mw) (MW)
l r75.0 69.lrr9 37.834 u.6t4 r0.000 7.3674
2 r90.0 76.:t33 41.599 70.916 10.000 8.8492
3 220.0 89.288 49.376 83.594 10.000 t2.2573
4 280.0 I15.705 66.008 109.218 10.000 20.9314
5 320.0 t33.697 77.994 t26.473 10.000 28.tffil
6 360.0 148.008 88.l 76 t40.467 17.841 34.4939
7 390.0 t55;t57 94.r20 148.438 29.735 38.051 l
8 410.0 160.876 98.t49 r53.731 37.773 40.5294
9 M0.0 r68.482 r04.294 t6t.637 49.990 M.40/.5
l0 475.0 t77.2t42 nt.622 r70.809 64.487 49.1@8
il 525.0 r89.535 r22.393 r 83.808 85.649 56.3841
l2 550.0 195.5;79 r27.9r4 r90.258 96.428 60.t799
l3 565.0 r99.r72 131.272 r94.tt2 r02.9s8 62.5151
l4 540.0 r93.r70 r25.695 t87.682 92.t00 58.&7|
r5 500.0 r83.422 i16.962 t77.324 75.002 52.7rO3
l6 450.0 r70.998 106.37r r64.2& 54.105 45.7378
tl 425.0 164.690 101.206 r 57.689 43.857 42.M34
r8 400.0 r5 8 . 3 2 1 96.t28 15r.086 33.743 39.2796
r9 375.0 1.5
1.8i93 9r.r33 1M.457 23.7& 36.2483
20 340.0 142.7',98 84.279 r3 51
. 33 r 0 . 08r 32.2306
2l 300.0 t24.563 71.905 r r7.830 10.000 24.3982
22 250.0 t02.4.t1 57.502 96.363 10.000 16.2771
23 200.0 80.6;30 u.r54 75.t32 r0.000 9.9186
24 180.0 72.Qt52 39.081 66.7t2 10.000 7.845r
Total cost = Rs 24,276.79, vl = 0.18,22Rs/m3, Vt = 25,O00.03m3

i l'3--tl LPu,r ( / = l, 2, ...,M; nx-- j + M) (4.38d)

# t dPu,, )
Substitutingthe values of derivatlivesinto the above equations,the derivativesare evaluated
about initial conditions
N+M
(Ztpi+ ),ooB,,1LPit,+
70* 2B;1LP.
I
j=l
j*i

=-f,,eo,p; * Bio
* b,)+ r.o[X2,Biipi.k (4.39a)
il
 266 Power System Optimization

(zv10tpx1
+ xr,oB^*)Lp^r
+ L* i, zl^ta,F,r
+lY zB,ffl* B^o-tl LLr + t1,Qx1Pfu
+ y) A,vi
I;!^ \ r=r )
l- (ry:y )l
= -l ,l,oQx,pf,
+t) + Lool zB^t,pfl
* B^o- t
f II
L \_E ))
(i=l'2'""Mi m=i +N; k=l'2'"''D (4.3eb)
N + M( 't
u+u
Y' I zBnpfk
u"it'tk Bio-rl ar,n=-( ,ro+
+'"io ptk- oll (k- t, 2, ...,T)
Yi=l @.39c)
fr G ) \ )
r
'fu
r o +r yr) c r --v,l
= - lf 2$ . -tr,qiiir )
Z ,oex,pfl+
. . \ LP^o
ri) ALp^k
D = ,oqli,o rt (j == r,z,...,M; m = j + N )
(i (4.3ed)
k=t [] )
The aboveEqs. (4.39a)to (4.39d),can be written in matrix form as

lv z:zJlnz)= l-Yzf (4.40)

where Z is a vector defined below:

Z = lZt, 22, ...,Z7i v1, v2,..., vnol'

Zk- lPro, ...,PNk,P1y*ry,.,

...,P1w+M)0,
Lof' (k = 1,2, ..., T)
The size of vector is S x 1 and the size of the Hessianmatrix is S x ,S;where

s= [(N+M + t) x T+ M);
N is the numberof thermalunits; M is the mumberof hydro uto; I is the numberof time intervals.
Supposethere are three thermal units and two hydro units. The schedulingis required for 24
intervals,thenthesizeof the Hessianmatrixwill be 146 x 146 t(3 +2+ l)24+2= 146)1.
To implement the Newton-Raphsonnnethodto solve ttre fixed-headhydrothermalscheduling
problem, the detailed stepwiseprocedureis outlined below.

Algorithm 4.2: Newton-Raphson Mel,hod for Short-Range Fixed-Head Hydrothermal

Scheduling
l. Read the number of thermal units N, the number of hydro units M, the number of sub-
intervalsZ, costcoefficients, d;, bi, ci (i = I ,2, ...,AD,B<oefficients,Bij e = 1,2,..., N + M;
j = 1,2, ...,N + M), discharge coefficients, xi, !r, z; (i = 1,2, ...,M, demandpp1,(k = 1,
2, ..., Z), and pre-specified availablewater v1( j = 1,2, ..., IO
2. Calculatethe initial guessfor P;10(i ,= 1,2,..., N + tr[), )"1r0 andvro{j = 1,2, ..., It4)as
discussedin Sectror4.3.6 or 4.3.7 for Z intervals.
Start iterations,r = |
t e, P i 1=r ( 1i , 2 , . . . , N+ W ; ( k = 1 , 2 , . . . , 7 ) ; L ) " k @ = 1 , 2 , . . . , 7 a) n dv ; ( , 1= 1 ,
C a l c u l aA
2, ..., tut) by solving Eq. @a2) using the gausseliminationmethod.Hessianand Jacobian
matrix elernentsare obtainedfrom tiqs. (4.24a),(4.24b), (4.24c), and (4.24d).
 Optimal Hydrothermal Scheduling 267

5. Check the convergence

r f u+x I I M
if ^pi**LLrl
.;; nu; or YPir+Y)'-].( 6
I LI l<e I [fl Y;',
then GOTO Step 10.
6 . C a l c u l a t e t hnee wv a l u e os f P i l t ' " (* i = 1 , 2 , . . . , N+ M ; k - L , 2 , . . . , D ; L k n "(*k - l ' 2 , . . . ,
I) and ,jn"* ( j = l, 2, ..., Iv[) by addingthe changesto the previousvaluesas
P i k n -" *P , o ' * A , P 1 1 ,( i = 1 , 2 , . . . , N+ M ; k - 1 , , 2 , . . D
.,
hnew= )'to+ L)"k (k = L,2, "', D
vjn"*= vjo+ Lvj (i = 1,2, "', 14)
as:
7. Set limits correspondingly

; if P,.["* > 4'u*

; if 4l'* s 4min
; othenvise

Disallow to participatethe generation,whose limits have been set either to lower or to

upper limjt, in the schedulingby deleting that row and column.
8. If r 2 R, then GOTO Step 9,
else r=r*1,
P,oo= Prkn"* (f = l, 2, "', N + M; k = l, 2, "', T)
Loo= Lkn"* (k = 1,2, ...,7)
,jo = ujn"* (/ = L,2, ...,M)

GOTO Step 4 and repeat.

9. Calculatethe optimal total cost and transmissionloss for Z intervals.
10. Stop.

SampleSystem4.2
A hydrothermal system has been considered,which consists of one thermal and one hydro
generatingstation as shown in Figure,4.6. The operatingcost of the thermal station is given by
F* = 0.001991 + 373-7 Rs/tr
P7* + 9.6O6PL:

The rate of dischargeof hydro generiatingstation is given by

= 2.19427 x rc-sP721,
Quc + 2.5709 x I04Py, + 1.742333 Mm3/h

Assume that the reservoirsare large and water availablein the reservoirsis Vr = 12.4797Mm3.
The B-coefficientsof the power systemnetwork are given by

[o.oooos o.ooooll
-'""--^
B - l"'""--- | Mw-r
10.00001 0.001sOJ
?fi8 Power SystemOptimization

Mnn3
Vt: 72-4797

Pzt Transmission
line
'DL k Prr
2 P,Dk: Parr+Pro, I

Load,Poo, I Load,Por,

Figure 4.lD Hydrothermalsystem.

Using the Newton-Raphsgnmethod, the;generationscheduleof the hydrothermal problem for

24 hours was obtainedand is given below, when hourly demandwas taken.Table 4.3 representsthe
operatingcost of thermal units, incrementalcost, )v1,,and dischargeof hydro units during 24 hours.
Thermal and hydro generationsto meet the hourly demand along with transmissionlossesare
given in Table 4.4. The unsatisfieddema,ndduring each sub-intervalis given in Table 4.4.

4.5 APPROXIMATENEWTON-FIAPHSONMETHODFOR SHORT-RANGE

FIXED.HEADHYDROTHERIT'IAL
SCHEDULING
Supposethe initial values of control variables P;1ph1,,rnd vj are known. The updated values of
control variablesin the next iterationare

P,f* - p?r+ AP,1 ( i = 1 , 2 , . . . ,N + M ; f t = 1 , 2 , . . . ,T )

i.f,t* - )"p'* + AJ"1, (ft = I ,2, ..., D
ur!t* - ,f + A,v1 ("i = I ,2, ..., Il4)

Any small change in control valuesfrom their previous valuescan be obtained from Eqs. (4.39a-
4.39d), by substitutingthe valuesof deriivativesinto Eq. (4.39a).The derivativesare evaluated
about initial values.

N+M
(2tpi + zhf Bi l:rir,+ hf
I 2BiiLpir+(K,[ -l)Lhk
iil!

- - [to(2o,P0tt
+ b,) + h], (K,P- l)l (i = t ,2, ..., M (4.41)
where

N+M
K?*=' Ij=l
+ Bio
zBUPjok

N+M
To simplify calculations,neglectall the tenmswith Bi, i -7. So neglecting
the term ,ru A,Pi*,
2
Eq. (4.41) becomes
i=l
(2tpi + 21028,,)Ap,&= (l - KDir)H*- t1r(2a;p0u
+ bi) ( f = I , 2 , . . . ,M

**J
 Optimal Hydrothermal Scheduling

Thble 4.3 Hourly cost, 2n,and dischargefor required demand

Po* Fp )"2 Qt*

(Mlv) (Rs/nt) (Rs/lvlWh) (Mm'/h)

I 455.0 27W.Blr r0.83128 2.896065

2 425.0 to.6u26 2.868330
415.0 "L412.680 10.63554 2.859t94
3
"L3l5.n7l 10.59665 2.851924
4 407.0
"2237.477
1Zt69.Xzl 10.56270 2.84559r
5 400.0
6 420.0 2363.87r 10.65988 2.863755
7 487.0 3026.957 r0.98948 2.926196
8 604.0 4232.5M r 1.58041 3.041320
9 665.0 4885.654 l 1.89655 3.104540
l0 675.0 4994.354 tr.94892 3.115120
lt 695.0 5213.1,43 12.05413 3.136465
t2 705.0 ,5323.235 t2.10697 3.147231
13 580.0 3980.234 11.45755 3.017057
l4 605.0 4243.174 11.58554 3.042338
l5 616.0 4359.680 11.64215 3.053579
r6 653.0 4755.824 11.83391 3.091925
t7 721.0 5500.355 t2.t9183 3.ru587
l8 740.0 57r2.2M 12.29314 3.185407
19 700.0 5268.r31 12.08053 3.141840
20 678.0 5027.A54 Lt.96466 3.118306
2l 630.0 4508.835 tt.7lM7 3.06799r
22 s85.0 4032.583 11.48308 3.022083
23 540.0 3565.490 r1.25469 2.977368
u 503.0 3t88.220 lt.06912 2.941476

Total operatingcost= Rs 96,024.39.

Vt = 72.n969 Mm3
\ = 995-0728Rs/Mm3

or
(t - K,fl)A.";*- tkQaiPfl* b,) ( l = 1, 2 , . . .n,
LPp =
2tpao+ ztvokBii

(1-,K,?))'Y - dr* (i = 1,2, ..., ll) (4.42)

xik
where
dik= tlrQa;Ple+ b) (4.42a)

Xsp- Z(tpi + hpi) (4.42b)

 Power SystemOptimization

Table 4.4 Thermaland hydro generations,

transmissionlossos,illd demanderror
Por P* Pz* Pu Errcr
(Mw) (Mvr) (Mw) (Mw) (Mw)
I 455.0 23r.8/,38 235.2348 t2.07865 0.000003
2 425.0 203.6639 232.4r.28 11,.12668 - 0.000030
3 415.0 r94.2866 23t.54?3 10.82885 - 0.000009
4 407.0 186.7905 230.8071 ro.59757 0.000007
5 400,0 r80.2357 230.1646 10.40029 - 0.000012
6 420.0 r98.9742 232.0p.23 r0.97655 - 0.000012
7 487.0 26r.9826 238.2088 13.19139 - 0.000014
I 604.0 372.8918 249.2372 18.12907 - 0.000021
9 665.0 431.1694 255.0860 2r.25539 - 0.000042
10 675.0 4/;0.7532 256.0515 2t.8M63 0.000004
ll 695.0 459.946/ 257.9880 22.93M2 0.00003
r
t2 705.0 469.5559 258.9591 23.51503 0.000011
l3 580.0 350.0487 246.9549 17.w364 - 0.000023
t4 6bs.0 373.84/.7 249.3326 18.17723 -0.00001I
l5 616.0 384.33t5 25038A+ 18.71383 -0.000036
l6 653.0 4r9.6801 253.9300 20.61N2 - 0.000027
t7 72r.0 484.9490 260.5168 24.46588 0.000000
l8 7N.0 503.257r 262.3731 25.63015 0.000025
l9 700.0 4U.750r 258.4733 23.2234r 0.000023
20 678.0 M3.6300 256.3415 2l.97tM 0.000002
2l 630.0 397.6930 251.72t7 t9.4t472 - 0.000015
22 585.0 354.8037 ?/+7.4295 t7.23327 0.000051
23 540.0 312.0835 v+3.t742 t5.25767 - 0.000020
u 503.0 277.0832 239.7025 1h78570 - 0.000064

Subsituting the values of derviatives into Eq. (4.39b) and rearranging the terms, wo have

N+M
(2vlt p, + hokBn*)M* * )ro* zBd Mk
l=l
l*m

= -fte(Z*iPk+ y)(voi+ Av) + (n?+ L)vil(If,k - 1)] (/ = 1,2, .,.,Mi tn = j + If)

Zu*Pfl+B^,
l=l
 Optimal Hydrothermal Scheduling nl

N+M
Neglectingthe term ,U rLP;. for simplification,wo have
Z
'r='^
\
Lolp,*)M*=-1t1,(2x1p%+);)v;o* + )rtr* (Kflr- 1)l (/ = 1,2,...,M; m=i + M;
(2v1ot1,xi+
or
0 - Kf,il 1";* - t1,(2x
1Pk * t )vli'*
LP,a= ( / = 14, 2 , . . . , M ; m = i + M 1

Q- K%)4'" - F rft
ior]"*
r r . = l' 2' :"' M" m = + M)
= (/ i (4'43)
Yio
where
Fi*= t*(4 Po*+ Y) (4.43at
Yi*= z(viot1,xi+ Lo1,B^*1 (4.43t)

Substiutingthe values of derivativesinto Eq. (4.39c), we get

N+M ( N+M \
-K:)L,Pi*
= I P,fI (k=1,2,...,7)
Ij=l tt lrrn+Pk-i=l
\ J

SubstitutingEq. (4.42) and Eq. (4.43) into the above equation,wo have
N - o,o)
ny G --x,o) tr- r& I - prnurr"*
*oo'r(
^ t " / [ * $. (r- Kl,,k,
[,tf* I
Ii =' (rt - , x,e )-H* - )
( N + M \
=' pk-Itf
| ( k = 1 , 2 , . . . ,m7=; i + M )
lP'o*
\ i = l )

or

(4.44)

where

@.aaa)
F272 Power System Optimization

e-K%)pjk
Dir = @.44b)
'vj k

pfk>",S i ((r-$k)a,*
( N+M \ N(
Fp
[r*+ l. r:f @aac)
\ i=l )
Substi . (4.42) in w. g.3ed)
T
s Kl"o)
L";*
.a
k=l T
or
T
-
Z ou^y Hir]"n = oi m=j+M) (4.4s)
&=l

H i = i tYik
fu @.45a)
*=/

o i =v j - i , r n , (4.4sb)
ft=l
From Eq. (a. q, we find the valueof .l,ft* as

-Ai*-=
f , +.f ?vT"* (4.46)
Ck
frCk-l
Substitutingthe value of A,f"* into Eq. (4.45), we get

g (rr*$ pk )
= U = r,2,...,M; m=i+ M)
L D*lt+ / ffvi" l- r,ri"n oi
r=r 1a ?tck )
or

iE$t r y r , 1C k' * 'lt- " r r "ite' r w = -or j - f WC k ( j = r , 2 , . . . ,m

M=i j + M()4 . 4 7 )
\t=t ) H
Equation(4.47)can be writtenin matrixform as
[Qlu*u lviluxt = lRiTuxt
where

eii=[E (i=1,2,
,ra (4.48)
ry)-Hi
 Optimal Hydrothermal Scheduling

T
(4.50)
Rj = oj- I
/<=l
( j = L , 2 ,- . . ,N [ )

computed from
Here only the matrix of M x M is to be solved to calculate uf*a )tf* uT Jt
= M) and LPa
Eq. (.aO. Wtrn the valuesof Vyn"*and h:"* are knoln then LP;1(i 1,2, "",
( j = l, Z, ..., M; m = j + /f), can be computedfrom Eqs. (4.42) and (4.43), respectively.The
detailed algorithm is elaboratedbelow:
Hydro'
Aigorithm 4.3: Approximate Newton-Raphson Method for Short.Range Fixed'Head
thermal Scheduling
of sub-
1. Read the number of thermal units M the number of hydro units M, the number
4;, bi, ci (i = 1, 2, ...,1V),B<Oefficients,BUQ = L,2, "', N + M;
intervalsT, cost coefficients, -
j =1,2, ....,N + M), dischargecoefficients,xi, !i, z; (i - L,2, ..., M), demand Po* (k 1,
- 1, 2, ..., M)'
2, ..., ?) and pre-specifiedavailablewater Vi (i
-
2. Calculatetheinitialglessvaluesof 48(r = 1,2,...,N+ W; i,'f andvf Q 1,2, "', M)
3. Staft the iteration counter, r = l.
4. Computethe variables,Kf, d,yrftomF4. @.42a), Xi*from Eq- @.42D,!3Lrfrom F4' @'43a),
yrr from F4. @.43b),Cr from Eq. (4.Ma), Di* from Eq. @-Mb), Fr from Eq. @.aac),Hi frorn
F-q.(4.45a)and O; from Eq. (a.a5b)"
5 . Compute y-newby solving the following simultaneousequationsusing the Gausselimination
method.
[Qiilu"u fviTuxt= [R'luxl
6. Check the convergence
if I v,.o* - v1o| < e ttren GOTO SteP 12.

7 . Compute lLnewfrom Eq. @.aq-

8 . CalculateMn (f = 1, 2,...,N + M), usingEqs. (4.42)and (4.43).
9. Calculatethe new valuesof Ppnt*
Pi[t*=P*o+M* t + M ; k = t , 2 , . . . ,T )
( i = 1 ,2 , . . . N
10. Set limits correspondingly as

Disallow the generatorsto participate,whose limit have been set either to lower or upper
limits by setting the relating coefficients to zero-
11. If (r > IT) then GOTO SteP12,
else r =r* 1,
Pif = Pikn"* ( i = 1 , 2 , . . . ,N + M ; k = 1 , 2 , . . . ,T )
Loo= Lkn"n ( f t =1 , 2 , . . . , 7 )
'io = vjnt* ( / = L , 2 r . . . ,l f )

GOTO Step 4 and rePeat.

 Power System Optimization

12. Calculatethe optimal cost and loss, etc..

13. Stop.

EXAMPLE 4-2 A hydrothermalsystem is given which consistsof one thermal and one hydro
generatingstation as shown in Figure 4.7. The,operatingcost of the thermal station is given by

Fw = 0.00184P?k+
9.2Pw + 575 Rs/h
The rate of dischargeof hydro generatingstation is given by

Q* = 4-97P?* + 330 m3/h

The B-coefficientsfor transmissionlossesare
Brr = Bn= Bzr=0.0, Bzz= 0.00008MW-I, Bro= Bzo=Boo= 0.0

Figure 4.7 Hydrothermalsystem.

Assumethat the reservoiris large.The wateravailablein the reservoiris Vrt = 100,000.0

m3
The demandcurveis given in Figure4.8. Find the optimalgenerationschedule.

Solution The initial valuesare computedas:

PowergenerationsP,91,arecomputedusingEq. (a.35)for k = L
PPt = l20}t2 = 600 MW and Pozr = I2O01Z = 600 MW
Incremental
cost ,{ is computedusingEq. (a.36)for k = L
Lr = 2 x 0.00184x 600 + 9.2 = 11.408Rs/lvIWh
PowergenerationsPil,arecomputedusingEq.t(a.35)for k = 2
P?z= I5O0l2= 750 lvfW and P\z = tS}OlZ= 750 MW
Incremental
cost ,tPis computedusingEq. (a.36)for k = 2
L', = 2 x 0.00184x 750 + 9.2 = 11.96Rs/lvtWh
From Eq. (a.37),waterconversion
factor v1 is calculatedas

vP=
'I !', + y, = ry4.97 -2.295372
^2xrPr, Rs/m3
 Optimal Hy4rothermal Scheduling

Po*

tI r5oo
r2ffi
B
d
c:
cl
tr
a 5oo
t 2
,trnr, unit --+
Flgure 4"8 Demandcurve.

Set the iteration counter IT = 1.

Krk, Q*, X*, Fir, Yi*, C*, Di*, Pa urd F1,ue computed from Eqs. (4.41), (4.42a), (4.42b),
(4.43a),(4.43b), (4.Ma), (4.Mb), and (4.44c),respectively,fq fr = I

Klr = zBnP?r
+ ZBpPBr= 0.0
4t = zB2rPlr 4t = 0.096
+ 2822
dn=t{zarPL+ b) = 136.896
Xrr = 2(tP1+ Ll Brr) = O.M4L6
Fn = t(zx'Pgr + )r) = 59-64;
Yn = 2 Qlt6 + L? Bz) = 0.00182528

cr=(1liff-..(l#),.=470.3658
(t - x2)2 Fn
D, = = 29537.69
Yrr
* Bn(P9)2+2Bp4t plJ = 28.8 tvrw
Pu = Bm+ (BroP?r+ Bzo4) + (Brr(P?r)z
(t - K:lr)?4rr.
Fr = pot* p9,r-(p!, + r!,1 + = 3l2g.g0
Xrt
K,*, 4p X*, Fj*, Yi*, C*, Di*, Pss wrd F1,ure computed from Eqs. (4.41), (4.42a), (4.42b),
(4.43a),(4.43b), (4.Ma), (4.44b) and (A.Mc), respectively,fq k = 2

f l r r = 2 B h 4 z + Z B n F n = 0 . 0 ; & = Z B u P l z +2 B z z P \ z O
= .I2
a?z= t2(2a1f2+bt)= t43.52; Xrz= 2(tzar+X3Brr)= Q.ffilS
Ftz= tz(br&z+ )r) = 59.64
Yrz= Z(vltzln+ h9 Bzz)= 0.0019136

c2- G!,D' +(r-t!:8)z = 427.3272

xrz Yrz
276 Power System Opti
I
I

= 27426.42

Pn, = Boo+ (Brc4z + 822@l)z + 2Bn 4, fD

Bzo4r) + (Br ,(Porz)z = 45.0

Fz=Poz* P22-( + r ! 2+1W = 3 2 e 5 . o

Hi and Oi arecomputed Eqs. @.45a)and (4.45b),respectively

Hr = 38A7467.0

O1 - Vf - ft{qP221 ltPzr -r z) + t2(x1P\z

+ yfzz + z)l = 11566

Qii and R; are comPuted Eqs. (4.49) and (4.50), respectively,as

,12
- HL = -0.L923168
x 106
c2
(DrzF)1=-0.39
63srs
C 2 J
Equation (4.48) becomes
-0.1923168 x 106 v = - 0.39639t5 or vlnt* = 2.MI139 Rs/m3

I
ytnt* - -2.2953721=0.234233
I | = l2.06rr3e > 0.0001
)apis computed from Eq. ( .46).as

= 136.0858 Rs/IvfWh

= L39.9973 Rs/l\'IWh

Compute the new fronnEqs. (4,42) and(4.43)as

(t - rror) - dn
PrT* = Pfr+ = 581.6522vrw
ll

K3tI new
Pii* = Pfr+ G- = 652.1569MW
ll

I new
Klz
Pi;* = Prlz+ Q- - 670.2289 MW
12

Kgzrnew
PzT*= Pu + Q- = 891.7831 MW
 Optimal Hydrothennal Scheduling n7

For the seconditerations, previousnew valueswill becomethe old valuesandthe above

described procedure is rePeated the convergenceis achieved.

vP = 2.061139Rs/m3
P,l = 581-6522MW fr = 652.1569 RsA{Wh
MW L?,= 136.0858
Pr8= 670.2289MW 3 = 891J831MW, U = 89.9973Rs/IvIWh
Vr = 100000.60m3
Incrementthe iteration , l T= 2
Vrn"* = 2.028335 Rs/m3
lyln"*- vlol= l2.0/8335-2. > 0.0001
1139| = 0.032804
PlT* - 567.3913MW, MW Xf* = 135.4560RsA4lYh
ff* = 668.3195
Pi;* = 685'7040MW MW Lf* = 140.6807Rs/MWh
ffn = 875.6098
Vt = ggggg'94rf

lncrement the iteration ter, IT = 3

vrn"* = 2-028377Rs/m3
I yrn"*- vlol = 12.028377- 2. 3 3 51 - 0 . 0 0 0 0 4 2< 0 . 0 0 0 1
PrT* - 567.4131MW P2T*= 668.3188 MW lf* = 135.4570Rs/IvIWh
Pff* = 685.7244MW Pff* = 875.6116 MW Af* = 140.6816Rs&IWh
Vr = 100000'00m3
The convergenceis achi
The total operating cost = .60
169,637

SampleSystem4.3
A hydrothermal system is given ch consists of one thermal and two hydro generating stations
The operating cost of the station is given bY

fi,+ 3.0Prt+ 15.0 Rs/h

= 0.01P
The rate of discharge of h ting stationis given bY
zry+ 8.49504x 104 Px +.5.66336x 10-3 Mrn3/h
Qr*= t'4L584x l0{
'x
Qz*=2'83168 10{ ?* + 1:699008x t0-3 P* * r.1L32672x 10-2 Mm3/h
Assumethat the reservoirsare and water availablein the reservoirsis

Vr = 0'707920Mm3 and Vz = 0.991088Mm3

The B-coefficientsof the power tem network are given bY

0,0
0 001
00
 218 Power System Opt

Using the approxi Newton-Raphson method, the generation schedule of the hydro-
thermal problem for 24 is obtainedbelow,wherethe hourly demandis given.Table4.5
representsthe operating of thermalunits, incrementalcost, Lr, and dischargeof hydro
units during 24 hours. and hydro generationsto meetthe hourly demandalong with
transmission lossesare in Thble 4.6. The unsatisfieddemandduring each sub-intervalis
givenin Table4.6.

Table 4.5 Hourly cost, 1,, and dischargefor required demand

k Por Fk )vk Qn 8zr
(Mw) (Ryh) (RsA4wh) (Mm3/h) 1Mm3/h;
r 30.0 r8.88393 3.025783 0.023420 0.026740
2 33.0 2t.30824 3.041765 0.024339 0.028918
3 35.0 22.93648 3.052452 0.024954 o.030377
4 38.0 25.39685 3.068531 0.025877 0.032573
5 40.0 27.04923 3.079282 0.026494 0.034044
6 45.0 31.22307 3.t06272 0.028040 0.037743
7 50.0 35.45866 3J33425 0.029592 o.04rc72
8 59.0 43.24131 3.r827r3 0.032403 0.M8264
9 61.0 M.99889 3.193738 0.033030 0.u9787
r0 58.0 42.36639 3.177210 0.032090 0.047504
ll 56.0 40.62426 3.t66224 0.031464 0.o$5989
r2 57.0 4t.494W 3.t7t7r4 0.031777 0.46746
13 60.0 44.11881 3.188222 0.032716 0.049025
14 61.0 4.99889 3.193738 0.033030 0.M9787
15 65.0 48.54493 3.215868 0.034288 0.052848
16 68.0 51.23193 3.232535 0.035233 0.055157
r7 71.0 53.94256 -3.Vt9262 0.036181 0.057478
l8 62.0 45.88152 3.t99260 0.0333M 0.050550
19 55.0 39.75698 3.t6074t 0.031l5l 0.M5233
20 50.0 35.45866 3.t33425 0.029592 o.ut472
\
2t 43.0 29.54618 3.095457 0.027421\ o.036259
22 33.0 2r30824 3.Mt765 0.024339 0.028918
23 31.0 19.68965 3.031104 0.023726 0.027465
24 . 30.0 18.88393 3.025783 0.023420 0.026740
Total cost = Rs 848.3436
\ = 32A1.953Rs/lv[m3, vz = | 13.925Rs/lv1m3
Vt = 0.7O79206
M.', lz = O. 10884Mm3*,

4.6 SHORT-RANGE
V RIABLE.HEAD
HYDROTHERMAL
SCHEDULING-C CAL METHOD
The basic problem cons involves the short-rangeoptimal economic operation of an electric
power system that includes hydro and thennal generationresources.The object is to minimize
 Optimal Hydrothermal Scheduling 279

Table 4.6 Thermaland transmissionlossesand demand elror

Pot, P* P21, P* Pu Enor

(MW) (Mw) (Mw1 (MW) (Mw) (Mw)
8.938724 0.,148840 -0.000012
I 30.0 1.289103 20.22103
2r.23325 10.181180 o.5a2679 0.000036
2 33.0 2.088211
11.010260 0.540562 -0.000007
3 35.0 2.622568 21.90774
22.91892 12.254970 0.600369 -0.000003
4 38.0 3.42U80
5 40.0 3.964031 23.59267 13.085510 o.642229 0.000018
25.27580 15.164500 o.7538/;7 -0.000036
6 45.0 5.313577
50.0 6.67120s 26.95706 t7.v+7110 0.875414 0.000041
7
59.0 9.135574 29.97866 21.005090 1.n9327 0.000011
8
21.841800 r.r779rl -0.000022
9 61.0 9.686846 30.64929
58.0 8.860439 29.64323 20.586940 r.090632 0.000025
l0
8.31I170 28.97214 19.75rr20 1.034438 0.00001I
ll 56.0
29.30774 20.168980 1.062338 -0.000033
12 57.O 8.585651
t3 60.0 9.4llm5 30.31401 21.423360 1.148419 0.000009.
30.64929 21.841800 t.17791r -0.000022
t4 61.0 9.686846
65.0 10.79333 31.98961 23.516880 1.299857 0.000037
15
24.774750 1.395503 -0.000020
l6 68.0 rr.6267r 32.99407
26.033890 t.494734 -0.000071
l7 7r.0 12.46309 33.99782
30.98449 22.260350 r.207800 -0.000002
l8 62.0 9.96297r
t9 55.0 8.037014 28.63647 t9.333420 1.006938 0.000033
20 50.0 6.671205 26.95706 l7.2t17llo o.875414 0.000041
24.60278 14.33U70 0.708007 -0.000036
2l 43.0 4.772795
22 33.0 2.088211 2r.23325 10.181180 0.502679 0.000036
23 31.0 1.555154 20.55850 9.352115 o.466389 0.000019
0.448M0 - 0.000012
u 30.0 1.289103 20.22103 8.938724

the total systemoperatingcost, nted by the fuel cost required for the system'sthermal
generation,over the optimization . Each hydro plant is consffainedby the amount of water
availablefor draw-downin the A prediction of the system's future power demand and
water supply is assumedto be a ilable for the optimizationinterval.
The output of each hYdro u it varieswith effectiveheadand the rate of water discharged
through the turbines. For large ity reservoirs,it is practical to assumethat the effective head
is constantover the optimization terval. If the system reservoirs are of.small capacitiesthen the
variations in effective heads t be ignored. Here the short-range,variable-headhydrothermal
problem is defined:
Consider an electric Power s network having N thermal power genbratingplants and M
hydro power generationPlants, w M + N is the total numberof generatingplants.The basic
problem is to find the active generationof each plant in the system as'a functionof time
over a finite time period from 0 T.
4.6.1 Thermal Model
operatingcost representedby the fuel
The objective function to be m imized is the total system
cost of thermal generatiofl, 0 the optimizationinterval, i.e.
T r V
rr= I > Fi(1QDdt (4.sI )
g i=l

of the level of power

where Fi(P(r)) is the fuel cost f the ith thermal unit which is a function
generationat the ith unit and approximatedbY
(i = I ,2, .,',t9 (4.s2)
Fi(P;(t)) = ,PKD+ bf iQ)+ c; Rs/h
with ap bi and c; as the cost icients of the lth generatingunit.

4.6.2 Hydro Model

In a hydro system,there is no cost incurred in the operationof hydro units. The input-output
characteristicof a hydro is expressedby the variation of water dischargeq(t) as a function
of power output Plr) and net I /r. According to Glimn-Kirchmayer model, dischargeis [Wood
and Wollenberg, 1996J:
(J = 1,2, -..,IO (4.s3)
aft) = Yt t$t) Q\y,v(r)) m3/h
where r;r and Q are two i t functions of head and hydro generationsand K; is a constant
of proportionality. These func s are representedby conventional quadraticequations,

P,rrD= rjP2*+ YiP^1r+zi (m =/ + /O (4.s4)

(4.ss)
4D="fr:+Pfi1*tTt
where
xi, !i, and z1are the disc coefficients of the llrth hydro plant.
dj, Fj, and Yi are the di coefficients of the 7th hydro plant.
Each hydro plant is ined by the amognt of water available for the optimization
interval.
T
t
dt = vi = l, 2, ":.W
(,1,
J e iQ)
0

where V; is the predefinedvol of water available in cubic metr€s-

4.6.3 ReservoirDyna
Reservoirdynamics are obtai by assumingthat the 7th hydro plant's reservoirhas vertical sides
and is of small capacity.S.o, net head is given bY

, T
(t) = hfo) + (Ii(t)-QiQDdt (4.s7)
il
 Optintal Hydrothernnl Scheduling

tr/O) is the initial hYdraulic of the yth hydro unit

tlr) is the naturalinflow of w to the jth hYdro unit
hYdrounit
4/l) is the rate of waterdisch g" 1t theith
S; is the surface area of the

1.6.4 EqualitYand Inequal Gonstraints

i) Load demand equalitY constrain

N+M
r| (4.s8)
- 4@ -PDG)+P[t)
i=l

Po(t) is the load demandduri g the sub-interval.

PrQ) is the transmissionloss inq the sub-interval.

lii) Limits are imPosedas

p.nxn <
tl , ' )( P i t " * (i= 1,2..-,N+M) (4.se)

where
Pl-n is the lower iimit of dth generator outPut
P,!""*is the uPPerlimit of ith generator outPut

4.6.5 Transmission
A common aPProachto model ission lossesin the systemis to use the Kron's approximated
loss formula in terms of B-coeffici
.N+M N+M
(4.60)
PrQ)= Boo* B,o4(r)+
>i=l j=l

where B,j, B,o and B6sare B-coeffi

the
The variable-headh I problem is framed considering the operating cost over
Each hydro plant is constrained
optimization interval to meet the rd demand in each interval.
by the amount of water available
T N
= J > Fi(14)dt (4.61a)
Minimize
0 i=l

subject to
N+M
(4.61b)
I e(r) = PoQ)+ Plt)
i=l
 Power System O,

T
1
I
J e/t) d (4.61c)
0
P-mins Pi t) < P,.t* (i = 1,2,..., N + M) (4.61d)

4.6.6 DiscreteForm Short-RangeVariable-Head

Hydrothermal
Scheduling m
The problem statedin Eq. (4. 1) can be redefinedin discreteform as
T / V
Minimize r- I I tr4Qi*) (4.62a)
k=l i=l

N+M
subject to T
Lt
'ik = Po*+ PU ( k = I , 2 , . . . ,T ) (4.62b)
i=l
T

Ltr ( / = 1 , 2 ,. . . ,M ) (4.62c)
k=l
pmin < 'i* s Pln * (i= 1,2,..N
. ,+ M : k = 1 , 2 , . . . , D (4.62d)
t.
1=lqp* ?p j Uio- eir) @.62e)
where
F;(P;*) is the cost functi of thermal units in interval k and is defined by
Fi(P*) = aiP?*+ biPi* * ct Rsftr
with ai, bi urd c; as the coefficients.
P;1 is the output of and hydro units during the kth interval.
Pa is the transmission during the kth interval and is given by
N N+M N+M
Pu=
I 4rBuPi1,+
Ier Pi*+Bw Mw
I ,=l i=l

with B;i, Bp, Bss as B fficients.

Ppp is the demand durin the ftth interval.
ftmtn is the lower limit o generations
duringthe &thinterval^
4-* is the upperlimit generationsduringthe hh interval.
eir is the rate of disch from the 7th hydrounit in intervalk and is definedby
'p-- K1Q(P*)Y4\i (m = / + /f)
with
Q(P,*) = *jPk* + yiPo,z+ zi
V(hil= aihjr+ Fhr+ Ti
 Optimat Hydrothermal Sth@

xi, lj and z,;as the discharge icients of the mth hYdro Plant.
a1, P1 and Ti 6 the discharge ientsof the jth hYdroPlant.
K; as constantof ProPortionali
Vi is the pre-sPecifiedvolume water available for unit 7 for whole of the period.
ft;p is the head of the ith h unit duringthe lttr sub-interval.
Iy is the natural inflow in 7th ydro plant during the /cthsub-interval'
N is the number of thermal
M is the number of hYdro uni
T is the overall Period for ing.
The above objective as ted by the consraintsis given as

,l,eis the incremental cost of delivered in the system during the &th interval.
Vi* are the water conversion
The optimalitY conditions described by taking the partial derivatives of augmented
P*(i= 1,2,,.., N + M),2q, v1*Q = l'2' "''
rbjectivefirnction with respectto decisionvariables,
lf). Thus,

=o
'rry}+L*[#-'] @.64a)

=o
vi*t*W+L*IW-t] @.6/'b)

2'rn,r = vj
@.64e)
t=l
N+M
(4.644)
2rn =Po*
i=l

h1**r= hi* @.64e)

The time-varying water conversion factor, vynis definedbY

r) ( / = 1 , 2 , . . . ,M ; k = 1,2,"', T) (4.64f)
Vj* = Uoir('

Mj*=
284 Power SystemO,

vs; is the water convers tactor

57 is the surfacearea of reservoir.
The function Mr1depends the rate of changeof effectiveheadat the hydro plant with the
rate of water discharge.In mar situations, this rate is a straight line, and therefore,M1pcan be
assumedconstant,Mi. So, the problem becomeslike the fixed-head hydrothermal scheduling
problem. voj is varied to meet water availability demand.The approximateNewton-Raphson
method has been applied to Pip(i = l, 2, ..., N + M), )4 for all the 7 intervals and then the
reservoirdynamics is obtained each interval.

4.6.7 ApproximateN n-Raphson Methodfor ThermalGenerations

Here, it is assumedthat vsyis wn then from Eq. (4.64a),small deviationsfrom initial valuesof
Pi*G= l, 2, -.., N + IuD,2a,are iven by

Fi
+fn(W-')] ( i= r , 2 , . . , M (4.65a)
ik

)
LK
+ hor #k L,P,*
+(##- r)u*
I
l*nt

dqi*
^X(W ( i = t , z ,. , M ;m = i + M l (4.6sb)
dP* l)]

(4.65c)

ied by rearranging the neglecting the term

taking ,1, - LP + A,),1,.

(f=1,2,...,M G.66)

| - K,*)Ef* - A,*
LP* - (i = I,2, ...M
, (4.67)
Xt*
 Optimal Hydrothermal Scheduling 285

(4.67a)

(4.67b)

(.67c)

be lified by rearrangingthe terms and neglecting the term

above tion becomes

-[,,,0 ( i = 1 , 2 ,. . . ,M ; m=j +M)

W+Ln;*(W-'l
(4.68)

( 1- K ) )r";* - B , ; m=/ + /f)

( j = 1 , 2 , . . .M (4.6e)
L P ,Y =

where
dq
= tpvi* i* (4.69a)
W
d'qio . no d2Pu
=tpvvw*r* (4.6eb)

"tr
into Eq. (a.65c),we get
SubstitutingEqs. (4.67) and (4. )

( n t

'^'L $-=Y")-+o
N

i,t -KkllLY Xik

fr'-

Lt"* = DrtL* (4.70)

M
N (L- K^1)2
Cp- @.70a)
Yik
j=L j=l
 Power System

( 'Zrfol.iry.
III.Y \ N /1 v \^ M (r- K*)Fjk
D*=
lroo
+Pk
i=l ) l=l " ik
lj=l
Yjo
(4.70b)

Using the derivatives, rblesA;1, Xi1r,Kys,Fi* nd Yi* are rewritten as

Ai* tp(Zaf!1,+ bi) @3ta)
Xp Z(tpi + LooB,,1 (4.71b)
N+M
Kir Ij=7 znurfo
* Bio (.7 rc)

Fir K1 1y1\i (biPo^* + l)

t16v11j (m = j + M ) . (4.7rd)
Yio 2(t1,\*KiV (hi| x1+ Lt F* ) (m =/ + /U) (.7 re)

4.6.8 InitialGuess
The power demandis equall distributed among thermal and hydro units during each interval.

P ? *3N= @.72a)

Further,it is assurnedthat t are no transmission

losses.
Lf = Za;Ple+ bi (k = 1,2, ..., T) (4.72b)
Any thermal unit can be consdered as the ith unit.
The water conversionfactor be obtained as

v$ Ky4\i (2xiPo^*+ !j) = ( j = I , 2 , ' . . ,W

Loo
(/ = 1,2,...M
, ; m= N +i) (4.72c)
1V@flQxff;*+ ti)
To implement the above to solve the short-rangevariable-headhydrothermalscheduling
problem, the stepwisep is outlined below.This procedureis known as iterativeprocedure.

Algorithm4.4z Short-Ra Variable-Head, Hydrothermal Scheduling Problem

1. Read the number of rmal units N, the numberof hydro units M, the numberof sub-
intervals T, cost coeffi ts, ai, b;, c;(i = 7.,2, ..., M), B-coeffrcients,
BiiG = l, 2, ..., N ! M;
j = 1 , 2 , . . . ,N + M ) , d i arge coefficients, J;, !i, zr (i = 1, 2, ..., M1, discharge coefficients,
d i , F i , T ( i = 1 ; 2 , . . . , , surfaceareaof reservoir,E U = 1,2, ..., IO, naturalwaterinflows,
I j k U = 1 , 2 , . . . ,M ; k = 1,2, ...,7), demandPplr(k= 1-2, ..., Q and pre-specified available
waterVj (i = 1,2, ...,
2. Calculate tlhe initial valuesof f,901; = 1,2, ..., N + ItO If nd y8; ( j = 1,2, ..., M;
k = l, 2, ...,T)
3 . Start the iteration cou r = L
4 Start hourly count, k.
5 . Compute v;1using Eg.
 Optimal Hydrothrr*! trhrMing

(4.7Lb), Kt from Eq' (4'llc)' Fir from

6. Compute Ai* from Eq (4.7La), X;1 from Eq.
Dl,from Eq' (a'70b)'
Eq. (4.71d),Yipfrom . (4.7Ie), ClrfromEq. (4.70a),and
(4.70),Eq. (a.67) and Eq. (4.69)'
7. CalculateALt"n,M*( = 7.,2,..., N + tntl,using Eqs.
respectivelY.
8. Check the conve
M
ot, + L,L or | ^T- - Lol=. *renGofto SteP11'
I
i=1

9. Calculatenew values P,[t* as

= P,f + LP;1, (i = 1,2, "'' N + M)

10. Set limits corresPondi ly as

or upper
Disallow to Partici the generation,whose limits has been set either to lower
equal to zero.
limits, in the scheduli g by setting the correspondingvariables
(4'6ae)'
1 1 .Computehead variatio h1**r(i = L, 2, ..., M) from Eq'
12. If k > Z, ttrenGOTO 13,

else k= k * tk,
Poi*=Pif* (i = 1, 2, ..-, N + kI)
= A'I"* and GOTO Step 5 and repeat'
L0*

13. Calculatewater wi w a l sV i Q - - t , 2 , . - - ,W .
L4. rf ((lv, - vf l, s er) if (r > R))
thenGOTOSteP15,
A
else Yi"* = vrl"* + = r * 1; GOTO Step 5 and rePeat.
v
15. Calculatethe oPtimal and loss, etc.
t6. Stop.

SampleSYstem4.4
one hydro generatingstation.
A hydrothermal sYstemis gi en which consistsof one thermal and
The operating cost of the station is given bY
Fv, 0.0025P211,+ 3.20Ptr * 25.0 Rs/h
Fz*= 0.0008 + 30.0 Rs/h
P7*+ 3.40P2k
given by bi-quadraticfunction
The variations of rate of di harge of hydro generatingstation are
of effective head and active wer:
= 0.0002I6P23k
Q(Pil + 0.306P31+ 0.198 Mft3/h

i
t
t
288 Power SystemOpti

QQ+D= .000360P2q* * 0.6I2P4k+ 0.936 Mft3/h

Y(/rrd= .00001ft2rr
- 0.0030hy,+ 0.90 ft
Y(h2i = .00002h2u
- 0.0025hu + 0.95 ft
The r0servoirshave small and verticalsides.The wateravailable,surfaceareaandinitial
height of head are given in Tabe 4.7.

Thble 4.7 Reservoirdata

Unit no. j Volume of wate4 Vj Surface area, Si Constant, Ki Initial height, \o

(Mft3) (Mfr2) (ft)
I 2850.00 1000.00 1.0 300.0
2 2450.O0 400.00 1.0 250.0

The B-coefficientsof the power tem network are given by

The generationscheduleof hyd problem tor 24 hours is obtainedand results are given
below, when hourly demandis own. Table 4.8 representsthe operatingcost of thermal units,
transmissionloss and incremen cost, 2.1during 24 hours. Thermal and hydro generationsto
meet the hourly demand are gi' in Table4.9. Variations in head and water conversionfactors
are presentedin Thble 4.I0.

Total openatingcost Rs 69,801.08

vor 10.45437RslN4ft3
voz 3.99630RsA4ft3
vr 2850.001Mft3
V 2 - 2450.0Mft3

4.7 APPROXIMATEN ON-RAPHSONMETHODFOR SHORT-RANGE

VARIABLE-HEADHY OTHERMALSCHEDULING
Short-rarge,variable-headhyd rmal schedulingproblem is sratedby Eqs. (4.62a4.62e) in
discreteform. The problemstated Eq. (a.62) is definedas unconstrainted
problemand is given as

L(Pit, L1r,Vi1)= t I

;[]

T
,o(r,o-hir-,
ri*+f-)]
t= l ff f
 Optimal Hydrothernnl Scheduling 289

Table 4.8 Operatingcost,transmission

loss,and 1.1

Pot Fk Pu hk
(Mw) (Rs/h) (Mw) (Rs/MWh)
I 800.0 1958.288 22.31927 4.212352
2 750.0 1824.227 19.54996 4.153136
3 700.0 1692.2M 16.97533 4.094674
4 700:0 1691.458 16.97506 4.094349
5 700.0 t690.652 16.97485 4.094025
6 750.0 t820.731 t9.54867 4.151735
7 800.0 t952.392 22.3t691 4.209999
8 1000.0 2500.537 35.37994 4.450924
9 1330.0 3472.733 @.20802 4.873655
l0 1350.0 3530.0s6 66.25757 4.898669
ll 1450.0 3839.658 77.05rt2 s.032588
12 1500.0 3994.37
| 82.78933 5.099574
l3 1300.0 3360.388 6r.19382 4.826p56
t4 1350.0 3509.680 6.25397 4.890889
l5 r350.0 350/.8M 66.25372 4.889043
l6 r370.0 356r.997 68.34032 4.914008
t7 1450.0 3808.27s 77.04802 5.020662
18 1570.0 4189.64.7 91.2t2ffi 5.185397
t9 r430.0 3732.734 74.81849 4.988676
20 r350.0 3477.560 6.25736 4.878622
2l 1270.0 3228.490 58.26852 4.770926
22 1150.0 2867.947 47.33380 4.614373
23 1000.0 2435.483 35.38715 4.425542
24 900.0 2156.670 28.45605 4.303146

Table 4.9 Thermal and hydro generations

P* P2* P* P+r
(Mw) (Mw) (Mw) (Mw)
I r52.6337 367.2675 273.r757 29.2422r:
2 tM.3205 34t.7363 263.0292 20.46395
3 136.0556 3r6.3388 252.9392 11,.64142
4 136.0034 316.1842 253.rO28 l1.68409
5 135.9514 316.0297 253.2667 n.72709
6 r44.0968 34r.0726 263.6768 20.702r6
7 r52.260/. 366.1595 274.1201 29.77642
8 t85.4327 467.9445 3r5.8770 66.t2560
9 24r.3728 639.0975 386.2605 127.47750
r0 2M.5627 648.8575 394.5567 t32.28080
1l 26\.6290 700.9557 412.2740 r52.19260
t2 270.Mr7 726.6292 423.1396 162.97880
(Corttd.)
 Power System

Table 4.9 (Contd.)

P* Py P* P4k
(Mw) (Mw) (Mw) (Mw)
l3 235.0588 619.8972 379.5179 t26.tt970
t4 243.4070 &5.4t52 390.2769 t37.15470
l5 243.t324 644.5975 390.2168 r38.30700
l6 246.3064 654.3096 394.4836 t43.24090
t7 259.8796 695.7527 4 11 . 8 0 9 1 r59.60690
l8 280.s305 758.7271 438.0397 r83.91530
l9 255.7227 683.r2r3 407.1636 158.81140
20 24r.5828 639.9796 389.6908 145.00480
2l 227.5740 597.1954 372.3810 r 3 l .I 1 8 2 0
22 206.9r43 534.0r48 346.7274 r09.67720
23 18r.4929 456.r472 3 1 51
. 064 82.&043
24 164.7030 404.6500 294.3029 64.80006

able 4.10 Variation of head and vir,,

h* hzt, vtr Vy
(f0 (ft) (Rs/Mft3) GyMft3)
I 300.0000 250.0000 !0.45467 3.997735
2 299.9r0r 249.9246 10.45458 3.997320
3 299.8241 249.87rr r0.45u9 3.996908
4 299.74r9 249.8392 r0.45449 3.996910
5 299.6596 249.807
| ro.45M9 3.996912
6 299.5773 249.7750 10.45458 3.997330
7 299.49tl 249.72W r0.45467 3.997758
8 299.4010 249.@43 10.45504 3.999516
9 299.2946 249.4754 10.45571 4.W2&2
l0 299.1594 u9.1423 10.45576 4.002884
ll 299.0224 248.7965 rc.45599 4.003932
t2 298.8761 248.3955 10.45611 4.00M98
l3 298.7252 247.9&7 r0.45569 4.002551
t4 298.5930 247.636r r0.45581 4.003087
l5 298.4564 247.2793 10.45582 4.003t34
l6 298.3199 246.9r99 10.45588 4.003381
17 298.1815 246.5474 r0.45606 4.004236
l8 298.0359 246.1299 10.45635 4.005533
l9 297.8788 245.6441 10.45605 4.004155
20 297.7353 245.2307 r0.45589 4.003408
2l 297.5993 244.8563 r0.4s573 4.002673
22 297.4706 244.5206 10.45s50 4.001570
23 297.3526 244.2429 10.45520 4.000222
24 297.2473 2M.0361 t0.45502 3.999356
 Optimal llydrothermal Scheduling 291

14 is the incrementalcost of power deliveredin the systemduring the kth interval.

Vi11ilte water conversion fact

The optimality conditions describedby taking the partial derivativesof augmented

tbjectivefunctionwith respectto , + M ) , ) ' p ,\ r ( i = 1 , 2 ,
d e c i s i o vn a r i a b l e sP, i k ( i= 1 , 2 , . . . . N
"', M); i'e'

- 1I l - 0 , i k = 1 , 2 ,. . . T
( i = 1 , 2 ,. . . N , ) (4.74a)
I

- 1 I1 = O , ; n t- N + i ; k = 1 , 2 ,...,T)
( / = I , 2 , . . .M
I
(4.74b)
+M
Pot + Pu - Pi* (4.74c)

t
hio-hi*-r- = Q , ; k = L , 2 ," ' , D
( j = 1 , 2 ,- . . M (4.74d)
*,to

n u -_v
,'r*[,,(,* lSi1 dh1, l i*+ t (Sjr _f u ( j = I , 2 , . . . ,M ; k = I , 2 , " ' , T ) @.7ae)
,1 \

Supposethe initial values of con L1r,znd vj are known. The updatedvalues of

variablesP i1a,
control variables in the next itera

P!i"* = Poit+ A,P;1, ( i = 1 , 2 , . .N

. ,+ M ; k = L , 2 , . . . , D
A'tr*= Lo*
* ( f t= 1, 2 , . . . ,D
ujf;"* = voi*+ vj* , ; k - 1 , 2 ' . . . ,T )
( j = I , 2 , - - -M

Any small change in control va ables from their previousvaluescan be obtainedas given
below:

a *Lo{k-t)] ( i= r , 2 , , M (a.75a)
dP,

a2
aP.
 Power System

.I+#ffiJ',u=-[,e-+H+,,or(W-')]
(/=1,2,...,M; m=j+M) @.75b)
N+M

I
j=l
(4.75c)

'\

t, ,* *
tt

E
qro
)
(/ = 1,2, -.-,Mi nt =/ + /U) (4.7sd)

-['

.[, (4.75e)

N+M
Pu
In Eq.(4.75a),the
--- term't
--"" Lt 3 A,Py is neglected.Thus, we get
ap dPi*

fff* t)] (i= r,z,-..,

t{)
W+ W-
K,i L"f* - A,r,
( i = l , 2 , . . . ,I Y ) (4.76)
where

(4.76a)

(4.76b)

(4.76c)

L
 Optimal Hydrothermal Schedwling 293

N+M
a2P, Thus,we get
In Eg. (4.75b),the term LPuis neglected,
; PtuaPk
l=l
l*m

(l- K, DA,"i- D jkv];* - Eil,Lhi*

( / = I , 2 , . . . ,M ; m = j + / f ) (4.77)
cio
where
tk Eqi* (4,77a)
D*=
sj aP^k

tk , ,o dzpu
A roif,_+'Lifr# afio
cj*= (4.77b)

Ei*=,u{#ffi 14,77e)

Substitutin 'and ( .77)into Eq. (4.75c),we have

\r/V -K ) new
,k 1 - K^*) - Dj*v jknew - EioLh jk
L cio
j=l ['

N+M
= Pnt* Pou-
I
i=l

otr

[ru
l>
L i=t
rl )inew
k
-kG(L- K!,)Dikr,,n:* iQ- Kt)Eir
_f
,=,T^hn
N+M
P?J, I
d=l

o[

\ + Z H]o&to+ J],
ct ov?.[* (4.78)
j=l j=l
 Power'"System

/V
(t - K^)2
I.l=l J=r
cjk
(4.78a)

(1-
Gl1,= (4.78b)

(1- )E*
Hry = (4.78c)

Ji = P o * * '*- I N+M
*f
N
(4.78d)
i=l ",f i=l

Substitu into Eq. ( .7sd)

K*) L"i - Dl,vll* -Eii*Lhi,l

cjo
.[+W.gWMio
, \
hi*-r - 11,+?qol t ; = 1 , 2 , . .[.u, I ;m =i + M )
"j )
or

2 ,lnow
t\ 1,
'f,]t*.(+#.TW
'+)*-
t \

hi**r - Ii1,+?rol t ; = 1 , 2 , . .M. ,; m = i + M )

"j )
or
- G?'
F?on'* ( / = 1 , 2 , . . . ,I u [ ) (4.7e)
where

@.79a)

G?o (4.7eb)

H?k (a.79c)

L?r (4.7ed)
 Hydrothennal Schedltling

Solving Eq.

+l
J

oou.n=o
*[u9-.,T#,r"1
SubstitutingEq. above equation,wo have

.+W,J
"t'-['gW)'ffr

Lhi*+r.= 0

or

-,o.,t* d'3t-Pro)
)l ^r- *ft * to-dqio
) t qW-vu*+ffiu*6)']E*
(
drqio Ert
Lhir h, d'fli**r(1- K**,)l
-['9*-'s,
hi1dP, cio dhipuP*r;ff)^*

. - TW +voi**, vii'r
( +

[' Tffi#)
-vl*,T(M ffiH)Lhi*+,
 PowerSystemOpt

FlrLt"*+ (l + Glivii"* + lAhio= -Fjr," LTil + (t - Gjr*) Yffi - Hlr,lr Mir,.. (4.80)
where
r?
d-Qjr (t - K-)
4r= 'ojr ',
dhi*dP^* Cio (4.80a)

tk ik -v0., tk d2qio Dio

=
G131, 'tK ^ - _
:--rr-
(4.80b)
sj hio SjahjkaPaCir

H i = 'ojo (4.80c)

FromEq. (a.78)
-rl
"j*
Fl
,it*.#+ahi*.# (4.81)

Substituting

.*+Lhir.#i
- Cfi,v1ft"*
+ HlrNtlr= Ilr

or
t- M u/,t
,al It-
l-ck it- * Flo>
Fl
,rr +Flr
L i=t )*luk*,*
The above equation can be rewri ten in matrix form as

+ Qr Nt1,=
8&V&n"* (4.82)
where

Rk-
@.82a)

Qr= (4.82b)

Sr- (4.82c)

i - u - a l
 Optimal Hydrothennal Scheduling

Substituting

4r> ,;tr* + H]pM1*

=_f;** ,*f +(r-4r*,)vifl,-H31*rNti*+r

HM**l#)

.F
E+,]t*] Mir.;
+N,ikl.[*r#)
,h H'iff,] . Ff**,H*,n.'
+,M1*+,
Ft * l

The above equationcan be re itten in matrix form as

vli| - Un Nt**r- (1 + T*)vt"n+ (J1,Lh1,+

Sr (4.83)

(4.83a)

(4.83b)

St= - ,l
t+l

From the solutions of Eqs. (4 t2) and (4.83), the valuesof dPp, L2v1, can be obtained by back
substitutionsof Eq. (4.81),Eq (4.76) and (4.77), respectively.This is repeatedtill LPip,tends to
zero.
'298 Power System Optimizati

To implement the above procedureto solve the short-rangevariable-headhydrothermal scheduling

problem, the stepwiseprocedureis outlined below.This procedureis known as iterative procedure.

Algorithm 4.5: ApproximateN Variable-HeadHydro-

Methodfor Short-Range
thermal Problem
1. Read the numberof I units N, the number of hydro units M, the number of sub-
intervalsT, cost coefficien ai, bi, c; (i = 1,2, ...,M) B-coefficients, Bu Q = 1,2,..., N + M;
j = r , 2 , . . . ,N + M ) , d i coefficients, r;, !r, zr (i = 1 , 2, ..., It[), dischargecoefficients,
di, Fr,TiG = !,2, ...,M), aceareaof reservoir,.f' (j -- 1,2, ..., W, naturalwater inflows,
=
I r t U 1 , 2 ,. . . M =
, ; k 1 , 2 ..., T), demand & Po* = 1,2, ..., T) and pre-specified available
waterVf (i = 1,2,...,IA.
2. Perform the short-rangefi -head hydrothermalAlgorithm 4.3 to calculate the initial
guessvaluesof P yr(i= 1, ...,N + IuI)Lo*(k= 1, 2,...,f. Thencomputerppandhir,for
j = 1 , 2 , - . . ,M ; T = l , 2 , Z using the following equations.

=Q
+W+Lok[#-']
Start the iteration counter,
Set the largest value variab for convergence,Big = g.
Start hourly count, k - l.
ComputeL\r Q = 1,2, ..., from Eqs.(4.82)and(4.83).
Compute vjl"* using Eq. (4 ) .
ComputeLi'* usingEq. (4. 1 ) .
ComputeLP* (f = I , 2, ..., + M usingEqs.(4.76)and(477), respectively.
Checkthe convergence
N+M

I**
i=1
) Big then Big = and GOTO Step 12.

I 1. Calculate the new values of P f r : *( i = 1 , 2 , . . . ,N + I u f a s

Pil:*= P*+ L'P;1,
L2. Set limits correspondingly

Disallow to participatethe on, whose limits has been set either to lower or upper
Iimits, in the ,schedulingby setting the correspondingvariablesequal to zero.
1 3 . If f > T, ttrenGOTOStepI
else ft = k +
P?*= Pff (i = 1,2, ...,N + fu\, L?= A,p"*'
vle= vff (/ = 1, 2, ..., Iu[), and GOTO Step 6 and repeat.
 Optirnal Hydrothermal Scheduling 299

14. Calculate water wi als Vi (l = 1,2, ...,M).

1 5 . If ((BigS e) or (r > R))
then GOTO Step 16,
elser=r*li Step4 andrepeat.
1 6 . Calculate the optimal t and loss etc.
T7, Stop.

4.8 HYDRO PLANT M DELLINGFOR IONG.TERMOPERATION

Storageplants are associated th reservoirsthat havesignificantstoragecapacity.During periods
of low power requirements, can be stored and then releaspdwhen the demand is high. The
run-of-river plants have little capacity, and use water as it becomesavailable. Water not
utilized is spilled.
Modelling of, storage p ts, for a long-term study dependson water head variation. For
hydro plants in which the head variation is small, the power generatedby the plants can be
consideredas a constanttimes discharge,i.e.
P* = hQ* (4.84)
where
h is a constant(MWh/m
Q* is the dischargethrou the turbine during the frth interval (m3).
But for powersystemsi which the water head varies by a considerableamount, the head
does not remain constant.The verage hydro generation during any sub-interval dependson 'the
water dischargethroughthe rbine and on the averagehead, which is also a function of the
storage.The averagehydro during the hh sub-intervalis given by [Kothari and
Nagrath,2003; Nagrathand thari, 19941.
= 9.81x 1o-3if Qi - Ir) \{w (4.8s)
where
Oi - t! is the effective arge1m3/s)
i! it the averagehead the kth interval
The average head is by

i! = noi
*dtrt4i!+xfi (4.86)

where
A is the area of cross- of the reservoir at the given storage
af is the basicwater correspondingto dead storage

4 it water storageof jth ir at the end of the kttr interval

AT is time length.
 Equation (4.86) can be tten as
- hoi
[1+ o.ssfx.t+ xf)l (4.87)
gi = LTlAnio is tabulated fr various storagevalues.
SubstitutingEq. (4.87) (4.85),we get
+ xf)l el - p)
hflr+o.ss{xf.t (4.88)
wherehi = 9.8t x tO-3hl.
For run-of-rivers,the storagecapacityis small. So with no storage,Eq. (4.88)becomes
Pl = h{Oj- Fi) (4.8e)
The source of energy in a hydro is the water inflows which can be stored in reservoirs
located along the rivers. The inflo of water into a reservoir dependsupon the amount
of water
releasedfrom the upstream tributary inflows into the river section betweenitself and
the neighbouring upstream reserv rs and the losses.This value dependsupon
the amount of
rainfall and the geographical of any of the rivers associatedwith hydro schemes.
In a hydro system,the areas with different amounts of rainfall are defined as
hydrological areas. There may be veral rivers within each hydrological area having
their own
Iributaries and reservoirs located along them. This situation is modelled by using
different
attributesfor each reservoir. Each :servoirin the model belongsto a particular
hydrological area
and can have any number of tream reservoirslocated at defined distancesfrom it. This
lroduces the water which reaches downstreamreservoirs after some
time delay. The reservoir
Itorage equationsfollowing di t locations and iurangementsare discussedbelow:

1.8.1 Hydro Plants on Di

i
WaterStreams
I

fVe assumehere that all hydro plar: are on different water streamsas shown in Figure 4.9. The
pservoir inflows include the tribu inflows and some of it may be lost on its way due to
[ngation schemes, drainage,etc. complete water inflow model for the reservoir is therefore

4=tl-r'f (4.e0)

J:
Lf 4
Rf R:

Pf Pt

Figure 4.9 plants on differentwater streams.

I
-*,.I
 Optimal Hydrothermal Scheduling 301

ff is water inflow into the reservoir during the frth sub-interval

Lrf ir water lossesin i ing flow into the reservoirduring the kth sub-interval.
The water outflows m the reservoirincludethe water releasedfor energyproduction,
water spilled due to overfl and water lossesdue to irrigation schemes,evaporationand other
causes.The outflow model i
,f = QI + S/r+ Rf ( / = 1 , 2 ,- . . I, O (4.e1)
where
M is the number of h ro plants
Qf is water discharge the 7th reservoirduring the kth sub-intervalfor productionof
energy
Sf is spillagefrom the reservoir during the kth sub-interval
Rt iu water lossesat 7th reservoir during the kth sub-interval.
The spillage occurs on when the reservoir storagelimit is exceeded.The storageof water
in the 7th reservoir at the ing of the ftth hour is given by
- xl-' + II - of (J = l, 2,...,Itr) (4.e2)
where
4 is water storagein 7th reservoir during the kth sub-interval.
By substitutingEqs. (4 ) and (4.91) into Eq. (4.92), the storageat the end of the kth sub-
interval can be obtainedas

xl.'=xf+ Jf- Of:.f -(Lf + R.k) (/= L,2,...,

IA (4.e3)
SubstitutingEq. (4.93)into . (4.88),we get
Pl = hfr + s.58i{2xl Jf - Of -sr&- (LI+ Rj))l (OI- H U = r, 2,...,M) $:ea)
where
hi is the basic head of the 7th hydro plant
8; is the water head ion factor to account for variation in head with storageof the 7th
hydro plant.
/! is the non-effective dischargeof the ";th hydro plant.
The total volume of r available at the end of the ftth sub-interval can be obtained from
initial storageby adding Eq. (4.93)fu & = l, 2, ..., I. Thus,
T
- x]* \to! *sj *(4*Rj)-rlt= o (4.es)
ft=1

4,.8.2 Hydro Plants the Same Water Stream

We now assumethat all M, plants are on the samewater stream,i.e. in series as shown in
Figure 4.10.
 302 Power SysternOptimizat

Rf
Pf

J:
L! Qrr-di* grr-ai

R:

Pt

P;

Ffgure 4.10 Hydro plants on the same water stream.

The reservoirinflows include the tributary inflows, and the water releasedfrom
the upsfieam
reservoir.Waterreleasedfrom the 'streamreservoirwill reachthe reservoirafter a time delay
and
tome of it may be lost gn its wa due to irrigation schemes,drainage,etc. The
complete water
inflow model for the reservoir is fore given by

4 = t j * ,j:(t*s:-ir-4 0= 1,2,...,
rtt) (4.e6)
rvhere
{ is the water inflow into reservoir during the kth sub-interval
Lrt is waterlossesin incomi flow into the reservoirduring the kth sub-interval
O!:fJ is the waterdischarge the (i - l)th upstreamreservoirflowing into the reservoir
during the kth sub-interval af a delay time of d1.
S::(J is the spillage from the (j - l)th upstreamreservoirduring the lch
sub-intervalafter a
delay time of di.
The water outflows from reservoir include the water releasedfor energy production,
vater spilled due to overflow and ater lossesdue to
irrigation schemes,evaporationand other
ses. The outflow model is therebre given by

* Sre-t+ RiFl ( j = 1 , 2 ,. . . ,I A (4.e7)

.
 Optimal Hydrothermal Scheduling 303

where
M is the number of h plants
Qj it water discharge iom the 7th reservoirduring thp fth sub-intervalfor productionof
energy
Srfis spillagefrom the 7th reservoirduringthe [1h sub-interval
Rjf ir watenlossesat 7th reservoir during the kth sub-interval
The storage of water i the 7th reservoirat beginningof the kth hour is given by
o- xl-'+ II - of-' (i = 1,2,,..,Il[) (4.e8)
where Xf is water storage in the 7th reservoirduring the kth sub-interval.
By substitutingEqs. (4 96) and (4.97) into Eq. (4.98), the storageat the end of the /cthsub-
interval can be obtained as

xl\L=xj+t! s! * o!-ir- sj +s!-(i- u4+nf) ( j = 1 , 2 , . . . ,M @.99)

Total volume of water avail ble at the end of the kth sub-interval can be obtained'frominitial
storageby adding Eq. (4.99) for k = l, 2, ...,T. Thus,
T-di

xf*' -:xj + lo! *s.f* 14* Rj)- r!l- Z ro!-'+sf-r)= 0 (4.r00)

k=l

4.8.3 Multi-ChainHy ro Plants

The hydro plants may be on samewater sffeamor on different sfteamsas shown in Figure 4.11.
The systemconsissof M The rivers may or may not be independentof each other, each
with one or several res rs and power plants in series and interconnectedto neighbouring
systems.The reservoir in include the tributary inflows, and water releasedfrom the upsffeam
reservoirs.Water from the reservoirswill reach the reservoir after a time delay. Some of it
may be lost on its way due irrigation schemes,drainage,etc. The completewater inflow model
for rescrvoiris thereforegi by
Mu

t l = t i \ tofa" + sl-d"l-14 (i = 1,2,...,M) (4.r01)

u=l
where
.4r' it the water rnflow nto the 7th reservoir during the kth sub-interval
is the waterlosses the incomingflow into the 7th reservoirduringthe Athsub-interval
Lk;1
Qf,u'is the water from the uth immediateupstreamreservoirduring the Ath sub-
interval after a delay ti of dn
SI4' is spillagefrom uth immediate upsffeamreservoir during the &th sub-interval after
a delaytime of du.
Mu is number of i iate upstreamreservoirs.
The water outflows a reservoirincludethe waterreleasedfor energyproduction,water
spilled due to overflow and lossesciueto irrigationschemes,evaporationand othercauses.
The outflow model is
= Qf-' * Srf-t+ Rl-t U = L,2, ..., IO (4.r02)
 Power System Optimizat

Td

4.11 Multi-chain
hydroplants.
,where
M is the numberof hydro ts
Q! is the waterdischarge the 7th reservoirduringthe kth sub-interval.
Sf is the spillagefrom the reservoir during the /cth sub-interval
R * is the water lossesat the reservoir during the kth sub.interval.
The storage of water in the reservoir at the beginning of the kth hour is given by

xl= | + If- Of'

U = 1,2,...,IA (4.103)
where Xr.&is water storage in the reservoirduring the lth sub-interval.
By substitutingEqs. (4.101) (4.102) into Eq. (4.103), the storagear the end of the &th
sub-interval can be obtained as

xt*t = xjk* J! - f - si + zl -@f + Rf ) (j ='t,2,...,

M) (4.104)
Mu

z l = Z < o f ,sl-'")
*"
 Opttunl HydrotltennalScheclultug 305

Total volume of water avai at the end of the hh sub-intervalcan be obtained from the initial
storageby adding Eq. (4.104)

' ]+
Xr*t _ Z t g i * s j + U l j * R) -f l l * z f l = o (4.10s)
lr=l

4.8.4 Pumped Plants

Figure4.12 showsthe consistingof pumped storageplants. The model for pumping units
considersreversibleturbines y. The unit is assumedto opergteat full rate, pumping water from
the lowest reservoir to the reservoir.It is representedby a similar model to that of turbine
generator.

Fig 4.12 Pumpedstoragehydrosystem.

The power generated ng generation mode is

= xf-r)t(di-- 11,y
[r + o..sglxf+ (4.106)
f,
where
hj is the basic head of the pumped hydro plant
4s is the efficiency of rmped hydro plant in generatiqn mode
 Power SystemOptimizati

The power utilized during the ping mode is

P!= + s.58j6! + xf\) (e! - tti) (4.r07)

n [1
wherc 4p is the efficiency of pum hydro plant in pumping mode.
The water storageat the end of the kth sub-intervalcan be obtained as
x ! * ' = x* 4
l - + Z! - &f + nf)
t- Sr& (/ = r,2, ...,IO (4.108)
where Q! is negative during the mping mode and positive during the generationmode.

GEN
4.9 LONG.RANGE TroN SCHEDULING
OF
SY :MS
HYDROTHERMAL
A modern power systemmay con t of a large number of the.rmaland conventionalhydro power
plants connected to various load tres through a lossy transmissionnetwork. Since there is
insignificant incremental cost in ved in hydro generation,the problem of minimizing the
operationalcost of a hy systemcan be reducedessentiallyto that of minimizing the
fuel cost for thermal plants under e constraintsof the water available for hydro generationin a
given period of time. Considerabe work has been done in the area of hydrothermal optimal
schedulingand a number of study results have been reported [Agarwal and Nagrath, L972; Rao,
Prabhu,and Aggarwal, 1975; Mo n, Kuppusamy,and Abdullah, 1992) on this problem, with the
assumption that the water inflo s to the reservoirs and the load demands are known with
complete certainty.Nevertheless, is is not true.
The availabilitvof limited ount of hydroelectric energy,in the form of stored water in the
systemreservoirsmakesthe opti operationcomplex, becauseof the link betweenan operating
decision in a given stage and t future consequencesof this decision in subsequentstages.
Further,it is impossibleto have bct forecastsof the future inflow sequenceas well as the load
variation during a given period. bre, for long-term storageregulation,it becomesnecessary
to account for the ranclomnature f the load and river inflows.
A hydrothermal system is co idered with N thermal and M hydro plants. The iroblem is
visualizedas a T stagedecisionp by subdividing the planning period into T sub-intervals,

4.9.1 Fuel Cost

The aim is to optimize the runni cost of thermal stationswith full utilization of water available
during the optimization period. objective function, which is fuel cost of the thermal plant, is
assumedto be approximatedby a uadratic function of generatorpower output and is given as

oi.!)2+b,P,-*',] (4.10e)
I[]

ai, b;, Afrd c; ?tO cost coeffic

4t i* the thermal power ge during the /cth sub-interval
 Optirnal Hydrothermal Scheduling 307

4.9.2 Water Storage ation

By assumingtharall hydro ts areon differentwaterstreams,the storageat the end of hh sub-
interval can be obtained, Eq. (4.1t0) givenbelow.
xf * 4k- Of- sf U = 1,2,...,W (4.110)
where
Xf is waterstoragefor jth turbine during the kth sub-interval
tf is waterinflow into reservoir for the 7th turbine during the frth sub-interval
Qf is waterdischarge the 7th turbine during the hh sub-interval
Sf is spillagefrom the turbine during the ftth sub-interval.

4.9.3 Hydro Generat

The averagehydro generation ng any sub-interval dependson the water dischargethrough the
turbine and on the average which is also a function of the storage. The average hydro
generationduring the ftth su is given by [5,8]
Pl*y= hi\ + 0.5 ! * t!-O! -s ,r)t
tO !-u tr ( j = L , 2 , . . . ,I A (4.111)
where
hi is the basic treadof 7th hydro plant
B; is the u'ater head ion factor to accountfor variation in head with storageof the 7th
hydro plant
ui is the non-effectiveter dischargeof the 7th hydro plant
XrI ir the waterstorage the 7th turbine during the hh sub-interval.
Jf is the waterinflow i reservoir for the 7th turbine during the kth sub-interval
Qf is the water di through the 7th turbine during the kth sub-interval
S;&is the spillage from 7th turbine during the &th sub-interval.

4.9.4 Power Balance uation

The power balance equation ti the hh sub-intervalis
M+N

2j = l r ! - P B - P | = o (4.112)

where
Pre is the load demand the kth sub-interval
Prk is transmission during the kth sub-interval.
The transmission power expressedthrough the well known loss formula expressionis
given by [Kothari and Nagra , 2003; Nagrath and Kothai, 19941

M+N M+N M+N

Pt Boo+
\r!nur! (4.113)
i=l i=l j=l
FSOS Power System OPtimizati

: where Bii, Bn, and Bsoare B-coe

Equalityand inequalitYco
(a) Fore-bay limit of
xj < x! ( xr.max ( / = 1 , 2 ., . . W
, (4.rr4)
(b) Water dischargelimit
< of 3 Qi^u ( j = 1 , 2 , . - . ,M 1 (4.115)
(c) Output of thermal plants
< P|< Pr** (l = I ,2, ..., IV) (4.1l6)
(d) Total volume of water ilable at the end of kth sub-interval can be obtainedfrom
initial storageas follows

{+t
- x |- Z t ! * I a !* I t i =Q (4.rn)
k=l k=l k=l

Aggregating the above equatio s, the hydrothermal multiobjective optimization problem is

defined below:
T
Minimize F (4.1l8a)
k=l

subjectto:
(i) Load demandconstraint
M+N
(4.r r8b)
Z rf-P;--Pt=o
i=l

(ii) Storagecontinuity constraint

vk+l -
^j i+ 4-oi-si ( / = 1,2, ...,Iv[) (a.ll8c)

(iii) Total volume of water avai e consEaint

T T
r.tT-l
trj x'j-Z t!*) o!*I tf = Q (4.1l8d)
k=l k=l k=l

(iv) Hydro generationequation

rj*u= hU + o.5g ' ! +r f - o f - s h l@!- ( i = 1 , 2 , . . - ,I t O (4.118e)
"i)
y-min<x.f (Xj'* (/= Ivf) :
1,2,..-.., (4.118f)
g^"safsQj^" IA (a.118g)
, U :. L , 2 , , ' , ,
( i = 1 r2 r . . . , / f ) (4.1r 8h)

-"4
 Optimal Hydrothennal, Scheduling 309

'4.9.5 OptimalGontrol
The scalarized optimization lem is further solved by forming the Lagrangian function, which
is obtainedby augmentingthe tive function with variousequalityconstraintsexpressedin
terms of the expected values, gh dual variablesas follows:

N+M ll
*ll (4lre)
;
QX!+r! - oi - sf Dic,f- qI
'f*r- hj(r+0.5g;

r4i6l*' -xj-ri *o:*sf)l

M ( T T T \
'I toil l*'-xj-Z ti +) o!*I tf I
j=l \ k=l &=l k=l )

The control variables are the water dischargesthrough the turbines of hydro plants, during
of the
each sub-interval. The reserv ir storage and the hydro power generation at the end
sub-interval are obtained from Eqs..(4.110)and (4.111),respectively. Irrespectiveof the hydro
generations,the thermal ions satisfy the power transfer constraint to achieve the minimal
fuel cost.
The dual variables hf , )t and l,!; are obtained by equating the partial derivatives (of the
Lagrangianfunction with to the dependentvariables)to zero, i-e-

( f = 1, 2 : . . . ,l O (4.r20)
#=(zaiPik*b,)

AL P! -tl =0 ( / =1 , 2 , . - . , W (4.r2r)
P!*r J :

4 ntr,@f - u)
htj'-k ( j = L,2, --.,IUI) (4.r22)

ilr.=o, since the equations with this set of dual variablesare redundant.

dt = A.rf* ),tj-
MrtiU O.ss/2xf* Jf - SrI- 2OI+ u1)l (/ = I, 2, ...,IA (4.123)
@
The dual variables .l,ay to be adjusted to maximize the Lagrangianfunction under the
constraintsof other optimalitY conditions. The correspondinggradient vector is
T T T
AL = xrr*,_
) o ! *t=lI t f ( j = L , 2 , . . . ,W
I
@.I24)
)L +i Z
k=l
t f + k=l
310 Power System

The upperandlower on the controlvariablesaretakencareby makingthesevariables

equal to the respective values,wheneversuch limits are violated.For the'dependent
variables,theselimits can be consideredby augmentingthe cost function throughthe powell's
Penaltyfunctions[Agarwal Nagrath,19721.

Algorithm4.6 Long-Range eheration Scheduling of Hydrothermal System

The steps of the algorithm d given below:
1. Assumea se.tof Aa1for ( / = 1 , 2 , . . . ,M ) .
2 . S e t / < = r , A ! \ i - 0 ( / =, 2, ..., I4).
3. Assume/modify }ir f i 1 , 2 , . . . ,I u I ) . .
4. Calculatehydro onsPf (.1= 1,2,...,L; I = j + M) fromEqs.(4.lll).
5. Calculatethermal rtionsf ! 6 = 1,2,..., lI) and M AVsolvingthe fdlowing set of
equations.

-W- = (2a,1 * b,)+L{ [g-tl = e (d= l, 2,...,

aP,r
' M
Ld4. l
M+N

I e- -Pi- P!,=o
i=l

The above set of equati is solved by an efficient method which is a less time consum-
ing algorithnn(see A ithm 3.5).
6. Mi ^d X$ tor (/ = i, , ..., L) are solved using Eqs. (4.121) and (4.IZZ), respectively.

. , ' r
r r i = ] r| r. r ( / =r , 2 , . . . , M )
" l t - :dPf*n
Fl=o
L J
!'u=trit - h- hisief - uiy ( / = 1 , 2 ,. . . ,I A
7. Calculate the gradient tor from Eq. (4. 123).If the oprimality conditions are achieved
within the prescribed then Goto step 8, ,elseadjustthe water dischargesusing
the conjugategradient [Agarwaland Nagrath,1972]and GOTO Step4.
Calculate the values cf from Eqs. (4.110) for all the hydro generators.
xlu*t= x l o *J j k -O i - s i ( j = r , 2 , . . .r,y }
9. It (k>D thenGOTOS
e l s e s ekt= k 1 and GO|IO Step 3.
10. Check the convergence sing the gradient vector given by Eq. (4.124). If convergenceis
not achievedlthen adjust ,tar.using the steepestascent methd

AL ' o ' - x i - ZT t ! + )T O !* I Tr j ( r =r , z , . . . , M )
a),+j
k=l t=l k=l
 Optimal Hydrothennal Scheduling 311

)"qj = U = 1,2,,..,M), wheres is stepsize.

lW )
and GOTOStep 2 else
Tloimplementthe conjugate method,the stepwiieprocedure
is outlinedbelow:
Algorithm 4.6.1 Conjugate Method to ComputeOptimal Discharge
1. Starr with the initial Q,
where Qt = IQ* Qx .. . Q*lr
2. Set the direction Sl = - YLo - - YLra

where

3. Find Q2 according to relation

Q2 = Qr + /r*Sl
where iu* is the optimal step length in the direction .sl. It is evaruatedby the direct root
method explainedin Al thrn 4.6.2.
4. Set,j =/.
5. Evaluate YL| nd St

lYtiolz
,Sr=-yt-in+ .ri-r
tv6ry"
6. Compute the optimum length p* ii lhe direction,Stand computethe new point
gi+r = ei + /r*.tt
7. Check the convergence.
IflVLial <e or lgi+r Q ' l S e
then GOTO Step 8
elsel=i+land Step 5 and repeat.
8. Stop, solution is opti

4.9.6 Direct Root Meth

In this method,the derivative of is linearizedrather than'the function. This method is also known
as the Regula falsi techniquein numerical method 'Infis used to find the root of an equation.

its slopeL.'e= !+f o" known

dP lr=o

dL^ |
itsslopeLn= b" known
fr |
lP=B
 12 Power SYstetn

that slope L'(ID varies li Y, l.e.

' t r = a * b u = Qo r (4.tzs)
P=-t
Form two equationsto find a Md b pointsfromEq,(4.125),
i.e.
Li=a+bA (4.126)
, ' i
': L'B=a+bB (4.r27)
SubtractingEq. (4.I2X) from Eq. 4.126),

o =I ,f -uL b (4.128)

Substitutingthe value of & into . (4.126) and solving for a, we get

LhA- L^B (4.rze)

t4=
e- n
Dividing Eq. (4.129) by Eq. (4.1 ), we get

w- L^B
p =LhA (4.r 30)

To implement the direct root me the stepwiseprocedureis outlined here

Algorithm 4.6.2 Direct Root M to Compute Optimal Step

1. Choosethe initial value t setA=Q;

L,A=
compure
Ttlu=o
2. SearchB by setting B = t,

otherwiseupdatet (t = 2 r) and GOTO Step 2 and repeat.

3. Compute,,.r*from Eq. (a.l ) .
4. It U(p.) ( e thenstop.
*,
5. If I:(p.) < 0 thensetA = L'A= L'(lt*) Goro step 3 andrePeat.
*,IiA=
6. If ti(tt.) > 0 ttrenset B = Ii(lt*) Goro step 3 and repeat.

EXAMPLE 4.3 Considera fu damental hydrothermal system shown in Figure 4.I3: The
objective is to find the optimal g ation schedulefor a typical day, wherein the load varies in
three steps of eight hours each 7 MW 10 MW and 5 MW respectively.There is no water
inflow into the reservoir of the ro plant. The spillage also does not occur. The initial water
storagein the reservoir is 100 m /s and the final water storageshould be 60 m3/s, i.e. the total
water available for hydro genera n during the day is 40 m3/s.
 Optimat Hydrothermal S"hr4uli"g

Thermal

Pt
S f= 0

sYstem.
Figure4.13 Hypothetical

Basicheadis 20 m. headcorrectionfactoris givento be 0.005.Assumefor simplicity

that the reservoir is rectangu so that the headcorrection
factor doesnot changewith water
of the
z m3rs.Incremental fuel cost
storage.Let the non-effective ater dischargebe assumedas
thermal plant is

+ 25'o Rs/tr
= 1'oPr
#
Further. the transmission I are also neglected.(The problem is a hypotheticalproblem')

Solwtion AssumeLq = 8.0 and

e l =1.0m3/s, Q? = t5 m3/s, Q? = 15 m3/s

It is given that, hr = 9.8 x 10-3x 20 = 0.L962and the head 81,= 0.005

correctiQn,factor,

tl= t! = n = o m3/s
s l= s f= s ? = o m 3 / s
Xl = 1 m3/s,Xl,= 60 m3/s
From Eq. (4.110)
x7= + /l - OI- Sl = 100- 10=:90m:/s '
fr,=x + J ? - O ? -s ? = 9 0 -1 5= 7 5m 3 / s ' '
The values of hYdro can be obtainedusing Eq.(4.111), i.e.
ions in the sub-intervals

* xllt fOi') ltr)

Pl= lt t + 0.5s,(x?
= 0 . 962 lL+ 0.5 x 0.005(90.0+ 100.0)l(10'0- 2'0)
1516MW
P l - h [1 + 0.5s1(xf+ x?)] @?- t r) = 3 -60272
l",fw
P | = h [1 + 0.5sr(xt+ xl)] Q1 - F) = 3'41143 Mw
 r SYstetnOPtimizati
ffiw' v:"flPxYs

The thermal generationsin three intervalsare obtainedfrom Eq. (4.1l8), i.e

P l = P b - PL= 7 -2.31516= 4.68484 MW
P ? =P B - ? = r0 - 3.60272- 6.39728Mw
l

P ? =P B - i = 5 - 3.41143= 1.58857 MW
lrf can be computed from . (4.120),i.e
Ll = l.oPl+ 25.0= 1.0 x 4.68484+ 25 = 29.68484Rs/tr
L?= r-oP?+ 25.0= 1.0 x 6.39728+ 25 = 3l .39728Rs/tr
L?= l-oP?+ 25.0= 1.0 x 1.58857+ 25 = 26.58857 Rs/h
A$1canbe computedfrom q. (4.121),i.e.
Lru = L!, = 9.68484
*z:= *L =

fr =
L?n=
Aa\ can be computed from . (4.122),i.e.
lllr = o.o
frr = Ltr,- frzrhgr(Q?
- u)
= 0 - 3 .39728x0.1962x 0.005x (15-2) = - 0.40041
frr = *rr- frzrhgt(Ql- u)
-0. x 0.1962x 0.005x (15-2) = - 0.73949
l- 26.58857
UsingEq. (4.123),the t vector is obtainedas

Dt ar
= 4t* Lor- t hr[t+o.5g
{2xl - z7l + u1)]= Q
aoi
Solving the above equation, o l can be obtained as
37

Lq - frzrhr[t+ o.Sg{a(?
- zOlr+u1)]= Q

Solving the above equation, Ql can be obtained as

QT=4s.4 3 1
zlL a? - zO1* ur)] = 0
Lo,- fr,rhr[t+ o.5s1QX1
M=4r*
Solving the aboveequation, Ql canbe obtainedas

Q ?= 1 . 811 5
UsingEq.(4.12,+),
gradient ith respectto )va1is obtainedas

| + fptr+ Qi+ Q1)= 40.7633

 Optimal Hydrothermal Scheduling 3ls
,
iThevalueof 2"a1can be updated g the steepest
descentmethod,i.e.

L q r =L q +

SampleSystemStudy 4.6
A long-rangehydrothermalprob with four thermal and three hydro electric plant is considered
here. The incrementalfuel costs the thermal plants consideredhere are given in Table 4.L1.

Thble 4.ll ental cost equation (Rs/lvIWh) coefficients

Plant no. bi
I 0.10 2.5
1
k 0.t2 2.6
3 0.16 2.8
4 0.16 2.8

fhe averagetransmissionloss c icients are as follows (MSr-l):

B n = B Z Z = 0005, Bn = Baq= 0.0008

Bss= Bao= 0007,Bn = 0.0009
Bii= o.o (t L , 2 ,. . . , 7 ; j = 1 , 2 ,. . . , ' l ; i = j ) .
fhe data for the three hydro plants presentedin Thble4.12. The water inflows and the standard
teviations for the 12 sub-intervals given in Table 4.13.

Thble 4.12 H plant data [Rao, Prabhu,Aggarwal, L975l

Darameter
Hydro plants

lasic head, lz(m) 0.98 0.50 o.75

Materheadcorrection factor, g 0.004 0.002 0.004
{on-effective water discharge,z 0.0 0.0 0.0
nitial storageXr 1m3/s-month) 100.0 150.0 100.0
linal storageXr*11m3/s-month)
r00.0 150.0 r50.0
rlaximumallowabledischarge1m3/s; 73.,0 75.O 80.0
rlinimum allowabledischarge(m3/s) 3.334 4.3s3 3.543
rlaximum hydro generation(MW) 89.03 57.6r 75.0
rlinimum hydro generation(MW) 0.0 0.0 0.0
 Power System O,

Thble4.1 Demand, water inflows, and assumeddischarge

Sub Demand Water inflows Assumeddischarge

Interval. (Mw) (m3/s) (.%)
k Jl J2 Qr Qz Qt

I 200.0 0.8 23.0 0.8 10.8 33.0 10.8

2 210.0 10.0 17.0 10.0 20.0 27.0 20.o
3 205.O l 1.0 L2.O 11 . 0 21.0 22.0 2t.0
4 180.0 rt.9 10.0 11.9 2t.9 20.0 2t.9
5 195.0 17.0 20,0 n.a 27.0 30.0 27.0
6 200.0 18.5 40.0 18.5 28.5 50.0 28.5
7 220.0 27.6 53.0 27.6 37.6 63.0 37.6
8 204.0 43.8 63.0 43.8 33.8 53.0 33.8
9 189.0 56.4 62.0 56.4 46.4 52.0 46.4
l0 199.0 40.3 48.0 40.0 30.3 38.0 30.3
1l 207.0 30.1 55.0 30.1 20.1 45.0 ?0.1
12 r98.0 46.3 48.0 46.3 36.0 38.0 36.3

The overall incremen{alcost, transmissionlosses,and A!', are shown in Table 4.14. The
optimal generationscheduleof hydro and thermal units is given in Table4.15. The dischargeand
water storage arg given in ]faUte4.16. The valuesof Mi ^d M, *" given in Table 4.17. The
number of iterat'ronsfor th$ discussedalgorithm dependson the initial guessof dischargeand
dual variable )"qj.
Total Incremen :ost= Rs. 6800.129
Lq = 1L.87719Rs/m3
L+z= 5.47397Rs/m3
L+t = 9.18910Rs/m3

Thble 4.14 Incrementalcost, transmissionloss and X!,

Pt L f :
(Mw) (Rs/IvIWh)
I 914. 983 4.8r7W2 8.59s355
2 888.978 4.876114 ,9.478350
3 844. 3 4.625056 8.n3413
4 746. 1 0 3.722375 7.803908
5 707.789 3.970779 7.609521
6 638. 4.012251 7.26M37
7 575. 6 4.952200 6.925622
8 478. t 2 4.359816 6.386069
9 329. 064 4.298597 5.{66470
t0 28r. 1 8 5.722983 5.146189
" ' -l l 2 1 8 .3 1 3 7.M6297 4.691734
t2 t75. 7.3M503 4.357534
 Optimal Hydrothermal Scheduling 317

able 4.15 Generationschedule

Sub-interval generations Hydro generations

k Pl P2 P3 Pa Ps P6 P7
(Mw) (MW (Mw) (Mw) (MW) (Mw) (Mw)
I 56.1384 46. 33.35e9 33.3599 8.2891 20.05M 6.9853
2 55.1204 45.761 32.7218 32.72r8 17.9360 r5.9589 14.6556
3 53.3309 4 31.6001 3r.6001 20.0194 12:.7912 rc.0n0
4 49.2053 40. 29.Ol4r 29.0r4r 13.7595 9.5839 t2.4227
5 47.4881 39.26r 27.9377 27.4149 22.r493 15.7179 18.4783
6 u.3878 25.2947 25.9943 23.8280 27.4329 19.7489
7 4r.3970 v+.tt96 23.1196 36.5886 35.4898 2;9.15t5
8 36.5334 2r.0709 21\Q70e 38.9559 30.925r 29.8425
9 28.1316 22. 15.8044 15.8044 45.4372 28.0715 37.1992
l0 ?;5.1735 20.35r 13.9502 t39502 62.9309 25.347 43.O22r
ll 20.9M2 16.7 rr.2992 r1.2992 72.&8r 34.44W 46.6329
t2 17.8091 14.l 9.3340 9.3340 74.7947 27.0234 52.9086

4.16 Dischargeand water storage

Sub-interval 1m3/s) Water storage (m3/s)

k Qr Qt xl X2 x3

1 6.0876 31. I 6.7W3 100.0000 150.0000 100.0000

2 r3.3380 25.0 6 l 14.2864 94.7124 t4r.9549 94.0907
3 15.0l;94 20.3 05 15.8547. 9t.3744 133.9388 89.8043
4 10.3823 15.3 1 L4
12.37 87.3250 t25.6283 84.9;496
5 t6.6672 25.4 18.4552 p8.8428 t20.243r 84.4782
6 17.9059 M. 19.8061 89.1756 rt4.7896 83.0229
7 27.4656 58. l 3 29.3720 89.7696 r09.9932 81.7169
8 28.5974 50 59 29.5W9 89.9041 104.5519 79.9M9
9 31.5372 34.9319 105.1067 l16.91@ 94.2350
r0 42.3654 39. 39.1527 r29.9695 134;0358 115.7031
lt 50.3937 53. 43.1389 r27.904r 142.3217 r 16.85M
12 53.9303 41. 50.1166 107.6103 r43.7638 103.8rl5

Table 4.17 1,\ and )!'31

')qz
ht htt ?trr
ht
(Rs/tIWh) (Rs/lv1Wh) (Rs/,n3) (Rs/m3) (RVm3)

I 8.495608 8.3 8.487282 0.0 0.0 0.0

8 922 8.2s4690 -0.432158 -0.207356 -0.353790
2 8.265455
8 . 1 255 8.034438 -0.906556 -0.372384 -0.73594r
3 8.M1533
(Contd.)

L
 tebte-4.i2 (Contd.)

hl hg )q, )vz lr
(RsA{Wh) (RvMWh) (Rs/m3) (RVm3) (RVm3)

4 7.653579 7.699 7.629407 -t.2r8046 -0.490838 - 1.019100

5 7.373557 7 7.35&2r - 1.699800 -0.680265 - r.426394
6 7.018235 6.98rf92 7.W2343 -2.1924t9 -0.99301s - r.84246r
7 6.s70863 6 . 5 8 r 5 1 7 6.562216 -2.899872 -r.377&7 -2.420697
8 6.037784 6.10e583 6.M3032 -3.576717 -r.687012 -2.955685
9 s.l I 8736 5.251637 5.rw442 -4.209526 -r.9227M -3.490r90
l0 4.692792 4.963 4.747669 -4.988869 - 2 . n 9 8 3 1 -4.M784r
ll 4.2r4550 4.465 4.297914 -5.821426 -2.358994 -4.ffi4064
t2 3.901246 4.1 3.942543 -6.&6176 -2.534145 -5.196824

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t. on Power Systems,Vol. 6(2), pp. 632_eiO,lggl.
Sachdeva,S.S.,Bibli ly on optimal reservoir drawdown for the hydroelectric
system operation, IEEE Trans. on Power Apparatus thermal power
atnd systems,vtr. 10r.(6), pp. 14g7-1496,
1982.
Shaw, J.J., R.F. Gendron, nd D.P. Bertsekas,
optimal schedulingof large hydrothe{malpower
systems,IEEE Trans. PowerApparatusand Systems,
Vol. tOle), pp. 2g6_293,
lgg5.
Singh,L.P. and R.p. al, Fconomic lgad schedulingof hydrothermalstations
programming, J. Inst. using dynamic
Engg.Qndia),Vol. EL-52(4),pp. 17S-tgO,1972.
Soares,S., C. Lyra, and H. avares'Optimal generation
schedulingof hydrothermalpower systems,
IEEE Trans. pAS, Vol. )(3), pp. I107-l l 18, 1980.
Vemuri;S. andE.F. Hill, itivity analysisof optimum operationof hydrothermalplants
Trans. on Power , IEEE
and System.r,Vol. gfie), pp.6gg-696, 1977.
Wu, Y:Ci, Efficient two- interior point method.for optimal pumped hydrostorage
exploiting the scheduling
matrix structure, IEE proceedings-Generation,
Distribution, Vol. l4g(1 Transmission,
pp. 4147, January ZO}t
Yan,H., P.B. Luh, X.
Trans. on Power ^Sys -u_n|!,M. Rogan, scheduling of hydrothermalpower systems,IEEE
Vol. 8(3), pp. 1358-1365,tgg3.
Yang, P.C, H.T. yang, C'L' Huang, Scheduling short-term hydrothermal generation
,evolutinary programmi using
techniques,IEE Proceedings4eneration, Transmission,
Vol. 143(4), pp. 37t-37 July 1996. Distribution,

Zaghlool,M.F. andF.C. Efficient methodsfor optimal schedulingof fixed head

power systems,IEEE Tt hydrothermal
, on Power Systernt,Vol. 3(1), pp. 24-30, l9gg.
Yu, 2., F.T. Sparrow,and D Nderitu, Long-term hydrothermal
schedulingusing compositetherrnal
;and composite hydro rep ;sentations,IEE Proceedings4eneration,
iransmission, Distribution,
Vol. 145(2),pp. 2LO-ZL6March 1998.
 MuhiobiectiyeGenerqtion
Scheduling

5.1 INTRODUCTION
has
Environmentalpollution is on the ilncreasedue to industrial advancement.Though technology
made economil developmentpospible,it at the same time, produces enormous quantities of
not ecologically
harmful products and wastes.Alsoi the existing energy production processesare
and water. The combustion of fossil
Flean.For instance,thermal powef plants pollute air, soil,
^

pollutantsapart from the dischargeof heat to

| - r i , t f . - - - - ' t

fueh gives rise to particulatematepialand gaseous

gr-courses.The particulatematgrial does not causea seriousproblem iri air contaminationbut
three principal gaseouspolluta4ts,oxides of carbon(COr), oxides of sulphur (SO) and oxides
. t - ! - r -

f nitrogen (NO") cause detrimenfal effects on hirman beings. The usual contiol practice is to "

:duce offensive emissions throqgh post-combustioncleaning systems such as electrostatic

:cipitators,stack gas scrubbers,gr switching permanentlyto fuels with low ernissionpotentials.
st-combustionremoval systemsrequire time for engineeringdesign, construction, and testing
fore they can be'brought online[ Hence, the obvious alternativeis to go for fuels having low
rission iotentials, i.e. from coal to oil; oil is however extremely expensiveand suppliesare
in. Thus, there is a sheer'nqedfor optimum operatingstrategy,which can ensureminimum
llutioh level at minimum operating cost.
There are severalliteraturergviews in the areaof minimizing pollution level; but still much
gressis possiblein the areaof economic-emission load dispatch.Gent and Lamont [1971] have
a paper on rninimum-emissiondispatch wherein a computer program-hasbeen dweloPed
for online steamunit dispatchresqlting in minimization of NO, emissionemploying the Newton-
Raphson convergence,forcurve fitting. They have describedan ingenious application of the
incrementalloading techniquefor minimization of emissionof nitrogen oxides by a Jossil steam
boiler. Sullivan artemptedonty
also attemptecl pollution (rl$Par(.:Il
minimum pouuuon
the nunlmum
only tne dispatch by
uy aPPr)Ilrts Kuhn-
applying f\ftlru-
boiler. ltgtZl also
Sullivan Ll97zl
Ttrcker conditions. Delson tLg74l has advocated a method for achieving controlled emission
d.ispatchemploying constantpenalty factors,to schedulethe generatorsto meet the given environ-
mental restrictionsat minimum operatingcost. Finnigan and Fouad II974l have implementedtwo
nonlinear programming solution p[oceduresfor economicdispatch treating the system pollutants
as an additional constraint to the problem.

321
l,
E

!_

':
ll

322 Power System Optimization

zahavi and Eisenberg [1975] sugge.stedan interactive search method based

on golden
sectiol scarch techniqueto solve the economicemission load dispatch problem. Cadogan
and
Eisenberg U9771 tteated tl'e economic environmentaldispatch problem * u -ottirt
ploblem and suggesteda nonlinear progrbmming technique, foi ttre implementatiqn "t"gy
of the
dispatchstrategics.Kothari et al, ll971 exhibircda computcr-oriented techniquefor thermalpower
generationscheduling which resulted in minirnrm No, emission. Effluent
dispatching is the
operationof a generationeystemso that power plants with higher emission ratJs generate
less
than they would underleast dispatching.An example of joint evaluation of fu-etswitching
andeffluentdispatchingwas _costhintedby Tsuji [198I]. BrodskyundH"tn [19g6]presentcda model
to show that emissionsaqd production costs were a function of tne oiganizational form.
They
illustratedthat the productioncostsand emissionbould be.reducedwith an increasedcoordination
amongthe utilities, i.e' wheninrcr-utility poolinganangements are broughtinto a single-framework.
Nanda et al. [1967] suggesteda new computationalapproach.employini an improved
complexbox methodto find minimum emissiondispatch.In-an another'attemitNandaet
al.
[1988] exprcsseda goal programmingtechniqueto solve the economicemissionload dispatch
problemfor thermalgeneratingulits runningwith naturalgas and fuel oil. yokoyama
et at. 1iem1
haveexpertisedan efficient algorithmto obtainthe optimal power flow in power system
operation
and planningphasesby solving a multiobjectiveoptimizationproblem. Minimum interference
in
the environmentwas one of the objectivesin deciding the optimal systemoperation.Heslin
and
Hobbs [1989] have stated a rnodel for evaluatingthe cost and empioymeniimpacts of
effluent
dispatching anri fuel switching meansfor reducingemissionsf.*--po*", plants.They have
producedtrade-offcurves,which _as
show the costsand coal field job losses-associarcd with reduction
in so2 emissions.Kermanshahiet al. [1990] propoundedi decision-makingmethodology
to
determinethe optimal generationdispatch and environmentalmarginal cost;or power
sysrem
operationwith multiplc conllicting objectives.Palanichamyand Srikrishna
tl99ll haveenumexabd
an algorithm for successfuloperation of the system subject to economical and environmental
constraints'A price pehalty factor fas beendefinedwhich has blendedthe emissioncosts
with the
normal fuel costs. The familiar quadratic form of objective function has been used
. positive root of such'a function gives the and the
optimal dispatchdirectly.
In the contextof increasingpublic awareness of the environmlntalsituation and the plea for
clgan air' the US congresshas passedacid rain legislationfHobbs, 1993]. In an effort
to alleviate
acid rain, Title IV of the 1990U.S. clean act amendments mandateda restrictionof over 50% in
electric utility so2 emissionsby the year 2000, Hobbs has further summarizeda method
for
including,underutilizationconstraintsin probabilisticproductioncostin! modelsand real-time
dispatch Andrews [1993] intsoduceda simple systemJevelemissionsmod'elsuitablefor assisting
regulatorsto dcsign effrcient integratedresourceplanning rules. Specifica.lly,regulations
should
not only focus on marginal capacitychoices,but also comparecomplete,."our"! porfolios.

5.2 MULTIOBJECTIVEOPTIMIZATION_STATE.OF.TH
E.ART
In recent years there has been an increasein researchoir multiobjective optimization
methods.
Decisionswith multiobjectivesare quile prevalentin government,military, indusey,
and other
organizations.Researchers from a wide variety of disciplinessuch as mathematics,--ug"."n,,
science,economics,engineeringand others have contibuted to the solution methods
for multi-
objectiveoptimizationproblems.The situationis formulatedas a multiobjectiye
optimization
problem (also called multi-performance,multi-criterion or vector
optirnization) in which the
 Multiobjective Generation"$cheduling 323

engineer'sgoal is,to maximizeor minimizenot a singleobjectivefunctionbut severalobjective

functionssimultaneously. problemsin the mathematical
The purposeof multiobjective programm-
ing frameworkis to optimizethe differentobjectivefunctions,G in number,subjectto a set of
s/stemconstraints. hrorexample,
Maximize f(x)= Ifi@),..., fc@)lr
rt(x),..., (5.1a)
subject to xe X (s.1b)'
where x is an n-dimensionalvector of decision variables, X is the decision space,and /(.r) is a
vector of G real-valuedfunctions. i..
In order to make the problem non-trivial, it is assumedthat the objectivesare in conflict and
incommensurable.Owing to the conflicting natureof objectives,an optimal solution that simulta-
neously maximizes/minimizesall the criteria is usually not attainable.Instead, there are several
solutions, called efficient solutions, that have the propert/, that no improvementin any objective
is possiblewithout sacrificingone or more of the.other objectives.'
Definition
Asolutionx" e X issaidtobeefficientiffor anyxe X satisfyin1f*@)>f*(x"),flr.)<,fi(x")
for at least one other index j * k.
The set of all efficient solutions in the continuouscase is known as the fficient frontier. An
efficient solution is also known as a non-dominatedsolution, non-inferior solution or pareto
optimal solution.
Many approachesand methodshave been proposedin recent years to solve multiobjective
optimization problems (MqP). These methodsare broadly groupedunder two major titles-non-
interactive and interactive.In the non-interactivemethod, a global preferencefunction of the
objectives is identified and optimized wilh respectto the constraints.On the other hand, in the
interactive method, the decision maker tbVO identifies a local preferencefunctibn or trade-off
'towards the globally satisfactory
among objectives and the solution processproceedsgradually
solution. Wallenius U975J made a comparativeevaluationof some interactive methods by using
such measuresof performancewith easeof use,easeof understanding,and DM's confidencein the
solution, etc. He revealed that a simple trial and error type unstructured approach competed
successfullywith more sophisticatedmethods. Since the DM is involved in the entire solution
process, interactive methods have been better acceptedin practice. The primary objective of the
MOP solution rnethodsis to find the best compromisesolution.

Definition
The best compromisesolution is an efficient solution that maximizes the DM's pfeference
function.
It may be obvious that trade-offs among these objectives are.difficult becauseof their
'non-commensurable'.In other words, it is
different nature. This implies that the objectives are
difficult to treat respectiveobjectivesunder the identical criterion. Principally, methodologiesfor
solving multiobjective problems differ in two major ways:
(i) The procedure used to generatenoa-inferior solutions. r
(ii) The ways and means used to interact with the DM and the type of information made
available to the DM such ab trade-offs.

. (
 324 Power System Optimization

:ntify the non-inferior set, within which the best

almost all decision-making problems, there are
rtives. The main concern of DM is to fulfil the
of the system.There are two different approaches

(i) one approachassumesthat there exists

a utility function for the particular problem. such
a function is used to obtain the best arternative.
(ii) The other approachmakes no assumption
regardingthe existenceof any utility function,
but-providesthe DM with a set of simple bui effective
tools to obtain the best alternative.
Here, a few methods for generatingefficient points
are reviewed. These are the'irrtnoa.
min-max
optimum, the weighting method, rhe e-cJnsffaintme;hoal
uno tt *"igt rJ'-i"-r-""
"
5.2.1 WeightingMethod
The weighting method [Haimes, lg77], also known
as the parametricapproach,has been the moqt
common method used for solving multiobjective
problems until ,r".nily: Multiobjeerive problem
(5'1) is convertdoin this method into
rr*i* optimization as given below:
G
imize rr
L *, ft@) (5.2a)
i=l
subjectto xe X (s.2b)
G
s!
- 1, wi) 0 ( i = l , Z , . . . ,G )
L*, (5.2c)
f=l

where w; ara the weighting coefficients.

The approachyields meaningful results to the decision
maker only when solved many times
for different valuesof wi G - l, 2, ..i, G). Though very
little is usually known about the valuesof
weighting coefficients,the DM still chooses
them, prlru*ubly on the basis of his intuition. The
weighting coefficients do not reflect proportionally
the relative importance of the objectives but
6re only factors which, when varied, locite points
in the non-inferi;, .r;;

5.2.2 Min-MaxOptimum
The idea of stating the min-max optimum and applying
it to multi-criterion optimization problems
was taken from game theory, which deals with soiuing
situations [osy czkaand Davies,
19841'The"min-max optimum comparesrelative deviations "onflicting
from the separatelyattainableminima.
consider the ith objective function for which the relative
deviation can be calculated ftom

(s.3)
or from
-
z'i @)= tft @) f,o I (5.4)
lf,(x)l
denotesthe minimurn value of the ith function.
 Multiobjective Gene.rationScheduling 325

It is clear from F,qs.(5.3 and (5.4), that for every i e I and for every x e X, fi@) should not
be equal to zero. I*t, Z(x) - lZ (x),...,Zi(x),...,Zc@)lr be a vectorof the relativeincrementswhich are
definedin Euclidianspace. of the vectorZ(x) will be evaluatedfrom the formula
components

i e I Zi@)= maxlZi(i, Zi'@)l (5.5)

The min-max optimum as follows:
min max t
1. V{x*)= xeXieI lZt@)l (s.6)
and then / r = { j r } , w i1 is the index for which the value is maximal.
If there is a set of soluti x c X, which satisfiesstep 1, then:
min max
2. V 1 ( x * ) =x e X i e l l Z , f A l (s.7)
iell
and then Iz = {ir izl, i2 is ttre index for which the value of Z;(x) in this step is
maximal.
If there is a set of soluti Ils ,rr-1 c. X which satisfies the step r - 1, then:

min max
v,(x*)=xexiel lz,fOl (5.8)
i e I,_,
and then I, = (ir-t, ir|, here i, is the index for which the value of Z;(x) in the /th step is
maximal.
If there is a set of soluti Irs .r1-1c X which satisfiesthe step (k - 1), then:
min
k. V*(x = xeXp-1 [Zi@)]fori e I andi e I*-r (s.e)
where Vr(x),...,Vx@)is the set of optimal values of fractional deviations ordered non-
increasingly.
This optimum can be ibed as follows:
Knowing the extremes f the objective functions, which can be obtained by solving the
optimization problems for criterion separately,the desirablesolution is the one that gives the
smallest values of the relative incrernentsof all the objective functions. The point x' e X which
satisfies Eq. (5.7) mai be led the best compromisedsolution considering all the criteria
simuitaneouslyand on equal of importance.

5.2.3 eOonstraintMet od [hlaimes, 1977]

In this method, one of the ob ective functions constitutesthe primary objective function and all
other objectivesact as constr ts. In other words,'the t-constraintapproachreplacesthe (G -l)
objective functions by (G - 1 constraintses given below:
Minimize ) (5.10a)
subjectto fi ) S s i ( . i= 1 , 2 , . . . , Gj ;* i ) (s.10b)
)( X
where ei(i = 1,2, ..., G; i # i) are maximum tolerablelevels.
 Power System OPt

In order to obtain a 1 le choice of n;t it is usefulto {tssumee1= fi + e; and €; ) 0,

wheref. it obtained bY mi nimiz each objectivefunctionseparately as

fi= n fi@) (/ = 1,2, "', G) (5.11a)

subject to x e (s.llb)
The levels of satisfactory are varied parametricallyto evaluatethe impact on the single
objectivefunctionfi@). Of the ith objectivefi@) can be replacedby the 7th objective,f{x)
and the solution procedureis The t-constraintapproachfacilitates'thegenerationof
non-inferiorsolutionsas well the ty'ade-offfunctions.The major weaknessof the constraint
method is computationalefficien where there are severalobjectives.The number of solutionsof
the scalarizedproblem required identify completely,or even approximatethe non-inferior set,
increasesexponentially with the number of olrjectives[Tapia and Murtagh, 1991].

1989]
5.2.4 WeightedMin-MaxMethod[Gharalambous,
In this method. the following nimization problem is solved:

rru
x [,***'r'(*"'\f (5.rZa)

subject to ( i = I , 2 , . . . ,G ) (5.12b)
G
rl
(5.t}c)
/-J
i=l

x e (5.l2d)
A systematicvariation of the w will generatethe non-inferiorsolution.The solutionobtained in
this way is a local efficient poi This method overcomesthe convexity limitationsof the non-
negative convex combination hod.

5.2.5 Utility FunctionM [Rao,1987]

In this method, a utility functio UiU) is defined for each objective function dependingon the
importanceof j compared to the other objectiFefunctions.Thqn a total or overall utility function
U is defined.A common one is additiveutitity function methodfor which Eq.(5.1) has the form

f(x)= Zr,C4(x)) (5.13)

i=l

where Uiffi@D are the utility fu tions of the criteria.

The utility function me require3that Ui(fi@D should be known prior to solving the
pro{em. Since the evaluation Ui(fi@D for even a simple linear programming is difficult, the
applibationof this method is er limited.

5.2.6 Global Criterion M [Osyczkaand Davies,1984]

In this method an optimal solu on is a vectrorof decision variablesthat minimizes sdrneglo-
bal criterion. A function which describesthis global criterion is a measureof how close the

-*rJ
 Multiobjective Generation Scheduling 327

decision maker can get to the ideal vector fo. The most common form of this function
is

(s.14)

The solutionobtainedafter nimizingEq.(5.14) differsaccordingto the value of p chosen.Thus

the problem is to determine hich p wouldlresult in a solutionthat is the most satisfactoryfor the
decision maker.
Another possiblemeas of 'closenessto the ideal solution' is a family of Lo-metricdefined
as follows:

l3p ( oo (s.15)

For example,
G
( f ) =I ' * o - I ( x ) r (s.r6)
i=l

(s.17)

= min tf,o- fi@)| (5.18)

Instead of deviation in an absolute sense it is recommendedto use relative deviations in
Eq. (5.15).The relevantLr-

(s.1e)

There are several excel t literature reviews on multiobjective problems. Cohon and Marks
tl975l classifiedthe multio jective approachesinto generatingtechniques,which rely on the
prior articulation of prefere and techniquesthat are faster interactive.to the definitions of
preferences.The methodsin arious classesare reviewed and evaluatedby them in terms of the
hypothesizedcriteria. In ano surveypaper,Brayton et al. [1981] have describedmultiobjective
constrainedoptimization tec niques whiclh are appropriateto the design of integratedcircuits.
Shin and Ravindran[1991] ducted an excellent survey of the interactive methods developed
for solving continuousmulti jective optimizationproblemsand other applications.Most of the
methods fall into the followi g categories-fbasible region, reduction methods,feasible direclion
methods,criterion weight s methods,trade-off cutting plane methods,Lagrange multiplier
methodS,visual interactive branch and bound methods,relaxation methods, sequential
methods,'..and scalarizingfun tion methods. The methods of each category have been reviewed
based on the nature of pref assessnnents,functional assumptions,and relationship between
methods.
328 Power SYstemOPtimizat
Goal Programming
I Suberand Ravindran [1993]outlineda literaturereviewof Nonlinear
into four major
articlesare categorized
(NLGP) methods and aPPlications The methodological
approaches,namelY (i) simPlex me d, (ii) direct search, (iii) gradient search, and (iv) interactive
in
to help practitioners
aplroaches lecting the proper NLGP rnethod to use. In order to identify
articlesare categorizedinto nine major
areaswhere NLGP methodscan b used,itre appiication
in the field of MOP problemsis
areasincluding engineeringdesign The number of publications
on are discussedltere.
too manYi a few rePresentafive an
A computational Procedure calculating a set of the so-called hon-inferior vectors to
unconstrained optimization probl has breen described by Vemuri U9741. Haimes and Hall
method for solving non-commensurable multi-
tl974l develoPedthe Surrogate orth tradeoff
have been constructed in the
objectivefunctions.The trade-o and surrogate worth functions
functional space,where an in ion with the decision maker takes place and only these
attempt,Haimeset al' [1981]
functionshave been transformedi o the decisionspace.In another
integrated two existing methodolo ies into a single objective
dynamic prograrnrningmethod for
multiple objectivesinto a
capacityexPansionand surrogate rth trade-offmethodfor optimizing
unified scheme.
finding the set of all non-
A rnultiobjectiveoPtimizati n problem is generally solved for'envelop
approach' has been
inferior solutions to the problem. A new methodology termed the
solutions. The relationship
presentedbY Li and Haimes[1987 for generating the set of non-inferior
has been explored'A man-machine
betweenenveloPaPProachand mu :iobjectivtopii-ization also
problemswas elaboratedby
interactiveaPproachto solve mul ple objectivl linear programming
paired comparison method has been developed by
Quaddusand Holzman [1986]. A interattive
adjacent discrete points to
Malakooti [19S8] using the heuri ic approachesfor finding the local
one-dimensionalsearch'
approximatethe gradient and for dentifying discretepoints for the
A new method for genera ing points for the multi-criterion optimization by
"lfi.l.nt broughtout by Charalambous[1989] and has been
defining a shifted minimax functi has been
applied to design 1-D filters. and Haimes [1983] have developedthe risk/dispersionindex
method to find solutionsto the Itiobjectiveproblem that minimizes sensitivityand maximizes
The index is interpretedas a
overall utility, using the informati n provided by dispersionindex
of the nonlinear
first-order approximationto the tandard deviation in the optimal solutions
method to solve the
programs. Kaunas and Haimes t 19851 have applied Risk/Dispersion
groundwatercontaminationProbl
possesses multiple
In general,a large-scalesY r typified by an electric pov/er systefrralsO
security, and environment'
objectivesto be achieved'name economicsoperation,reliability,
problem with multiobjective
Yokoyamaet al. [1988] have so ed the power flow optimization
to obtain a set of non-
optimization formulation and the 'constrainttechniquehas been applied
goal programming
inferiority solutions.Kothari et t. t19881have appliedlinear and nonlinear
Wadhwa and Jain [1990]
algorithms to solve the economc-emissionload dispatchproblem.
flow problem as multiobjective programming problem. They
have formulated the oPtimal I
through priority goal
minimized both the cost of gene ion and transmissionloss simultaneously
programming.
by Menill
Types of conflict among P ning objectiveshave been illustratedand categotized
et al- t19931.The PurPoseof r paper was to dccumentnew discoveriesand observationsin
a utility ts
dealing with conflicting objectiv and risk. Risk is defined as the hazardto which
exposedbecauseof uncertaintY.D fferentiating uncertainty and risk, they concluded that uncertainty
cannotbe eliminatedbut risk can :ertainly be managed.Hwang et al. [1993] developed a technique
for order preferenceby similarity o ideal solution for multiple-objectivedecisionmaking in whtch
 Multiobjecttve Generation Scheduling 329

the chosensolutionshould as close to positiveideal solutionas possibleand as far away from

negativeideal solution as iblo. To resolve the conflict existing between two distance objective
functions, membershipfu ons and satisfactory/preference levels have been employed.
Since multiple cri on problems tend to corelate with particular applicationfields, it
seems unlikely that a si le multiple criteria decision-makingtechniquecan solve all such
problems.In fact, a variet of rnutrtiplecriterion decision-makingmethodswith well-developed
theoriesare used for di t purposes.

5.3 FUZZYSET TH ORY IN POWERSYSTEMS

Advanqementsin compu technologyassociatedwith intellectualactivities resultedin new
fields of inquiry such as sternsscience,information science,decision analysis,or artificial
intelligence.Approachesin computertechnologyhave been steadilyextendingthe capabilitiesfor
coping with systemsof a increasinglybroad range, including systemsthat were previously
intractable by virtue of th ir nature and complexity.One way of simplifying a very complex
systemis to allow somede of uncertaintyin its description.It is realizedthat thereare several
fundamentallydifferent ty of uncertaintiesand that each of them plays a distinct role in the
simplification of problem wang, Lai, and Liu, 19931,A mathematicalfo4arflation within which
these various types of u ertainties can be properly characterizedand investigatedis now
available in terms of the eory af fuzzy sets,and fuzzy measures.In fact, one of Lofti Zadeh's
contributionsto systern odelling is the r,bpresentation of vague, incompleteknowledge or
qualitativeinformationthat does not have a random natureand thereforecannot be representedby
a probabilisticapproach. zzy set theory provided a basis for the interpretationof membership
function as possibilitydistr utions, which is a very useful conceptin many practical applications.
In some papers,fu set theory has been applied for power systemoperation.Su and Hsu
ll991l implementedfuzzy dynamic programmingfor the unit commitment of a power system.
Basically, forecastedhour y load has been taken into account by using fuzzy set notations,
making this approach su ior to the conventional dynamic programming method which assumes
that hourly loads are exactl known and there exists no error in the forecastedloads. To reach an
optimal commitmentsched le under the fuzzy environment,securityconstraints,generationcost,
and load demand have n expressedin fuzzy set notation. A fuzzy model for power system
operation was presented b Miranda and Saraiva[1992]. Uncertaintiesin loads and generations
have been modelled as f y numbers. System behaviour and known injections have been dealt
with the D.C. fuzzy r flow model. System optimal operation while uncertain has been
calculatedwith linear pro ing procedureswhere the problem nature and structureallowed
some efficient techniques.
theory within the field of decision making have, for the most part,
. Application of fuzzy 'uzzifications
consisted,of extensionsor of the classical theories of decision making. Decision-
makingfunder conditions f risk and uncertaintyhas been modelled by probabilisticdecision
theories and by game th ries. Fuzzy decision theories attempt to deal with the vaguenessor
fuzzinessinherentin subj ive or imprecisedeterminations of preferences,constraints,and goals.
The fuzzy programminga proach to multiobjectivelinear programmingproblem was developed
by Leberling[1981]and nan [1981]. Sakawaet al. [1987] have presenteda fuzzy satisficing
method for solving linear ultiobjective programmingproblemsby assumingthat the decision
maker has fuzzy goals for of the objectivefunctions.Through the interactionwith the decision
maker, the fuzzy goals o the decision maker were quantified by eliciting the corresponding
membershipfunctions,incl ing nonlinearfunctions.
f ,,0 Power System Optimizat

An interactive sequential I programminghas beenintroducedby Sasakiet al. tl988J in

which the method of displacedi I with fuzzy set theory was taken up for solving multiobjective
decisionmakingproblemsinte tively. The nnethodof displacedideal was utilized to determine
solution
the bestcompromised ng many non-dominatedsolutionsto the decisionmaking and
to consider the fuzziness of the iudgrnentby the decisionmaker.Tapia and Murtagh I l99l] put
up a methodology
for solvinga decision-making
probleminvolvinga multiplicityof objectives
as well as selectioncriteria for best compromisedsolution.The conceptof fuzzy setshas been
utilized in such a way that the ision maker can vary interactivelythe fuzzy membershipvalues
that are functionsof the decisi maker's input informationknown as preferencecriteria.
Niimura and Yokoyama I I ll employedfuzzy set theory to decisionmaking in oprimal
generation dispatch of thermal nerating units. Membership functions have been introduced to
measuregeneration-loadbalance, uel cost,and time to stay in a zone.Approximatereasoning,using
such indices yielded information of a compatibility of output zones.Tomsovic tt99zl modelled
multiple objectives and soft con traint'susing fuzzy sets for the reactive power/voltagecontrol
problem.Piece-wiselinear conve mernbershipfunction for the fuzzy sets was defined. The fuzzy
optirnizationproblem was refor latBd as standardlinear programmingproblem.

5.3.1 Basics of Fuzzy Theory

Zadeh introduced a theory objects, i.e. fuzzy sets are sets with boundariesthat are not
precise.The membershipin a fu y set is not a matter of affirmation or denial, but rather a matter
of a degree.When A is a fuzzy and x is a relevant object, the proposition ",tris a member of A"
is not necessarilyeither true or , but it rnay be true only to somedegree,the degreeto which
,r is actuallya memberof A.
There are three basic me by which setscan be definedwithin a given universalset X:
1. A set is definedby niln g all its members.This method can be used for finite sets.Set
A, whosemembersare d , ctz,,.,7ant is written as

A = {at, e2,... , a,rl

2. A set is definedby a perty satisfiedby its members,i.e.
A = {x I p(,r)}
where the symbol I denot s the phrasesuch that, and P(.r) designat"r u pioposition of the
form x has the property . In other words,A is defined as the set of all elementsof X for
which the rule P(x) is . The property P is such that for any given .r e X, the condition
or rule or proposition ) is either true or false.
3. A set is definedby a fu ion, called characteristicfunction, that declareswhich elements
of X are membersof set and which are hot. Set A is defined by its characteristic
function or discriminati function lle(.r'),as follows:

It forxeA
l'te@)={o
forxGA
The characteristic functi maps elements of X to elements of the set { 0, I }, which is
expressed by

lLe:X + [0, 1]
 Multiobjective Generation Scheduling 331

The characteristic function signs a value either I or 0 to each individual in the universal
set, therebydiscriminating of the crisp set underconsidera-
membersand non-members
tion. This function can be ge ized such that values assigned to the elements of the universal
set fall within a specified range indicate the membershipgrade of these elementsin the set.
Larger values rePresenthigher pf set membership.Such a function is called a membership
function, and the set definedbY is a fuzzy set.
Ia X be the universe of jects with elements x, where A is called a fuzzy set of X.
'can be viewedas a characteristic
functionp4 from X to (0'l)
Membership of x in classicalset
such that
I't for x e A (s.20)
ILe@)= forxGA
1o
For a fuzzy set A of universeX, grade of membershipof x in A is defined as
= [1, 0]
Ire("r-l (s.2r)
where [Le is called the membe function.
The valueof pa can be ftom 0 to 1, and this rangeis what makesit different
from the crisp set.The closer valueof pra(r)is to 1.0,the more x belongsto 1. Thus a fuzzy
set has no sharp boundarY. of X can be shownto have a one-to-one
of ttle crisp subseJs
correspondencewith the istip function. Becafsp the membershipfunctions are extensions
of characteristicfunctions, fuzzy are extensionsof crisP-sets.
Futzy set elements are red pairs indicating the value of a set element anci the grade of
members\ip,i.e.
A = {(x, [te@)lx e X] (s.22)
Let us take an examPle of a of tall people whose heights are given in feet as shown in
Table5.1, i.e.
3 , 5.4,5.5,5.6,5.7,5.8,5.9,6.0,6.1,6.21
X= {5.2,5

5.1 Example of a fuzzY set

Huight TalI Not Tall Union Intersection

x, in feet Ire Fe IbvFe Pttn tte,

5.2 0 I I 0
5.3 0 n 1 0
5.4 0 n 1 0
5.5 o.t4 0.86 0.86 0.14
5.6 0.29 0.71 0.71 0.29
5.7 0.43 0.57 0.57 0.43
5.8 0.57 0.43 0.57 0.43
5.9 0.7r o.29 0.71 0.29
6.0 0.86 o.l4 0.81 0.14
6:1 I 0 1 0
6.2 I 0 I 0
 Power Systern

A personhavingheight Sun or equal to 6.1 feet can be considered as tall person. On the
other hand,a personhavin height lessthan or equalto 5.4 can be consideredas not tall person.
The membershipfunction definedby Eq. (5.20)as

(s.23)

Fuzzy set is defined-as

A = {(x, lte@Dlx e Xl (s.24)

The fuzzy sets can be ined pairwise with minimum, maximum, and order reversal. In the
following, the most set operators are defined. For two fuzzy sets A and B, their union
operation is.defined as

Fe v lte@) = mau.Wef-),lta@)l (s.2s)

For two fuzzy setsA and B their intersectionoperationis defined as

Fe 11Fn@)= minllra@),ltn@)l (s.26)

For a fuzzy set A, the ernent opera.jonis defined as:

tte@) = | - lte@) (5,27)

For example:

4 = (1.0 0.7 0.4 0.5)

B = (0.9 0.3 0.0 0.8)
A v B = (1.0 0.7 0.4 0.8)
A n 3 = (0.9 0.3 0.0 0.5)
A = (0.0 0.3 0.6 0.4)

h Table 5.1, all the three tions are definedto give F e, Fe w F o, ffid lte,^ tt
e.
A is properly fuzzy itr n A*O
iff \J e +X (s.28)
In addition, to perform certai mathematicaloperations,a crisp
set (non-fuzzy) may be required.
An A-cut can be used to c a family of crisp sets from a given fuzzy set:

It ;if lre(x)>=a
F e @ ) ={ ^ (s.2e)
|.0 ; otherwise
 Multiobjective Generation Scheduling 333

FOR
5.4 THE SI,.IRROGAT WORTH RADE-OFFAPPROACH,
THERMA|.PoWERDISPATCHPRoBLEM
MULTIOBJECTIV
modelsconcerningminimizing (or maximizing)
In the past,it wasnormalto formulateoptimization
'The
a single scalar-valuedobjec ve function. optimization models and the analysts:perceptionof
can also
a problem become more istic if man)/ objectivesare considered.The power system
under many
operate most efficiently w r optimized lwith respectto severalobjectives or criteria
because of their different
constraints.ObviouslY, offi among theseobiectivesare impossible
nature.So, it is statedthat rbjectivesare non-commensurable'
find non-inferior (pareto-optimal,non-
Generally,the multi ective problems are solved to
solution of a multiobjective problem is one
dominated)solutions. Qual tatively, a non-inferior
be achievedonly at the expenseof another.
where anY imProvementof rne objecdvefunction can
The most widelY used ,ds of generarting such non-inferior solutions are the e-constraintand
Methodologiesfor solving multiobjective
weighted minimax methods osycztcaand Divies, 1gg4l.
problems differ in two maj
(i) The procedure to generatPnon-inferior solutions
(DMs) and the type of information
(ii) The ways used to nteract with the decision makers
made available to DM such as trade-offs.
are several criteria for judging the possi-
ln almost all decision- ing problerns, there 'to
makei is fulfil the conflicting goals
ble alternatives.The mai concern of the decision
there are two approachesto solve such
while satisfYingthe constr nts of the system.Further,
problems:
problem' Such
(i) One approach that there exists a utility function for the particular
a function is used to obtain the best alternative'
function, but
(ii) The other , makes no assumptionsregardingthe existenceof utility
to obtain the best alternative'
provides the DM ith a set of simpte but eifective tools
the DM'
The SWT method provides the facility to interact with
a primary energy source,produceparticulates
Apart from heat, Power utt ities using fossil fuels as
gaseouspollutants such as carbon dioxide (coz),
and gaseousPollutants. r particulatesand the human beings'
oxides of sulPhur(SO') Loxides of nitrogen lNOr) causedetrimentaleffecB on
emissionsof pollutants dependingupon their
Pollution control agenciesrestriat the amo-untof
a priority structure can be formed for the
relative harmfulnessto h rman beings. Therefore,
dispatch as a multiobjective optimization
multiobjective Problem. ere, a classi,caleconomic cost and
problem is formulated. ru objectivesare consideredto minimize, namely operating
The formulated multiobjective problem
impacts on environment NO,; SO2 a'd COzemissions.
betweenobjective levels for each non-
adoptsa €-constraintform, which allows explicit trade-offs
method is used to find the best alternative'
inferior solution [Li and laimes, 19871.The SWT
among the non-inferior utrons.

5.4.1 MultiobiectiveProblemFormulation
'Pro lem formulation, four important noncommensurableobjectivesin art
In the multiobjective
These are economy and environmental
electrical thermal Power ystem have been considered.
impacts becauseof NO', and CO2 gaseousPollutahts.

L
 obfectlve
fuel cost of a thermal unit regardedas an essential criterion for economic feasibility.
tuelcost culve is assumed be approximated by a quadratic function of generator power
ttPr, as
NG

Ii=l
+ b,Pr,+ c;) Rs/h
@,P?, (5.30)

a;, bi, and c; are cost coeffi and NG is the number of generators.

tal objectives
emissioncurves can be directl related to the cost curve through the emissionrate per Mkcal,
ich is a constantfactor for a gi type of fuel. Therefore, the amount of NOx emissionis given
a quadraticfunction of output Pr,, i.e.
NG
Fz- \ Vur?,*.eypr,+ fi) kg/h (s.31)
i=l

lvheredrr, eu, andfii are NO, em ion coefficients lZahavi and Eisenberg,19751.
I Similarly, the amount of S emission is given as a quadraticfunction of generatoroutput
l^
'trgi, Le.

NG
Ft = | {ar,e!,+'er,pr,+ fztt kg/h (s.32)
i=l

, €2i, and f2; are SO2 emi ion coefficients [Zahavi and Eisenberg, L975].
amount of CO2 emissionis also represientedas a quadratic function of generatoroutput

NG
li-l

- @t,Pl,* qiPr, + fi) kg/h (5.33)

i=l
here dtr esr nd hi are CO2 ;ion coefficients
[Wonget al., 1995].

ensurea real power balance,an equality constraintis imposed,l e

NG
- ( P o * P r )= o (s.34)
I
i=l "r,

Pp is the power demand

P1 is the transmissionlosses, hich are approximatedin terms of B-coefficientsas
NG NG NG
Pt= Bw
I i=l
B . ^&
-ru- P +' Y S Pe'BuPr,
LJ .2
l'=l j=L
MW (s.35)
 Multiobjective Generation Scheduling

The inequality constraintsim on generatoroutput are

<
- -PB i <
- 'p&m a x (5.36)

Psl' is the lower limit, a P#* is the upperlimit of generatoroutput.

where
Aggregating Eqs. (5.30)to 5.36), the multiobjectiveoptimizationproblem is defined as

Minimize [Fr(P8)' Fz(Ps),h(P), F (P)y

NG
subject to
\ i P' g i (PD+P) =0 (s.37)
.Lt
j=l

pmin <
'8i
r -<' Pm&\ ( f = 1 , 2 , . . .N, G )
8i 8i

where F(Ps), Fz(Ps),F3(Pr), and Fa(P) are the objectivefunctionsto be minimizedover the set
of admissibledecisionvector Ps.

5.4.2 The e-Constraint

To generatenon-inferior solutio to the multiobjectiveproblem, the e-constraintmethod is used
[Haimesand Hall, n974;Cohonand Marks, 1,9751.For. the e-constraintmethod, one of the
objective functions constitutes primary ohjective function anq
3ll other objectives act as
constraints.To be more specific, is procedureis implementedby replacing three objectivesin
the problem of Eq. (5.37) with constraints.
Minimize tFr(%)l
subject to Fi(P,) : e j (/ = 2,3, 4)
NG

I "*, (PD+P) =Q (5.38)

b,s P#* (i = 1,2, ...,NG)

where €; is maximum tolerable ive level. The value of e; is chosenfor which the objective
constraintsin the problem of Eq. 5.38) are binding at the optimal solution. The level e; is varied
parametricallyto evaluatethe i t on the sirngleobjective function F{Ps).
To find the solution, the co trained optimizationproblem of Eq. (5.38) is convertedinto an
unconstrainedoptimization proble . The generalizedLagrangian t is formed as
4
[= Fr+ hti(Fi- Ej) - ttLX Pr,- (Pr+%,] (s.3e)
\;=t )
where ),y and p are Lagrange mul pliers. The subscript 17denotesthat .1,is a Lagrange multiplier
associatedwith the 7th constraint,where the prime objective function is Fr.
Necessaryconditions to o ,in the solution are

aL - ari*+
q=4-i (5.39a)
 AL - t r . - ( / = 22 3' 4) (s.3eb)
6)"u
NG
AL =
T1t
P o t Py-
Ij=l
Pr, (5.39c)

where
oFr =
hiPn.+ bi
dPr

dFi+r
(,i= I,2,3)
q * eii

NC
dPr =
28,,\, + f zBiPsj*Bio
dP,.
,l=l
j*i

Newton-Raphsonmethod be applied to solve the aboveequations.To implementthe Newton-

Raphsonmethod,the foll tng equatlonis solved iterativeiy till the required convergencecriteria
is satisfied.

Y,rr, vTr^
oT,^ vn (s.40)
VT,u v piL

Hessianmatrix elements rn be obtainedfrom Eqs.(5.39a)to (5.39c)by differentiatingwith

respectto control variablesone by one.

,J

i=l
^,'fr* E2F, d, P,
AP:
( i = I , 2 , . . . ,N G ) (5.aOa)

azr a2 - ( t = 1 , 2 ,...,NG; i * i ; i = 1 , 2 ,. . . ,N G ) (s.40b)

dzt DF,
==* ( j = 2 , 3 , 4 ' , i = 1 , 2 ,. . . , N G ) (5.aOc)
aPsulj a\jaPt dPr

dzt
dPrdlt
dzr
d1fir,
= dPr
E L - _ ,( ,= 1 r 2 r . . . , N G ) (s.40d)

azL = -d2t
= azt azt = Q (i =213,4) (5.40e)
a*,i drt' dtdLu aLUdlt
 Muttiobjective Generation Scheduling 337

The optimal solution must sati the Kuhn-Tirckerconditions and the main condition is

)4j VjeB - e) = 0.0; lrj > 0'0 (/ = 2, 3, 4) (s.41)

may be zeroor non-zero.The set
The Lagrangemultipliersrelated o the objectives,as constraints
of non-zeroLagrangemultiPlierscorresponds to the non-inferiorset of solutions.The set of non-
zero Lagrange rnultiPliers the set of trade-off ratios betweenthe principal objective and
each of the constrainingobjectiv , respectivelly. The systemgiven by Eq. (5.39) is solved using
the Newton-Raphson method for R valuesof ar.( i = 2 or 3 or 4) while other E*(k * i) arefixed
at some level. OnlY thosevalues cf 1111 > 0.0 which conespondto activeconstraintsFi'(Ps)-:_ t-i
( r = I , 2 , . . . , R ) a r ec o n s i d e r e dince
, they belong to the non-inferiorsolution tHaimes and Hall,
r9741.
In the problem, the initial alue of e; has been taken such that ei > Fyttn and ti < Frt*
Since objectivesare of conflicti nature, the value of one objective will be maximum when the
value of anotherobjective is mi imum and vice versa.

Algorithm 5.1: Non-Inferior tion by e-Constraint Method

1 . Read data, namely cost ffrcients; emission coeffrcientsand B-coefficients,e (convergence
tolerance) and ITMAX axirnum allowed iterations), M (number of objectives), NG
(number of generators) K, to K; (minimum number of inferior solutions required for
each objective as constra t), etc.
2. Set objectiveindex, 7 =
3 . I f ( j > M ) , t t r e n G O T Otep 20.
else increme the objective index, j = j + |
) 4 . Fix tj = 2,3, 4 such that Pmin< Q. 4'to
5 . Set iteration for non-infr solutions,k = |
6. Incrementcount of non-i ferior solutions,k = k + l
. 1. If (k > K) GOTOStep3.
8 . Compute initial values 'r, (i - 1, 2, ..., NG) and 2,.
9. Assumethat no hasheen fixed either at lower limit or at upper limit.
1 0 . Set iteration counter IT=
1 1 .Compute Hessian and acobian matrix elements using Eqs. (5.39a) to (5.39c) and
Eqs. (5.40a)to (5.40e),r ively.
Deactivaterow and col of Flessianmatrix and row of Jacobianmatrix representingthe
generatorwhose generati is fixed either at lower limit or at upper limit. This is done so
that fixed generators participate in allocation.
1 2 . Gausseliminationme d is employed in which triangularizationand back-substitution
processesare performed find AP8.(t =.1, 2, ..., R), L)'U, Llt. Here R is the number of
generatorswhich can
R
2
13. Checkeither I t*., + ( L h r ) ' + @ t r ) z( g .
i=l
'satisfied'then GOTO SteP 16.
if convergencecondition
14. Modify control variab
P{ = Pr, * Mr, ( l = 1, 2 , . . . ,R )
 Power System O, izatiorr

L\T - ftV + LJa; pnew= lt + L'11

w (i =
15. IT = IT + l,Ps,= Pt I , 2, ..., R), Lu - lilu* and ,r.r= trtn'* and GOTO Step I I and
repeat.
16. Checkthe linritsof and fix up as following:

If Ps,. P*l'" then Pr, = P#"

If Pst t PrT* then Pr, = P.;'u*

If no more violations then GOTO Step 18.

17. GOTOStep10.
18. Check the condition satisfied
Lri( ;(Pl - ti ) = o.o; )"ry> 0.0
If 'yes' then GOTO 19.
else modify er.a nd GOTO Step 6.
19. Record it as non-in ior solution, compute values of all objectives and transmission loss
and modrfy ti for the next non-infreriorsolution and GOTO Step 6.
20. Stop.

5.4.3 The Surrogate orth Trade-off(SWT)Function

The SWT function assignsa lar value (on an ordinal scale)to any giveir non-inferiorsolution.
One way''to specify non-infer solution is trade-off functions.Moreover, there is close relationship
betweenthe SS/T function rj and the parlial derivativesof the utility functions.In multiobjective
analysis,it is assumedimplici :ly that the DM maximizeshis utility which is a monotonicdecreasing
function of the objective fu on$. Givpn a decisionvector P, and the associatedconsequences
F;, the utility is given by :
u - u[F,(Pr),Fz(P),h(P), F4e)] 6.42)
By linearizingutility functio for a small changein F1 (the prime objective),the following,canbe
obtained[Haimes, 1977].

A,(r=E#*,
4
(s.43)

However for non-inferiorpoi Ft' = F{Fz, F3, Fa) ot

4
=
AF1 (5144)
7-#*'
,1.1y
indicates the marginal be it of the objectivefunction F1 due to an additionalunit of e;. So
it can be defined AS

" =4- f r
)"ri (i = 2,3,41 (5.45)
iq
 Multiobjective Generation Scheduling 339

In the non-inferior set, only htj > 0 corresponding to Fr' = tj are considered. Thus, for
sj, Eq. (5.45) can be written

t"rj= ( / = ? , 3 ,4 ) (s.46)
#
Eq. (5.a6)i
By substituting Eq.6.aa)

af'r (s.47)

Eliminating AF1 from Eq. (5.

LULjLFj (5.48)

where

^u,j-
#; #^,, (5.4e)
Let

4=#
ouu= di- ilhi (s.50)
The SWT function Wryis a otonic function of LUy, with the propertythat WU= 0 <->LUy
and is written as
WV=hjLUV (/=2,3,4) (s.sr)
where hi is some monotonic i ing function of its'argument, with a range of -20 to 20 and
with property that lr;(0) = 0. If d; is consideredconstantor variesonly slightly with Ff i = 2,3, 4),
then it is possibleto assume , WU dependsonly on LU.

5.4.4 UtilityFunction
It can be assumedthat there ts a very generalutility function that for a given DM can predict
his behaviourand interest. the DM's utility function be defined for each objective function
dependingon the importance the objective function Fi to other objective functions. So, the
total or overall utility functio is defined as [Haimes, 1977]:
4
s'r
Maximize Q= L *o Fk(Ps) (5.52a)
k=l'
The solution vector P, is thr bound by nnaximizingthe total utility subject to the technology
constraintsas defined below:

-(PB+P)=0.0 (5.52b)
 tYstem Altimizotion
Powei:r'

r > ( f = 1 , 2 , . . -N, G )
(5.52c)
'pmn
si > 3i
-'PBx
3i

d,j
( /= 1 , 2 , 3 , 4 )
(s.s2d)

ich that
4
(5.52e)
I'*=
&= l
l.0r(wr > 0.0)

the weight d1 on the

I objective.The DM assigns
'here crpis the scalar weights assi t o t h e kth
rtributebetween (0, 100)'
The generalizedLagrangianL formned as
+ ( N q )
,r,) (5.s3)
Fk + Lr[rr' +Pil
]
vhere ,t is the Lagrange multiPlier
NecessarYconditions to the solution are

a ^ ( a r , - r' ) = o
,OA n (i=r,2,...,NG) (5.54a)
-,'\.Er*,
)
N G I
(s.s4b)
#=pe+P2 Z'r,=o
i=l
:i '
To implement the Newton-
Newton-RaPhsonmethod can be lplied solve 1the above equations.
to
Here, the Hessian matrix must be
Raphson method' the following uation is solved iteratively.
:r,egativedefinite to ensure that function is maxtmum'

PrP,Yr,^-l[o.*l -= [-o* I (s.ss)

Tr^o^ llor I L-v^J

Algorithm 5.2: The SWT A

analysiscan then be
objectivesare in conflict. The trade-off
The SWT analYsisis most useful hen procedurecorresponding
the othe, ttir.tives. A stepwise
conductedbetween the cost and ch of
and Hall l;,19741, is given below:
to an algorithm outlined bY Hai
separatelyFjt",
the minimum and rimum values for each of the multiple objectives
t.: Find NOt, so2' and
performing economicand minimum
Ff"* (i = 2,3' 4)' Thisis arried out by
CO2emissiondisPatchsr rately.
Minimize tFr( )l
 Multiobjective Generation Scheduling 34r

NG
subject to (Po + Pr)-I P*,= o
i=l

P.#" P* s PsT (i = I ,2, ...,NG)

2 . Generation of Trade-off
Raphson method (Algori
€2,sil), e), ..., ef', *h"tt 3 and E4 irteheld at some fixed level, say, €8 and e!. Only those
valuesof ),'p > 0 which rrespondto the activeconstraintFI = E; (r'= I,.2,..., K1) are
consideredsince theY g to non-inferior solution. Similarly the trade-off function 1.13
is generated,whereEq. (5. 9) is solvedfor K2 different valuesof ei (r = I ,2, -.-, {J, with
fixed level of e2oand ef. ) a is generatedby varying sd (r = I , 2, ---,K3) while El,and ef
are held at fixed level as plained in Algorithm 5.1. Regressionanalysisis performedto
yield the trade-off functi InlEzl, l6[Fl], and )"1alFal.
3. Generation of SWT fu : The SWT functions'Wp, 1V13,and Ws are obtained by
l) at the time when the trade-off functions are generated.
4. 2, 3, 4) by regressionanalysisor by interpolation. Then the
hereIVfl hrj,i= 0.0 ( i = 2, 3, 4).
5 . The optimal set of decisi vectorsis found by solvingthe following problem:

Minimize i *j=2I (5.56a)

NG

subjectto +Po)-I Pr,=o (s.s6b)

i=l

n> ; - ->8 p:u*

- ' 8p- i (i = I ,2, ...,NG) (5.56c)

The generalizedLagrangi L is formed as

4 ) ( , N c
,= Z t ,4 l. ulrr,+ PD')-
-i=z I (s.s7)
[o ) \ i=l

where p is Lagrangemul lier.

Necessaryconditions to in the solution are:

nt#.'[#-')=o
4
AL (5.58a)
e%
NG
AL - PD + Pr (s.58b)
AL Ij--rP * , = o
 Power System O,

Newton-Raphsonmethod has been applied in which the following equation is solved

iteratively.Here Hessianmatrix must be positive definite to ensurethat the functionis
minimum.

I':l
f;r trl =[-Y;] (s.5e)

6. Stop.

5.4.4 Test System nd Resullts

A six-generatorsystemI t and Obessis,1995;Wong et al., 19551is considered.The fuel costt,
NO, emission,SOz emisson and COz emissionequationsiue given in Tables5.2 to 5.5. Transmis-
sion loss coefficientsare given in Thble 5.6. The power demand is consideredto be 1800 MW.

Thble 5.2) Fuel cost (Rsft) equations

Frr = 0.002035
P7 * 8.43205Py
+ 85.6348
Fn = 0.003866P;+ 6.41031P2
+ 303.7780
F6 = 0.002182P? + 847.1484
+ 7.42890P3
Frq= 0.001
USfl + 8.30154Pc
+ 274.2241
Frs= 0.002182P1
+ 7.a2890P5
+ 847.1484
Fre= 0.005963
Pt + 6.91559P6
+ 202.O258

Thble 5.3 NO, emission(kg/tr)equationr

rl - 0.38128Pt
Fzr= 0.006323 + 80.9019
pI - 0.79027
Fn = 0.006483 P2 + 28.8V19
F2j- 0.N3'174P?- t.l0O6th + 324.t775
Fzq= O.WOZZZTI - 2.39928Pq+ 610.2535
Fx = 0.N3't74P?- 1.36061
Ps + 324.1775
F26-0.006181P! -o,lso77Ps+ 50.3808

Thble 5.4 SO2 emission (kg/h) equations

Frr = 0.001206P?
+ 5.05928Pr
+ 51.3778
Ftz= 0.002320P|+ 3.84624P2
+ 182.2605
Fn= O.Wl284hz + a.a5647h+ 508.5207
Fy = 0.000813
P? * 4.97641P4 + 165.3433
Frs= 0.001284P!+ a.a5647
Ps + 508.5207
FN = 0.003578
P? + 4.14938P6
+ 121.2133
 Multiobjective Genetation Scheduling

le 5.5 COz emissionGgft) equations

- 61.01945P1
r = o.265110P,2 + 5080.148
= 0.14[0fiPt = 29.9522tP2
+ 3824.770
= 0.105929P? - 9.552794P3
+ 1342.851
- t2.73U2P4
= 0.106409P? +' 1819.625
- 9.552794Ps
= 0.105929P? + 1342.851
= 0.403tMP?- t21.98r2P6
+ 11381.070

Thble 5.6 Loss coelficients

0.000200 0.000010 0.000015 0.000005 0.m0000 -0.000030

0 000010 0.000300 -0.000020 0.000001 0.000012 0.000010
0.000015 - 0.000020 0.000100 - 0.000010 0.000010 0.000008
0.000005 0.000001 - 0.000010 0.000150 0.000006 0.000050
0.000000 0.0000r2 0.000010 0.000006 0.000250 0.000020
-0.000030 0.OcKn10 0.00000E 0.000050 0.000020 0.000210

To obtain the solution,seven iffefent casesare consideredas below:

CaseI Minimum cost

CaseII Minimum NO, sslon diryatch
CaseIII Minimum SO2em n dispatclh
Case[V MinimurnCOz on dispatch
CaseV Utility function v lue when weights25,25,25, and 25 are assignedto cost, NO*
emission, SO2 emr ion, and COz emission, respectiVely.
CaseVI Utility function v ue when weights40, 30, 20, and l0 are assignedto cost, NO.
emission,SO2emi ion, and COz emission,respectively.
CaseVII Utility function v ue when weights 60, 20, 10, and l0 are assignedto cost,-NO,
emission,SO2emi ion, and CQz emission,respectively.

The resultsobtainedfor I, II, III, and IV are shownin Thble5.10 and the correspondingr
generationscheduleis given i Table5.11. The conflictingobjective;F1 and F2, trade-offfunction
L12, and SWT function Wrz, pondingto eachnon-inferiorsolutionare shownin Table5.7.
The valuesof objective functi s lc'3and Fa arefixed at 11289.0kg/h and 62502.0kg/h,respec-
tively. Wt rr, Wp wfi #r, the SWT functions for case V Vl,and VII, respectively.Sirnilarly,
the conflicting objectiveFt .F3, trade-ofr function ,113,and SWT function Wn, corresponding
to each non-inferiorsolution re shown in Table 5.8. The values of objective functions F2 and
Fa are fixed at 2265.0 kg/h nd 60899.9 kg/h, respectively. Thble 5.9 shows the non-inferior
solution for F1, F4, )"1a,and 14 when F2 and F3 are fixed at 2265.0 kg/h and 11223.0 kg/h,
respectively.
 System O,

Thble5.7 on-inferior solutions when F3 and Fa ue fixed

F1 F2 Lrz wlz w?z w1,

Sr
no. (Rs/h) (ks/h) (Rstkg)
-5.63 -2.68 -2.67
1 r8835.3716 142.50 0.004335
- 5.73 -2.74 -2.72
,2 18835.3577 145.50 0.004665
- 5.83 - 2.80 -2.77
3 18835.343s 148.50 0.004968
-5.93 -2.86 -2.83
4 18835.3284 2151.50 0.005249
-6.04 -2.93 -2.89
5 18835.3118 2154.50 0.005512
-6.14 -3.00 -2.95
6 18835.2952 2157.50 0.005756
-6.26 -3.07 - 3.01
7 6
18835.277 2r60.50 0.005985
-6.37 -3.15 - 3.08
8 18835.2600 2162.50 0.006202
-6.49 -3.22 -3.15
9 18835.2403 2166.50 0.006403
-6.61 ,-3.31 -3.22
10 18835.2210 2169.50 0.006595
- 6.74 -3.39 -3.29
ll 18835.1812 2r72.50 0.006778
-6.87 -3.48 -3.37
t2 18835.1591 2175.50 0.006952
-7.00 -3.57 -3.45
t3 18835.1377 2178.50 0.007116
-7.r5 -3.67 -3.54
l4 18835,1159 2181.50 0.007273
-7.29 -3.77 -3.63
15 18835.0933 2184.50 0.007425

Thble 5.8 Non-inferior solutions when F2 and Fa are fixed

Sr Fr F3 Lrt w\, W,,, wt,

no. (RVh) (ks/h) (Rs/kg)

11223.02 1414.0000 15.82 7.36 7.56

1 18721.9870
11223.06 1346.0540 15.08 7.02 7.21
2 r8722.0529
1t223.09 702.8373 7.87 3.66 3.76
3 18722.1011
tt223.ll 309.2964 3.56 1.61 1.65
4 18722.13M
11223.12 284.0960 3.17 1.47, 1.52
5 r8722.1497
11223,14 61.1189 0.66 0.31 0.32
6 t8722.1815
11223.15 25.0154 0.26 0.17 0.13
7 r8722.1973
11223.16 2.3095 0.08 0.04 0.04
8 t8722.2061

By regressionanalYsis,the WT functions are shown as:

Case V
Wrz= -2.28937- 685.5592q2
Wno q.0304876+ 0.01LL6)"8
Wru= 0.315t73+ 2.539352vr4

with 0.998,0.999,and 0. standarddeviations,respectively.The valuesof t , t r, and,X.ia are

-0.00334,-2.7318,and -0. 24L2, respecttivelyas discussedin Step 4 of the Algorithm 5.2. The

I
l - . i .
 Multiobjective Generation Scheduling 945

optimal decision vector f! is obtained by solvifs tne-p;oblem of Eq. (5.52) as discussedin

Step 5 of the algorithm. The ined optimal val'uesof 66st, NO, emission;SOz emission,COz
emission,transmissionlosses, utility functionaiieshownin Table5.9 and the corresponding
generationscheduleis given in Thble5.10.

Thble 5.9 on-inferior solutions when F2 and F3 arc fixed

Sr Fl F4 lro Wlo W'ro w1o

no. (Rs/h) ) (Rs/kg)
1 18721.3741 100.0 5.774911 15.0 19.67 20.07
2 18721.3813 110.0 2.708273 7:7 9.33 9.52
3 18721.3963 130.0 2.483800 6.6 8.67 8.85
4 18721.4262 170.0 2.079267 5.6 7.46 7.62
5 1872t.4708 .0 1.368308 3.9 5.t2 5.23
6 1,8721.4782 0 1.3561l3 3.8 5.ll 5.21
7 t872r.5223 300.0 0.451489 t.4 1.82 1.86

Ie 5.10 Comparlsonof results

Case Fr F3 F4 PL Utility
no. (Rsft) (ks/h) (ks/h) (Mw)
I 18721.39 2282. 11222.99 60482.22 130.1478
II 18950.87 2470.r 11356.50 66939.14 t48.2t33
ilI 1872r.49 2277.r n2az.94 60620.73 130.0320
Iy, 18790.84 236t. ll26bs2 58066.35 14t.397r
V t8772.61 2339. 11255.35 58112.39 r39.3240 226t9.9t9
VI r8848.86 2424. 11301.76 58348.42 138.8742 16362.t55
vII 18837.92 2417. 11295.13 58?,62.36 146.3526 18740.978

CaseVI
tz= -0.335545- 473.126)"12
13= !0"001487+ 0.005224)"13
rc= A.465315+ 0.332834)44
with 0.969,0.999, and 0.999 standarddeviation$,respectively.The valuesof )"ri, Lr\, and Lio
are -0.00071, 0.2848,and -0.1 The optimal valuesof cost, NO, emission,SOz
98, rrispectively.
ernission,COz emission, sion losses,and utility function are shownin Table 5.9 and the
correspondinggenerationsthed le is shownin Thble5.10.

Case VII
-0"655027- 410.041,12
-0.0003438+ 0.00534722).8
0.48 + 3.39042hu
 na Lio
wirh 0.96l, 0.999, and 0.999 standarddeviations, respectively.The valuesof Lri, )"in
are -0.0015974, 0-0643,and .14157,respectively. The optimal values of cost, NO, emission,
SO2 emission,COz emission, smissionlosses,and utility function are shownin Table 5.9 and
the corresPondinggeneration heduleis skrown in Table5.11.

Thble 5.11 Generationschedules

Case Pr P3 P4 Ps P6
no. (MW) ( (Mw) (Mw) (Mw1 (Mw)
| 251.6940 303 503.4812 372.3225 30r.4699 r97.4AA
II 195.4008 215 3 1 s36.r999 329.1267 479.4874 192.5153
m 2s0957s 302 487 507.4563 369J902 302.6239 r96.M53
IV 249.4354 334 393.468 383.3058 345.6173 235.5632
v 250.0781 327 353 4W.t765 380.8321 339.5M6 |
231.957
vI 247JA96 351 184 355.5683 386.7245 363.8378 242-5683
vII 247.5A22 348 361.8217 386.1796 360.9468 24r.5578

It may be noted that each st for r,eductionof emissionbecomesincreasinglyexpensive.The

solution procedure is sensiti to the utility function. The obtained results from the test system
show the effectivenessand xibility of the proposedalgorithm for multiobjectiveoptimization
problems of any number of bjectives. For different quality of coal, the cost characteristics and
emissioncharacteristicswill but the methodremainsthe same.The method is also applica-
ble if the exact loss formula used.

THERIMALPOWERDISPATCH
5.5 MULflOBJECTIVE
PROBLEM-WEIG NG METHOD
In the multiobjective proble formulation, four important non-commensurable objectivesin an
electrical-thermal power sy m are ,considered.These are economy and environmentalimpacts
becausdof NO' SO2,and emiss.ions.The multiobjective optimization problem is defined as

'NGr r .
(5.60a)
Minimize 2. @;'P!,+ biPtt + c;) Rsftr
i=1

Minimize + fi) kgftr

Z <arr}* eriPs,
(5.60b)
i=1

NG
Minimize + fz) kg/h
@r,r!,+ eziPet (5.60c)
\
i=l

NG
Minimize + fil kg/h
* €zips,
Z @r,p?,
(s.60d)
i=l
 Multiobjective Generati.ort Schedyling

NG
subject to 'r -(Prr+PL) - 0 (s.60e)
i=l

P# -<' 8pi plnar(

-<' 8 i ( f = I , 2 , . . . ,N G ) (5.600

NG is the numberof ge
ai, b;, and c; are cost coe ients
d1i, €1i, and fi, are NO, em ssioncoefficients
d2;, €zr, and f2; are SO2 em lon coefficients
d4;, €3i, and 6r are CO2 em SSION coefficients[Wong et al., 1995]
Pp is the power demand
Py is the transmissionI which are approximatedin terms of B-coefficientsas

NG NG
+ Z,r*r, +I L rr,BrPr,
Mw
i=| j=l i:l

where P,ltunis the lower li it of generatoroutput and Pfl^* is the upper limit of generator
output.
'a(P)
F{Ps), Fz(P),,F3(Pr),and are the objectivefunctionsto be minimizedover the set.of
admissibledecisionvector P. To eneraterthe non-inferior solution to the multiobjective problem,
the weighting methodis applied. this method,the problem is convertedinto a scalaroptimization
as given below:

M
Minimize
z,o
k=l
'1,(Pg,) (5.61a)

NG
subject to -(Po+P)=0 (s.6rb)
Z
f=l
r r ,
'pmin
8; 4 r < pmax (l=1,2,...,NG) (5.6lc)
8i-^8i

M
| (wr> 0) (s.6ld)
Z
k=l
*o

M is number of objectives
w1,&ta levels of normalized weights.
This approachyields meani ful rersultto the decision maker when solved many times for
different valuesof w1,(k= l, 2, .. M). Weighting factors w1,&re determinedbasedon the relative
importanceof variousobjectives,which may vary from place to place'and utility to utility. The
 t,l SystemO,

scanar proQltem
optimizatipn ir; convertedinto unconstraint scalaroptimizationproblem.
i censtraintequationi associatedrvith an,unlSnown multiplier f-unctionknown as Lagrange
liiptier. The augmentedobjectivefurrctiqnis

(s.62)

aFr = 2it Pr, + Lt;

dP,

D4*r -
Zid iPs, * \?u L ,2 , 3 )
dPr,

aP, 'lNG
#" ' 8 i = B i o *l z n r n r ,
j=l

Inlrerently,these equationg are nonlinear. The Newton-Raphson method has been applied to
find the solution. To irnplement the Ne,wton-Raphson method, the following equation is solved
iteratively.

[l,r =[-tt1
I':][*] (s.64)

Hessiannratrix elementscan be obtainedfrom Eqs. (5.63a)and (5.63b) by differentiatingthese

equationswith respectto Pr,.

azr = {5 o''F, ndzP, (r=1,2,...,NG) (5.65a)

- ) 1. w^1_, + + 1 , f t
aP;, ft D,or- d,,,

i*j) (5.65b)

'- -r (f = 1'2' "'' NG) (5.65c)

aPrfr A7;rP,
8 I
an;
i
 Multicbjective Generation Sclzeduling 349

dzt = (s.65d)
art
By varying weights, Eq. .64) is solved using the Newton-Raphsonmethod to generatenon-
inferior solutions as expl in Algorithm 5.3.

Algorithm 5.3: Non-Infr r Solurtionby Weighting Method

1 . Read data, namely st coefficients, emission coefficients and B-coefficients, demand,
e (convergenceto ance) ilnd ITMAX (maximum allowed iterations),M (number of
objectives),NG (nu ber of generators), and K (numberof inferior solutions),etc.
2. Set iteration for n inferiorsolutions,k = 1
3 . Incrementcount of inferior solutions,ft = k . + 1
4. rf (fr> ro GoTos 17.
5 . Feedor generate ts, wi G = I, 2, ...,W
6. Computeinitial val of Pu,Q = 1,,2, ..., NG) and L by presumingthat Pr = 0. The
valuesof L andP, ( = 1,2,..., NG) can be computeddirectlyusingEqs.(3.10)and (3.9),
respectively.
7 . Assumethat no ge rator has been fixed either at lower limit or at upper limit.
8. Set iteration counter I T = 1 .
9. Compute Hessian nd Jacobianmatrix elementsusing Eqs.(5.65a) and (5.65d) and
Eqs. (5.63a)to (5.6 b), respectively.
Deactivaterow and lumn of Hessianmatrix and row of Jacobianmatrix representingthe
generatorwhbse ge ration is fixed either at lower limit or at upper limit. This is done so
that fixed genera cannot participatein allocation.
10. Gausselimination hod is employed in which triangularizationand back-substitution
processes are perfr to find LPr Q = L, 2, ..., R) and AJ'. Here R is the number of
generators which participate in allocation.

R
11. Checkeither )r P r ) ' + ( A , L ) 2< e or
i=l

if convergencecondi is 'yes' then GOTO Step 14.

CheckIT > ITMAX if conditionis 'yes', GOTO Step 14. (It meansthe procedureproceeds
without obtaining uired c.onvergence.)
12. Modify control vari bles,

P;t* = Pr, t- APs' ; Q = I, 2, "', R) Lnew- )" + L'A'

1 3 . IT = IT + I.P^
' 6 i
= ,1t*, 1 = frnewand GOTO Step 9 and repeat.
14. Check the limits of tors and fix up as following:

p pmin
ff Pr,. P#" 'g; '8i

fr Pr tP#* then P^ = P.^*

'8i -
8i

If no more violati then GOTO Step 16.

 Power System O,

15. GOTO SteP8.

16. Recordas non-infer solutionand computeF*(k = 1,2, ..., Il4)and transmission
loss and
GOTO Step 3 for a other non-inf'eriorsolution.
l7 . Stop.

5.5.1 DecisionMaki g
Consideringthe imprecise ature of the decisionmaker'sjudgment,it is naturalto assumethat the
decision maker may have fi zzy or imprecisegoalsfor eachobjectivefunctions.The fuzzy setsare
defined by equationscall membership functions. These functions represent the degree of
membershipin some fu sets using valuesfrom 0 to 1. The membershipvalue 0, indicates
incompatibility with the , while 1 meansfull compatibility.By taking accountof the minimum
and maximum values of h objective f'unctiontogetherwith the rate of increaseof membership
satisfaction,the decision ker must detect membershipfunction l-t(F)'in a subjectivemanner.
Here it is assumedthat lt( ;) is a strictly monotonicdecreasingand continuousfunction defined
AS

; Fi S F.mm
Fr^* -F,
;4.*tn< 4 < 4*"* (5.66)
4** - 4.t'n
0 ;Fi24.**
The value of membership ction suggestshow far (in the scalefrom 0 to 1) a non-inferior(non-
dominated)solution has sat sfied the F; objective.The sum of membershipfunction values tt(Fi)
(i = 1,2, ..., Itf) for all the bjectives canrbe computed in order to measure the accomplishment of
each solution in satisfying the objectives.The accomplishmentof each non-dominatedsolution
can be rated with respectt all the K norn-dominated solutionsby normalizing its accomplishment
over the sum of the accom lishmentsof K non-dominatedsolutionsas follows:

nbership function for non-dominatedsolutions,in

rrity ranking of the non-dominatedsolutions.The
t$, in the fuzzy set so obtainedcan be chosenas
t cardinal prioriiy ranking.
= 1 , 2 , . . . ,K ) (5.68)

995; Wong et al., 19951is considered.The fuel

fssion equationsare given in Tables5.2 to 5.5.
5.6. The power demandis considered1800 lv[W.'
cost Ft, and NO" emission, Fz. For various
 Multiobjective Generation Scheduling 351

of weights, the non-inferior solutionis obtainedand is givenin Table5.12 and

combinations
corresponding
to these soluti generatlon schedules are givenin Table5;13.

Thble 12 Non-inferior solution for two objectives

Sr W1 Fl F2 PL )"
no. (Rs/h) (ks/h) (M!v) (RsAdWh)

1 1.0 0.0 18721.39 2282.9640 130.1478 10.670020

2 0.9 0.1 18723.45 2243.7440 t30.6770 9.851715
3 0.8 0.2 t8729.63 2208.7390 131.4510 9.028288
4 0.7 0.3 18739.99 2177.6680 132.4773 8.200272
5 0.6 0.4 18754.58 2150.3640 r33.7566 7.368015
6 0.5 0.5 r8773.86 2126.8640 13s.3374 6.s31866
7 0.4 0.6 18797.98 2107.18i0 r37.2075 5.691980
8 0.3 0.7 18827.27 2091.4390 t39.4004 4.848495
9 0.2 0.8 18862.1,7 2079.8310 14t.9434 4.001504
l0 0.1 0.9 18903.18 2072.6170 1M.8686 3.151061
11 0.0 1.0 18950.87 2070.1270 148.2133 2.297t87

Thble5.L3 Generation ules correspondingto non-inferiorsolutionsgiven in Table 5.12.

Sr Pl P3 P4 P5 P6
no. (Mw) (Mw) (Mw) (Mw) (Mw)
1 25116940 303. 7 503.4812 372.3225 30t.4699 r97.4014
2 245.0595 295. 56 508.8663 365.6243 317.2672 t97.914L
3 238.6702 287. I1 513.6334 359.8299 333.3319 198.1545
4 232.5323 279 5 517.8625 354.7r82 349.7373 198.1575
5 226.6340 270. 7 521.6100 350.1326 366.5513 197.9437
6 220.9682 5U.9345 345.9697 393.8309 197.529L
7 215.5119 253. 713 527.8673 342.r431 40t.6404 196.9189
8 210.2457 243. 4 530.4387 338.5901 420.0/28 196.rr52
9 205.1505 234. 74 532.6724 335.2613 439.1036 r95.rt67
10 200.2081 225. 423 534.5878 332.1176 458.8931 193.919\
lr 195.4008 215. I 536.1999 329,1267 4
479.487 t92.5153

To decide the best solution, nimum and maximum values of objective functions are required.
Minimum values of objecti are obtainedby giving full weightageto one of the objectivesand
neglectingothers.When the g ven weightagevalue is 1.0, it meansthat full weightageis gi\r to
the objective and when the :ightageis zero the objective is neglected.Owing to the conflidr-ng
natureof objectives,F2 will ve the maximum value when F1 has the minimum value and vice
versa.The minimum and um values are obtainedand are given below:
Fi-n 18721.39R.s/h, Fi* = 18950.87Rsftr
Fy" 2070.127kgfh, Fy -- 2282.964kgth
Using Eq. (5.66)' the me hip functions of F1 and F2 objectivescolrespondingto each non-
inferior solution are obtained are given in Table 5.1,4.The membershipfunctions also follow
the conflicting nature.Using (5.57), the normalized membershipfunction l-rn of each non-
352 Power SystemOpt

inferior is obtainedand I S own in Table 5.14. The non-inferior solution attains the maximum
normalizedmembershipfu tion and is the bestsolution.FromTable5.14,solutionnumber6,
having weights,wr = wz = 5 showsthemaximum valueof Fo,i.e.0.104843, so thissolutionis
consideredas the best sol on. With the increase in the numberof objectives, the numberof
weight combinationsincre

Thble 5"14 Decisionmaking

S r . no. wl rr F2 tt(F) Lt(F) lln

1 1.0 0.0 t8721.39 2282.964 1.000000 0.000000 0.069674
2 0.9 0.1 18723.45 2243.7M 0.991012 0.t84273 0.081887
3 0.8 0.2 18729.63 2208.739 0.964092 0.348740 0.091470
4 0.7 0.3 18739.99 2177.668 0.918932 0.494726 0.098495
5 0.6 0.4 18754.58 2150.364 0.855371 0.623012 0.103005
6 0.5 0.5 r8773.E6 2126.864 0.77rs42 0.733424 0.104843
7 0.4 0.6 18797.98 2t07.181 0.666264 0.825905 0.103965
8 0.3 0.7 18827.27 209r.439 0.538598 0.899865 0.100223
9 o.2 0.8 18862.17 2079.831 0.386513 0.95M04 0.49i427
10 0.1 0.9 18903.1
8 2072.617 0.207832 0.988299 0.083339
11 0.0 1.0 18950.87 2070.127 0.000000 1.000000 0.069674

Three objectives
Here, threeobjectivesare idered-operating cost Fr, NO, emission F2, and SO2 emission,
F3. For various combinati s of weights, the non-inferior solution is obtainedand is given in
Table 5.15 and correspondi to these solutions generationschedulesare given in Table 5.16.

Table 15 Non-inferior solutions of three objectives

Sr W1 Fl F2 F3 PL )"
no. (Rs/h) (ks/h) (ks/h) (Mw) (Rs/MWh)
1 l.o0 0.00 1872r.39 2282.964 11223.00 1,30.1478 10.6700
2 0.85 0.15 r8726.03 2225.736 tt225.24 131.0331 9.4406
3 0.70 0.30 18739.99 2t77.668 11233.08 132.4773 8.2003
4 0.55 0.45 r8763.64 2t38.t42 11246.68 1345159 6.9504
5 0.40 0.60 18797.98 2107.181 11266.67 r37.2075 5.6920
6 0.25 0.75 18843.99 2085,104 11293.62 140.6262 4.4254
7 0.10 0.90 18903.18 2072.617 1t328.41 144.8686 3.1511
8 0.85 0.00 18721.39 2282.40r r1222.99 t30.1364 10.0281
9 0.70 0.15 18726.73 2221.922 71225.62 131.1,027 8.7982
10 0.55 0.30 r9742.52 2171.707 11234.50 132.7029 7.5568
11 0.40 0.45 0. 18769.67 2r3r.2t5 11250.18 134.9872 6.3054
12 0.25 0.60 0. 18809.00 2100.428 11273.12 138.0252 5.0451
13 0.10 0.75 0. 18861.97 2079.882 rr304.17 r41.9136 3.7761
14 0.70 0.00 0. 1872t.39 2281.762 11222.97 130.1236 9.3862
15 0.55 0.15 0. 18127.59 2217.645 1t226.08 131.1855 8.1557
16 0.40 0.30 0 18745.78 2165.17r 11236.37 132.9750 ,6.9131
t7 0.25 0.45 0. 18777.07 2123.760 11254.47 135.5561 5.6601
(Contd.)
 M ultiobjective Generation Scheduling 353
Tabne5.15 (Contd.)
Sr. W1 W2 Fl F2 F3
no.
PL 1
(Rs/h) (ke/h) (kg/h) (Mw) (Rs/I\,IWh)
l8 0.10 0.60 r8822.58 2093.524 I 1281.05 r39.0195 4.3975
r9 0.55 0.00 r872r.40 228t.033 r1222.96 r30.1090 8.7442
20 0.40 0.15 18728.66 2212.8t7 t1226.66 r3r.2854 7.5131
2l 0.25 0.30 1E749.83 2157.928 l1238.68 133,30s6 6.2692
22 0.10 0.45 r8786.26 2r15.766 r1259.82 136.2530 5.0143
23 0.40 0.00 18721.41 2280.t92 rt222.96 r30.w22 8.r023
24 0.25 0.15 18730.01 2207.326 tr227.40 r3r.4076 6.8705
25 0.r0 0.30 r8754.92 2149.876 n24t.6l 133.7r38 5.6250
26 0.25 0.00 r872r.43 2279.2t0 t1222.95 r30.o726 7.4603
27 0.l0 0.r5 r873r.73 220t.028 t1228.36 131.5599 6.2277
28 0.10 0.00 r872r.46 2278.052 tt222.94 r30.0/197 6.8184
Table 5.16 Generationschqdulescorrespondingto non-inferior solutionsgiven in
Table 5.15.
,Sr. Pr |l h p4 ps p6
no. (MW) Gr4W) (Mw) (Mw) (Mw) (Mw)
I 25r.6940 303.i7787 s43.4812 372.3225 30r.4699 r97.4014
2 24r.8334 29r.921r 5rr.3216 362.6299 325.2613 r98.0658
3 232.5323 279.4695 517.8625 354.7r82 349.7373 198.1575
4 223.7737 266.5r57 523.3234 348.0045 375.t287 r97.7612
5 2r5.5119 253.t213 527.8673 342.1431 401.&M r96.9189
6 207.6779 239.3226 53r.596/- 336.9003 429.4866 195.6405
7 20n..208r 225.il423 534.5878 332.r176 458.8931 t93.9r9r
8 25r.62ffi 303.p80s s03.8584 372.0807 301.5803 197.3105
9 241.1435 291.0351 5n2.lM7 36r.8672 326.9285 r97.9837
10 23l.2gy 277.1tr245 5n8.9722 353.6090 353.0754 198.0158
1l 222.0635 263.8584 524.6151 346.&88 380.2867 r97.5071
t2 213.3777 249.5018 529.2388 340.5885 40E.8187 196.4959
t3 205.1582 234.69s4 532.9645 335.r746 438.9290 194.99rJ/-
t4 25r.5483 303.5689 504.2879 371.8058 301,7057 r97.2070
ls 240.3607 290.0240 513.0734 36r.0122 328.829s 197.8857
l6 229.9002 275.7305 520.2182 352.3786 356.8910 197.8438
t7 220.r39r 260.E155 526.0/;02 345.1485 386.2122 r97.1936
l8 2t0.9826 245.3522 530.7303 338.8723 417.1050 r95.9740
19 251.4588 303.4408 504.7813 37r.4904 301.6495 197.0881
20 239.4649 288.E593 5r4.1296 360.0470 33r.0173 r97.7674
2l 228.3142 273.4288 521.6181 351.0030 361.2996 r97.630r
22 2r7.9575 257.2978 527.6193 343.478r 393.0923 196.802r
'
23 25r.3544 303.2922 505.3543 371.1249 302.0162 196.9503
24 238.4298 287.503r 5r5.3414 358.9485 33^s624 r97.6223
25 226.4926 270.7429 523.2018 349.4525 366.4525 r97.3605
26 25r.2311 303.1179 506.0276 370.6964 302.2r14 196.7883
27 237.2204 285.9045 516.7459 357.6869 336.5604 r97.4417
28 25r.0834 302.9r04 506.8299 370.1870 302.M34 196.5956
354 Power System OPtimization

The minimum and maximum valuesare obtainedand are given below:

1872L
rE lm l n - 39 Rsftr, Fin* = 18903'18Rs/h
F'fin = 2072.617kglh, Pmax = 2282.964kglh
F5ntn = 11222.94kg/h, Ff* = 1t328.41kg/h
Using Eq. (5.66), the membershipfunctionsof F1, F2, and F3 objectivescolrespondingto each
non-inferiorsolution are obtainedand are givenin Table5.17. The rnembershipfunctionsalso
follow the conflictingnature.Using Eq. (5.67),the nbrmalizedmembershipfunction [to of each
non-inferioris obtainedand is shownin Table 5.I7. The non-inferiorsolution that attainsthe
maximumnormalizedmembershipfunctionis the bestsolution.From Thble5.17, solutionnumber
10, havingweights,w1 = 0.55, wz = 0.30,and w3 = 0.15 showsthe maximum value of pp, i.e.
0.0490096,so this solutionis consideredthe best solution.

Thble 5.17 Decisionmaking

S r . no. \91 W3 It(Fr) t-t(Fz) TT(F) Fo

I 1.00 0.00 0.00 1.000000 0.000000 0.999463 0.034811

2 0.85 0.15 0.00 0.974504 0.212064 0.978158 0.038732
3 0.70 0.30 0.00 0.897663 0.500584 0.903901 0.040080
4 0.55 0.45 0.00 0.167607 0.688492 0.774867 0.038841
5 0.40 0.60 0.00 0.578705 0.835683 0.585336 0.034815
6 0.2s 0.75 0.00 0.32556s 0.940638 0.329833 0.027787
7 0.10 0.90 0.00 0.000000 1.000000 0.000000 0.017410
8 0.85 0.00 0.15 0.999989 0.002678 0.99956s 0.034859
9 0.70 0.15 0.15 0.970637 0.290197 0.974593 0.038919
10 0.55 0.30 0.115 0.883793 0.528922 0.890346 0.040096
1l 0.40 0.45 0.15 0.734397 0.721422 0.741729 0.038259
t2 0.25 0.60 0.15 0.518045 0.867784 0.524273 0.033255
l3 0.10 0.75 0.n5 0.226656 0.965462 0.229790 0.024755
t4 0.70 0.00 0.30 0,999978 0.005713 0.999667 0.034913
15 0.55 0.15 0.30 0.965909 0.310530 0.970195 0.039114
16 0.40 0.30 0.30 0.865829 0.559996 0.872679 0.0400r7
t7 0.25 0.45 0.30 0.693731 0.756864 0.701055 0.037460
18 0.10 0.60 0.30 0.M3374 0.900607 o.449015 0.031216
19 0.55 0.00 0.45 0.999936 0.009180 0.999759 a.$4974
20 0.40 0.15 0.45 0.960021 0.333480 0.964686 0.039315
2l 0.25 0.30 0.45 0.843578 0.594427 0.850717 0.039846
'0.10 0.643159 0.794870 0.650371 0.0-?6359
22 0.45 0.45
23 0.40 0.00 0.60 0.999871 0.013179 0.999852 0.035044
24 0.25 0.15 0.60 0.952608 0.359587 0.957686 0.039518
25 0.10 0.30 0.60 0.815547 0.632706 0.822968 0.039542
26 0.2s 0.00 0.75 0.999774 0.017844 0.9999M 0.035126
27. 0.10 0.15 0.75 0.943110 0.389529 0.948640 0.039717
28 0.10 0.00 0.90 0.9f9602 0.023351 1.000000 0.035219
 Multiobjective Generation Scheduling

Four obfectives
Here, four objectivesare considered<perating cost F1, NO, emission F2, SO2 emission F3, and
COzemission,Fq.For various combinationsof weights,the non-inferiorsolution is obtainedand
is given in Table 5.18 and correspondingto thesesolutions the generationschedulesare given in
Table5.19.

Thble 5.18 Non-inferior solutions of three objectives

Sr w1 Fl F2 F3 F4 P 2 L
no. (Rs/h) (kerh) (ks/h) (kyh) (Mw) (Rs/Mwh)

I 1.0 0.0 0.0 0.0 r872t.39 2282.964 tt223.OO 6M82.22 130.1478 10.67w2
2 0.7 0.3 0.0 0.0 18739.99 2177.668 11233.08 61111.65 132.4773 8.20027
3 0.4 0.6 0.0 0.0 18797.98 2107.181 11266.67 6278r.85 t37.2075 5.69r98
4 0.1 0.9 0.0 0.0 18903.1 8 2072.617 11328.41, 65658.73|M.8686 3 . 1 5 1 0 6
5 0.7 0.0 0.3 0.0 18721.39 228r.762 11222.97 60509.79 t30.1236 9 . 3 8 6 1 5
6 0.4 0.3 0.3 0.0 18745.78 2165.171 11236.37 6r3t6.M t32.97 50 6.91310
7 0.1 0.6 0.3 0.0 18822.58 2093.524 11281.05 63493.86 139.0195 4.39752
8 0.4 0.0 0.6 0.0 t872t.4r 2280j92 1t222.96 60546.66 130.0922 8.10228
9 0.1 0.3 0.6 0.0 18754.92 2149.876 1124r.61 61623.00 1 3 3 . 7 1 3 8 5.62504
10 0.1 0.0 0.9 0.0 18721,.46 2278.052 tr222.94 60598.46 t30.0497 6 . 8 1 8 3 9
ll 0.7 0.0 0.0 0.3 4 11267.1O 58A7
1 8 7 8 1 . 9 6 2352.07 6.3? 140.3862 31.45539
t2 0.4 0.3 0.0 0.3 1 8 7 8 1 . 9 6 2337.578 11260.98 58083.58 t40.5167 28.96M9
1 3 0 . 1 0.6 0.0 0.3 18782.47 2323.57 5 t1261.17 58104.17 140.6782 26.46876
t4 0.4 0.0 0.3 0.3 1 8 7 8 3 . 3 1 2353.416 11261.93 58073.43 140.5M3 30.16703
1 5 0 . 1 0.3 0.3 0.3 18783.3r 2338.709 1 1 2 6 1 . 8 0 58080.92 140.6769 27.67565
1 6 0 . 1 0.0 0.6 0.3 18784.72 2354.807 17262.78 58070.99 140J075 28.87851
17 0.4 0.0 0.0 0.6 18788.10 2358.696 11264.8s 58067.24 141.0891 52.20033
1 8 0 . 1 0.3 0.0 0.6 18788.02 2350.9r0 11264.74 58069.23 14r.1536 49.70889
I
, t

19 0.1 0.0 0.3 0.6 18788.88 2359.477 1t265.33 58066.79 14r.1785 5 0 . 9 1 1 3 0

20 0:1 0.0 0.0 0.9 t8790.37 236r.r39tt266.23 58066.36 141.34p'6 72.94322

The minimumand maximumvaluesare obtainedand are given below:

Fi"in= I872L39Rs/h, Fino = 18903.18Rs/h
Fftn = 2072.617kglh, ,Ff* = 236r.L39kg/h
Ffin = 11222"94kgftr, Ff* = 1r328.4r kgftr
pmin= 58066'36kglh, Fr* = 65658.73 kgth
Using Eq. (5.6$), the membershipfunctions of Ft, Fz, arrdF3 objectives colrespondingto each
non-inferior solutions are obtained and are given in Table 5.20. The membershipfunctions also
follow the conflicting nature.Using Eq. (5.67), the normalizedmembershipfunction [to of each
non-inferior is obtained and is shown in Table 5.20. The non-inferior solution that attains the
maximum normalizedmembershipfunction is the best solution. From Table 5.20, solution number
 Power System Optimization

Thble 5.19 Generationschedulescorresponding

to non-inferiorsolutionsgivenin Table 5.15

Sr P1 P2 P3 P4 P5 P6
no. (Mw) (Mw) (Mw) (Mw1 (Mw) (Mw)
I 251.6940 303.7787 503.48t2 372.3225 30t.4699 t97.40t4
2 232.5323 279.4695 s17.8625 354.7r82 349.7373 198.1575
3 2t5.5119 253.r2r3 s27.8673 342.1431 40t.6404 r96.9189
4 200.2081 225.1423 534.5878 332.tt76 458.8931 t93.9t9r
5 251.5483 303.5689 504.2879 371.8058 30rj057 r97.2070
6 229.9002 275.7305 520.2182 352.3786 356.8910 t97.8438
7 2i0.9826 245.3522 530.7303 338.8723 4 1 7 I. 0 5 0 195,9740
8 251.3544 303.2922 505.3s43 371.1249 302.0162 196.9503
9 226.4926 270.7429 523.2018 349.4525 366.4525 197.3605
10 251.0834 302.9104 506.8299 370.r870 302.4434 t96.5956
11 249.8242 331.t674 400.6613 382.5285 342.2422 233.9626
12 248.5857 327.9310 401.9333 380.2640 347.69rr 234.1114
t3 247.3434 324.6653 403.t582 378.0903 353.1761 234.2450
l4 249.7580 33r.5945 399,5382 382.6t79 342.8188 234.2t69
15 248.5098 328.3045 400.8224 380.3266 348.3470 234.3665
t6 249.6899 332.0354 398.3879 382.7086 343.4109 234.4748
t7 249.5542 333.1542 395.6131 383.076r 344.5988 235.0924
18 248.9153 331.4234 396.2828 381.8715 347.4895 235.1711
19 249.5169 333.3977 394.9947 383.1243 3M.9178 235.2269
20 249.4557 33-7.8794 393.8141 383.2671 345.4M3 235.4839

Thble 5,20 Decision making

Sr. no. W1 W4 L4F) 14Fz) rt(h) lt(F4) Fo

I 1.0 0.0 0.0 0.0 1.000000 0.270951 0.999463 0.681805 0.059818
2 0.7 0.3 0.0 0.0 0.897663 0.635901 0.903901. 0.598901 0.061s23
a
J 0.4 0.6 0.0 0.0 0.578705 0.880205 0.585336 0.378918 0.049099
4 0.1 0.9 0.0 0.0 0.000000 1.000000 0.000000 0.000000 0,020262
5 0.7 0.0 0.3 0.0 0.999978 0.275116 0.999667 0.678174 0.059833
6 0.4 0.3 0.3 0.0 0.865829 0.679'215 0.872679 0.571928 0.060577
7 0.1 0.6 0.3 0.0 0.43374 0.927538 0.M9015 0.285139 0.M2653
8 o.4 0.0 0.6 0.0 0.999871 0.280559 0.999852 0.673317 0.059846
9 0.1 0.3 0.6 0.0 0.815547 0.73?225 0.822968 0.531551 0.058807
10 0.1 0.0 0.9 0.0 0.999602 0.28797
5 1.000000 0.666494 0.059856
l1 0.7 0.0 0.0 0.3 0.666785 0.031418 0.638167 0.998689 0.M73t3
t2 0.4 0.3 0.0 0.3 0.666E39 0.081662 0.639343 0.997V33 0.048337
13 0.1 0.6 0.0 0.3 0.663981 0.130195 0-637519 0.995021 0.0/;9t7l
14 0.4 0.0 0.3 0.3 0.659361 0.026769 0.630353 0.999069 0.046918
l5 0.1 0.3 0.3 0.3 0.659382 0.077742 0.631519 0.998083 0.04.7955
t6 0.1 0.0 0.6 0.3 0.651646 0.021946 0.622251 0.999391 0.046506
t7 0.4 0.0 0.0 0.6 0.633027 0.008469 0.60263r 0.999885 0.045469
t8 0.1 0.3 0.0 0.6 0.633468 0.035454 0.603678 0.999622 0.046040
t9 0.1 0.0 0.3 0.6 0.628730 0.0057
62 0.598113 0.999944 0.M5236
20 0.1 0.0 0.0 0.9 0.620553 0.000000 0.589521 1.000000 0.044781
 Multtobjective Generation Scheduling s57

2, havingweights,tilr = 03, w2= 0.30,w3= 0,0 and w4= 0.0 showsthe maxintumvalueof pp, i.e.
0.061523,so this solutionis consideredthe best solution.

FOR ACTIVEAND REACTIVE

DISPATCH
5.6 MULTIOBJECTIVE
POWERBALANCE
The multiobjectivedispatchproblem is defined so as to minimize the number of objectives,
namely,the total operatingcost, emission,ete. of a power systemwhile meetingthe total real load
plus real transmissionlosseswithin the generatorlimits of real power as well as reactiveload plus
reactivetransmissionlosseswithin the generatorlimits of reactivepower' Mathomatically'the
problem is defined as follows:
NG
Minimize Ft = A,n|, + b,Pr, + c;) Rsftr (5.69a)
\
i=l

NG
Ft - + fr) kg/h
* €rips, (5.6eb)
Minimize L @r,pt,
i=l

NG
lr{inimize F3 - + fz) kgnr
{a,r!, * eziPs, (5.69c)
\
i=l

NG
Minimize F4 - {a,r!, * etiPs,+ fz) kg/h (5.6ed)
\
j=l

NG NB
subject to I ",, Z r o , + P r
i=L i=l
(5.69e)

NG NB
(s.6e0
2e,, Z go,+er
i=l i=l

P#'n Pr,3 P#* (l = 1,2, ...,NG) (s.6ee)

Qtr" Qr,,sZf (f = 1,2, ...,NG) (5.69h)

where
a;, b;, atfldc; ura cost coefficients
d1;, e1i,Nd fii are NO, emissioncoefficients
d2i, €zr,nd fzi are SO2emissioncoefficients
d3;, €3i, andhi are CO2 emission coefficients
Po,is the real power load demandat the fth bus
Pr, is the real power generation(decisionvariable)
 Power System Optimization

8a, is the reactive power load demandat the ith bus

Qr is the reactivepower generation(decisionvariable)
NG is the number of generationbuses
NB is the number of busesin the network
P1 is the transmissionreal power loss
Qt is the transmissionreactivepower loss.
This method uses the fact that under normal operatingcondition, the transmissionloss is
quadraticin the injectedbus real powers.The generalform of the loss formula using Eqs. (3.132)
and (3.134)is

NBNB
Pt=
>T
i=l j=L
[a;1(P;P,+ QiQi) + bu(QiPi - PiQi)] (5.70a)

NB NB
Qr- TI
i=l j=l
[c;i(P;P,+ QiQi) + du(QiPi- PiQi)] (s.70b)

where

R,,
gii = c o s (d ;-6 ,1
ffi
R,,
6,i = sin(6;- d,;
ffirl
X,,
g4= cos(6;-6,1
ffi
X,,
hij = sin(6;-6'
ffi
P r = Pr,- Po, (f = I , 2, ...,NB)

-
Q t = Qr, Qo, (i = 1, 2, ..., NB)

P; and Pi are the real power injectionsat the ith and the 7th buses,respectively
Qi Md Qi are the reactive power infectionsat the ith and .;th buses,respectively
7ti = Ru + jXu : elementsof impedancematrix.
To generatethe non-inferior solution to the multiobjectiveproblem, the lqeighting method
is applied. In this method,the problem'is convertedinto a scalaqoptimizationas given below:
M
Minimize
Z *o Fk(Ps,) (5.7ra)
k=l

__*--.rdl
 'Generation 359
Muttiobjective Scheduling

N G N B
= ro,+ Pr (5.71b)
subjectto Z ,r, \
i=l r=l

NC NB
t.4-J er, = L go,+er (5.71c)
i=l i=l

P#t"s Pr,< P,|u* (i = 1,2,...,NG) (5.71d)

Qtr"3 Qr,3Qt* (f = 1,2,.--,NG) (5.71e)

M
!, w1 = 1 (wp2 0) (5.710
a
where
M is the number of objectives
\!1, dta levels of normalized weights.
This approachyields meaningful result to the decision maker when solved many times for
different valuesaf w1r,k = l, 2, ..., M. Wbighting factors w1,ara determinedbased on the relative
importanceof various objectives,which may vary from place to place and utility to utility'
Problemdefined by Eq.(5.71) can be redefinedin simplified form as
NG

Minimize Fr(Ps) = > @,P?,+ BiPsi+ C) (5'72a)

i=l

subjectto Eqs. (5.71b)to (5.71e),and 5.72(b)

M

I^(- ,o -- I (w*>0) 6'72b)

k=l
M

where Ai= wlai* Z*oO(r-l)i

r-;

Br=w1bi*Z*orro-rl
k=2

M
ci= wpi * Z *ofro-r,
k=2

Using the Lagrangemultiplier method, the constrainedoptimization problem given by Eq.(5.72)

is convertedinto an the unconstrainedoptimization problem.
(*t Nq \ /xn NG \
L = F r +) ol I p a+ p L - L r , , l * ^ n>l e a+ Q r - f o * | I
ts.73)
i=t\ ;=t ) \ ;=l i=l /

where h ^d )"n are Lagrangian multipliers.

L--
 Power SygtemOptimization

Necessaryconditions for optimizationproblem statedby Eq. (5.73) are:

AL =. L,#:
dQt
W+ho(#-'J = 0
ee8i 3P--
aP.
* (5.74a)

#=^,(#).^,W-f =n (i=r,2,
,r{c) (s.74h)

idIl o = Y P , , * P L - X . , , = o $.7ac)
A'o ,=,
\T NB NG
= Z o ,+ Q r e r o = o (s.74d)
ft I
where incrementdl transmission loss expressionsare expressedhere:

NG
AP-
= hriPi. +1
[@u+a1)P (bii-b)Ql (i= 1,2,...,NG) (5.75a)
t Ij*i
NG
AP'
= hiiQi. l@u+ai)Qi+@u-bi,)Pil(i= 1,2,...,Nc) (s.7sb)
d I
j*i

NG
AQ
= biiPi.I t@a + (dii- di ejl
+ c1)p1 (f = 1,2, ...,NG) (5.75c)
ft
j*i

d Q r . A , - S
= biiQi. + c)Qi + @,i- di) Pi] (f = 1,2, ...,NG) (s.7sd)
q
*[(cu
j*i

Incrementalfuel cost is given by

aF- =
Z,\Pr,
+ B, (r= I ,2, ...,NG) (5.75e)
f 8i
The solution of nonlinear Eqs. (5.7ail b $.74d) can be obtained using the Newron-Raphson
mettrodin which changein variables, Pr,, Qu,{t= l, 2,..., NG),
4 ard hu areobtainedby expanding
Eqs. (5.14a)to (5.74d) about the initial valuesof the variablesusing Taylor's expansion.In the
matrix,form the above equationscan be rewritten as

Y ,rr, Y ,rn, Y ,r^o Y ,r^,

Y err, v nrn, Ynr^o Y er^,
YTr^o Y6roo Y ^o^o Y ^r^, (s.76)
YTr^o Y6,0, Y^o^o Y ^r^o
 Multiobjective Generation Scheduling 361

Elementsof Hessianmatrix as derived from Eq. (5.74a) to (5.74d) are given below:

azf - A?Ai
A - A^ . A4
+ zLpaii * 2l'ocii
/t
(i = a1' .2'a "'' rNG)
rrt\
(5.77a)
ffi
-- gi

dzt = ( l = 1 , 2 , . . . ,N G ; j = 1 , 2 , . . . ,N G ; i * j ) (s.77b)
dPrdPr, \(aii + a1) + X'n?ij + c1i)

dzr = \(bii - bi) + Lo(d1i- du) ( l = I , 2 , . . . ,N G ; j = l , 2 , . . . ,N G ) (5.77c)

aP?,aQ8
j

dzr dzr dP, - 1 (s.77d)

( i = 1, 2 , . . . ,N G )

( i = 1, 2 , . . . ,N G ) (5.77e)

= \,@ii+ afl (f = I ,2, ...,NG; i = 1,2, ...,NG) (s.77f)

dQrdQsi

d2r
ffi=Lp(bi1-b1)+1'o(d6-Q)(l=1,2,..,,NG;j=|,2,...,NG)(5.7
azr dzr ap (i=x,Z,...,NG) (s.t7h)
ffi= ff-go= d
O2r dzt a?- (s.77i)
e=r,2,...,NG)
ffi=ffi=#-t
a'!=4=:+==g*.=o (s.77i)
O*o atq U"eil'q ahqM"
p
Equation (5.76) can be solved to obtain the non-inferior solutions and a detailed algorithm is
outlined here.

Algorithm 5.4 Non-Inferior Solution for Multiobjective Dispatch for Active and Reactive
Power Balance
1. Read data: NG is the number of buseshaving generators,NB is the number of buses,l{V
is the numberof PV buses.Vr, 4 for slackbus, P4, Qa,{t= 1,2,..., NB)..Vi"(i =2,3,.., NV)
for PV buses,y,.*n,Vy (i = NV + 1, IIV *2, ...,NB) for PQ buses.Qy'", Qy* (i=2,3,..,
I{V) for PV buses,cost coefficients,emission coefficients, Rr, Rz,{maximum f,umber of
iterations),€1, q (tolerancein convergence),K the number of non-inferior solutions,etc.
' Obtain I6u, ond by inverting it obtain Zvrr.
2. .Set iteration for non-inferior solutions, k = l.
3, .Incrementcount of non\inferiorsolutions,k.= k + l.
4. If (k > K) G0TO Step 24.
\
 Power System Optiinization

5 . Feedor generatethe weights,w{i = 1,2, ...,IA.

6. Assumeinitial valuesof realpower,Ps,(i= l, 2,..., NG),reactivepowerQr, for PQ-buses
ard ), andcomputeinitial cost (FPreY;.
5. Set iteration counter II = l.
8. CalculatePi= Pr,- Pa,(i=1,2,..., NB) andQi- Qr, - Qa,Q= 1,2, "', NB) for PQ'buses'
Tiake Ps.= O, Qr, = 0 for non-generatingbuses'
g. Perform load flow to obtain real and reactive power, Pi, Qi and voltage magnitude and
anglesI V;1, 4 at eachbus.
'yes'GOTO Step24.
10. Check at slack bus thatlPr, - Pa,- P")l < t1, if
11. Compute Prr= P, + Pa, for slack bus and Qr,= Qi+ Qa, for slack and PV-buses.
d,yusing Eqs. (5.70c) to (5.70f), respectively.
12. Calculate lois coefficientsarj, bij, cii, aurtd
13. Assume/setthat no generationhas been fixed either at lower or at upper limits.
14. Set iteration countet III = 1.
15. CalculateHessianand Jacobianmatrix elementsusing Eqs. (5.74) and (5-77).
Size of Hessianmatrix is [(2NG + 2) x (2NG + 2)] and size of Jacobianis t(2NG + 2) x tJ.
Deactivaterow and column of Hessianmatrix and row of Jacobianmatrix representingthe
generatorwhose generationis fixed either at lower limit or at upper limit. This is done so
that fixed generatorscannot participatein allocation.
16. Using Gausseliminationmethod,find LPr,, LQr, (f = 1,2, ..., R), 4 and )"u'Here R is the
number of generatorswhich can panticipatein allocation.

']
','=r[(lPr,)' + (LQs) + @L)z + (LL)z s ez
r7. check,l >
I

. .
(h)'] .
*[t+)' [+)'[#)' sez

If 'yes' thenGCIIO Step19.

18. Modify Prl'* = Pr,* Mr, (f = 1,2, ...,R)
4new
ygi Qr,* LZr, (i = 1, 2, ...,R)
l**
p
-
4* n4
lnew -
,uq Lo + A)"0

L9. If (m 2 Rr)thenGc)Tostep20 (withoutconvergence),

elseIII = III + l, Pr,= Prlt*, Qr,= Otr] (l = 1,2,,..,R)

4= ry*, Ln= ry*, GOTOStep15andrepeat.

ZO. Check the limits of generatorsif no limit is violated further then GOTO Step 21, else fix
the limits as following:

fr P,,
 Multiobjective Generation Scheduling 36;3

ffP,
Reactivepowerlimits areconsidered in the loadflow as PV buses.
21, Computeoptimaltotal cost F, transmissionloss P7, atc.
22. If (f Ff*u - Frl 3 e1),thenGOTOStep24.
23. If (tr ) Rr) tben GOTOStep24 (withoutconvergence).
else II = II + 1, pP'"" -- F, GOTO Step 8 and repeat
24. Recordas non-inferiorsolutionand computeF1(k = l, 2, ..., Iu[) and transmissionloss and
GOTO Step 3 for anothernon-inferior solution.
25. Stop.

5.6.1 SampleSystemStudy
A six-generatorsystem is considered.The fuel cost, NO, emission, SOz emission, and CO,z
emissionequationsare given in TablesS.2l to 5.24. Line data consisting of line chargingand
line impedanceof a power system is given in Table 5.25. The scheduledgeneration,load and
specified voltage on various types of busesare given in Table 5.26.
NG = 5, Numberof buses,NB = 11
Number of generators,
Number of lines,NL = 17, Numberof PQ buses,NPQ = S

Thble 5.21 Fuel cost (Rs/h) equations

Frr= 2B5P?+ 843.205P1+ 85.6348

Fn = 38.66P1
+ 641.031P2
+ 303.7780
=
Fn 21.8:2P?+ 742.890P,
+ 847.1484
=
Fv 13.45P? + 830.154P4
+ 274.2?41
Frs= 59.$P?+ 691.559P5
+ 202.0258

Table 5.22 NO, emission(kg/tr)equations

Fzt = $.nP? - 38.128Pr

+ 80.9019
F n - 64.$P? - 79.027P2
+ 28.8249
-
Fzl 3r.74P?136.061&+ 324.1775
=
Fzq= 67szP?- 239.928P4
+ 610.2535
- -
F25 61.g1Ps2 39.077Ps
+ 50.3808

Thble 5.23 SO2emission(kg/tr)equations

Fsr= 12.06P?+ 505.928P1+ 5t.3778

Ftz= 23,20Pt+ 384.624P2+ 182.2605
Fn = 12.84P?+ 445.647\ + 5;08.5207
Fy = 8.nP? + 497.641P4 + 165.3433
=
Frs 35.78P?+ 414.938Ps + t?t.2t33
 Power System Optimization

Table S.A COz emission (ton/tr) equations

F+r= 26.5110P? - 61.019450Pr+ 50.80148

Fqz= l4.}OfiPl. - 29.9522r0P2+ 38.24770
F$ - 10.5929P3 9.552794P3 + 13.42851
Fq = L0-6409P? - r2.736420P4+ 18.19625
Fry = 40.3144P? - r2l.98l20Ps+ 1 1 3 . 8 1 0 7 0

Thble 5.25 Line data

Une Link Line charging Impedance
No H Yoo zw
I 1-9 j0.030 0.15+ ,70.50
2 l-r I y0.010 0.05+ 70.16
3 2-3 70.030 0.15+ ,70.50
4 2:l j0.020 0.10+ j0.28
5 2-r0 j0.010 0.05+ ./0.16
6 34 70.015 0.08+ j4.24
7 44 jo.o2o 0.10+ j0.28
8 44 y0.020 0.10+ j0.28
9 +9 j0.030 0.15+ 70.50
10 s4 j0.ozs O.I2+ j0.36
ll 5-9 j0.010 0.05+ j0.16
T2 7-8 70.010 0.05+ ;0.16
13 7-10 ;0.015 0.08+ j0.24
l4 8-9 j0.02s O.I2+ j0.36
t5 8-10 70.015 0.08+ j0.24
16 8-11 y0.020 0.10+ 10.28
17 10-l r j0.02s 0.12+ j0.36

Thbte 5.26 Generation,load, and voltage at buses

Bus Generation Voltage Type

no. of
P,, Q,, Fd, eai u 4 bus
(p.u.) (p.u-) (p.u.) (p.u.) (p.u.) Gad)
I 0.2s 0.05 1.07 0.0 Slack
2 0.662s 0.25 0.05 1.088 PV
3 0.6625 0.25 0.05 1.095 PV
4 0.4778 0.25 0.05 r.062 PV
5 0.4778 0.25 0.05 r.M6 PV
6 0.0 ; 0.10 o.o2 PQ
7 0.0 0.0 0.40 0.10 PQ
8 0.0 0.0 0.90 0.45 PQ
9 0.0 0.0 0.70 0.35 PQ
10 0.0 0.0 0.25 0.05 PQ
11 0.0 0.0 0.25 0.0;' PQ

-.ra
 Multiobjective Generation Scheduling 36s
powerdemand,and powerinjectedat busesfor'best'solution
Thble 5.27 Powergenerated,
Bus Pr, Qr, Pa, % Pi Qi
no. (p.u.) (p.u.) (p.u.) (p.u.) (p.u.) (p.u.)
I 0.3799ss 0.181061 0.25 0.05 0.132610 0.2935M
2 n.23404.2 0.399560 a.25 0.0s 0.984047 0.365405
3 0.796F,n -0.076570 0.25 0.05 0.546340 -0.255580
4 0.730913 0.340662 0.25 0.05 0.480917 0.212154
5 0.828r59 0.261883 0.25 0.05 0578162 0.063813
6 0.0 0.0 0.10 0.02 - 0.100000 -0.020000
7 0.0 0.0 0.40 0.10 -0.400001 -0.100000
8 0.0 0.0 0.90 0.45 -0.900015 -0.450001
9 0.0 0.0 0.70 0.35 -0.700002 -0.349999
l0 0.0 0.0 0.25 0.05 -0.249999 -0.049998
11 0.0 0.0 0.25 0.05 -0.249994 -0.050000

Reactivepowerlimit of PV-busis givenbelow:

- 0 . 1 3 Q z< 0 . 5
- 0 . 1s Q t < 0 . 5
- 0 . 13 Q + < 0 . 5
- 0 . 13 Q s < 0 . 5

cost Fr, NO, emissionF2, SO2emissionF3 and COz

Four objectivesare considered-operating
emissionF4.For variouscombinations of weights,the non-inferiorsolutionis obtainedand is
givenin Thble5.28. The minimumand maximumvaluesare obtainedand are givenbelow:
Fi"tn = 4687.4430
Rs/tt Fi"* = 5075.7230
Rs/h
Fftn = 708.3
rX7 kglh Fyu = 1,07
5.3240kg/tt
Ff'n = 2813.2380kg/h Ffo = 3044.8280kgth
pmin = 8'7.t483ton/h Ff* = 228.6567tonth

Using Eq. (5.67), the normalizedmembershipfunction Fp of each non-inferior is obtainedand is

shownin Table 5.29. The non-inferior solution that attains the maximum normalizndmembership
function is the best solution. Frun Table 5.29, solution number 17, having weights, w1 = 0.5,
wz= 0.25, w3= 0.0 and w4 = 0.25 showsthe maximumvalueof ltb, i.e. 0.032639,so this solution
'best' solution, the power generated
is consideredas the best solution. Cgrrespondingto the
and power injected at each bus is given in Thble 5.27 and the voltage at each bus is given in
Table 5.30.

SHORT-RANGE
5.7 MULTIOBJECTIVE HYDROTHERMAL
FIXED-HEAD
NEWTON-RAPHSON
SCHEDULING_APPROXIMATE METHOD
The basic problem considered involves short-range optimal economic operation of an electric:
power system that includes both hydro and thermal generation resources. The multiobjectiver
problem minimizes the number of objectives, namely the total system operating cost, minimal

L.
r
i 366 Power System Optimization

Table 5.28 Non-inferior solutions of three objectives

^Sr W1 Fl F2 F3 F4
no. (Rs/h) (ks/h) (kslh) (ton/h)
I l.oo 0"oo 0.00 0.oo 4695.180 ro43.0820 2817.868 117.625r
2 0.7s 0"25 0.00 0.00 47t0.326 89r.9321 2826.716 125.7260
3 0.50 0"50 0.00 0.00 4769.232 798.0036 2861.836 t4t.7259
4 0.25 0"75 0.00 0.00 4877.22r 734.4222 2926.303 172.648r
5 0.00 1.00 0.00 0.00 5075.723 708.3177 3044.828 228.6567
6 0.75 0.00 0.25 0.00 469s.207 r042.8190 2817.884 rt7.6244
7 0.50 0.25 0.25 0.00 47t2.087 881.8958 2827.758 t26.40t7
8 0.25 0.50 0.25 0.00 4788.665 780.7662 2873.433 147.3127
9 0.00 0.75 0.25 0.00 4929.639 720.7835 2957.603 187.5849
l0 0.50 0.00 0.50 0.00 4695.241 1042.4900 2817.904 117.6234
il 0.25 0.25 0.50 0.00 4719.rt5 868.6505 283r.949 r27.7508
t2 0.00 0.50 0.50 0.00 4816.497 76t.6&9 2890.046 155.3030
t3 0.25 0.00 0.75 0.00 4695.286 1042.0680 2817.930 117.6222
l4 0.00 0.25 0.75 0.00 4729.467 849.8852 2 8 3 8 . 1 1 9 130.4602
15 0.00 0.00 1.00 0.00 4695.347 1041.s07b 2817.966 n7.6205
16 0.75 0.00 0.00 0.25 4687.M3 1046.3850 28t3.238 114.4185
t7 0.50 0.25 0.00 0.25 4719.066 872.7900 2831.938 121.6086
18 0.25 0.50 0.00 0.25 4809.232 767.2090 2885.723 t45.7614
19 0.00 0.75 0.00 o.25 4992.908 713.4568 299s.393 r95.7333
20 0.50 0.00 0.25 0.25 4688.990 1048.7480 28t4.t73 1t3.3293
2l 0.25 0.25 0.25 0.25 4728.251 854.5417 2837.4t1 r23.2027
22 0.00 0.50 0.25 0.25 4848.224 747.2574 2909.006 155.2110
23 0.25 0.00 0.50 0.25 4689.76r 1048.6700 2814.637 112.5303
24 0.00 0.25 0.50 0.25 4742.296 832.4686 2845.786 t25.7116
25 0.00 0.00 0.75 0.25 4690.277 1048.0580 2814.947 11r.5577
26 0.50 0.00 0.00 0.50 4692.470 r0/;g.7M0 2816.269 107.7859
27 0.25 0.25 0.00 0.50 47M.7t8 840.5290 2847.264 118.0445
28 0.00 0.50 0.00 0.50 4905.849 737.4598 ?943.462 r57.6548
29 0.25 0.00 0.25 0.50 4694.r53 1049.5460 2817.28r 106.0032
30 0.00 0.25 0.25 0.50 4769.ttz 816.8209 2861.834 120.3674
31 0.00 0.00 0.50 0.50 4697.462 1049.3250 2819.266 103.4786
32 0.25 0.00 0.00 0.75 4709.341 1051.8970 2826.394 98.0417
33 0.00 0.25 0.00 0.75 4830.345 810.7568 2898.509 116.3684
34 0.00 0.00 0.25 0.75 4725.573 10s3.6540 2836.124 93.8266
35 0.00 0.00 0.o0 1.00 4820.885 ro75.3240 2893.228 87.1483

._*d
 Multiobjective Generation Scheduling

Table 5.29 Membershipfunctionsof each non-inferior solution

Sr no. w1 I.r(F) L4Fz) It(Ft) l-t(F+) Fo
I 1.00 0.00 0.00 0.00 0.980074 0.087853 0.980009 0.784629 0.029386
2 0.75 0.25 0.00 0.00 0.941066 0.499697 0.947802 0.727382 0.032264
3 0.50 0.50 0.00 0,04 0.789356 0.755629 0.790r57 0.614316 0.030599
4 0.25 0J 5 0.00 0.00 0.511234 0.928872 0.511786 0.395797 0.024356
5 0.00 1.00 0.00 0.00 0.000000 1.000000 0.000000 0.000000 0.010374
6 0.75 0.00 0.25 0.00 0.980005 0.088569 0.979942 0.784634 0.029392
7 0.50 0.25 0.25 0.00 0.936530 0.527044 0.937305 0.722607 0.032404
8 0.25 0.50 0.25 0.00 0.739306 0.802596 0.740081 0.574835 0.029638
9 0.00 0.75 0.25 0.00 0.376233 0.966034 0.376638 0.290243 0.020844
10 0.50 0.00 0.50 0.00 0.979916 0.089464 0.979853 0.784641 0.029400
11 0.25 0.25 0.50 0.00 0.918429 0.563134 0.919205 0.713074 0.032304
t2 0.00 0.50 0.50 0.00 o.667627 0.854642 o.668346 0.5r8370 0.028104
13 o.25 0.00 o.75 0.00 0.979800 0.090613 o.97974r 0.784649 0.029409
t4 0.00 0.25 0.75 0.00 0.891768 0.614264 0.892565 0.693927 0.032083
l5 0.00 0.00 1.00 0.00 0.979643 0.092144 0.979586 0.78466r 0.029422
T6 0.75 0.00 0.00 0.25 1.000000 0.078852 1.000000 0.807289 0.029942
t7 0.50 0.25 0.00 0.25 0.918555 0.551854 0.919254 0.756479 0.032639
18 0.25 0.50 0.00 0.25 0.686337 0.839536 0.687011 0.585798 0.029034
19 0.00 0.75 0.00 0.25 0.213288 0.985997 0.213459 0.232660 0.017070
20 0.50 0.00 0.25 0.25 0.996016 0.072414 0.995964 0.814986 0.029872
21 0.25 0.25 0.25 0.25 0.894900 0.601577 o.895624 0.745214 0.032548
22 0.00 0.50 0.25 0.25 0.585916 0.893899 0.586475 0.519020 0.026821
23 o.25 0.00 0.50 0.25 0.994029 o.072625 0.993962 0.820633 0.029891
24 0.00 0.25 0.50 0.25 "o.g58727 0.661720 0.859459 0.727484 0.032237
25 0.00 0.00 o.75 0.25 0.992700 0.074293 0.99262r 0.827505 0.029952
26 0.50 0.00 0.00 0.50 0.987052 0.069699 0.986912 0.854160 0.030063
27 0.25 0.25 0.00 0.50 0.85249r 0.639758 0.853079 0.78r666 0.032440
28 0.00 0.50 0.00 0.50 0.437505 0.920595 0.437698 0.501750 0.023836
29 0.25 0.00 o.25 0.50 0.9827
t8 0.070240 0.982544 0.866758 0.030109
30 0.00 0.25 o.25 0.50 0.789664 0.704356 0.790162 03 65250 0 . 0 3 1 6 3 6
31 0.00 0.00 0.50 0.50 o.g74196 0.070841 0.973971 0.884598 0 . 0 3 0 1 2 3
32 0.25 0.00 0.00 0.75 0.94360r 0.063832 0.943193 0.923019 0.0298t2
33 0.00 0.75 0.00 0.75 0.631962 0.720879 0.631
8M 0.793510 0.028822
34 0.00 0.00 o.25 0.75 0.90t797 0.059046 0.901181 0.952806 0.029202
35 0.00 0.00 0.00 1.00 0.656326 0.000000 0.654606 1.000000 0.023974
368 Power System Optimization

Thble 5.30 Votrtageat busesfor 'best' solution

Bus u r f ,
no. (p.u.) (rad)
1 1.070 0.0
2 r.088 0.1242089
3 1.062 0i2124252
4 t.062 0.r2555t2
\
5 1.046 0 . 1 0 6 1r 23
6 1.053988 0.r015301
7 1.014140 0.0176067
8 0.993863 -0.0009264
9 r.002498 0.0247629
10 1.034458 0.03494rt
It 1.034815 -0.0117819

emissionslevels,etc. required for the system'sthermal generation,over the optimization interval.

Each hydro plant is constrainedby the amountof water availablefor draw-down in the interval.A
predictionof the system's future power demandand water supply is assumedto be availablefor
the optimization interval.

Minimize Ft=
;E + b,P,o*
tp@,Prt r,r) Rs (5.78a)

Minimize F2-
I[] * e1iPi:,
to@r,Prt kg (5.78b)

Minimize F3-
it'f
&=l \;=l
t 1r@z;Pi* e2;Py, kg (5.78c)

N+M
st
subject to L P * - P n * +P u (s.78d)
i=l

T
( / = 1 , 2 ,. . . ,M )
2 ' o n , o= v j (5.78e)
k=1'
P,Ptns Pirr<P#* ( i = l, 2,..., N + It4) (s.78f)
where
Fr is cost function of thermal units for the whole planning period, T
F2 is NO, emission function of thermal units for the whole planning period, T
F3 is SO2 emissionfunction of thermalunits for the whole planningperiod, T
ci are cost coefficients
 Multiobjective Generation Scheduling 369

d1i, €6, Fd fii are NOr emissioncoefficients

dzi, ezi,wd fzi are SO2 emissioncoefficients
pa is the output of thermal and hydro units during the kth interval
Py, is transmissionlossesduring the kth interval and is given by

Pu= y + y Bio
Yj--l P*B,iP11, 4r+Boo
i=l i=l

where
Bii, Bis, and Bs6are B-coefficients
Ppl is the demand during the ftth interval
Pifln is the lower limit of generationsduring the hh interval
PiTu*is the upper limit of generationsduring the kth interval
k and is defined by
ep is rare of dischargefrom the 7th hydro unit in interval
+ liPi + N,k+ zi M3/h
Q/t) = xiPzi+t't,*
where
xi, !i, and e; are dischargecoefficients of the 7th unit
period
V; is the pre-specifiedvolume of water availablefor unit 7 for whole of the
N is the number of thermal units
M is the number of .hYdrounits
T is the overall period for scheduling.
method
To generatethe non-inferior solution to the multiobjective problem, the weighting
as given below:
is applied. In this method the problem is convertedinto a scalar optimization
3
(5'79a)
Minimize Z*o ro
k=l

N+M
,*= Po*+Pu (5'79b)
subjectto Z
i=l
\
T
r ((/i _=. 1 IA\
) ..., (5.79c)
_v. r,2,
L ,oeirr=vi
.M
k=l

P,Y" S Pi*<P,.f* (i = 1,2,....,N + IuD (5'79d)

3
s
L*o= w) *, 2
l1o ' o 'u o
k=L

for different
This approachyields meaningful result to the decisionmaker when solved many times
relative importanceof
valrresof w1,(k = L, 2,3). Weightingfactors w13utedeterminedbasedon the
370 PowerSystemOptimization

various objectives,which may vary from place to place and utility to utility. The problemdefined
by Eqs. (5.79)can be redefinedin simplified form as
r ( n \
Minimize
IIZ,O,'I
k=l \ i=l /
(5.80a)

N+M
st
subject to L P*= Po*+Pu (s.80b)
i=l

T
rt
L ,oei*- vi (i = 1,2,...,IA (5.80c)
k=l

PifoS P*< P# ( l = 1 , 2 , . . . , N + M) (5.80d)

where
F7- af2*+ FiP*+ Ti
Qr= wfii + w&ri * wtdzi
Ft= *tbi * W2€1i* W3e2i

fi= wpi + w2f1; * wsf zi

The above objective function as augmentedby the constraintsis given as

r liu M l- N+M ll M
vi)= I
%Pi*,A4,, rorr* ) vitteir+ L*lr* + Pu
IZ j=t
k=t I i=t L i=t JJ ./=l
where
)a, is incrementalcost of power delivered in the systemduring the kth interval
Vi are water conversionfactors.
The optimality conditions are described by taking the partial derivatives of augmented
objectivefunctionwith respectto the decisionvariables,Psr(i= 1,2,..., N + M; ),i; \(i = 1,
2 r . . . ,W .

,r#+ Lr[#- t] - 0 ( i= r, 2 ,. . . Nk; = r , 2 ,. . . , 7 ) (5.82a)

dq;rA
vitr L r l # : - t ] = o ( / = r ' 2 '. . ,M
' ;.m=N
* / , k = 1 ' 2.' . , ' T ) (5.82b)
6p**

1,2, (5.82c)

Pu 1 , 2 ., . .D
, (5.82d)
 Multiobjective Generation Scheduling 371

Inherently,theseequationsare nonlinear.The Newton-Raphsonmethod has been apptiedto

find P;1(i= l, 2,...,N + M), lr for all the ?' intervals.v1 waterconversionfactor is modified to
satisfythe availahlewater constraint.Supposethe initial valuesof control variablesP11,),1,and v,
are known. The updatedvaluesof control variablesin the next iteration are

P , . ? -" * P P k +
L , P i 1 , ( i = 1 , 2 , . . . ,N + M ; k- 1,2,...,7-)
Ltr*- 1l + L).1, (k = I ,2, ...,T)
,jnt*- vjo+ L,v1 (j = 1,2,..., Iu[)

Any small changein control valuesfrom their previousvaluescan be obtainedas given below:

(.aF?,^odzPy,)^, )2p., t N+M

, t, rLk -
LAo
['*a"*, ,*)^4r,+AooZ#hra'pir.[k-t)
jxi

dFr _- 2o ( dp* \l
= _ l[.
t, _ r ^k - tJ-J (i = I ,2,"" N; k = l, 2,---,T) (5.83a)
L"-ar* 1-E&

( n uztL dq,,'
I V-:t,.- + t"*e#
194&.] Lp,,B
+ r.ry +( aru --t)^^k
a'P,r
+[e#
=dt,u- a,p.. ,\ +ffi tvi
[ur'*ffi* I i;:,,ffi
t-
=- 1 " 9
, r W + L , o ( # : . - t ) ] (i = t , 2 " . M
. . ,; m = i +N ; k - 1 , 2 ,, 7) (s.83b)

\ \ ( N+M
Y(Y" - r)rc'r=
-[."*+ Ptn
- (k= t' 2'"''T) (5.83c)
fr r.a# Z"l )
+ ( d q , o. )a-, p * 1 ,f =
g t r q^ i . r -)r , ) ( i - - 1 , 2 , . . . , M ;
nt=i+M) (s.83d)
hl,r#-t) [*
Substitutingthe valuesof derivativesaefineOin Eqs. (4.42a),the derivativesare evaluatedabout
initial values.
N+M
(2toa,+ zuloBi) L4t + A0r
I zaiiLpir+ (K,?- D M,k
j;
-- - fto(2a,pf,* F)+ LorG,9o
- l)] (i = 1,2, ...,N (5.g3e)

\*'
where K,9-
r\,fr zBtiPi*B;o
L
.i:l
F-
372 Power System OPtitnizatiort

as
Equation (5.83e) can be simplified by realrangingthe terms
N+M
= (l -,(,'b(1.?+ A,l4)-tp(ZqPfl+ Fi) ( i = I , 2 , . . .M
,
Bii) LPik+L*o\ZnpPi*
(Ztpai+21.1
j=l
j*i
N+M

To simplify calculations, neglect all the terms with 9,,,

i # 7' So' neglecting the term I
j=l
28;iLP1*,

the above equation becomes i*i

(Ztpa;+ zLl B) LPik=(1 - K,} A,t"* - t1,Qaffl + B) (i=1,2,...,N)

or
- tr\?u'Pi + F')
rc'90)L^f*
Mi*- 0- ( i = 1, 2 , . . . ,M
2tra, + 2)rorB,,
- Aik
0- Kl, d;* (f = 1, 2, ..., II) (5.84)
Ni*-
Xit
where (5.84a)
Ar*= tp(2aiPfl+ P)
(5.84b)
X,r= 2(t1,a;+h\n")

Substituting the values of derivatives in Eq. (5.83b)'

N+M
(K* - 1) L)'1,+tk7riP:k+vr)Avr9
Qtt*i + zLfn^S M^1,+ A,,L'u*aPu,+
'r='^

-- - lviot*(biP,,l*+
y) + Lt W,"ok-l)l (i = L,2' "', M; m = i + N; k = I' 2' "" n
where
N+M
K,,'o=
2ru^Pfl+B^o

The aboveequationcan be simplified O, ,ijanging the tenns,i'e'

N+M

(24t*i + LfB^ )LP^*+ Lf Z ,u^L1r,

t='^

+ Av;)+ (lf + A,le)(K*r- 1)l

=-ltp(Zx1p,ft+Ii)ef (i = 1,2,.-.,Mi m=i + M)
N+M

Neglecting the term L rU^tLPu, for simplification, we have

l=L
l*m

);) vrre*+ It"* (Ko^*- 1)]

(i = I,2, ..., M; )tt-=J + M)
mk= --ltp(Zx;P
'j tl*j + zLf B^^) LP^k-
Qqtr&i ,iPfr
*r + J)ur!"*
 Multiobjective Generation Sch,eduling

0- KlilA."f*- t1,(Zxirk
+ );) vi'*
( / = 1 , 2 ,. . . M
, ;
d.Prp=
2vo,tox, +zLooB^^

(r- Koi)LT* - E1,v]"*

(j=1,2,...,Mim=j+M)
Yjk

where
Ejrr= t1r(Zxf f1, + )i) .85a)

Y1,= zlf q{i + hPn^^) )

Substitutingthe values of derivatives in Eq. (5.83c),

N+M(it+u \ ( N+M
P:k-> 1,2,"', T)
j=t \ti ) \ i=l

or
N+M N+M

I Po** P&- I
rt - KoilLp7,= (k= I ,2, -..,D
j=l i=l ",f
SubstitutingEq. (5.84) and Eq. (5.85) into the above equation

N - o,ol.
rr-Jr,ro', $- K%rl^";- u- *A)-,lr,r-)
fr -r- K,eo1(tf*
-'^'l. f, rik
x* ) i=r l. )
.i=l

(k-L'2'"'r)
I "f)
or

Or

s.86)
i
[vhere
I
I N
I
I Cp- t,Lr .86a)
i=l
374 Power SYstem Optimization

(s.86b)
Dj* =

N
(s.86c)
F*=
j=l

(5'83d
Substitutingthe values of derivativesin Eq'
r ( r
- - vjV ' )
L,o(Zxi Pl*+ t) M^*= lL'on|;o
\ t=t
k=l

SubstitutingEq. (5.S5) into the above equation

7' K?ill}'* - Ei1,v]"* ( J = 1 , 2 ,- . . , =J + If)

ln k=l
Yrt

or
T
(5.87)
Djk^!;* - Hir]"* - oi
k=l

where

Hj=Z'+ (5.87a)

T
(5.87b)
oi=vt-Zt*a?*
k=l

From Eq. (5.86), we find the value of l.[t* as

+.
^tr*=
-c k $ +ri*
ck
(s.88)
ft
Substitutingthe value of ^.i"* into Eq. (5.87)'

L'u[+.h+' )
- =
i"" I Hir]'* oi
)
(J = r'2' "'' M; m = i + M)

or
r
s,L
M n..D.. \
ryrl.*l-"rui'* =oi
\/k ry (/=
r,2,"',Mi
m = J /v) (s.8e)
j=l ) k=l

tr-quation can be written in matrix form as

lQiu*u fvlut = [R.1'),ra*l
 Multiobjective Generation Scheduling

Qii = Wc) - k ) Hr i ( j = t , 2 , . . . 1, 4 ) (s.e0)

[*

Qjt =
E T
T
OlrDn\

)
Di*F*
(/ i: = 1 , 2 ,. . . M
, , I = 1 , 2 ,. . . M
, i i * t) (s.e1)

Rj = oj-
T
k=l
ck
(j = 1,2, ...,Il4) (s.e2)

Here only matrix of M x M is to be solved to calculate vjo* whereas hkn"*can be compu from
Eq. @.47).When the valuesof v;n'* and 1,t"* are known then LPt (i = 1,2, ..., M) and (J=
1,2, ..., M; m -,t + M, can be computedfrom Eqs. (4.43) and (4.44),respectively. The ailed
algorithm is elaboratedbelow:

Algorithm 5.5: Generation of Non-Inferior Solution for Multiobjective Hyd

Scheduling Using the Approximate Newton-Raphson Method
1. Read the number of thermal units N, the number of hydro units M, the number f sub-
intervals Z, cost coefficients,emissioncoefficients,B-coefficients,dischargec clents,
demandPo*(k = 1,2, ..., T) and pre-specified availablewater Vj (j = 1,2, ..., ItO,
2. Set iterationfor non-inferiorsolutions,k = l.
3. Incrementcount of non-inferiorsolutions,k = k + I.
4. If (k > K) GOTO Step 17.
5. Feedor generatethe weights,wi(i = 1,2, ..., M).
6. calculatethe initial guessvaluesof Pfl (i = 1,2, ...,N + ItO, X,t and vf e = 1,2
7. Start the iteration counter,r = l.
8. Computethe variables, Kfl, A,r from Eq. (5.84a), Xr* from Eq. (5.8ab), Ei* from Eq. i.85a),
Yr*from Eq. (5.85b),Cr from Eq. (5.86a),Di*from Eq. (5.86b),F*from Eq. (5.86c), ;LfrOM
Eq. (5.87a)and Oi from Eq. (5.87b).
9. Compute vjn"nby solving the following simultaneousequationsusing the Gausseli
method.
IQilu*u lvluxr = [R;l,ux
r
10. Checkthe convergence
if I f"* - viaI < e thenGOTOStep16.
11. ComputeLt"* from Eq. (5.88).
12. Calculate LPp(d= 1,2,...,N + M), usingEqs.(5.84)and,(5.85).
13. Calculate thenewvaluesof Pfr"*(i = 1,2,...,N + lut)
Pi,"*-P;0*+M* ( d =1 , 2 , . . . , +NM ; k = 1 , 2 , . . . , D
14. Set limits correspondinglyas:

; if P;['* > P#"*

Pft"*= iif Pi* > P,fln
ofherwise
i,
376 Power System Optimization

Disallowto participate whoselimitshavebeenset eitherto I

the generation, er or upper
zero.
limits by settingthe relatingcoefficients
15. If (r > IT), thenGOTOStep5,
else r=r+1,
P?*=P,.lt* (l = 1, 2,...,N + M; k = l, 2, ...,D
LP= Lkn"* (k = L,2,...,D
vf = vjn"* (i = 1,2,...,/f) andGoro step rz and
'non-inferior
L6. Record ,ft as solution and calculate the obiective value,s and I
GOTO Step 3.
17. Stop.

5.7.1 SampleSystem
A hydro-thermalsystemis given which consistsof two thermal and two hydro g ing stations
as shown in Figure 5.7. The fuel cost, NO* emission,SOz emissionand CO2 emissi n equattons
are given below. f,ransmissionloss coefficientsare given in Table 5.31.

Thble 5.3I B-coefficients(MW-t)

0.000140 0.00c010 0.000015 0.00001s

0.000010 0.000060 0.000010 0.000013
0.000015 0.000010 0.000068 0.000065
0.000015 0.000013 0.000065 0.000070

Operating cost of thermal station is given by

Ftt = 0.0025P1e
+ 3'20PLk+ 25'0 Rs/h
Fn = 0.0008P|1,
+ 3.40P21+ 30.0 Rs/h

NO, emission of thermal station is given by

- 0.79027Ptft
Fzt= 0.006483P1,* + 28.82488 kg/h
- 0-79027P2p
Fzz= 0.006483P30 + 28.82488 kg/h

SO2 emission of thermal station is given by

Ftr = 0.00232P211,
+ 3.84632Pv,+ L82'2605 kg/h
+ L82'2605 kg/h
F3z= 0.00n241, + 3.84632P21,

COz emission of thermal station is given by

Fq = 0.084025P?o- 2.944584P* * 137.7043 kg/h
F4z = 0.084025P7k- 2.944584P21,
+ 137.7043 kg/h
Rate of dischargeof hydro generatingstation is given by:

Qr*= 6.1160 x tO4flo + 0.00866494hk+ 0.05606727 Mm

* 0.02650452 Mm
ezrc= L.OL}4x tO-sffp + 0.01732988Pq*
 Multiobjective Generation Scheduling 377

Volume of water availablein reservoiris given by

Vt = 7L0 Mm3
Vy - 60.0 Mm3

only two objectives are considered-operatingcost Fr, and No, emission F2. For anous
combinationsof weights,the non-inferiorsolution is obtainedand is given in Table 5.32

Thble 5.32 Non-inferior solutions

Sn no. wl Fl F2 vl
1 100 0 52874.40 28478.67 333.7611 2010085
2 90 10 5306r.94 24446.85 330.3708 200
3 80 20 53409.74 22414.03 325.1166 1998769
4 70
I

30 53797.45 21231.71 318.8058 197. 76r

5 60 40 54154.64 20553.30 312.5692 1 9 5I 1 6 5
6 50 50 5M25.04 20216.39 307.5677 192. l 5
7 40 60 54652.34 20028.74 302.7455 190. 3
8 30 70 54861.I 6 19915.32 297.6498 t 8 7 . 390
9 20 80 55032.20 19857.73 292.8095 184.
10 10 90 55t87.26 19829.9r 287.8277 1 8 1 .550
11 0 100 5 5 31 . 9 9 19823.11 283.0973 t78. 556

To decide the best solution, minimum and maximum valuesof objectivefunctions are ulred.
Minimum values of objectivesare obtainedby giving full weightageto one of the objecti and
neglectingothers.When the given weightagevalue is 1.0, it meansthat full weightag"ir ven to
1
the objective and when the weightagel is zero the objective is neglected.Owing to the con rctlng
natureof objectives,F2 will have maximum value when FL is having minimum value r vice
versa.The minimum and maximum values are obtainedand are given below:

F,*'n = 52874.40Rs Fr'* = 55311.99

Rs
Fz^'n= 19823.11kg Fr^u*= 28478.67kg
Using Eq- (5.57), the membershipfunctions of Fr and F2 objectives correspondingt each
non-inferiorsolutionsare obtainedand are given in Table 5.33. The membershipfunciio also
follow the conflicting nature.Using Eq. (5.58),the normali;ed membershipfunciion
lln o each
non-inferior is obtained and is shown in Table 5.33. The non-inferior solution that i ttarns
the maximum normalized membershipfunction is the best solution. From Table 5.33, s lution
number3, havingweights,wr = 80 wz = 20 showsthe maximumvalue of
Fo,i.e. 0.10g7 3, so
this solution is consideredthe best solution. Correspondingto the preferred solution sho rn
Table 5.33 at serial number 3, the generationschedulesare given in Tables5.34 and 5.3 The
solution is obtainedin 6 iterationsand the obtainedconvergenceto meet the volume of water
utilized is 0.305175808-04.Cost, NO" emission,and ,1.2,
dischargeduring 24 intervalsis shr n r n
Table 5.33. Generationschedule,transmissionloss and mismatchin demandduring each
i terval
is given in Thble 5.35.
 Power System OPtimizaiton

Thble 5.33 Decision making

no. W1 vt2 Fr (Rs) Fz(ke) tt(F) l-t(Fz) Ho

1 100 0 52874.40 28478.61 1.000000 0.000000 0.07342:l

2 90 10 53061.94 24446.85 0.923065 0.465806 0.10197:t
3 80 20 53409.74 22414.03 0.780383 0.700664 0.1.08743
4 70 30 53797.45 2r23r.71 0.621328 0.837261 0.107094
5 60 40 54154.64 20553.30 0.474792 0.915639 0.102090
6 50 50 54425.04 202t6.39 0.363866 0.954563 0.096803
7 40 60 54652.34 20028.74 0.270617 0.976242 0.091548
8 30 70 54861.16 19915.32 0.184950 0.989347 0.0862211
9 20 80 55032.20 19857.73 0.114781 0.996000 0.081557
10 10 90 5sr87.26 19829.9r 0.051170 0399214 0.07712t1
11 0 100 55311.99 t9823.11 0.0 1.0 0.07342:l

Thble 5.34 Schedulecolrespondingto preferred solution

Intertal Por Fr* Fzr )"k Qu, Qzr

(Mw) (Rs/h) (ks/h) (Mm3nr) (Mm3lh)

1 400 1097.6650 117.6295 3.328275 1.083662 0.02550:t

2 300 864.8992 53.7901 3.146616 0.700009 0.02650:i
3 250 751.0435 32.4935 3.057208 0.5t6236 0.02650:t
4 250 75t.0435 32.4935 3.057208 0.5t6236 0.02650:t
5 250 75r.0435 32.4935 3.057208 0.5t6236 0.02650:t
6 300 864.8992 53.7901 3.146616 0.700009 0.02650:t
7 450 1216.6080 t60.3328 3.420560 r.283657 0.02650:t
8 900 2137.8950 698.5376 4.t36229 2.800091 1.859663
9 1230 2849.1700 1333.3430 4.68399r 3.990101 3.71696'I
10 1250 2894.3720 1379.3890 4.718668 4.066558 3.E36010
11 1350 3124.1470 t623.3200 4.894739 4.456507 4.44263:i
t2 1400 3241.4240 1754.0160 4.98M97 4.656306 4.1531015
13 1200 278t.8270 1265.9510 4.632308 3.876354 3.53979'I
t4 1250 2894.3720 1379.3890 4.718668 4.066558 3.836010
15 1250 2894.3720 1379.3890 4.718668 4.066558 3.836010
t6 t270 2939.8240 t426.3420 4.753520 4.143528 3.95581(5
17 1350 3124.1470 t623.3200 4.894739 4.456507 4.44263:i
18 1470 3408.3510 1947,0370 5.112148 4.941507 5.19587,{
t9 1330 3077.6850 1572.6860 4.859160 4.377492 4.319787
20 1250 2894.3720 7379.3890 4.718668 4.066558 3.836010
2t 1n70 2115.0360 1200.5590 4.581015 3.76374r 3.36431'l
22 1050 2453.2790 958.5485 4.379663 3.324467 2.67910'l
23 900 2137.8950 698.5376 4.136229 2.800091 1.859663
24 600 t5M.3720 311.2523 3.674913 1.831046 0.34110:i
 Multiobjective Generation .Sc

Thhle 5.35 Generationschedulecorrespondingto preferred solution

PDr PLr P* Pzr P* Pqr

(Mw1 (MW) (Mw) (Mw) (Mw) (Mw)
1 400 5.90149 120.0833 175.7740 170.04g'20 0.0 0.000004
2 300 3.430& 97.6003 135.0508 70.77953 0.0 0.000006
3 250 2.46342 86.3903 114.8204 51.2527
4 0.0 .000015
4 250 2.46342 86.3903 114.8204 51.2527
4 0.0 .000015
5 250 2.46342 86.3903 114.8204 51.25274 0.0 .000015
6 300 3.43064 97.6003 135.0508 70.77953 0.0 .000006
7 450 7.40881 131.3568 196.2686 129.78350 0.0 .000027
8 900 29.32t06 2r4.1518 348J260 266.53480 99.90861 .000168
9 t230 56.27325 273.4134 459.777s 361.67940 191.40330 .000427
t0 t250 58.22341 277.0599 466.6632 367.50/.80 196.99530 .000145
lt 1350 68.53664 295.3904 501.3708 396.73710 225.03800 .w0221
l2 1400 74.04928 304.6t73 518.9008 4rr.42020 239.tl110 .000038
13 1,200 53.41735 ?67.95s5 449.4828 352.95390 183.02520 .00011
I
t4 1250 58.22341 277.0599 466.6632 367.50480 196.99530 000145
15 1250 58.22341 277.0599 466.6632 367.5M80 196.99530 .000145
l6 wa 60.21088 280.7130 473.5676 373.337sO 202.59280 .000061
17 1350 68.53664 295.3904 501.3708 396.73770 225.03800 .400221
18 1470 82.17287 317.6052 543.6446 432.05110 258.87190 .000023
19 1330 66.39845 291.7rlz 494.3918 390.87710 219.41850 .000114
20 1250 58.22341 277.0599 466.6632 367.5M80 196.99530 .000145
2l 1170 50.64431 262.5120 439.2290 3M.24390 174.65950 .000095
22 1050 40.36893 u0.8798 398.6149 309.55670 141.31750 .000038
23 900 29.32106 2t4.t518 348.7260 266.53480 99.90861 .000168
24 600 12.96472 161.6948 25t.7323 181.57380 17.9638r .000064

With the increasein the number of objectives,the number of weight combinationsinc

Four objectives
Here, four objectivesare considered---operatingcost F1, NO, emission F2, SO2 e F3, e0d
COz emission Fa. For various combinationsof weights, the non-inferior solution i obtained
and is given in Tablp 5.36. Water conversionvalues are given in Table 5.37 co lng to
non-inferior solutions depictedin Table 5.36. The minimum and maximum values obtained
and are given below:
Frtin = 52874.40Rs/h, Fio* = 55311.99 Rs/tr
Ff'n = 19823.11 kg/h, Ffu* = 28478.67 kg/h
Fjnin = 72928.52 kg/h, Fjnu*= 74744.49 kg/h
Ff;tn = 348655.80kg/h, Fmax- 457290.50kgftr
Using Eq. (5.57), the membershipfunctionsof F1, Fs, F3,and Fo objectivescorrespondig to each
non-inferior solutions are obtained and are given in Table 5.38. The membershipfu ions also
follow the conflicting nature.Using Eq. (5.58), the normalizedmembershipfunction p of each
380 Power SYstemOPtimization
maxlmum
7, having
0.033349;

Thble 5.36 Nonvinferiorsolutions

Fl F2 F3 F4
Sr no. w1

100 0 0 0 528744Q 28478.67 74744.49 457290.50

I
2 75 25 0 0 53601.90 2r749.15 73270.84 37r722.20
3 50 50 0 0 5M25.O4 2A216.39 73369.79 353000.70
4 25 75 0 0 54948.63 19882.05 73535.4r 349171.60
5 0 100 0 0 55311.99 19823.rr 73678.74 348698.30
6 7 5 0 25 0 53W7.07 25201.09 73745.94 415118.50
50 25 25 0 53894.93 2L080.80 73129..66 363233.00
7
25 50 25 0 54669.08 20036.30 4
73352.7 350750.40
8
0 7 5 25 0 5sr55.26 19843.80 73555.35 348735.20
9
5 0 0 50 0 53308.69 23307.60 73230.12 390863.30
10
25 25 50 0 54209.27 20683.10 73077.13 358237.10
t1
0 5 0 50 0 54921.27 19957.r3 73372.78 349809.80
12
2 5 0 75 0 53695.83 22229.83 72992.69 377156.50
13
0 2 5 75 0 54535.83 2M85.06 73089.48 355817.50
t4
0 0 100 0 54127.01 2t665.29 72928.52 370083.30
15
7 5 0 0 25 54985.22 19872.40 73522.26 349029.40
l6
17 50 25 0 25 55081.74 79848.21 73560.48 348798.80
18 25 50 0 25 55173.25 19833.17 73599.98 348683.00
0 7 5 0 25 55260.10 19825.39 73640.16 348658.20
19
?A 5 0 0 25 25 55034.61 19861.57 73526.64 348903.50
25 25 25 25 55129.r3 19841.97 73565.75 1.10
34873
2T
22 0 5 0 25 25 55218.71 19830.63 73605.85 348662.20
23 2 5 0 50 25 55084.26 t9854.02 73532.29 348820.50
u 0 2 s 50 25 55176.74 19838.o2 73572.16 348701.00
25 0 0 75 25 55133.29 19850.01 73538.19 348781.40
26 5 0 0 0 50 5 5 1 5 1 . 0 s 19836.62 73586.62 348702.00
27 25 25 0 50 s5201.48 t9830.42 73609.26 348665.50
28 0 5 0 0 50 55250.47 19826.40 73632.11 348656.40
29 2 5 0 25 50 55177.20 19834.51 73589.87 348681.70
30 0 2 5 25 50 55227.04 19829.39 73612.67 348658.90
31 0 0 50 50 55203.4r 19833.24 73593.43 348672.30
32 2 5 0 0 75 55212.55 19829.54 73612.97 348661.20
33 0 2 5 0 75 55246,64 19826.82 73628.89 348655.90
34 0 0 25 75 55230.3r 19828.93 73615.38 348658.00
35 0 0 0 100 55244.59 19827.06 73627.18 348655.80
 Multiobjective Generation

Table 5.37 Waterconversionvaluesfor non-inferiorsolutions.

Sn no. W1 V1
I 100 0 0 0 333.76rr 1.0085
2 75 25 0 0 322.M13 I .8873
3 50 50 0 0 307.5677 1 .6615
4 25 75 0 0 295.2536 I .u3z
5 0 r00 0 0 283.0973 I 8.5556
6 75 0 25 0 361.7t79 2 8.6732
7 50 25 25 0 345.7772 7634
8 25 50 25 0 329.3097 .2584
9 0 75 25 0 3t5.7425 1 .6967
10 50 0 50 0 387.2522 .7726
lt 25 25 50 0 368.2651 7.8276
t? 0 50 50 0 350.2087 2 9.3220
l3 25 0 75 0 410.8825 9.6600
l4 0 25 75 0 389.702r 1.1986
15 0 0 100 0 432.9778 .5066
16 75 0 0 25 1304.5800 .7986
l7 50 25 0 25 1292.0840 8l .4811
18 25 50 0 25 r279.3640 .9796
19 0 75 0 25 1266.4530 t7l
20 50 0 25 25 t325.1520 .7022
2l 25 25 25 25 1312.4,/'80 .2583
22 0 50 25 25 1299.54t0 8 r .&26
23 25 0 50 25 1345.5700 5084
u 0 ?5 50 25 t332.6700 83 94d,6
25 0 0 75 25 1365.9270 .254r
26 50 0 0 50 2n6.0590 I .5390
27 25 25 0 50 2263.2130 I .9410
28 0 50 0 50 2250.2630 t4l .2560
29 25 0 25 50 2296.3020 I .2420
30 0 25 25 50 2283.3320 I .5810
3l 0 0 50 50 23t6.4ilA 145 .8940
32 25 0 0 75 3U7.0400 .8880
33 0 25 0 75 3234.0750 .1940
34 0 0 '"75
25 3267.1640 .5190
35 0 0 0 100 4217.8880 265 .t320
3EZ Power SYstemOptimization

Tabfe5.38 Decision making

Sn no. w1 HF) NFz) tr(Fl NF4)

I r00 0 0 0 1.000000 0.000000 0.000000 0.000000 0.010451

2 75 25 0 0 0.701549 0.7774t9 0.811494 0.787670 0.032169
50 0 0 0.363866 0.954563 0.757008 0.960005 o.031723
3 50
4 25 75 0 0 0.149065 0.993191 0.665808 0.995252 0.029297
5 0 100 0 0 0.000000 r.000000 0.586877 0.999609 0.02703r
6 7 5 0 25 0 0.945576 4
0.378668 0.54987 0.388200 0.023643
7 50 25 25 0 0.581339 0.854695 0,8892A,2 0.865814 0.033349
8 25 50 25 0 0.263748 0,975369 0.766395 0.980719 0.031208
9 75 25 0 o.M4299 0.997610 0.654824 0.999270 0.028384
r0
l0 5 0 0 50 0 0.821838 0.597427 0.833921 0.6r1473 0.029938
ll 25 25 50 0 o.452382 0.900643 0.918170 0.911802 0.033265
l2 0 5 0 50 0 0.t60292 0.984516 0.755360 0.989378 0.030198
13 2 5 0 75 0 0.663016 0.721945 0.964667 0.737647 0,032264
l4 0 2 5 75 0 0.318415 0.923523 0 . 9 1 1 3 6 4 0.934075 0,032265
15 0 0 100 0 0.486130 0.787168 1.000000 0.80n56 0.032147
l5 7 5 0 0 25 0.134056 0.994305 0.673048 0.996561 0.029241
t7 50 25 0 25 0.094460 .0.997100 0.651998 0.998684 0.028658
t8 25 50 0 25 0.056919 0.998838 0.63025r 0.999749 0.028068
19 0 7 5 0 25 o.021289 0.999737 0.608125 0.999978 0.027476
20 5 0 0 25 25 0.113795 0.995557 0.670635 0.997720 0.029029
2l 25 25 25 25 0.075018 0.997821 0.649098 Q.999307 0.6'28439
22 0 5 0 25 25 0.038268 0.999131 0.627016 0.999941 0.o27845
23 2 5 0 50 25 0.w3424 0.99&29 0.667524 0.998484 0.028891
24 0 2 5 50 25 0.055487 0.998209 o.u557r 0.999584 0.028205
, 2 5 0 0 75 25 0.073310 0.996893 0.664276 0.998844 0.028565
26 25 25 0 50 0.045335 0.999156 0.625140 0.999911 0.027899
27 0 5 0 0 50 0.025239 0.999620 0.612556 o.999995 0.027563
28 5 0 0 0 50 0.066026 0.99U39 0.637607 0.999575 0.028234
29 2 5 0 25 50 0.055296 0.998683 0.635818 0.999762 0.028108
30 0 2 5 25 50 0.034853 0.999275 o.623260 o.999972 0.02777r
31 0 0 50 50 0.0M546 0.998830 0.633856 0.999848 0.027978
32 2 5 0 0 75 a.040797 0.999257 0.623096 0.999950 0..02783r
33 0 2 5 0 75 0.026810 0.999572 0.614329 o.999999 0.027597
34 0 0 25 75 0.033508 0.999328 0.62177r 0.999980 0.027742
--.35 0 100 0.027653 0s995M 0.615271 1.000000 0.027616
0 0
 Multiobjective Generation

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 StochqsticMultiobiective
GenerqtionScheduling

6.1 INTRODUCTION
Optimal economicdispatchin electric power systemshas gainedincreasingimportanceas the cost
associatedwith generationand transmissionof electric energy keepson increasing.The p
involves the allocation of total generationrequirementsamong the available generatingunits in
the system in such a manner that the constraints imposed on different system vari les are
adequatelysatisfied and the achieved overall cost associatedwith it is a minimum.
Despite extensive research focussing on thermal power dispatch problem' muc of the
-state
effort todate has involved the developmentof deterministic models applicable to ste
conditions. Most of these attempts assumeth-esystem data to be deterministic. It m s that
all input information is known with complete certainty and the optimal plans of disl tch are
always realized exactly. In practice, there are several inaccuracies and uncertainties in input
information (Figure 6.1), which lead to deviationsfrom optimal operation.
The operating cost functions representingthe perfortnance characteristicsof then plants
are computed by calculating the overall thermodynamicperformanceof a unit consisting f boiler,
turbine, condenser,heat cycle, and associatedptant auxiliaries. Such cost functions are rate
in most cases.The inaccuraciesmay be viewed due to the following reasons[Kirchma ,
19581.
. Inaccuracies in the process of measuring the basic data' used for compu tion of
thermodynamic performance of the unit
Deviations frorn-the computed thermodynamicperformance of the unit becauseof
errors
encounteredin operation due to opdratingat other than standard'pressureand
Effect of time on equipment conditions which influences some of its operating
stics, notably its efficiency
Inaccuraciesresulting from inability to hold generationat exact desired
. Fuel cost variations
. Load forecasting erfors
. Inaccuraciesintroduced by various types of transmission'lossequations.

Furttrer, becauseof great difficulty in determining the dependencYof maintenance

from
very i accurate.
the power output, the additional costs for maintenance,supplies, and water are
387
 System

Unit data

\ _ ' {
I
I
I
I
I
\ - l

|- ------- - - ' : r - - L -
- - - - -; - -: -- -- - &- - - - - : - -- - - - - - 1
1--
! ,Inaccuracy: : I Uncertainty:
I tnfonnation i i tnformation
L------- _-__l t----
Unit commitmentand
economicdispatch
'-------1 procedure
'
i Inaccuracy: 1,,'
i Modelling (
r-____ .._______--J

,i Inaccuracy:
i Control
t-------

Figure 6"1 Optimalpower system inaccuraciesand uncertainties.

If all these factors are taken together.these will causeinaccuraciesof great magnit in the
steady-stateoperation.The effect of inaccuraciesis in an increasein the'overall cost. Vi i and
Heydt [1981] have outlined the computationaldetails of the stochasticoptimal energy ispatch
problem. The stochasticoptirnal energy dispatch algorithm employed the multivaria Gram-
Charlier series to statisticallymodel the probability density function of the control v or. The
applicability of the series has been limited by the high computationalrequirementsof c ulating
high order statisticalmoments.The method obviatessome of the difficulty through a
transformationof the variatesto be modelled in order to enhancenormality. The main ai of the
method was to produce a tool which would be useful from an operationalstandpointbu fails to
considerstochasticcost function.
Yakin [1985] has articulated an approachto the optimal generationschedulingof power
systemby treating the electricity demandat a node as a random variable with a known I
lity distribution. Particularly, a two-stagestochasticprogramming with recoursemodel been
developedfor stochasticeconomic dispatch An equivalentproblem to this two-stage m I has
been defined. The penalties for discrepanciesin the generation have been incl in the
objective function of the equivalent problem. The major difficulty during the implemen tion is
to draw out the exact values of thesepenalties.
El-Hawary and Mbamalu [1988] have investigatedthe perturbationsin the systemthermal
fuel cost and the system equality constraintsas stochasticand normally distributed w th zero
mean and a given variance.In an anotherattempt,El-Hawary and Mbamalu [1989] in uced a
method in which the system power demand was assumedrandom with zero mean unit
variance.In the third attempt,El-Hawary and Mbamalu (1991) consideredthe pertu lons ln
system power demand as random and normally distributedwith zero mean and some v
 stochastic Multiobjective Generation scheduling 389
They observedthat optimality conditionsin terms of the active power generations
were b by
parametersobtalned from the variancesof active power generations.
But these do rpt
provide trade-off betweeneconomy and risk measuresdue to uncertainties
in system tion
cost and randomnessof demand.
Parti [1987] has expounded an gconomic dispatch of thermal generation while
incor ng
the randomness in system production cost and system load through
lenerator outputs, whi were
treatedas random variables.He appendedthe traditional objective firnction
of economic patch
with a penalty term accountingfor the possibledeviationsproportional
to the expectation of the
squareof unsatisfiedload becauseof randomness of generatorpower.This upp.ourhsuppr the
ffue characterof the problem by consideringonly the mon etary aspects
and fails to ex the
non-commensurabilityof the conflicting'objectives.
Besides electric energy, power plants also produce sizeable quantities
of solid wastes,
sludge,and pollutantsthat affect air and water quality.The pollutants
affectingair qualit are of
the greatestinterest.They include particulates,NO' CO' So, and other sundry
oxides of lphur
that can travel over considdrabledistances,and have long-term effects
both in spacear time.
The traditional meansfor controlling emissions,such as precipitatorsand
scrubbers,are h ware
intensive,relatively inflexible and limit ttre ratio of emissionsto energy produced
in eac plant,
but not the total emissionproducedin a region. In contrast,dispatchingr"quires
little I ware
and is flexible and effectiveat the regionallevel. Here, the obje.liu" function
used in dis
can be changedin a few moments.
In general,a large-scalesystemas typified by an electric power system,possesses
r ultiple
objectivesto be achieved,namely economicoperation,reliability, securityand minimal
im on
environment.It may be obvious that tracie-offsamong these objectivesare difficult
of
their different nature.This implies that objectivesare non-commensurable.

6.2 MULTIOBJECTIVE
STOCHASTICOPTIMALTHERMAL
PowER DISPATOH-e,-OONSTRA|NT
METHOD
Extensivestudies,associatedwith the optimal power dispatch,have been centred on
ma ing it
more efficient in algorithm and applicableto online with deterministicdata. In actual
nractice, it
is a misleading assumptionthat data is known with completecertainty. In spite
of this, it is also
,hT the dispatch is to optimize just one specific objective, or single perfo
Iu,9 .ontimal nce
index. Now the trend is to formulate multiobjective optimization pioblem with
due consi on
of uncertaintiesfor a more realistic approach.The multiobjective stochasticoptimization
lem
is describedin the subsequentsections.

6.2.1 StochasticProblemFormulation
The objective function fo be minimized is the total operatingcost for thermal generating
Its in
the system. The operatingcost curve is assumedto 6e approximatedby a quadratic fu I on
of
generatoractive power output as

NG
F r =I (o,4' + biPi+ ) (6.1)
i=l
",
i
i where
, N G is the total number of generators

I
I
I
L
 System Optimization

ffil; ,l''ii"ib,,andci arecostcoefficients

i1':.
4 is the active power generationof the ith generator.
A stochasticmodel of function F1, is formulatedby consideringthe otherwise rministic
(p bi, and ci ss random variables.Any possible deviation of operating cost coefficien and load
demandfrom their respectiveexpectedvaluesare manipulatedthroughthe randomness generator
powerPt fParti,et al., 19831.A specificway of reducinga stochasticmodelto its nrstic
equivalentis to take its expectedvalue [Sen Gupta, L972; Fredric Soloman, l9}7l. ine that
the random variablesare nonrrally distributedand statisticallyindependent,the expec value of
operatingcost becomes:
NG

4=| ra,4'*6,4 + c,+ a, var(4ll (6.2)

i=l

where

4 is expectedpower generationof the ith generator

dr, 6,, iltd ci are expectedcost coefficients

The varianceof power Pi is given as

var(P,)= CA4' (6.3)

where Co is the coefficient of variation of random variable p;.

Therefore,the expectedoperatingcost as given by Eq. (6.2) is modified as

NG
s r . - t
Ft= ) tft* c'ilo,1'*6,P,+ (6.4)
f=l
",1
The load demand constraint is

F, +F, (6.s)

P, is the expectedpower demand

f" is the expectedtransmissionloss.
The expectedlimits on the power generationimposed are

P,*" < r, s p,max (i = I ,2, ...,NG) (6.6)

4*n is the expectedlower limit of generatorpower ourput

P-r* is the expectedupper limit of generatorpower output.
 Stoclwstic Multiobiective Generation Scheduling

iltre transmissionline lossesare expressedin terms of B-coefficients as

NG NG NC
+Z ,,u**Boo
Pr=I > 4BuPi
j=li=li=l

whereB;i, Bro,and Bssare B-coefficients'

With 4s as independentrandomvariables,the expectedtransmissionloss can be
as
NG NG NG NG
*Z E,,var(4)
FL= I > F,EuFi Boo
+> E*F,+
j=l
i=l l'=l i=l

NG NG NG NG

FL= > Q,+ * | }F,ErFi*I u"1*E*

czil4,,P,' (6.8b)
i=l i=l i=l t;!

where Eij, B;s,and Bsoare expectedB-coeffrcients.

The varianceof transmission becausein the deterministic
losshasbeenneglected , the
normally not more than 5
B-matrix represents-ody the appreximate transmissionloss which is
generatorsto the using substations[Parti et' al' 1e831.
Orr*;; of tt e total power transfened from deviati ns are
Since generatoroutputs P;s are treated as random variables, the expected
These e
proportional to the expectation of the square of the unsatisfied load demand.
deviations ale given as

Using Eq. (6.5), the above equationcan be rewritten as

This on simplification reduces to

NG
\i var(P,)
'E\-ll
'L
i=l

Equation (6J0) is equatedto F2, the new objective function, i.e.

NG
Fz= I ntt4l
i=l
 v System Optimization

Eq. (6.3) into Eq. 6.11(a),we get

Substituting

NG
Fz= I c'oF,' (6 1lb)
i=l

A multiobjectiveoptimization problem c
operatingcost and (b) the risk associatedwith 1
their expected values while satisfying the el
generationlimits. The multiple objectiveoptimi

Minimize [4, rr]' (6.IZa)

NG
subject
to =
Z P, Fo+F, [6.12b)
i=l

{mins 4 < 4"* (i = I ,2, ...,NG) ko.tzc)

6.2.2 Algorithm
To generatea non-inferior solution to the multi
methodis used. In this method,one specificol
preferablycorrespondingto the most importanto
to be minimized. Tlhe multiple objective optimi
t-constraintapproaclhexpressedas

Minimize fi (6.13a)

subjecrro Fz S ez (O.tgU)
NG
S
\ D - Pr+Pt
Zy,i- (6.13c)
i=l

p,min< Fi < p_l** (i = 1,2, ...,NG) (6.13d)

where s2 is interpretedas the maximum tolerableobjective level. The values of r are chosenfor
which the objectiveconstraintsin Eq. (6.13) are binding at the optimal solution. As a corfstraint
is varied parametrically,a set of non-inferior solutions (with their correspondingtrade-dffs)is
generated.
The well-known method of Lagrangemultipliers is quite popular in the power ystem
planningstudies.The LagrangianL formed for the systemis given by Eq. (6.14)

NG
_)
L- r; + Ltz(Fz + F o I- ,,)
i=1

where 1a2 and IL are Lagrange multipliers.

,
 Stochastic Multiobjective Generation

The necessaryconditions to obtain solution are given

as

dr=;t'.
F, ^"fr.,L'+'-t1
aE ^ AF, faE I
=o (6.15a)

dt = Fzttz=O
dAn (6.15b)

#=Fr+Fo-I"--=o i=l
(6.15c)

The optimal solutionto Eq.(6.14) musr satisfythe Kuhn

Tucker conditions.The main ition is
lrr(4 - ez)- o; h1-> o (6.l sd)
The value of 2'p cortespondingto the binding constraints
indicates the margi I benefit
of the objective function due to an additional unit of e. The
Lagrange rnultipliers rel to the
objectives, as constraints may be zero or nonzero. The
set of nonzero Lagrange ultipliers
setof solutions.
Theserof nonzero
Lagrang"r.ittiplT"rs
:r"::ru{:j:^t!|"":l.int3titr
the set of trade-off ratios betweenthe principal objective
and each of the constraining jectives,
respectively'The systemgiven by Eq. (6.14) is solved using
the Newron-nuphsonmr od for R
valuesof e2' Only those valuesof ),'p > 0.0 which conespond
to active constrain
ts F2, P) = tz',
r = l, 2, "', R are considered,since they belong to the non-inferior
solution [Haimes nd Hall,
re74l.
In the problem, the initial value of e2 is taken such that
s2 > F2" and e2 < F; *. Since
objectivesare of conflicting nature,the value of one objective will
be maximum, when value
of another objective is minimum and vice versa.
To implement the Newton-Raphsonmethod, the following
equation is solved i vely till
no further improvement in decision variablesis achieved.

(6.16)

The Newton-Raphsonmethod shows very effective results when

the initial guessis in I domain
of solution' Utilization of factorized matrix is 'another aspectof
the,aforementionedr m
Algorithm 6.L: Non-Inferior Solution by the e-Constraint Method
l . Read data, namely cost coefficients,emission:coefficients
and B-coefficients,Err conver-
gencetolerance)and ITMAX (maximum allowed iterations),NG (number generr
of ) and
K (minimum number of non-inferiorsolutionsrequiredfor the objective
' as const nt), etc.
2. Fix e2 such that Fft" ( Ez . F{u*.
3. Set iteration'for non-inferiorsolutions,k,=, L , : : :
4. Incrementcountofnon-inferiorso[utions,k=k+|.
5. If (k > ^K) GOTO Step 18.
 Power System OPtimization

6. computethe initialvaluesof 4Q = 1,2, "'' NG) andp'

7. Assumethat no generatorhasbeenfixed eitherat lower limit or at uPperlimit.
8. Set iterationcounter,IT = 1.
9. CompureHessianand Jacobianmatrix elementsusing Eqs.(6.15a)to (6.15c)' v.
Deactivaterow and column of Hessianmatrix and row of Jacobianmatrix rep ine the
generatorwhose generationis fixed eittrer at lower limit or at upPer limit. This done so
that fixed generatorscannot participatein allocation.
10. Gauss elimination method is employed in which triangularizationand back tution
processesare performedto find, LF, (f = 1, 2, ..., R), LL'12,Llt.Here R is the mber of
generatorsthat can participate in allocation.

R R
+ ( tr)z
tol )z+ (LJ"rz)z + (Y)'p)z+ (Yi'
f, tvr-.)z
I i=l
i=l )='"-[
then GOTO Step 14.
12. Modify control variables,

P-new= Fi + Af; (r = 1,2, ',', R)

Lrl"n = Lrz+ Llv12

!F* = p+ Lp
13. Update iteration counter,IT = IT + 1,
Aisign new values to old variablesto continue the process'

Pr, = P;"* (i = I ,2, .-.,R)

Ltz=LrTn and P=Fn'n

GOTO Step 9 and rePeat.

t4. Check the limits of generatot'sand fix up as following:

If F, .F,^'n then Fi = flmin

If |rF,^u then 1 = 4'o

If no more violations of limits are there ttren GOTO Step 16'

r 5 .GOTO Step 8.
1 6 . Check the condition is satisfied
[vtz(Fz(P)- e) = 0.0; )qz > 0'0,

If 'yes'then GOTO SteP17.

else modify e2 and GOTO SteP5.
1 7 . Record it as non-inferior solutions,computevalues of all objectivesand ion loss
and modify t2 for the next non-inferior solution 4qd GOTO Step 4
1 8 . Stop.
 stochastic Multiobjective Generation scheduli

6.2.3 Applicationof the Method

Two sample systemsare taken up to illustrate the method to evaluatethe possible onomic
significancewith respectto risk.
Case lz In this case, a three generatorsample system is selected.The expected erator
characteristicsare given in Thble 6.1. The expectedB-coefficientsof fansmission loss fo ula are
presentedin Thble 6.2. In addition, the following coeffrcientsof variation of random var bles are
assumed.
cn = o'l ( l = 1 ,2 , 3 )

Thble 6.1 Expectedgenerationcharacteristics

4i bi C;
4'* Pi'tn
($/Ivtw2tr1 ($/MWh) ($rn1 (Mw) MW)
I 0.010 2.00 10.0 200.0 10.0
2 0.0r2 1.50 10.0 200.0 10.0
3 0.004 1.80 20.0 200.0 10.0

Thble 6.2 Expected B-coefficients

J J
I I 0.0w2725 I 2 5l
2 2 0.0003090 1 3 679
3 3 0.0032295 2 3 65

Using this data, the resulting expected generation schedules with expected cost and risk
in Thble 6.4 for various values of e. The deterministic results are shown in Table6.3 (C
j = I, 2 , 3 ) .

Thble 6.3 Deterministicresults

Sn PD Fl Pr P2 P3
no. (Mw) ($/tr) (Mw) (MV/) (Mw)
I 140.0 361.263 46.146 54.78r .182
2 180.0 484.010 64.417 68.727 1
220.0 621.695
?'

J 83.441 83.200 .4TI

The percentagedeviation in the cost for different schedulescorrespondingto risk i shown

in Figure 6.2 for different expecteddemands.In representation,€z is interpretedas risk, ich is
proportionalto the expectedpower demand(ez= dPD, where g is a risk factor).The curve ndicates
an increase in the percentage deviation of cost of operation for different levels of ri k. The
operatorhas a'choice to selectthe risk factor from the curve.
Case 2: A large systemconsistingof eight generatorsis selectedfor this case.The d for the
Ioss formula coefficientsas well as the expectedincrementalproduction cost coefficie ts of a
396 Power System Optimization

Thble 6.4 Expected non-inferior generationschedules

Sr n
($rn;
F2 FL
(Mw)
Pr
(Mw) (Mw)
P2 F3
(Mw)
no. (MW2)

Fo = 140MW
I 362.2143 7t.4W 5.7648r 47.982 53.900 43.960
2 362.2M0 71.428 5.79242 47.835 53.975 M.060
3 362.1948 71.456 5.81940 47.692 54.048 M.158
4 362.1868 71.484 5.84578 47.554 54.r18 44.252
5 362.1797 71.512 5.87163 47.419 54.r87 M.345
6 362.1736 71.540 5.89695 47.287 54.253 M.436
7 362.1684 7r . 5 6 8 5.92182 47.t59 54.318 M.524
8 362.t64r 71.596 5.94625 47.034 54.381 M.611
9 362.1604 71.624 5.97028 46.9tr 54.443 44.696
10 362.1575 71.652 5.99390 46.791 54.503 M.780

PD= 180MW
11 485.8152 119.880 8.35676 67.572 67.980 52.921
12 485.7668 119.916 8.4331 67.297 68.054 53.210
l3 485.727r 1r9.952 8.52199 67.05r 68.120 s3.470
l4 485.6942 119.988 8.59468 66.821 68.178 53.709
15 485,6663 120,024 8.66279 66.619 68.232 53932
t6 485.e27 120.060 8.72711 66,425 68.282 54.141
t7 485.6222 120.096 8.78810 66.238 68.335 54.337
18 485.6051 r20.r32 8.84665 66.066 68.377 54.526
t9 485.5905 120.168 8.90289 65.902 68.4r8 54.706
20 485.5782 t20.204 8.95712 65.745 68.456 54.879

PD = 220 MW

2l 624.3509 182.600 11.78805 85.728 83.587 62.642

't82.644 11.90598 85.524 83.556 62.996
22. 624.2985,
23 624.2559 182.688 12.01322 85.342 &3.526 63.316
24 624.2204 182.732 12.1t263 85.175 83.499 63.610
25 624.1908, t8-L776 12,20563 85.021 83.474 63.884
26 624.1658 r82.820 72.29350 84.877 83.450 64.t41
27 624.1448 r82.864 t2.37712 84.741 83.427 64.384
28 624.t272 182.908 12.45700 84.6t7 83.405 64.616
29 624.t125 182.952 12.53376 84.489 83.384 64.837
30 624.0999 r82.996 12.60826 84.368 83:367 65.050

-
 Stochastic Multiobjective Generation

0.45

I
v)
0.4

o
C)
0.35

q) 0.3
\e

0.25

0.2
0.51 0.51060.51120.5il8 0.66640.667 0.68760.83020.8308
0.8314
d +

--*- 1 4 0M W --*-- - - . . * . . . 220MW

1 8 0M W
Figure6.2 Percentage deviation in cost vs. a.

system are given in Tables6.5 and 6.6 respectively.

The valuesof coefficient of ariation are
given below:
Cp = 0.1 ( i = 1, 2 , . . . ,8 ) .

Thble 6.5 Transmissionloss formula coefficients(8,7x 102)

J Bij j Bij j Bii

I I 0.07863 2 3 0.04624 5 6 0.01224
2 2 o.oe6gs 2 4 0.01246 5 7 0.0072r
3 3 0.09163 2 5 -0.01218 5 8 0.00378
4 4 0.02646 2 6 - 0.01810 6 7 0.02166
5 5 0.02311 2 7 -0.01750 6 8 0.01682
6 6 0.03723 2 8 -0.0r754 7 8 0.05768
7 7 0.06285 3 4 0.01242
8 8 0.12010 3 5 -0.01198
I 2 -0.00999 3 6 -0:02204
I 3 -0.01402 3 7 -0.02530
I 4 -0.00695 3 8 -0.02841
1 5 -0.01136 4 5 0.00179
I 6 -0.02076 4 6 -0.00707
I 7 -0.02892 4 7 - 0.00876
I 8 -o.03292 4 8 -0.00992
 Thble 6.6 Expectedgenerationcharacteristics

bi fi.max p.mm
($/Mwh) (Mw) (Mw)
I 0.004100 1.280 200.0 50.0
2 0.002200 0.795 210.0 210.0
3 0.000950 1.809 200.0 10.0
4 0.002145 0.657 400.0 150.0
5 0.001110 0.889 310.0 310.0
6 0.006000 0.300 200.0 100.0
7 0.010400 0.635 100.0 50.0
8 0.006350 0.572 150.0 50.0

The deterministic generationschedulesobtained are given in Table 6.7 for various demands.
Generators2 and 5 remain at their maximum loads of 210 MW and 310 MW respectivel; and are
not included.The expectedcost and risk with expectedtransmissionlossesfor vari expected
demandsare presentedin Table 6.8 which are in the non-inferior set. The correspondin expected
generationschedulesare given in Table 6.9 for various valuesof t.

Thble 6.7 Deterministicresults

F D n F r F 3 P 4 F 6 P 7 P8
(Mw) ($nr) (Mw) (Mw) (Mw) (Mw) (Mw) (Mw)
t240 1731.691 137j99 61.047 272.756 145.826 65.254 01.165
1320 1909.131 153.874 84.645 292.947 157.232 71.308 w.476
1400 2w1.048 170.938 107.708 313.463 169.036 77.534 r7.916

Thble 6.8(a) Expectedcost, risk and transmissionloss when PD = 1240

Sr Fl F2
no. ($n1 (MW2)
I 175r.636 2554.OO .87011
2 1751.4M 2555.4 .89693
3 175r.175 2556.88 .9238r
4 1750.951 2558.32 .95073
5 1750.731 2559.76 .97770
6 1750.51,4 256t.20 .00471
7 1750.302 2562.64 .03177
8 1750.093 2564.08 05887
9 1749.887 2565.52 .08601
t0 1749.685 2566.96 .11319
 Stochastic Multiobjective Generation Sche

Table 6.8(b) Expectedcost, risk and transmissionloss when FD = l32o

Sr Fr F2 FL
no. ($n; (MWz) (Mw)
1 1993.124 2682.000 64J5024
2 1990.328 2683.600 64.30595
3 1987.785 2685.200 64.27084
4 1935/48 2686.800 64.24320
5 hBst.zso 2688.400 .22176
6 t98r.271 2690.000 .20558
7 r975.903 2694.822 .17964
8 r974.342 2696.400 .1803
I

Thble 6.8(c) Expectedcost, risk and transmissionloss when FD = 1400 M

Sr Fl FL
no. ($rn; (Mw)
I 2195.333 2950.80 .79;334
2 2191.831 2952.56 72950
3 2188.678 2954.32 .67876
4 2185.806 2956.08 .63847
5 2183.t64 2957.84 70
6 2180.7t4 2959.60 .58204
7 2r78.429 2961.36 .56348
8 2174.271 296/..88 54130
9 2r72.365 2966.64 36lt6

Thble 6.9(a) Expected generationschedulescorrespondingto the results given in le 6.8(a)

.Sr Pr P3 P4 P6 P7 P8
no. (Mw) (Mw) (Mw) (Mrv) (Mw) (Mw)
1 145.r28 91.628 218.9t2 145.615 74.500 105.194
) 145.035 9r.354 219.479 145.624 74.368 r05.rM
3 1M.943 91.079 220.U4 145.633 74.237 105.094
4 t44.852 90.806 220.604 r45.641 74.t09 105.045
5 144.7
62 90.s34 221.t62 r45.U9 73.981 lM.996
6 rM.672 90.262 221.717 t45.656 73.856 lM.948
7 rM.583 89.991 222.268 r45.664 73.732 1M.900
8 144.494 89.72r 222.8r6 t45.671 73.609 t04.852
9 t44.407 89.452 223.362 145.678 73.489 104.805
t0 tM.320 8 9 . 81 3 223.904 r45.684 73.369 ro+.758
 Power System Optimization

Thble 6.9(b) Expected generationschedulescorrespondingtb the results given in .8(b)

Sr Pl P3 P4 P6 P7
no. (MW) (Mw) (Mw) (Mw) (Mw)
1 r75.r89 132.842 166.741 154.820 114.548 l 2 .527
2 174.948 r32.543 168.513 155:099 113.140 l 2 .378
3 t74.7t3 132.248 170.190 155.348 11r.853 t 2 .232
4 174.483 131.955 t7t.787 t55.572 11,0.667 1 2 .089
5 174.258 131.665 173.318 15s.775 109.566 1 .949
6 t74.037 131.376 174.792 155.961 108.537 1 .8t2
7 173.395 130.503 r78.96r 156.425 105.798 I .40t
8 173.186 r30.234 180.233 r3o.sos r0/.982 I .283

Thble 6.9(c) Expected generationschedulescorrespondingto the results given in Table 8(c)

Sr Pr P3 P4 P6 P7
no. (Mw) (Mw) (Mw) (Mw) (Mw)
194.355 r48.276 r9t.225 169.693 127.r85 1 3 .552
1 9 4 . 1I I r48.103 183.135 169.944 125.534 l 3 .393
193.873 147.927 t84.929 170.t63 124.039 l 3 .237
t93.639 r47.748 186.629 170.357 122.668 l 3 .085
193.410 r47.566 t88.252 t70.529 121.400 I .93s
193.184 147.383 189.809 170.683 t20.2r9 I .787
192.962 147.197 191:310 170.822 119.113 I .642
192.526 146.820 194.167 1,7t.O62 117.088 I .357
192.3t2 146.629 1,95.534 t7t.t67 t l:6.t55 I .2t8

The percenmgedeviation in the cost for different schedules,correspondingto risk, is sho

Figures6.3 and 6.4 for different expecteddemandswhere risk e is proportionalto expected
demand.The curve indicates an increasein the percentagedeviation of cost'of operati
different levels of risk. The operator(DM) has a choice to take risk for minimum ex
and for this minimum risk he has to pay more.

OPTIMALTHERMALPOWER
STOCHASTIC
6.3 MULTIOBJECTIVE
DISPATCH-THESURROGATEWORTHTRADE-OFFMETHOD
In this section,the effect of uncertainsystemparametersis incorporated,explicitly in the
multiobjective power dispatch. Multiobjective problem is stated b$ considering (i) the ex
operatingcost, (ii) the expectedminimum NO, emission,(iii) the expectedtransmissionI , and
(iv) the expected dertiations becauseof the unsatisfied demand. The surrogate worth tr ff
techniqueis discussedto find the compromisedsolution.
 Stochastic Multiob.jective Generation Scheduling

4.5

t 3.5
I
g 3
o

Er.t
' E z
GI

T,
s
1.5

0.5
1.6 t.602 1.604 1.606 1.608 1.61 t.6r2 t.6t4 1.6t6 1.618
d, -+

{- 1240MW - -A- - t320MW

Figure 6.3 Percentagedeviationin cost vs. a.

4.6
A
II

8
o
4.t
.E
tr
o
. 9 4
'oq)
Bq

3.7

r.762 t.764 1366 t,768 1.77 t.772 1.776 t.778

d €

# 1400MW
Figure 6.4 Percentage deviation in cost vs. q,.

6.3.i MultiobjectiveoptimizationProblemFormulation
The multiobjective optimization problem is viewed as a stochasticmultiobjective optimization
problem by consideringthe systempower demand,cost coefficients,NO, emission coefficients
 Power System Optimization

and B-coefficientsas normally distributed,and also as statisticallyindependentrandom variables.

The random generatorpower output P, [Parti et al., 1983] manipulatesany possibledeviationsin
the above-mentionedparametersand in load demand from their expectedvalues. The stochastic
model of operating cost has been defined in Eq. (6.2). The stochasticNq emission model is
describedas under:
The emission curve can be directly related to the cost curve through the emission rate per
Mkcal, which is a constantfactor for a given type of fuel. Therefore,the amountof NO, emission
is given as a function of the generatoroutput P; which is quadratic[Nanda et al., 1988]. i.e.
NG
Fz= ( d , P , tze , P , + f i ) (6.17)
i=l

where dt, er, nd fi are emission coefficients.

As mentionedabove,emissioncoefficientsare realizedas independentrandom variables
becauseof measuringor estimationerror.Moreover,power generationlevel is random,since load
is random.By taking expectationsof emissionEq. (6.17),the expectedNO, emissioncomesout as
NG
F2 = ld,F,'+v,fl + Ii +V,var(4)l (6.18a)
i=l

NG
F2 = r(1+4) a,1'*a,F,+j,1 (6.18b)
i=l

where di, Vi, and fi are expectedemissioncoefficients.

The stochasticmodel of transmissionlossgshas beendefinedin Eq. (6.8a)and is considered
as anotherobjective 4 to be minimized.
To ensurea real power balance,an equality constraintis stated as
NG
P;-Pp=Q (6.1e)
i=l

where PD is the expectedload demand.

The inequality constraintsimposed on generatoroutput are
'
s P-.g P--max
P--min (i = 1,2,..., NG) (6.20)

where 4min and 4t"* are expectedlower and upper limits of generatoroutputs, respectively.
Since generatoroutputs Pi are norrnally distributedindependentrandom variables,so the
expecteddeviations are proportional to the expectationof the square of the unsatisfiedload
demand.These expecteddeviations are consideredas another objective to be minimized and the
objective is given as

F4 (6.2r)
 Stochastic Multiobjective Generation Scheduling

This on simplification reducesto

var(4 )

or
NC
Fq= Z c'oF,' (6.22)
i=l

AggregatingEqs. (6.4), (6.18), (6.8), and (6.22), the deterministicequivalentof stochasticmulti-

objective optimizationprobleln is defined as

Minimize [4,Fr,\,Fflr (6.23a)

NG
st
subject to (6.23b)
LP,-Po=0
f=l

p-. p--max (i = l ,2, ..., NG) (6.23c)

f,mrnS E
where 4 and 4 are expectedcost and transmissionlossesrespectively(see Seetion6.2.1).
F1,F2, F3, and F4 are the expectedvaluesof objectivefunctionsto be minimized over the set of
admissibledecisionvector Pi.

6.3.2 SolutionProcedure
To generatenon-inferior solutions to a multiobjective optimization problem, ffre e-constraint
method is utilized [Haimes, 1977].The t-constraintapproachreplacesthree objective functionsto
consffaintsas given below.

Minimize Fr 6.Zaa)
subject to F,3e, ( / = 2 , 3 ,. . . 4, ) (6.24b)
NG
FT

L P , - P D- 0 (6.24c)
f=l

Emins P-.5 4max (i = I ,2, ...,NG) (6.24d)

where €; is the maximum tolerable objective level for the 7th objective.

Generationof non-inferiorsolutions I

Form the generalizedLagrangian L to the systemrespresentedby

q ( N c
L = 11+ \ I'ri(F,- ej) + trlt; - I (6.2s)
j=z \ i=l

whereLv U = 2,3,4) and p aregeneralized Lagrangian multipliers.The subscript17denotes that

with the jth constraint,wherethe prime objectivefunction
i, is the Lagrangemultiplierassociated
isE
 Power System Optimization

The necessaryconditions to obtain solution are given as

(6.26a)

AL FJ ; - t ;J = 0 (j=2,3,4) (6.26b)
dhtj

N
AL \-r
PD-LP,-o (6.26c)
=--
dl,L
i=l

where

a4 = 2(r+ cf;,)aiFi
+ ui (6.26d)
dP,

oFz +v, (6.26e)

2(t+ CzflV,F,
dP,
NG
= ze+czpE,,P;
+ ) LBUPj * Bio (6.26f)
# j=l
j*i

9 5 =2C2nFt (6.269)
dP,
The Newton-Raphsonmethodcan be appliedto solve the abovenonlinearequations.To implement
the Newton-Raphsonrnethodthe following equationis solved iteratively.

(6.21)

Algorith m 6.22 Non-Inferior Solutionsby the e-Constraint Method

l. Read data, namely cost coefficients,emissioncoeffrcientsand B-coefficients,Err (Conver-
gence tolerance)and ITMAX (maximum allowed iterations), M (number of objectives),
NC (nu*ber of generators) and K (minimum numberof non-inferiorsolutionsrequiredfor
the objective as constraint),etc.
2., Set objectiveindex 7 = 1.
'3. If ( j > IA then GOTO SteP20.
else incrementthe objectiveindex, i = i + 1'
4. Fix e; suchthat F;min< ej. {''* (i = 2, 3, 4).
, i 5. Set iterationfor non-inferiorsolutions,k = O'
6. Incrementthe count of non-inferiorsolutions,k= k + l.
 Stochastic Multiobjective Generation Scheduling 40s
7. If (ft > ,(') GCXI0Step3.
8. Computeinitial valuesof 1 (i = I , ?, ..., NG) andp.
9. Assumethat no generatorhasbeenfixed eitherat lower limit or at upperlimit.
10. Set iteration counter,IT = l.
11. Compute Hessianand Jacobianmatrix elementsusing Eqs. (6.26) and,(6.27), respectively.
Deactivaterow and column of Hessianmatrix and row of Jacobianmatrix representingthe
generatorwhose generationis fixed either at lower limit or at upper limit. This is done so
that fixed generatorscannot participatein allocation.
12. Gauss elimination method is employed in which triangularization and back substitution
processes areperformedto find tF, 1i = 1,2,..., R), 6Lri (/ = 2,3,4), and Ap. HereR is the
numbopof generatorswhich can participatein allocation.

R 4
13. Check either
I ro",lt * I (aLr)z+ (Ltt)z
i=l j=2

if convergencecondition is 'yes' then GOTO Step

14. Modify control variables,

f,new= 4+44 ( i = I , 2 , . . . ,R )
L#'"-)W+L,hry ( / = 2 , 3 , 4 )
[tn* = pt+ L,yt
15. Update the iteration counter,IT = IT + l.
Assign new values to old value variables

Pi = Pin"*(r = I , 2, ..., R)
Lu=Lfr"nand p-Ix**
GOTO Step I I and repeat.
16. check the limits of generatorsand fix up as following

If
4.4minthen 4=4min
If 4 , Pr** ,h"n Pi = P,**

If no more violations then GOTO Step 18.

17. GOTO Step 10.
18. Check the condition is satisfied

Lri [Fi (P) - e;l = 0.0; Alj > 0.0

If 'yes' then GOTO Step 19.
else modify ei and GOTO Step 7.
19. Record it as non-inferior solutions,computevalues of all objectivesand transmissionloss,
and modify €7 for the next nbn-inferior solution and GOTO Step 6.
20. Stop.
 Power System OPtirnizatiott

6.3.3 SurrogateWorth Trade'off Algorithm

are in conflict' The
The SurrogateWorth Trade-off (SWT) analysisis most useful when objectives
A
trade-off analysiscan then be conductedbetween the cost and each of the other objectives'
for the
stepwiseprocedurecorrespondingto an algorithm outlined by Haimes and Hall U9741,
problem is given below.
l. Find the minimum and maximum values for each of the rnultiple-objectivesseparately,
i.e. 4.*,n and {'u* (,1 = l, 2,3, 4).This is carriedout by performingeconomicand
minimum emissiondispatchseparatoly.
Z. Generation of trade-off function: Optimal solutionto problemof Eq. (6.25) must satisfy
Kuhn Tucker conditions.The main condition is

hrilFi- Ejl = 0; )'u >- 0; (i = 2,3, 4) (6.28)

The systemgiven by Eq. (6.25) is solvedfor K valuesof €2,say, e1,,.. ., where elo and
.8f,,
Ff
ef; are held at some level sr9.S"t initial values of e; such that e; > ry" and er'<
= et & - 1,
only those values of 2!rz> 0, which correspondto the active constraint F!
Z, ..., K) are consideredsince they belong to the non-inferior solution. Similarly the trade-
=
off function 213is generated,where Eq. (6.25) is solved for K' different valuesof ef (k
is generated.Regressionanalysisis
1,2, ..., K'), wittr fixed level ef and e!. Simil*!, .1,1a
performedto yield the trade-off functions hnlFzl, hy,IQl and )'slFal.
3. Generation of SWT function: SWT function assignsa scalar value (on an ordinal scale)
to any given non-inferior solution. One way of specifying non-inferior solution is by
trade-off functions.Moreover, there is close.relationshipbetweenthe SWT function 1V1.1 and
the partial derivativesof the utility functions. In multiobjectiveanalysis,it is assumed
implicitly that the DM maximizeshis utility which is a monotonic decreasingfunction
of the objectivefunctions.Given a decisionvector F and the associatedconsequencesFi,
the utility is given by
( J= [ J [ 4 , F r , F, F o ] (6.2e)

By linearizing the utility function for a small changein 4, ,h" following can be obtained
[Haimes,19771.

(6.30)

The SWT function Wry is a monotonic function of Uy, with the property that WU = 0
<-> UU = 0 and is written as
1VU= hi Uti (i = 2, 3, 4) (6.31)

where hi is some monogonicincreasingfunction of its argument,with a range of -10 to

+10 and with the property that hj(O)= 0-
Then
4. Find functionslyri(,1.1)for (j =-2,3,4) by regressionanalysisor by interpolation.
the values .l.y = i; is chosenwhere Wv (h0 = (
0 i = 2, 3, 4).

-'id
 Stochaltic Multiobjective Gencration Scheduling ili l
5. The optimalset of decisionvectoris found by solvingthe following problem.

l--3 I
Minimize 632a)
la.Idr4 l
L i = 2 J
NC
subject to
In-Fp=o
i=l
(6.32b)

sF, s P--max (i = I ,2, ...,NG)

P--min (6.32c)
Form the generalizedLagrangian L to the systemof Eq. (6.32)

L(1,F)- r,+f" ,r,r,* t (rr- X tl (6.33)

j=2 \ i=l )

where p is generalizedLagrangian multipliers.

The first-order derivative necessaryoptimal conditions to obtatn solution are given as

L
5F
=- 4 * $ ^ . & - ( r =l ' 2 " "N' G ) (6.34a)
tr. htrifr-F=Q
a =
=ruL FD-I
; N q =o (6.34b)
d=l

The Newton-Raphsonmethod can be applied to solve the above equaiions.To implernent

the Newton-Raphson method, the following equation is solved iteratively. '

=[-;;]
l1rrI';J[il] (6.35)

Hdssianmatrix elementscan be obtainedfrom aboveequationsby differentiatingwith

respectto to controlvariables,one by one.

=
#=#.L^"# ll ' ' 2
" '
N G) (6.36a)

dzt g
\( ie= -1 , z , : . . , N Gj *; i ; j = t , 2 , . . . , N G ) (6.36b)
W=*n@
azt azt (r=1'2""'NG) (6.36c)
ffi=ffi=-l
,'L^= o (6.36d)
dp'
,fOS- Power SYstem

Utllity functlon
generalutility function for a given DM that can predict
Here, it is assumedthat there exists a very
utility function be defined for each objective function
his behaviour and interest. Let the DM's
function F, to the other objective functions' So,
dependingon the importance of the objective
.rotaror overau utility function is defined as [osyczka and Davies, 1984].
1
rr= t k!F, (6-37)
Maximize L'-
t1-t
' L

t=1

to the
The solution vector P is then found bY maximizing the total utilitY subjected
technology constantsas defined below.
NG
tL P,-Pp=o (6.38)
i=l

P,*" sF,3 4'ou* (i = 1,2, ...,NG) (6.3e)

Further define

(6.a0a)

such that
4

I o; = t; ki>o
(6.40b)
i=l
the aboveoptimiza-
The DM gives the weight w;on the attributebetween(0,99). The solutionof
tion probiem can be obtained as explainedin Section 5'4'4'

6.3.4' SamPleSYstemStudY
its applicability' The'
The method is applied to a six-generatorsample system to demonstrate
expected fuel cost characteristics($ltrl undertakenfor study are as:

Ftt = 0.00542 + 2.0P1 + 100'0

4z = 0.010F22+ 2'0F2 + 200'0

4t = 0.020F: + 2'0F3 + 300'0

Frq= 0.003F42+ 1'95Fq + 80'0

Frs = 0.015Fj2 + t.asP5 + 100'0

\o = 0.010F62+ 0.95P6 + 120.0

 Stochastic., Multiobjective @neration Scheduling

lhe expectedNO, emission (kg/h) characteristicsare:

fr, = 0.000657242 - 0.05497Pl + 4 . 1 1 1

Fzz= 0'00059L6F: - 0.0ss8o 4 + 2.593
Fzt = 0.0004906F: - o.0s0l4P3+ 4.268 '
Fro = 0'0003780F: - 0.03150P4 + 5.526
Fx = 0'0004906F: - 0.05014
4 + 4.268
Fru = 0'00057BF: - o.oss48
4 + 6.132
The expectedB-coefficientsare given in Table 6-10'

Table 6.10 Expected transmissionloss coefficients

0.000200 0.0000r0 0.000015 0.000005 0.000030

0.000010 0.000300 -0.000020 0.000001 0.000010
0.000015 -0.000020 0.000100 0.000010 0.000008
0.000005 0.000001 0.000010 0.000150 0.0000s0
0.000000 0.000012 0.000010 0.000006 0.000020
0.000010 0.000008 0.000050 0.000210
0.000030

at
Table 6.1I shows the conflicting objectives, trade-off functions, utility and SWT function
eabh non-inferior set is shown in
each non-inferior set. The decision vector P; correspondingto

Table 6.ll Expectedcost, emission,risk and transmissionloss along with utility and SWT
function, when demand is 200 MW

Sr. Fl F2 F3 F4 )"t, Wn
no. ($/h; (ke/h) (Mw) (MW2) ($/kg;
74.2663 37r.5998 542.1307 -5
I 1306.917 20.6380 r.9145
1305.927 20.&34 1.9096 73.9515 395.297r 54r.6717 4
2
1304.951 20.6559 1.9071 73.7545 429.8842 541.V+39 4
3
4 1303.951 20.6776 r.9076 73.7r25 no.ss21 540.8398 4
73.9955 500.6307 540.4&5 :7
5 1302.847 20.7r8r 1.9140
74.1388 5W.7724 540.0906 :7
6 1301.824 20.7492 1.9r78
74.0979 500.6307 539.6841 :7
7 1300.818 20.7684 1.9187
1299.788 20.7950 r.9219 74.1986 473.6248 539.2983 4
8
74.1169 415.0005 538.9263 -5
I 1298.892 20.8104 t.9215
20.8202 r.9207 73.935r 328.1359 538.5624 4
10 1298.068
73.8146 22r.8559 538.z;07 -3
ll 1297.315 20.8361 t.922r
73,8709 99.3539 s38.0527 -l
t2 1296.801 20.8&9 1.9263
(Contd.)
410 Power System Optimizntion

Table 6.ll (Contd.)

Sr.
no.
n
($/h1
F2
(ke/h)
F3
(Mw)
n
(MW2)
LB
($nt{w1
wn

I r306.095 20.9202 2.2559 85.5850 ffig.577r 544.1902 -9

2 r305.819 20.9517 2.2899 86.1714 599.0720 544.zrm -'9
3 r305.374 21.0r80 2.3305 87.2824 5r9.2t02 5M.2756 +
4 r3M.7ffi 2t.t077 2.376/, 88.7415 428.t452 5U.3491 -7
5 1303.9U 21.2t35 2.4269 90.4506 325.0275 544.4036 4
6 1303.23r 2r.3202 2.4790 92.r787 207.9039 544.4880 -3
7 r302.859 2t.42t0 2.53t5 93.8470 76.r176 5M.7037 4

F1 Fz F3 F4 )qt Wro
($/h1 Csft) (Mw) (MW2) ($A{w1
I t287.16r 2r.6ffi3 2.&Or 88.7065 27.O5r7 537.4r8r 90
2 1286.748 2t.6ffi 2.4000 88.8003 2r.7904 537.2714 50
3 t286.421 2r.6600 2.4000 88.9000 r8.0675 537.r605 3
4 t286.r56 2r.6ffi0 2.40m, 89.0000 15.2434 537.0745 2
5 1285.938 21.6600 2.40W 89.1000 t2.9794 $7.m71 I
6 t285.757 2r.6ffi0 2.4W 89.2000 r r.0854 536.9547 I
7 r285.607 2r.6ffi 2.4000 89.3000 9.M7r 536.9r47 0
8 r285.485 ?1.6600 2.4p/00 89.4000 7.9907 536.8859 0
9 1285.387 21.6600 2.4000 89.5000 6.6679 536.8669 0

Table 6.12. Iri this'case, the coefficientsof variations of cost, emission and B-coefficientsare
assumedlcfo.The scalar weights are 40.0, 2O.0,20.0 and 20.0 for cost, emission,and power lot;s
and risk objectives in sequence.
By regressionanalysis,the trade-off functions for 20O MW are representedas

trrr(F) = 5717.lgg+ 284.376Fr- 2ffi06F;

hrr(fi = -316.958 - rorz.2nFl

+ 27t9.367Ft
t ro(Fi -- 1550.06
- r7.228F4

with 0.5167,0.9998, and 0.9636 being standarddeviationsrespectively.

The Surrogateworth function as straight line is shown as
V/n()'n)= 0.3583- 0.01427
trrz
wn(\) - 0,1603- o.ors26Lrc
Wu()ru) = -3'8614 + 0'4278)'r4
^ +
with 0.9802,0.9701,and 0.9661 being standarddeviationsrespectively.The valuesof i.1i, Lri,
and ,1.1iare 25.10, 10.50, and 9.026, respectivelyas discussedin Step 3 of the algorithm. Ttre
 Stochastic Multiobjective Generation Scheduling 4tl

Thble 6.12 Generationschedulesfor demand200 MW correspondingto non-inferiorsolutions

Sr Pl Pz P3 P4 Ps P6
no. (Mw) (Mw) (Mw) (Mw) (Mw) (Mw)
I 18.202 28.223 35.16s 33.Mr 29.t02 55.267
J 18.599 28.1I7 35.050 3 5 .I 6 5 28.432 54.637
3 18.684 28.080 34.243 37.t03 27.990 53.900
4 18.458 28.073 33.313 39.318 27.781 53.057
5 17.918 28.O49 32.223 41.989 27.569 52.252
6 17.803 28.291 30.952 44.467 27.387 51.099
7 18.316 28.726 29.443 46.652 27.210 49.654
8 19.r49 29.088 27.750 48.885 26.953 48.174
9 20.870 29.488 25.949 50.623 26.512 46.558
10 23.612 29.855 24.W6 51.751 25.690 45.027
ll 27.294 29.855 21.944 52.352 24.977 43.579
12 3t.205 29.465 19.976 52.523 24.633 42.198

1 4s.895 33.262 26.579 4.368 27.924 61.971

2 47.782 34.575 24.333 3.313 29.4t4 60.583
a
J 49.836 34.931 22.r67 2.569 30.s59 s9.939
4 51.900 34.735 19.927 2.10r 31 . 5 0 3 59.834
5 53.734 34.199 17.548 1.958 32.270 60.292
6 5 5 r. 6 5 33.794 r4.994 2.090 33.023 60.934
7 56.232 33.862 12.276 2.332 33.882 61.416

1 44.092 12.349 6.573 43.918 3 1. 1 8 5 61.884

2 42.698 12.427 6.933 4 5 . 111 30.436 62.394
-
J 41.316 r2.597 7.122 46.274 29.966 62.724
4 39.997 t2.812 7.264 47.337 29.620 62.969
5 38.735 13.0s9 7.388 48.308 29.346 63.163
6 37.516 13.335 7.506 49.202 2 9 . 11 8 63.322
7 36.332 13.638 7.623 50.029 28.924 63.454
8 35.174 13.966 7.744 50.799 28.752 63.566
9 34.O35 r4.320 7.870 5r.5t7 28.596 63.663

optimal decisionvector P is shownin Table 6.14. Correspondingto the non-inferiorset,Tables'

6.13 and 6.14 depict the valuesof variousobjectivefunctionsat the expectedminimum cost,
expectedminimum emissionand maximumexpectedutility schedules.It may be noted that each
step involved in reductionof emissionof NO, becomesincreasinglyexpensive.
In the multiobjectiveframeworkit is realizedthat expectedcost and risk are conflicting
objectivesand are subjectto mutualinterface.The solutionset of the fOrmulatedproblemsis non-
inferior due to contradictionsamongobjectivestakpnand ha$'beehobtainedthroughthe s-constrained
4t2 Power System Optimization

Thble 6.13 Comparison of results

F2 Ft F4
FD FL
(Mw) ($/h) Cs/h) (M!U Ct"tW'l
Minimumcostdispatch
200.0 rzu.365 21.8230 2.4749 93.8997
400.0 1788.286 u.8757 8.7164 355.I 199
600.0 2386.325 37.0950 19j952 813.4999
Minimumemission disPatch
1318.079i 20.2491 t.7949 68.6702
200.0
1878.364 20.6196 6.8843 268.3033
400.0
600.0 2577.228 27.7313 15.3691 605.5116
Ma,rimumutility approach
200.0 r3w.79l 20.3M7 r.7755 6692t5
400.0 1856.690 20.9385 7.2144 268.r749
600.0 2575.991 28.2854 15.3633 600.4974

Table 6.14 Generationschedulescorrespondingto the results given in Table 6.13

PD PL P2 P3 P4 Fs P6

(Mw) (Mw) (Mw) (Mw) (Mw) (Mw) (Mw)

Minimum cost dispatch

14.216 7.108 55.719 27.810 66.716
200.0 28.431
75.490 37.745 18.873 13 4 . 1 5 0 43.497 90.245
400.0
122.549 6t.275 30.63,7 212.582 59.183 rr3.775
600.0
Minirhum emission disPatch
30.409 37.017 35.8r2 35.812 39.125
200.0 ,2r.824
56.052 65.505 70.164 66.409 70.t64 7r.704
400.0
93.992 1M.517 110.994 104.517 r0/..284
600.0 81.696
MaximumUtility
200.0 33.216 32.507 30.186 33.650 fr.zo+ 37.r77
66.707 69.890 56.570 65.79r 68.520 72..522
400.0
98.381 96.977 103.874 104.148 98.156 98.463
600.0

made it possible
technique.The novel formulation as a multiobjective optimization problem has
to quantitatively grasp trade-off relations among conflicting objectives.
The trade-off approachis effective only up to two objectives;as the number of objectives
SWT has
increases,the selectionof the best solution becomescumbersome.An interactivemethod
power dispatch
been applied ro identify the best compromised solution for multiobjective
problem, when conflicting objectives are more than two. The major characteristicshnd advantagen
maker's
of the SWT method are that the surrogate worth functions, which relate the decision
preferencesto the non,inferior solutions through the trade-off functions, are constructed in ttre
iunctional spaceand only then are transformedinto the decision space.
 Stochastic Multiobjective Generation Scheduling 413

OPTIMAL
STOCHASTIC
6.4 MULTIOBJECTIVE POWER
THERMAL
METHOD
DISPATCH_WEIGHTING
The economic dispatch problem was defined so as to determine the allocation of electricity
demand among the committed generatingunits to minimize the operating costs subject to physical
and technologicalconstraints.Most of the existing formulations of the economic dispatch are
solved as static deterministicoptimizationproblems.Actually, there are many inaccuraciesand
uncertaintiesin the input information which lead to deviationsfrom optimal operation and cause
an increasein the cost over the optimal value [Edwin and Machate, 1980]. As a result of the rise
in production costs due to uncertainfactors,the electric energy systemhas been representedas a
network characterizedby random variablesand investigatedby numerousresearchersat various
levels [Dopazo et al., 1975;Parti et al., 1983;and El-Hawaryand Mbamalu, 1991]. Although,
these approacheshave been successfulin applicationsinvolving stochasticeconomic dispatch,
but all the methods do not provide trade-off between economy and risk measuresdue to
uncertaintiesin systemproductioncost and random natureof demand.Typically, such conflicts
exist becauseno such feasiblesolution has been found which would minimize them all-
The pollution minimization problem has attracted a lot of attention due to the public
demandfor clean air. Thermal power stationsare major causesof atmosphericpollution, because
not
of high concentration of pollutants they cause. Since optimum economic dispatch is
environmentallythe best solution, many organrzations in their fight against air pollution have
come up with a new method,the so-calledminimum emission dispatch(MED). MED is used to
minimize the total stack emission(NOr) for the entire system,althoughthis may be controlled
either through post-combustioncleaningsystems(electrostaticprecipitators,stack gas scrubbers)
set
or automatically(controllingunit loading).MED rnay be obtainedby introducinga different
of generatorrepresentations into the economicdispatchproblem. The MED generatorequationfor
($fn)
each unit is a function of stack emission(NOr) versusmegawattoutput, insteadof input
versus megawatt output for the economicdispatch.

6.4.1 StochasticMultiobiectiveOptimizationProblemFormulation
units in
The objective function to be minimized is the total operatingcost for thermal generating
the system and a quadraticoperatingcost curve is assumed'
NG
F r =I ( a i P i 2+ b i P i * c ; ) (6.41)
i=1

where
a;, bi, and c; uto the cost coefficients
NG is the total number of generatingunits'
and load
A stochasticmodel of function F1, is formulated by consideringcost coefficients
be convertedinto
demand as random variables.By taking expectation,the stochasticmodel can
distributed and
its deterministicequivalent.The random variablesare assumedto be normally
function may be
statistically dependenton each other. The expectedvalue of operating cost
1987]' By (aking
obtainedthroughexpandingthe function using Taylor'sseries,aboutmean [Rao,
by
the expectationof the expandedform, the eipected operatingcost function is represented
NG
F =I (a;,
[(o,F,'+6iPi+ c, +d, var(4)+ cov(b,,4) + 2F, cov P;))
(6'42)
i=l
414 Power System OPtimization

where
Ai, bi, and Ei are expectedcost coefficients
P, is the expectedvalue of the ith generatoroutput.
In this study, varianceand covarianceare replacedby coefficientof variation (CV) and
correlationcoefficient(CC), respectively.In general,varianceand covarianceare defined as
var()Q= C'* X' (6.43)
cov(X,If- RxvCxCyXY (6.44)

where
Cy and Cy are the CV of random variablesX and I, respectively.
Rlgyis the CC of random variablesX and Y.
The value of CC is positive or negativedependingupon the sign of the covariance and itri
value lies between-1.0 and 1.0.
Using Eqs. (6.43) and (6.44),Eq. (6.42) can be rewritten in the simplified form as
NG
Fr = fft *C'n*ZRo,r,Co,Cn)o,F,'
+(1 + Ru,r,Cb,Cp)biFi+c;) (6.45)
I
i=l

For the fixed network configuration and random load demand, the equality constraint in the
classical dispatch problem is representedby the expected power balance equation stated as

NG
= Po+Pt (6.46"\
It-
i=l

where P, and FL are the expected load demand and the expected transmission loss, respectively.

Expectedtransmissionloss
The transmissionpower loss expressedthroughthe simplified well known loss formula expressiort
as a quadraticfunction of power generationsis given by [Kusic, 1986]:

NC NG
Pr= I I PiBuPj (6.47"1
i=l j=l

Power generations Pi are dependentrandom variables . Bil are also consideredas inaccuratt:
B-coefficients.The expectedtransmissionlossesusing Taylor'sseries are representedas
NG NG NG-I NG NG
FL= I > FiEuFj+)E,,vu(4)+
I I 28, cov(Pi,P)+ > 2\ cov(Pi,Bii)
i=l i=7 j=i+l i=l

NG NG
+> I 2F,cov(pi,Bu) (6.48)
i=l ,t=l
j#i
 Stochastic Multiobjective Generation Scheduling 415

On simplification, the above equationcan be rewritten as

NG NG NG
Fr= I ft * c7,+ 2Rrr.cncr,,lE,,F,'*
f lft * Rn,p,cncr,
+ 2R4Buc4gn)FiEuFj
6.49)
i=t i=l j;i

8,, *e expected B-coefficients

Rr,t,j are the correlation coefficients of random variables P; and BU
- U are the coefficients of variation of uncertain paramete, Bi
Cp..

Expected deviations
Since generatoroutputs P;s are treated as random variables,the expecteddeviations are propor-
tional tb the expectationof the squareof the unsatisfiedload demand.Theseexpecteddeviations
are consideredas the secondobjective to be minimized. The secondobjective function Fz is
representedas

NG
Fz= +Fr-I (6.s0)
i=l

which on simplificationreducesto
NG NG_I NG
Fz=Iur(4)+I \zcov(P,,Pj) (6.51a)
i=l i=l j=i+L

NG NG NG
F2 = Z r'oF,'
*> I Rnr,cncr,F,Fi (6.s1b)
i=l j=l i=l
j*i

The deterministicequivalentof multiobjectivestochasticoptimizationproblem is formulatedby

taking (a) the expectedoperating cost, and (b) the expectedrisk associatedwith the possible
deviationof the random variablesfrom their expectedvalues.Thesetwo different objectivesare to
be minirnized,while satisfyingthe expectedequality and inequality constraints.Mathematically:

Minimize [Fr,Fzf (6.52a)

NG
subjectto
I "_'= Fo+F, (6.s2b)
i=l

<Fi <fimax
P,min ( f = 1, 2 , . . . ,N G ) (6.52c)

where F, and Fz are the expectedvaluesof objectivefunctionsto be minimizedoverthe setof

admissible
Cecisionvariables,Pt
.
4t6 Power System Optimization

6.4.2 Solution Approach

To generatethe non-inferior solution of multiobjectiveoptimization problem, the weighting
method is used. In this methodthe problem is convertedinto a scalaroptimizationproblem as

Minimize (wfr + w2F2) (6.53a)

NG
subjectto
>i = l 1 = Fo+F, (6.s3b)

4minS 4 <4'* ( l = 1 , 2 , . . . ,N G ) (6.53c)

7
s ,
L*o=l,w?20
it= I

where lr1 &r€ the levels of the weighting coefficients.This approachyields meaningfulresult to
the decision maker when solved many times for different valuesof w1r,k = I,2. The valuesof
weighting coefficientsvary from 0 to l.
To solve the scalaroptimizationproblem (6.53), the Lagrangianfunction is defined as

(_ $q _)
L ( P i , , Ar)r=F r + * 2 F 2 * 2 l F r + P L -pI ,I f6.54)
\ i = l )

where 2 is Lagrangianmultiplier.
The necessaryconditions to minimize the unconstrainedLagrangianfunction are:

aF, ^(?6 \ =o (i=

=*,fr*wzfr-^[fr-tJ
aLaE
r,2,...,NG) (6.55a)
tr
NG
)r
= F ' + F L - I 1= o (6.s5b)
# i=1

The scalar optimization problem is solved using the Newton-Raphsonalgorithm. The size of the
formulated Hessian matrix is the same as that for the deterministicproblem, becausesingle
objective function is solved in both caseswith the same number of constraints.To implement the
Newton-Raphsonmethod,the following equationis solved iterativelytill no further improvement
in decision variablesis achieved.

=[-l;1
l1r^Y,:)[il] (6.s6i)

with respect
Hessianmatrix elementscan be obtainedfrom the above equations by differentiating
to control variables,one by one.

( i = 1 , 2 , . . .N
, G) (6.57ar)
 Stochastic Multiobjective Generation Scheduting 417

a2t dzF; ^ dzF,

anaPj
= r.:
- ::=
L I -:-

aPtaPj anaPj

:
dzt (6.57c)
anu"
azt (6.s7d)
fr
Algorithm 6.3: Non-Inferior Solutions by the Weighting Method
l. Read data, namely cost coefficients,emissioncoefficientsand B-coefficients,demand,Err
(convergencetolerance) and ITMAX (maximum allowed iterations), M (number of
objectives),NG (numberof generators)and K (numberof inferior solutions),etc.
2. Set iteration for non-inferiorsolutions,k = t.
3. Incrementcount of non-inferiorsolutions,k = k + l.
4. If (/<> Kl GOTO Step 17.
5. Feed or generateweights,w; [i = I ,2, ..., M (hereM = 2)]
6. Computethe initial valuesof P; (i = I ,2, ..., NG) and 1, by presumingthat Fr = 0. The
valuesof ,1.and 4 O = 1,2,..., NG) canbe computeddirectlyusingEqs.(3.10)and (3.9),
respectively.
7. Assume that no generatorhas been fixed either at lower limit or at upper limit.
8. Set iteration counter, IT = l.
9. Compute Hessian and Jacobianmatrix elementsusing Eqs.(3.56a) and (3.56e) and
Eqs. (3.57a) to Eq. (3.57d),respectively.Deactivaterow and column of Hessianmatrix
and row of Jacobianmatrix representingthe generatorwhose generationis fixed either at
lower limit or at upper limit. This is done so that fixed generatorscannot participatein
allocation.
10. Gauss elimination method is employed in which triangularizationand backsubstitution
processesare performedto find L4 (i = 1,2,..., R) and A,?".Here R is the number of
generatorsthat can participate in allocation.

I 1. Check either (Ln)' + (Lh)zSeor ffi *t.E (s

J
{}lal
'satisfied'then GOTO Step 14.
if convergenceconditionis
'yes', GOTO Step 14 (It meansthe procedureproceeds
Check IT > ITMAX, if condition is
without obtaining the required convergence).
12. Modify control variables,

4 n ' *= 1 * t E ( i= 1 , 2 , . . . , R )
2,re*=),+ LJ"

13. Update iterationcounter,IT = IT + l,

418 Power System Optimization

Update the old valueswith new values.

Pi = Pnew ( i - L , 2 , ..., R), X,= A,n'*and GOTO Step9 and repeat.

14. Check the limits of generatorsand fix up as following:

If F,.fl^'n then Fi = p--min

F,rF,*^* then pi = flmax

If no more violationsthen GOTO Step 16.

r 5 .GOTO Step8.
r6. Recordas non-inferiorsolution.Compute fog = l, 2, ..., lut) and transmissionloss and
GOTO Step 3 for anothernon-inferiorsolution.

6.4,3 DecisionMaking
Consideringthe imprecisenatureof the DM's judgement,it is naturalto assumethat the DM may
have fuzzy or imprecisegoals for each objectivefunction. The fuzzy sets are defined by equations
called membershipfunctions.Thesefunctionsrepresentthe degreeof membershipin certainfuzzy
setsusing valuesfrom 0 to 1 [Klir and Folger, 1993].The membershipvalue 0, indicatesincom-
patibility with the sets,while 1 denotesfull compatibility.By taking accountof the minimum and
maximum valuesof each objectivefunction togetherwith the rate of increaseof membership
satisfaction,the DM must determinemembershipfunction tt(F) in a subjectivemanner.Here it is
assumedthat p(4) is a strictly monotonicdecreasingand continuousfunction defined as

I ;4<4*"
ri
Fmax - r ir.l
. f , m i n <t lttri ,. < f l m a x
It(Ft) = .-p , . m a-x ; 4ttn (6.s8)
' t '' lm m

0 ;4>Pmax

The value of membershipfunction indicateshow much (in the scale from 0 to 1) a non-inferior
(non-dominated)solution has satisfiedthe Fi objective. The sum of the membershipfunction
values (tt(F) (l = ,1,2, ..., It[) for all the objectivescan be computedin order to measurethe
accomplishmentof each solution in satisfyingthe objectives.The accomplishmentof each non-
dominatedsolutioncan be ratedwith respectto all the K non-dominatedsolutionsby normalizing
its accomplishmentover the sum of the accomplishments of the K non-dominatedsolutionsas
follows [Thpiaand Murtagh, l99l]:

Ii=l
F(F)K
tt|= (6.se)
F(F)K

where M rs the total numberof objectives.

,_..J
 Stochastic Multiobjectivq Generation Scheduting 4le
The function IrB in Eq. (6.59) can be treatedas a membershipfunction for non-dominated
solutions in a fuzzy set and representedas fwzzy cardinal priority ranking of the non-dominated
solutions.The solution that attainsthe maximum membershipttt in the fuzzy set so obtainedcan
be chosenas the best solution or that having the highestcardinal priority ranking.

M a x { p * t k = 1 , 2 , . . . ,K l (6.60)

6.4.4 Resultsand Discussion

The proposedmethod is applied to a three-generator samplesystemin order to demonstrateits
applicability.Expectedgeneratorcharacteristicsare given in Table 6.16..ExpectedB-coefficients
of transmissionloss formula are presentedin Table6.15. In addition,the following valuesof CVs
and CCs of random variablesare assumed.

C o ,= 0 . t , C 6 , = 0 J , C n = 0 . 1 , C B , , =0.1 fl' =.1, 2, 3)

Rqp,= 1.0, R6,4= 1.0, Rn,r,,= ll.0 ( i= i , 2 , 3 )
R n r , = 1 . 0 , R n , B , ,1=. 0 , ( i = 1 , 2 ,3 ; i = 1 , 2 ,3 i i * i )

Thble 6.15 ExpectedB-coefficients

0.0000166 -0.0000102 -0.0000136

- 0.0000102 0.0000219 0.0000025
-0.0000136 0.0000025 0.0000168

Tkftle 6.16 Expected generationcharacteristics

Generator q. bi c; pmax
f,min
no. ($/IvIW2tr; ($/MWh) ($ltr; (Mw) (Mw)
I 0.012 6.51 135.33 105.0 30.0
2 0.005 5.627 261.19 225.0 50.0
3 0.006 5.506 264.63 250.0 70.0

The parameterstatisticsis known from past history. OtherwiseMonte Carlo simulation technique
is a useful tool in simulating the parameterstatistics.Analysis of variation in expectedcost seems
necessarybecauseof the existenceof covarianceof two random variablesin the problem formula-
tion. In the study, covarianceof bivariaterandom variablesis consideredpositive (increasing)or
negative(decreasing)pairwise. Covarianceof one pair of random variablesis consideredat a time,
whereasthe rest of the random variablesare consideredindependent(uncorrelated).All correlation
coefficientsare variedfrom:-1.0 to 1.0 in stepsof 0.5. Assumingboth the weightsw1 and w2 as 0.5,
the percentagerelative changesin Fi from deterministic FL with respectto Rqn, Ru,n,RrB- and
Rnr, (i # i) are shown in Figure 6.5 for the expecteddemandof 350 IvtW. It can be observedthat
(i) there is increasein the percentagerelative cost as Rnp, is changedfrom positive value to
negativevalue, and (ii) there is decreasein the percentagerelative cost as CC of rest of the
random variables are changed accordingly.
420 Power System Optimization

Minimum and maximum values of F1 and Fz

Minimum valuesof the objectives F1and F, *" obtainedby settingweights ln1 to 1.0 and wy to
0.0 and vice versa [Dhillon et al., lg93). Owing to the conflicting natureof the objectives,I will
have maximum value, when 4 ir minimurn. The respectiveminimum and maximum values of
objectivesthus obtained are given below when PD is 350 MW.
max
pimin= 3013.519($/h), F = 3063.917($fn;

4min- n3g.5g3 (Mw2), F{u* = 1267.589

(MW2)

8
(J
L

o
()
a)
O.
x
o
c l.)

'5
't
q.)
\J

6 R 1

-1 -0.5 0 0.5 1
Correlation coefficients
--# C a s e1 --l r-' C aseZ " ' {-" ' C ase3 -' + ' - C ase4

Figure 6.5 Peroentagedeviationin expectedfuel cost with respectto correlationcoefficients.

Over and above, an experienceddecision maker can adopt any other suitablemethod to selectthe
minimum and maximum values of the objectiveswithin which he is expectingthe compromisecl
solution, like minimizing and maximizing each objective function separatelysubject to tht:
required constraints.

of optimalpreferredsolution
Determination
Four different casesare consideredto realize the effect of covarianceof the random variablestcr
eachother (pairwise).
Case 1: In this case all random variablesare considereddependenton each other pairwise.By'
varying weights w1 (from 1.0 to 0.0) and w2 (from 0.0 to 1.0) with a regular decrementandl
incrementof 0.1 respectively,4 and Fz as computedfor non-inferior schedulesare shown inL
 StochasticMultiobiective Generation Scheduling 421

Table6.1:., when F, is 350 MW. Corresponding to the aboveschedules;the expectedgenerations

and expectedtransmissionlossesare shownin Table6.18, Thble 6,17 also showsthe membership
functions p(Fr)k and p(Fz)k of objectives Ft *d Fr, tttpectively, along with the normalized
membershipfunction pt Percentagerelative deviationsof FL and Fz from their respective
deterministicvalues with respectto weightsare shown in Figure 6.6. Best solutionsso obtained
from generatednon-inferiorsolutionsare given in Table 6.19 for expecteddemandsof 350, 400,
450, and 500 MW resPectivelY.

Table G,l7 Expectedcost and risk with their membershipfunctions (expecteddemandis

350 MW)

Sr W1 Fr p(n) It(Fz) PB
no. ($rn1
1 1.0 0.0 3013.519 1267.589 1.00000 0.00000 0.07702
2 0.9 0.1 3013.612 1265.897 0.99815 0.06044 0.08153
3 0.8 0.2 3013.963 1263.94r 0.99119 0.13030 0.08638
4 0.7 0.3 3014.734 t26t.658 0.97589 0.21185 0.09148
5 0.6 0.4 3016.204 1258.96r 0.94672 0.30818 0.09665
6 0.5 0.5 3018.876 1255.734 0.89371 0.42345 0.10145
7 0.4 0.6 3023.724 1251.824 0J975i 0.56312 0.1047e
8 0.3 o.7 3032.785 1247.033 o.61773 0.73425 0.10413
9 0.2 0.8 3050.861 1241.166 0.25906 0.94381 0.09264
10 0.1 0.9 3056.911 1239.891 0.13902 0.98936 0.08691
l1 0.0 1.0 3063.9r7 1,239.593 0.00000 1.00000 0.vlT02

Table 6.18 Expected generationschedulesand transmissionlosses (expecteddemandis

3s0Mw)
Sr W1 Pr F2 F3 FL
no. (Mw) (Mvr) (Mw) (Mw)
1 1.0 0.0 60.869 148.662 146.501 6.0322
2 0.9 0.1 62.952 146.829 t46.0r3 5.7944
3 0.8 0.2 65.424 14./.658 145.438 5.5195
4 0.7 0.3 68.407 142.042 |M.750 5.1982
5 0.6 0.4 72.079 138.828 t43.9ll 4.8r84
6 0.5 0.5 76.714 134.781 t42.868 4.3634
7 0.4 0.6 82.756 t29.523 t4r.532 3.8113
8 0.3 0.7 90.975 t22.4W t39.759 3.1335
9 0.2 0.8 r02.849 112.164 137.289 2.3018
t0 0.1 0.9 105.000 r05.215 141.906 2:I26s
ll 0.0 1.0 105.000 94.313 t52.766 2.0785
 Power SystemOPtimization.

x
'3, z
€
F
C!
v)
o
; r.s
C)
(.)
o
p
xo
. E 1
E
o
.E
€ o.s
bq

0
0.6 0.7 0.8 0.9
Weightageto cost
-f-- Cost --*-- Risk
Figure 6.5 Percentage deviations in expected cost and risk with respect to weight, w1.

Thbie 6.19 Comparisonof results of four cases

FD FL F2 FL PL P2 P3
(Mw) ($n; (MW2) (Mw) (Mw) (Mw) (Mw)
CaseI
350.0 3023.724 1,251.824 3.8113 82.756 t29.523 t4t.532
400.0 3412.855 1641.559 5.1616 93.337 150.823 161.001
450.0 3816.886 2084.501 6.5633 105.000 169.608 181.956
500.0 4232.638 2595.893 9.4991 105.000 187.694 2r6.805
CaseII
350.0 3022.618 125r.642 3.7855 82.r60 r29.996 141.630
400.0 3418.477 1635.635 4.4299 99.79r 145.026 159.6t3
450.0 38r5.815 2083.319 6.4339 105.000 t69.769 181.665
500.0 4230.941 2593.945 9.3079 105.000 187.889 216.419
CaseIII
350.0 2996.655 1251.488 3.7637 82.396 r29.705 r41.663
400.0 3380.846 1641.037 5.097r 92.917 151.043 161.138
450.0 3779.968 2083.282 6.4298 105.000 169:582 181.848
500.0 4189.928 2593.896 9.303r 105.000 r87.639 216.664
CaseIV
350.0 2996.306 436.72r 3.9232 82.219 t35.354 136.351
400.0 3379.355 577.308 5.4529 90.929 t57.r?L 157.403
450.0 3776.r31 739.849 7.3192 99.080 179.538 178.702
500.0 4186.835 929.535 9.7847 105.000 203.656 20t.128

-.-*{
 Stochastic Multiobjective Generation ^Sc

Case2: The resultsfor this caseare computedwith the consideration that

powergenerations areindependent of eachother(Rna, = 0; f =L,2,3, i = 1,2,
randomvariablesare dependenton eachother.With demands350, 400, 450
obtained'best' solutionsare givenin Table6.19.

Case 3: Cost coefficients and power generationsare consideredindependentto each othgr (Ro,h
= 0, Ru,n=0; f = 1,.2,3) along with the consideration that power generationsand B-coefficients
are also independent -
( Rntu 0; l = 1, 2,3, j = 1,2,3), whereasexpectedpower generations EIre
dependenton each other. 'Best' solutions for this case are given in Table 6.L9 for the same
demandsas in the case 2.

Case 4: All random variablesare independentof each other. In this case (R*n - 0, fa,4 = 0,
R n u ,=, 0 ; i = 1 , 2 , 3 , i = I , 2 , 3 ) a n d R n r ,= 0 ; i = 1 , 2 , 3 , i = L , 2 , 3 , i * i ) a r et a k e nT. h e
obtained 'best' solutionsare given along wiih the expectedschedulesand transmissionlossesin
Table 6.19 for various demandsunder consideration.It can be concluded from Figure 616 that a
decreasein the weightageto expectedoperatingcost leads to a decreasein the expectedrisk and
an increasein the expectedoperatingcost. Comparisonof four casesclearly-.showsan increasein
expectedcost as the correlation (dependence)of bivariate random variablescomes into qxistence
(CasesI, 2, and 3) comparedto independentrandom variables(case4). Expectedrisk is always in
conflict with the expectedoperating cost in all the cases.Expected risk is lorver in the case 4
where random variables are independentof each other. Case 2 gives very small decreasein
expectedoperating cost as well as in expectedrisk comparedto the Case 1. This is bepauseof
fixed network configuration. Case 3 gives significant decreasein the expectedcost compared
to the Cases 1 and 2. However,there is insignificant decreasein expectedrisk comparedto the
ones obtained in Cases L and 2, respectively.This is attributed to the fact that the objective
function Fr is a separablefunction and Ro,n, R4Oand Rnr, have no effect on the objective Fz
Considering,the results of all four cases,Table 6.19 shoWsan increasein the expectedoperating
cost as the correlation (dependence)of each random variablesincreases.

LOAD DISPATCH
6.5 STOCHASTICECONOMIC-E]VIISSION
The economic-emissionload dispatch(EELD) problem is a multiple non-commensurable objective
problem that minimizes both cost and emission together.In this section, a stochasticEELD
problem is formulated with the considerationof the uncertaintiesin the system production cost
and random nature of load demand.In addition,risk is consideredas anotherconflicting objective
to be minimized becauseof random load and uncertain system production cost. Validity of the
method has be6n demonstratedby analyzinga sample system consisting of six generators.

ProblemFormulation
6.5.1 StochasticEconomic-Emission
In this section, the multiobjectives with the equality and inequality constraintspertaining to the
power system optimization problem are described.The important non-commensurable objectives
taken into account here are:
. Economic operation
. Minimal impacts on environment
. Expected deviations due to unsatisfiedload
4U Power Systgm Optimization

The stochasticeconomicemissionformulationis adoptedby consideringfuel cost coefficients,

emissioncoefficientsand load demandas randomvariables.The stochasticmodelsare converted
ro their deterministicequivalentsby taking their expectedvalues,with the assumptionthat all the
randomvariablesare normally distributedand statisticallydependenton each other. Expectedfuel
cost and expecteddeviationsare describedin Section6.3.1 and are given in Eqs. (6.42) and
(6.51),respectively.

Expected NO, emisslon

The emissioncurve can be directlyrelatedto the cost curve throughthe emissionrate per Mkcal,
which is a constantfactor for a given type of fuel. Therefore,the amountof NO.,emissionis given
as a function of generatoroutput Pi, which is quadratic,i.e.
NG
F z =I (d,1'+ei4+fi) (6.61)
i=l

where di, €i, and f, are emissioncoefficients.

A stochasticNO, emissionmodel is formulatedby consideringemissioncoefficientsand
load demand at random. Using Taylor's series and taking the expectation,the expectedNO,
emissionis obtainedas'
NG
F? (d,F,'+ AiFj+ ji + Vi ,w (4 ) + cov(e,,P,)+ 2P, cov(di, P)) (6.62)
i=l

where dr, Vi, and L are expectedemissioncoefficients.

Rewriting the above equationas
NG
F2 t ( l + C ' n * 2 R a , 4 C a C p ) d ,+F(,tt+ R r , r , C r , C p ) V ijF, li + (6.63)
i=l

where Co, and Cr, are the coefficientsof variation of random variablesd, and ei respectively.
R4p,is the correlationcoefficientof randomvariablesdi andP;. Rr,4 is the correlationcoefficient
of the random variablesei and Pi.
The expecteddeviationsdue to variancein power mismatchare consideredas the third
objectiveFr, to be minimizedand are given by Eqs.(6.51a)and (6.51b),

Equalityand inequalityconstraints
When the network configurationis fixed and the load demand is random, then the equality
constraintis imposedto ensurereal power balance.This is statedas
NG
Fo+FL-Zn-o (6.64)
t:l

The expectedpower generationis boundedas inequality constraint

f l m i n- <' I E- '<I f i m a x
- t ( i = 1 , 2 , ,. . . ,N G ) (6.6s)
where 4'in and 4maxare expectedlower and upper limits, respectively,of generatoroutput.
 Stochastic Multiobje ve Generation Sch

Expectedtransmissionloss
The transmissionpower lossesexpressedthroughthe simplified well known loss fi la expres-
sion as a quadratic function of the power generationare given by
NG NG
Py- I > PiBuPj (6.66)
i=l j=l

The power generationsPi arerandomvariablesdependenton eachother.84 are also onsideredas

inaccurateB-coefficients.The expectedtransmissionloss using Taylor seriesis nted as
NG NG NG NG_I NG
Fr= I L F,EuFj+
| 8,,uw(4)
+I Pj)
L rE,cov(P,, (6.67)
j=l
i=l i=l ,t=i+l

This, on simplification,can be written as

NC NG NG
Fr= I +) I rt*Rp,p,cr,cr,>lEuFi
e+c218,,1' (6.68)
j=l j=l j=l
j*i

The cieterministicequivalentof stochasticeconomicemissionproblem is defined b considering

three objectives:(i) expectedfuel cost, (ii) expectedNO, emission,and (iii) expec deviations
due to unsatisfiedload demandsubjectto expectedequality.

Minimize lFr,Fr,ri' (6.69a)

NG
subjectto I r, = Fo+F, (6.6eb)
i=l

f,min 3F, S{max ( l = 1, 2 , . . . ,N G ) (6.69c)

where Ft, Fz, and 4 are the expectedvaluesof the objective functions to be mini zedoverthe
set of admissibledecision variable F,

6.5.2 SolutfonApproach
The weighting method is used to generatethe non-inferior solutions of the tiobjective
optimization problem. In this method the problem is convertedinto a scalar optimi on problem
and is given below as

Minimize (6.70a)

subject to (6.70b)

E d n <- 'pI . <- f. i' m

' | t ax (l = 1, 2, ...,-NG) (6.70c)
3

Z * o =l , w * >o- (6.70d)
k=l
 426 Power System Optimization

where w1,?tE the levels of the weighting coefficients.This approachyields meanin

the DM when solved many times for different values of wr1* = l, 2, 3). The val
weighting coefficients vary from 0 to l.
'ro
solve the scalaroptimizationproblem defind by Eqs. (6.70), the Lagrangian
defined as

L(4, L) = (6.7r)
* * F , , + ^ ( r , +;Ft l,
where ,1,is Lagrangianmultiplier.
The necessaryconditionsto minimize the unconstrainedLagrangianfunction

(6.72a)

(6.72b)
where

G + C24+ ZRo,oCo,C
4) + (l + Ru,,Cu,C
e bi (6.72c)
",4
a E
= (t+
-
- - Ciri +2R44Co,C4)7,4
+ (t + R,,nC,,Cr,)
ei (6.72d)
dP,

+d 4 = zc,on.X
'i' R4r,c4cpjFj
'! ' (6.72e)
E,
aF, NG
= 2(r* cA)8,,1+ [t* R4,r,
c4cr,]EuFi (6.72f)
i )j=l
j*i

The scalar optimization problem is solved using the Newton-Raphson algorithm. The
si of the
formulated Hessian matrix is the same as that for the deterministic problem,
becau single
objective function is solved in both caseswith the same number of constraints.To impl
the
Newtonr-Raphsonmethod, the following equationis solved iteratively till no further im1
vement
in decision variablesis achieved.

[o"" v*I [.a"l=[-v"I

vullo^JL-o^J
LvT^ (6.73)

Hessianmatrix elementscan be obtained from the above equationsby differentiating

wi respect
to confiol variables,one by one.

# = * . r W . ^ ( # - r ) ( , = , ,,2N, G ) (6.74a)
 Stochastic Multiobjective Generation Sched, ling 427

dzt ( i = I , 2 ,. . . , N Gj ;= r , z ,. . . , N G ;* t) (p.7+a1
+ '+nI +
a F 4 = w z* @ ffii
a2r dFt -r ( i=1 , 2 , " ' , N G ) (6.74c)
ffi,= fr
* = Q (6.74d,)
ar
where

= 2e+ c,n* 2Rqp,cqcil

ai (6.74e)
W
0rF, =
2(l + C', * ZRo,r,Ca,C
I di (6.74t)
dF,'
ar4 =
zcrn 6.7ag)
dF,'
(i*i) (6.74h)

+ czflE;i (6.741)

a2F =
4 2Q+Rnr,Cncp)Eij Q*j) (6.74i)
E4E,;
Algorithm 6.3 can be used to generatethe non-inferiorsolutions.Use Eqs. (6.72) d (6.74)to
obtain the Hessianand Jacobianmatrix elements.

6.5.3 Test System and Results

The validity of the proposedmethodis illustratedon a six-generarorsamplesystem.1 fuel cost
and NO' emissionequationsare givenin Thbles6.20 and6.21 and the averageexpect transmis-
sion loss coefficientsare giv0n in Thble 6.22 tHill and Stevenson,19681.The operati limits of
the lgeneratorsare given in Thble 6.23.

Thble 6.20 Expectedfuel cost (Rsftr) equations

Ftt = 0.15247
4' + 38.53973
Pr + 756.79886
4, = 0.ros87F] + 46.r5s16F2+ 4s1.32513
Fir = 0.028$F? + 40.396.554+ r049.9s770
4o = o.o3s46F?+ 38.305fiF4+ 1243.53110
F,r = O.OzrttFl + 36.32782
Ps + 1658.5
6960
4u = o.or7zgF? + 38.2704r
F6 + t3s6.6sgzo
 428 Power SystemOptimization

Thble 6.21 ExpectedNO, emission(kgAr) equations

Fzt = o.oo4
D n, + 0.32761P1 + 13.85932
Fzz - o.oo4rs
F] + 0.32767P2 + 13.85932
Fzt = 0.C1683
Fr2 + 0.5a551P3 + 40.2669
Fz+ = 0.00683
F+2+ 0.54551Pa + 40.2669
Fzs = 0.00461
Ps2+ 0 . 5 1 1 1 P
6 s + 42.89553
Fru = 0.00461
Fo2+ 0 . 5 1 1 1 P
6 6 + 42.89553

Thble 6.22 Expected loss coefficients

0.002ct22 - 0.000286 - 0.000534 - 0.000565 - 0.000454 0. 103

-0.0002t86 0.003243 0.000016 - 0.000307 -0.000422 -0. 147
- 0.0005;33 0.000016 0.002085 0.000831 0.000023 -0. 70
- 0.000565 - 0.000307 0.00083
r 0.001129 0.0001
13 -0. 95
- 0.0004
54 -0.000422 0.000023 0.0001
13 0.000460 -0. 153
0.000103 - 0.000147 - 0.000270 - 0.000295 - 0.000153 0.

Thble 6.23 Operating limits

Generator Lower limit Upper limit

no. Pr-min(MW) pmax (Mw )

I 10 125
2 10 150
3 35 225
4 35 210
5 130 325
6 125 315

In addition, the following values of the coefficientsof variation and correlationcoeffici nts are
assumedin the study:

C n ,= 0 . 1 , C b i= 0 . 1 , C p i = 0 . 1 ; (t = I,2,..., 6)
R p , p=i 1 . 0 ( i = 1 , 2 , . . . , 6 i j = 1 , 2 , . . . ,6 i i * j )

Owing to the existenceof variancesand covariancesof the randomvariablesin the formul ion of
the probllem,an analysisof the variationsin objectives Fr and Fz seemsnecessary.In study,
the covarianceof bivariate random variablesis consideredpositive or negative. Si e the
covarianr;eis representedby correlationcoefficients,the correlationcoefficientsare vari from
-1.0 to 1.0 in stepsof 0.5. one pair of randomvariablesis consideredat a time, while rest of
random 'variables are considered independent of each other (uncorrelated). By taking the ights
'tu1,
w2, and b'3 &s 0.4, 0.3, and 0.3, respectively, the percentage relative deviations in FL F2

l--' - ,. .
."r-t
 Stochastic Multiobjective Generation Schedulifg

from their deterministicvalues with respectto Rn,n,Ru,n,Ro,n,R;4, srtd Rnr, Q*j) shown,
one b,y one, in Figures 6.7 and 6.8 respectively,for an expecteddemand bf ZOO w. It is
observ'edthat (i) there is an increasein the percentagerelative deviation in F, and
valueof Rnp,(i * /) is changedfrom a positivevalue to a negativevalue, (ii) there is decrease

1.5

U'

O
'o
q , ) 1
6q) r
a.
x
(.)

c
.9 0.5
(g
l<

C)
bo
E
o
o
o
0.)
tu

-0.5 0 0.5
Correlationcoefficients
---F Case1 ""4"' Case2
-'-c'-' C a s e3 --*-- C a s e4
Figure 6.7 Percentagedeviationin expectedcost with respectto correlationcoeffi

E
'A
16
E
()
!
(,)
()
()
a
5 1 4

Cg
-
1 a
€-) L /-
bo
Gl
!)

(u
O
c)

-1 -0.5 0 0.5
Correlation coeffi cient

# C a se1 --* -- C ase2 ----+ --- C ase3

-'-+'-' Case4 --tC- Case5
Figure 6.8 Percentagevariationin expectedemissionwith respectto correlationcoefficients.
430 Power System Optimization

in the percentagerelative deviation in \ and a small changein the percentagedeviati l l n Fz

as the valuesof Ro,r,al,;rdRu, are changedfrom positive to negativevalues,and (iii) Iere i s a
in the percentagddeviation in Fz and a small changein the percentagedeviati n i n
decreas;e 4
as the valuesof Ro,Oand R",n are changedin the above manner.

Minimum and maximum values of objectives

Minimr,rmvalues of the objectivesare obtainedby giuqg full weightageto one of the bjectives
and nelglectingthe others.When the given weight vahie is 1.0, it meansfull weightage is grvento
the objective and when the weightageis zero the objectiveis neglected.
T'heconflicting natureof the objectives,Fz and F3, will have maximum valuesw n 4 is
minimum. The minimum and maximum valuesof the objectivesobtainedin this way given
below when Pp is 700 MW.
pmn - 38932.88Rs/tr 4t* = 39964.13Rsftr
rnin
f - 49r.320kg/h Ffo - 582.766kgrh

4min = 5291.854
MW2 4** MW 2
= 5613.872

of optimal'best'solution
Deterrnination
(a) Case with dependent variables: In this case all the random variablesare nsidered
dependenton eachother and the weights w1, w2, arfldtil3 zta varied in the range 0.0 to in such
a way that their sum is 1.0. The percentagedeviation in objectives F1,F2, and F3 their
expectedminimum values are shownin Figures6.9, 6.10, and 6.11, respectively, with spectto

0.9
0.8

E 0.7
.5 0.6

.E o.s
a)
:@ 0.4
E
c)
0.3
o
L

d 0.2

0.1

0.1 0.2 0.3 0.4 0.5 0.6 0.7

Weight,wt
-ts 0.6 - -A- - 0.5 ---#-- 0.4
-.-+.-.0.3 --*-- 0.2 ----+---.0.1
Figure 6.9 Percentagedeviationin expectedcost with respectto weights.
 Stochastic Multiobjective Generation m8 431

16

l4

.e4 t z
q)

.E l0
' € 8

o 6
bo

(.) 4
o
fr
o
O.
a
L

0
0.1 0.2 0.3 0.4 0.5 0.6 0.7
Weight,w,
* 0.6 --^-.- 0.5 ----+---' 0.4
-.-(}'-. 0.3 --r(-- 0.2 ---.+-- 0 . 1
Figure 6.10 Percentagedeviationin expected
emissionwith respectto we hts.

3.5

J4
cA
Lr x
.= 2.5
o
C\'

O L
E
C)
bo
cl
c t s
c)
o
Lr
a)

0 0.1 0.2 0.3 0.4 0.5

Weight,w,
=r- 0.6 ---^--- 0.5 - . - - + - - - . 0 . 4
-.-..-.0.3 - - + e - - 0 . 2 -.-+-- 0.1

deviationin risk with respectto weights.

Figure 6.11 Percentage

the various combinationsof weights when the expecteddemand is 700 MW. T conflicting
nature of the objectives can be observedfrom these diagrams.The normalizedmembership
funr:tionp[, obtainedfrom membershipfunctions p(F), p(F), and p(U of objectve functions
 432 Power System OBtiriization

fr, F;, and 4 respectively,is shownin Figure 6.12 for each non-inferior solution. h e ' b e s t '
solutions are given in Table 6.24 and corresponcingto the schedules obtained, th expected
power generationsare given in Table 6.25 for expecteddemandsof 500, 700, and lvlW.

0.019

() 0 . 0 1 8

-q
U)
tr 0.017
()
a.)
F

0.016
c.)
N

tr
r<
0.015
z

0.014
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8
Weight,w,
--{- 0.6 ---*-- 0.5 + 04
- . - . . } . _ . 0 . 3- - r ( - - 0.2 + 0 1
Figure 6.12 Variationin normalized
m embershipfunctioriwith respectto we

(b) Case with independent variables: In this case all the random variables are consi red inde-
p e n d e n r teoaf c h o t h e r R 4 4 = R a , n =R " , n = R n r , = 0 . 0 ( =
i 1 , 2 , . . . , 6 ;j = 1 , 2 , ., 6). The
'best' lr,,O=
r;olutionsso obtainedare given in Tables6.24 and,6.25 for expecteddemandsof 700,
and 9Ct0MW respectively.

Thble 6.24 Best optimal solurions

Demand Fl F2 F3 PL
(Mw) (Rsih) (kg/h) (MW2) MW)

s00.0 28550.15 3r2.513 2674.s67 7.162

700.0 39070.14 528.441 540t. I 82 4.927
900.0 50807.24 864.060 9 t 10.655 .498
Case 2
500.0 28476.63 287.483 558.758 o.799
700.0 39010.74 493.977 rt14.285 9.669
900.0 50854.86 800.629 1861.073 .032
 Stochastic Multiobiective Generation Schedul

Table 6,25 Expectedoptimalgenerationschedules

Dentand P2 P3 P4 Fs P6
(Mw) (Mw) (Mw) (Mw) (Mw) (Mw)
CaseL
500.0 59.873 39.651 35.000 72.397 r85.241 125.000
700.0 85.924 60.963 53.909 t07.124 250.503 176.504
900.0 122.004 86.523 59.947 140.959 325.000 220.063
Case2
500.0 59.67r 4r.410 51.870 83.265 157.831 126.752
700.0 89.098 65.475 69.713 116.079 223.596 r75.709
900.0 124.610 92.965 87.093 1s2.743 286.843 220.777

The conventionaleconomic thermal power dispatch method allocatesgenerati schedules

to thrl individual thermal generatingunits basedupon deterministiccost function or N , emission
function, ignoring inaccuraciesand uncertaintiesduring estimation.Furthennore,the I demand
is co,nsidered constant,but in practiceit is random. Such generationschedulesresult in the lowest
cost or lowest emission,but the cost or emissionalways associatedwith such a ule has a
relapively large variance and covariance, which can be interpreted as risk measure.
Conventionaldispatch schedules,therefore,render the solution non-optimal a power
system analyst who would like to avoid risks. The feasibility of quantitativere tation of
inaccruraciesand uncertaintiesof the input data and power demand for the pow dispatch
problem in terms of probabitity and statistics,has been investigatedin this chapter. econoruc
dispa,tch problern is formulated as the multiobjective optimization problem, consideri expected
cost and risk measureas two conflicting objectivesto be minimized. The solution of such a
formulatedproblem is non-inferiordue to the conflicting nature of objectives.Fuzz set theory
has trcen applied to get the efficient optimal dispatch from the non-inferior set.
Through this stud!, a theoreticalbasis and methodologicalgrounding for optimal omical
dispartchproblem in a unified multiobjectivefrarnework are established. The proposed on
enabllesthe DM to consider the inaccuraciesand uncertaintiesin the econornicdispatc procedure.
It allows explicit trade-off between the operating cost of units and the risk levels, d provides
the efficient optimal solution from the non-inferior solutions'

6.6 MULTIOBJECTIVEOPTIMAL THERMAL POWER DISPATCH_

RISIVDISPERSIONMETHOD
Until recently, most optimization models have been formulated in terms of min mizing (or
maxjmizing) a single scalar-valued the order of the < y showsa
objectivefunction. Nevertheless,
definritefrend towardsformulatingsuch problemsin terms of multiple objectives.The
of m,anyobjectivesin the planningprocessaccomplishesthree major improvementsin e problem
solvi.ng.First, multiobjective programmingpromotes a more appropriaterole for decision-
maklLngprocess.Second,a wider rangeof alternativesis usually identified when a m Itiobjective
methrodology of a prob
is erhployed.Third, modelsas well as the analysts'.perception become
moro realistic if many objectivesare considered.
434 Power System Optimization

Since mathematicalmodels are an idealizationof actual system models, the vari system
responsesare bound to deviate. The magnitude of such deviations can be best ev luated by
sensitirvityanalysisbecause:
(rDThe stability of the optimal solution rnay be critically dependenton es in the
model parameters.
(t') Some parametersmay be controllableand, therefore,it is importantto know t effects
may result from changingtheir values.
G) Other parametersmay be estimatedmore accuratelyif the solution is critically pendent
on one of them.
'fhe
multiobjectiveformulationis amenableto sensitivityanalysisby specifyinga sensltlvlty
index, that is, a function which indicatesthe relative size of the perturbationsin the so ution due
to var:iationsin the parameters.The specifiedindex may be includedas an additional 1ecilve to
be minimized in a multiobjectivesystem.Then the problem is solved to find the solution
[Osyc:zka and Davies, 1984]. A,second way of applying sensitivity analysisto a mul iobjective
problem is to solve the system;without Eeatingthe sensitivityindex as an objective d then to
evalua,tethe sensitivity after a preferred solution of the original system is found ig and
Haime,s,1983;Kaunasand Haimes,1985].
.,4.classicaleconomic dispatchproblem is formulated as a multiobjective optimi ion prob-
lem consideringtwo non-commensurable objectivesto be minimized, namely the rting'cost
and the impacts on the environment.The formulated problem adoptsan g-constraint , which
allows explicit trade-offs betweenobjective levels for each non-inferior solution t rig and
Haimes, 19831.The effects of random variationsin the model parametersof the opti I solution
to nonlinear programming lead to a sensitivity measurecalled dispersion (O). Th index is
interpretedas a first-order approximationto the standarddeviation in the optimal sol on of the
nonlinearprograms.A sensitivitytrade-offV"Q (AppendixD) is consideredthat gives explicit
represr3ntationof the trade-dffs between the sensitivity and the objective levels. sults are
obtainr:d for two sample systems having three and six generators,respectively.

6.6.1 MultiobjectiveOptimizationProblemFormulation
In the multiobjective optimization problem formulation, two important non-co
objectivesin an electrical thermal power systemare considered.These are economy
mental impacts.The multiobjectiveoptimizationproblem is defined as

N
Ivlinimize F{P'1= I
i=l
(aiPiz+ bi4 + c;) (6.75a)

Ivlinimize F}(P) = I
i=l
(d,Pi'*e,P,+fi) (6.7sb)

subjecil to
I e -(Po+P) =0
i=l
(6.75c)

p,*tn< Pi < P,** (i = 1,2, ...,M (6.7sd)

 Stochastic Multiobjective Generation Scheduling 435

where
A p O i, and c; 31tacost coefficientsof the ith generatinggnit
ffid fi are emissioncoefficients
d; ' €i'
Pp is the power demandto be met
as
P1 is the transmissionlosses,which are approximatedin terms of B-coefficients
N N

PL- PiBijPj
:, I
i=l j=l

prninis the lower operatinggenerationlimit

Pi'n"* is the upper operatinggenerationlimit
N is the number of generatorsin the power system
ectslon
F{p), Fze) are the objective functionsto be minimized over the set of admissible
vectorP.

6.6.2 The e'ConstraintMethod

nstraint
To gene:ratenon-inferior solutions to the multiobjective oplimization problem, the t-c(
of the objective f nctions
method is used [Haimes, Ig77). For the- e-constraintmethod, one
To more
constitutesthe primary objective function and all other objects act as constraints.
problem as de ined by
specific,this procedureis implementedby replacingone objective in the
Eq. (a.5) with one constraint.
(6.t6a)
Minimize lrr(P)]
F j ( P )s e 7( i = 2 ) (6.76b)
subjectto
N
6.76rc)
Ie-Qo+P)=o
i=1
p m i n< P i < 4 * * ( i = 1, 2 , . . . ,M (6.76d)

for w ich the

where ,rr.is the maximum tolerable objective level. The value of €, h chosen
solut on. The
objectiye constraintsin problem defined by Eqs. (6.76) are binding at the optimal
functi Fr(P)-
level of e; is varied parametricallyto evaluatethe impact on the single objective
into an unc( strained
To find the solution, the constrainedproblem of Eqs. (6.76) is converted
problenr.The generalizedLagrangianL is formed as
(-r )
L- Frr)*Ln@z,;)-82)-ltlI -PL-pol (6.77)
\td "t )

that 2 is grange
where Lrz and lt are the Lagrangemultipliers. The subscript t2 denotes
function is r(P).
multipl:ierassociatedwith the secondconstraint,where the prime objective
The necessaryconditionsfor the optimal solution of Eq. (6.77) are

aL = a4(P)t- x aFre)u( ,-%) - o (6.78a)

E a4-atutzq-',[r An)
 Power System

AL = F z ( P ) - t z = O (6.78b)
oLt,

aL D +h (6.78c)
f r = P o + ' Pd L
=l
-LP,=0
The optimal solution must satisfy the above Kuhn-Tuckerconditionsbesidesthe follow ng main
condition:
)42(Fz(P) - ez) - 0.0; )42 > 0.0 (6.78d)

The Lagrange multipliers related to the objectives, as constraints may be zeto or non- . The
set of rlon-zero Lagrange multipliers correspond to the non-inferior set of solutions. e set of
non-zerc Lagrangemultipliers representsthe set of trade-off ratios betweenthe principle bjective
and each of the constrainingobjectivesrespectively. The systemgiven by Eq. (6.77) is ved for
R values of E2 using the Newton-Raphson method. Only those values of L$ > 0 which
corespond to the activeconstraintsFi(P) = ei, r = L,2, ..., R are considered,sincethey ong to
the norr-inferiorsolution [Haimes, t977).
Irr the problem, the initial value of s2 is taken such that tz ) Fjtn and E2 1 F2 . Since
cost and emission are of conflicting nature,the value of objective Fy will be maximum, hen the
valueof F, obiectiveis minimum and vice versa.So, minimum and maximum valuesof 1 and F2
are obtained by performing economic dispatchand minimum emission dispatch separa ly.
Similarly, for more than two objectives,the trade-off functions LU Q + il, can be enerated
-
with respect to the fth prime objective, by varying e; while other e* (k /) are fixed at some
level. l'he ith prime objective can be replacedby the yth objective and the solution rocedure
is repeated for more information. Algorithm 6.2 can be implemented for the ge tion of
non-infbrior solution.

6.6.3 ParameterSensitivity
In practice, the values of the objective and the constraintsof the problem defined by . (6.76)
will actually depend on the decision variable P;. Usually each equation is formulated in terms of
the decision variablesand other parameters.Therefore,the values of the objective and straint
functions depend not only on the values of the decision variables but also on thc alues of
coefficirentsdi, br, ci, dr, €i,,f, and Bii (i ='1, 2, or these
coeffic:ientsare approximatedby estimation, statisticalaveraging,past experience,and there-
fore pr,oneto error.
Irr the light of the above consideration,-themultiobjeCtiveoptimizattonproblem as given by
the prc,blemdefined by Eqs.(6.76) is reformulatedby assumingthat, in addition to decision
variables Pi(i = I, 2, ..., N), the objective function is dependenton a set of'cost x;(i =
1,2,..., 3M) and the constrainedobjectivealong with the problem constrain.r,s is depen t o n a
technology parameter set yi! = I,2, ..., m).
I\4inimize lFr(P,x)l (6.79a)
subject to \(P,y)sei U=2) (6.7eb)
4(!, Y)= u (6.79c)

.d
 Stoclmstic Multiobjective'Generatiort Schedulilry

where
ct,..,cNlT
lQ-..,ay, b1,..,b7r1,
v- fr,..rftu, Btt,
ld1,..dy, €1,..,€p1, 812,.-.,Bruru]'
N
q ( P , ) ) I= a . - P L (6.7ed)
i=l

u = Po and m = 3N + (N(ru+ l))12

6.6.4 l?isk Index and Sensitivity Trade-offs

Supposethe problemdefined by Eqs. (6.79) admitsa local solutionP* anclsatisfiesthe su iciency
conditionsfor a strict local minimum. Then, for a sufficientlysmall neighbourhoodabou z, the
optimal l'* to problem (6.79) is the same[Rarig and Haimes,1983] as the solutionto:
Minimize lF(P, x)l (6.80a)
subject to g(P, !) = z 6.80b)
where the set of binding constraintsset F2(P,y) and q(P, y) by vector equation 8(P, y) 4 \ 4 -

lerlu)').1lhe dependenceof the optimal solutionF* to the problemof Eqs. (6.80)on the pa eter
setsx, y, z ca.nbe expressedby writing
F* = F* (*, y, z) = F* (w, z) (6.81)
wherew = f, * I y lr"
The parametersetsr and y are the approximatedvaluesof the actual unknown
Keeping this in view, x and y can be treatedas random variables.Therefore,wi dte
random variableswith meansand variancesas

frr = E(wi) (6.82a)

o,2=var(w;) wherei - I,2, ...,3N + m- 6.82b)

If it is arssumedthat e is a deterministicvariable,then the optimal solution F. to the roblem
' n t | (

definedby Eqs. (6.80) can be consideredas a function of the random variableW ; , 1 . 9 . f = F. (w)-
By ignoring higher terms, Taylor seriesexpansionabout the mean is

F*=p.(*).* (wi-wi) (6.83)

t#]
whereL '= 3N + m.
Tal,;ingthe expectedvalue and varianceof the aboveexpression,a first-orderapproxmatron
to the mean values and variancesof random variableF* is
E(F-) = F.(w)

var(F*)= o! (6.84)
l[#)'
where thrl partial derivatives are evaluated at the point w i = wi
 Power System Optimization

A new scalar sensitivity variable to be the standarddeviation of F* is defined.This can be

interpretedas a measureof dispersionof the optimal solution F* due to uncertarntl in the cost
and technology parameters.
By definition:

O- (6.8s)

Since tj colrespondsto a particularvalue of zi, the trade-offbetweenthe sensitivity d objective

leve,ls,aCyae;is obtainedby differentiating(6.85) with respectto zi, i.e.

ao= [ ar".)l f
_ tT ^?(aF.')
a, l*"tlm;JtrrilJj
d (6.86a)

where
V*F* = LL* Vrg I VrFl (6.86b)

(6.86c)

where /<is number of binding constraints.

For simplicity, the sensitivity trade-off ratio can be evaluated as

a4
a4 = -
dti
where P *o (6.87)
acl aC, dtj
dti
As the numberof objectivesincreases, the trade-offsof sensitivitywith respectto obj, tive levels,
ti, ire determined.Thesetrade-offsare the componentsof the vector z;, which are cal ulatedfrom
Eq. (6.86a).The calculatedtrade-offsare submittedto the decisionmaker to select preferred
solution.

Derivativesof Y*F' and y ,rF

In order to calculate V * *,
and Y ,*F considerthe following optimization problem:
"F
Minimize F(p, x) (6.88a)
subjectto g(p, y) = z (6.88b)
In order to satisfy the second-order
sufficiencyconditions,the following system equations,
the t;o-calledKuhn-Tuckernecessaryconditionsare to be solved:

VpF (P, x) + ).Yp8(P,)) = 0 (6.89a)

g(P, !) = z (6.8eb)
If thresecond-ordersufficiencyconditionsare satisfiedthen the optimal solution P* an the corres-
ponding LagrangeMultiplier )", satisfyingthe optimization problem as defined by Eqs (6.88),are
 slochastic Multiobjective Generation scheduling 439
implicitJlydefined as function of y, x, and z in Eqs. (6.89a) and (6.89b). So p* and 1' can
be
wntten its
*
P = p*(y,x, z) (6.e0)
A,*= ^,*(J, x, z) (6.e1)
Using thesefunctionalrelationships, V*f andY*fcan be calculated in a straightforward
manner.
This is rlone by using the chain rule to successively differentiate the system of Eqs. (6. 9a) and
(6.89b) with respect to the vector variables y, x, and z. Since w = Iy *l', to obtain the desired
|
quantities, vrF* and Vr*t', it is required to calculate VrC, Y*f ,yoFI ,andvuf .

Cafcufations tor Y,F- and YoF'

The optimal objectivevalue F* to the problem of the systemof Eqs.(6.88) can be w tten as
F* = F(,P-).Differentiatingthis expressionusing the chain rule with iespectto y gives

V r F *= Y p F Y r P * (6.e2)
Next difflerentiating
the expressiong(P*, !) = z yields
VpgVyP*+Vr8=0 (6.e3)
Multiply Eq. (6.89a)by VuP*to obtain
YpF YrP*+ L.Yrg VrP* = 0 (6.e4)
MultiplyEq. (6.93)by t to obtain
L. YrF YrP*+ t Vrg = o (6.es)
After solving Eqs. (6.94) and (6.95), the following can be obtained
YpF YrP* - A) Yyg (6.e6)
EquatingEqs. (6.96) and Eq. (6.92), gives

Y rF* - L*Yrg (6.e7)

Finally, ffansposingEq. (6.97)and differentiating
with respectto z by successive
appli tion of
the chain rule yields

Y ryF.= (Vyg)r1Vrt1r + (6.e8)

Calculallions tor Y ,F.and Y ,*F.

Assume that the optimal solution to problem in Eq. (6.88) dependsonly on the parame SEtS
x and 3, whereasall other parametersare kept fixed. Then, the optimal objective value can be
written as
F* = F(P", x)
Using the chain rule, differentiatethe optimal objective function with respectto x, to

V;F*=YpF%P-+VrF
 Power SYstemOPtimization
problem efined b,y
Kuhn-Tucker necessary conditions for an optimal solution to the
(6.88) are
YpF+1,V6=9 (6.100)
8(P) = 0 (6.101)

In theseequations,p* and A,* aredefinedimplicitly as functionsof x and z. Multiplying

(6.100)
by V,p*, and differentiatingEq. (6.101)with respectto,r yields two new set of.e(uat ons
vpFvrP-+tv6V,P*=o (6.102)
V P g V T P=* 0 (6.103)

Substitutingthe result of Eq. (6.103)into the Eq. (6.102),we get

YPFVTP-=0

this result into Eq. (6.99),gives

Subs,fituting
Y r F *= Y * F (6.104)

Diffe,rentiatingthe aboveresult with respectto 4, using chain rule yields

Y uF* + Vr(V ,F)r Y rP*= Y pf Y rP* (6.10s)
for Y*l* and V.*F*
CombiningEqs. (6.97),(6.98),(6.104)and (6.105),the following expressions
are obtained
v*F- - I vrF-] = h- vy8| vrF-l
[VrF- (6.106)
and

(6.107)

The implicit function theorem assuresthat in some neighbourhoodof zero, there ex a unique
L* - h*(z),P* = P.(z)to thesystemEqs.in (6.100)and(6.101).Moreover, *(z)
solurfion exists a
neighbourhood the functionP-(z) and
of zero suchthat for any z in neighbourhood satisfy
the second order sufficiency conditionsfor a strict local minimum.
So V.P*and YrAlcan be expressedas

[o.".-l_l v r r (vps)rl[ol
- Lvrrr (6.108)
Lv.r.J o llrl
PurringEq.(6.106) in Eq. (6.107),the requiredexpressionis obtained.
 Stochastic Multiobjective Generation Scheduling 441

6.6.5 TgstSystemand Results

Resultsare obtainedfor two samplesystemsto illustratethe applicabilityof the meth
Case 1: The method is applied to a three-generatorsample system including transmisson loss.
Expected generator characteristics are given below:

Fuel characteristics ($/h) are:

F r r = 0 . 0 1 0 P+? 2 . 0 P 1
+ 10.0
F r z =0 . 0 1 2 P+1 1 . 5 P+2 2 0 . 0
Ftt= 0.00aPl+ 1.8P3 + 20.0
NtC,,emission characteristics(kg/h) are:

F z t = 0 . 0 0 0 6 5 7 0 -P0?. 0 5 4 9 7 P+1 4 . 1 1 1
Fzz= 0.00059 I6P3- 0.05880P2 + 2.593
Fzt= 0.0004906P? - 0.05014h+ 4.268
The B-coefficients of transmissionlosses(MW-l) are:

Btt= 0.0002725Bzz= 0.0003090 Bn = 0.0032295

Bn= Bzr ,=-0.0000351
Bn= Btr= -0.0003679
Bzt= Btz= -0.0000565
Table 6.26 displays the results obtainedfor particularvalues of the standarddeviati 6;-
Cr,, xfri, (i = L, 2, ..., 24) at various objective levels. The values of coefficients of vari tion for
cost and emissionparametersare assumed0.IVo. Coefficientsof variationsfor transmi ion loss
parameters are assumed to be zero, because of small variations in these parameters [Pa i et al.,
19831.lt'his table depictsthe meanvaluesF1 and F2, dispersionQ of F1 aboutthe mean Iue, the
sensitivjitytrade-off ratio of the function Fr at the dispersionand trade-off )"p along ith non-
inferior optimal generationschedules.C) conveysthe significant information to decisio maker,
i.e. the larger the value of C), the greater the possibility that the actual solution eviates
significantlyfrom the nominal solution.In the caseof 150 MW there is dispersiono 74.64r
about the mean cost 390.852 $/h and sensitivity trade-off ratio is 0.0708. About the cost
390.705,$/h, there is dispersionof 35.041and the ratio is 0.0643.The decisionmaker w ll prefer
the schr:dule of cost 390.705 $/tr which has comparatively small dispersion. The decisi maker
will pre'ferthe next schedule,corresponding to the cost 390.603$/h (5th set) rather than the cost
389.10$/h (6th set) becauseof a smalldispersion. It is apparentthat eachstepin the red ction of
emissionof NO, becomesincreasinglyexpensivewith more power losses.Table 6.27 ives the
non-inferiorschedulescorresponding to the resultsin Table 6.26.
From the resultsof minirnumcost and minimum emissionshownin Thble6.28,it is rved
that thereis an increasein the expectedfuel cost by 1.161$ftr and the reductionin the xpected
emissionis 0.039 kg/h for 150 MW. For 200 and 250 MW the expectedcostsincrease y 2.022
and 3.251 $/h and the expectedemissionsreduceat the rate of 0.08 and 1.141kg/h ively.
It is observedfrom the preferredexpectedsolutionsgiven in Table 6.29 that for a red ctlon ln
1 kg of' NO, per hour, the costsare increasedby 1 $/h for 150 MW 1.77 $th for 200 , and
3.02 $Ar for 250 MW respectively.
 Power System OPtimization

Table 6.26 Results

Demand Sr. Fl F2 trr, o aFtt&

( : M W) no. ($/n1 Ge/h) ($rkgi
150.0 I 390.852 7.t48 320.677 74.&l 0.0708
2 390.705 7.r55 142.071 35.041 0.0ft3
-J 390.656 7.160 92.093 23.060 0.0588
4 390.623 7.165 54.196 r3.90r 0.046s
5 390.603 7.r70 24.080 6.752 0.0285
6 3 8 9 l. 1 0 7.192 l89.l6l 48.066 0.2269
200.0 I 551.639 8 .r 3 8 345.8M 163.159 0.0335
2 551.306 8.160 r99.028 r04.528 o.0927
3 551.225 8.165 187.008 98.854 0.0994
4 5 5l . 1 0 4 8.170 85.359 44.513 0.0569
5 55r.06r 8.175 63.1Lz 33.432 0.0521
6 55r.026 8.180 43.707 23.763 0.0448
7 550.998 8.r85 26.56r 15.381 0.03s2
8 550.997 8.190 rr.238 8.685 0.0244
9 550.134 8.330 336.504 167.771 0.58ss
250.0 I 135.869 r0.503 133.873 tr4.75r 0.0540
2 735.4r4 r0.525 r1.343 20.r03 0.0412
3 735.4r3 r0.526 l 1.025 15.74r 0.0339
4 735.402 10.528 4.082 12.474 0.0304
5 735.3r9 ro.529 53.768 5r.9& 0.0898
6 735.t93 10.539 65.702 63.461 0.1090
7 734.878 10.555 1r9.829 115.424 0.1591

Table 6"27 Non-inferior schedulescorrespondingto the results given in Ta 6.26

Generationschedules(MW)
Demand- Sr.
(Mw) no. Pl P2 P3

150.0 I 48.2r9 58.024 51.688

2 49.566 57.M7 50.560
49.824 57.&l
-t
J 49.932
4 50.062 57.816 49.39
5 50.285 57.974 48.841
6 50.358 59.224 46.390
200.0 I 68.645 77.694 66.869
2 72.379 74.r10 66.372
3 72.605 74.246 65.810
4 71.807 76.238 &.r03
5 72.075 76.212 63.724
(Contd.)
 Stochastic Multiobiective Generation Scheduling

Table 6.27 (Contd.)

Generationschedules(MW)
Demand Sr.
(Mw) no. Pl P2

6 72.337 76.175 63 7 r
7 72.591 76.t35 63 37
8 72.836 76.094 l8
9 70.576 84.195 53 29
250.0 I 92.289 99.35r 75 75
2 96.169 94.r76 77 40
3 96.077 94.456 76 52
4 96.025 94.723 76 l 6
5 96.803 92.978 78 25
6 97.251 92.792 77 32
7 97.804 92.894 76 39

Table 6.28 Minimum economicand emissiondispatch

Generationoutput (MW) Power FueI

Demand loss cost
(Mw) Pl P2 P3 (Mw) ($n1 s/h)
Economic clispatch
150.0 s0.& 58.21 48.03 6.8 390.592 .t79
200.0 73.84 75.90 61.46 ll.l2 550.938 .212
250.0 98.14 94.36 73.63 16.13 735.209 .592
Minimum emissiondispatch
150.0 47.46 55.67 56.r2 9.25 391.753 .140
200.0 67.31 76.48 71.11 r4.87 552.960 .r32
250.0 88.62 98"32 83.91 20.85 738.460 .451

of results
Table 6.29 Comparison
Demand Dispatch Fl F2
(Mw) ($n; (kg/tt)

150.0 Minimum cost 390.592 7.t79 80

Minimum emission 39r.753 7.140 .25
Combined 390.603 7.r70 .10
200.0 Minimum cost 550.938 8.212 I .12
Minimum emission 552.938 8.132 I .87
Combined 550.977 8.r90 I .64
735.209 r0.592 .l .13
250.0 Minimum cost
Minimum emission 738.460 10.451 .85
Combined 735.402 10.528 .48
M Power SYstemOPtimization

to illustratethe methodand to evaluatethe mpromised

Casie2z A largesystemis considered
solutionfrom the combinedogonomic-emission dispatch.The expected generator c racteristics
are given below:
($/tr)are:
Fuel characteristics
Ftr = 0.005P? + 2'00P1+ 100'0
Fn= 0.0lOP7+ 2.00P2 + 200.0
Frt= 0.020P? + 2'00P.+ 300'0
Fu= 0-0CBP7 + 1.95P4 + 80.0
F r s = 0 . 0 1 5 P+3 1 . 4 5 P+5 1 0 0 ' 0
Frc= 0.010Pe + 0.95P6+ 120.0
(kgft) are:
NO, emissioncharacteristics
2P?- 0.05497
Fr = 0.000657 P1 + 4.111
- 0.05880P2
Fzz= 0.00059n6P? + 2.593
- 0.05014P3
Fzt= 0.0004906P? + 4-268
Fz+=0.0003780P?- 0.03150P4+ 5.526
-
Fzs=0.0004906P?0.05014P5 + 4-268
LBPA- 0.05548P6
Fzs= 0.0005 + 6.132
Tfte of variation
aregivenin Thble6.30.The valuesof coefficients
B-coefficients emission,"
and areassumed
B-coefficients to be O.lvo.

Table 6.30 B-coefficientsx tO2 (UW-l)

Cr.0200 0.0010 0.0015 0.0005 0.0000 0.0030

c).0010 0.0300 -0.0020 0.0001 0.0012 0.0010
0.0015 -0.0020 0.0100 0.0010 0.0010 0.0008
0.0005 0.0001 0.0010 0.0150 0.0006 0.0050
0.0000 0.0012 0.0010 0.0006 0.0250 0.0020
0.0030 0.0010 0.0008 0.0050 0.0020 0.0210

Table 6"31 displaysthe mean,cost,emissionand lossesobtainedfrom minim cost and

minimum emissiondispatchprocedures.The combined dispatch of economic emi sion is also
presentedin Table 6.31. The generationschedulesare shown in Table 6.32, c ponding to
dep,ictedresultsin Table 6.3L.
This section incorporatesthe sensitivity measureinto multiobjective optimi tion, whish
gen.eratesnon-inferior optimal solution with respect to the objective level utility and the sensitiv-
itv index. The index providesuseful informationabout the distributionof the opti I solutionin
the p;esence of variations in the model parameters defining the problem. The decis on maker is
able to analyze the sensitivity information conveniently, since sensitivity index is a ar-ualued
quarntity,regardlessof the number of objectives.The most important characteristic f sensitivity
ind,exis that a sensitivitynade-off,is calculatedat each non-inferiorpoint. This all the decision
maker to know the trade-offsbetweenthe objective-,levelsand parametersensitivity.
 Stothnstic Multiobjective Generation Sch

Thble 6,31 Resultsfor six-generatorsystem

Dispaitch Demand Cost

Mininrum cost 200.0 1290.071 21.665

400.0 \813.l 56 24.782
600.0 2452.050 37.672
Mininrum ernission 200.0 1322.448 20.222
400.0 t901.441 20.757
600.0 2643.M3 28.601
Combineddispatch 200.0 t291.41r 21.100
400.0 1818.828 23.036
600.0 2462.224 33.749

Table 6.32 Generationschedulescorrespondingto the results given in Thble 6.

Dem"and Pl P2 P3 P4 Ps

Minimumcost
200.0 29.886 r5.560 8.193 55.416 28.222 6 5 . 18 6
400.0 78.397 40.818 2r.732 133.535 45.451 88.959
600.0 12i.878 66.914 36.060 2t2.450 63.M9 113,216
IMinimumemission
200.0 30.638 37.356 35.994 22.T33 36.194 39.514
400.0 57.015 66.398 7r.747 68.100 71.222 72.634
600.0 84.025 95.916 108.806 rr4.795 106.622 105.969
dispatch
Combinred
200.0 31.863 21.725 12.158 45.M5 30.2r5 60.856
400.0 63.349 5r.969 31,.384 120.118 52.952 88.463
600.0 rt2.823 79.026 48.674 187.398 74.r79 116.628

llhe proposed method suffers from the drawback of computationalefficiency f the e-

consffarintmethod when there are severalobjectives.The number of solutions of the lem in
the non-inferior set increasesexponentiallywith the number of objectives.There exists itional
difficulties of evaluation of derivativesbefore calculating the sensitivity trade-off. large
systems,there is computationburdenfor which the only recourseis to calculatethe vatives
numerlically.
lihe results summarizedin this chapterreinforce the following premisesupon hich the
study 'wasbased.
' Risk assessmentmust be consideredas an integral part of the multiobjectiv decision
making process.
,, tJncertaintyin model parameterscan be quantified in terms of sensitivity,where e-offs
among cost, sensitivity of model parameterscan be evaluatedwithin a mul objective
risk-baseddecision-makingprocess.
 Power System Optimization

index methodcan be modified to incorporatesome specifi attributes

The Risla{Dispersion
associatedwith the power dispatchproblem.

6.7 ISTOCHASTICMULTIOBJECTIVESHORT.TERM
IIIYDROTHERMAL
SCHEDULING
The sr:hedulingproblem requiresan appropriateobjective function such as minimum neration
cost or transmission lossesor minimum pollutionlevel, etc. In essence, the hydrothermalcheduling
problem can be visualized as a multiobjectiveone. A simple and robust solution me ology for
a class of multiobjectiveshort-rangefixed-headhydrothermalproblems is undertakn which
makes use of fuzzy set theory.First of all, a short-rangefixed-headhydrothermals uling
problem is formulatedin a unified multiobjectiveframework consideringstochastic st, NO,
emission, SO2 emission,and COz emissioncurves for thermal power generation nits and
uncertaintyin systemload demand.The expectedvaluesof thermalt'uelcosts,NO, emis o n s , S O 2
emissionand CO2 emission,over whole of the planningperiod are the four conflicting bjectives
to be rninimized.Further,the expectationof the squareof the unsatisfiedload becauseo possible
varian,ce of generator outputs over whole of the planning period, is incorporated another
objective to be minimized. Basically, the solution procedure for the multiobjective prob is based
on the generationof non-inferiorsolutions.The weighting techniqueis used to gen ate non-
inferior solutions,which allows explicit trade-offbetweenobjectivelevels.Exploiting fuzzy set
theory [18], a cardinalpriority rankingof the non-inferiorsolutionsis definedthat maxi izes the
satisfactionof all the objectivesand is utilized to find the best compromisingsolution from the
non-inferior solution set. The practical viability of the multiobjective hydrothermal heduling
proble:mhas been demonstrtedon three samplesystems.

6.7.1 StochasticMultiobjectiveOptimizationProblemFormulation
Consideran electric power systemnetwork having N thermal generatingplants and M hydro
plants,where M + N is the total numberof generatingplants. The basic problem is find the
activepower generationof eachplant in the systemas a function of time over a finite ti period
from 0tto T.

Stochrasticthermal model
The objective function to be minimized is the total systemoperatingcost, representedb the fuel
cost of thermal generation,over the optimizattoninterval.

rt= ( a i P+i zb i P i * , , > ) a , (6.10e)

l[*
where
ct;, b;, and c; are the cost coefficientsof the rth generatingunit
1/ is the numberof thermalunits
?^is the total planning period
-of
l\ stochasticrnodel of function Jt is formulated by considering errors in cients
input-output characteristics and load demand during each subinterval as random va les. Any
 Stochastic Multiobjective Generation F'ht!!!!E

possible deviation in coefficients of input-output characteristics and load demand fro their
,*p""t"d values are manipulated through the randomness of random variable, P;. A str tic
model is reducedto its deterministicequivalentby taking its expectedvalue. Presumin that

ranciomvariables are normally distributedand statistically independent,the expectedva ue of

operatingcost comes out to be

Jr = a'
+d,+ a; vartnrl)
@,1'+ biFi . rl 0 )
I [*
where
Qi, ,bp and di, are expected cost coefficients of the ith thermalunit
p
t I
jrsthe expectedpower gcnerationby the ith thermalunit.

The varianceof power Pi is given as

var (P;)= COF,' ( i = 1, 2 , . . . ,I 9 . 1 11 )

where C4 is the coefficient of variatronof random variable Pi

The zero value of the coefficientof variationimplies no randomness,in other words, t is
en as
completecertainty about the value of the randomvariable. Equation (6.110) can be rewri

Jt = (tr* czo)a;r,, al))a,

+b,F,. .r12)
I [}
Stochasrticemission models
conce on
Thermal lpowerstationsare a major causeof atmosphericpollution becauseof high
causedby them. The emissioncurves for a thermal plant can be directly rel ted to
o f [ottuteints
i
tor for
the cost curve through,theemissionrate per MJ (1 Btu = 1055.06J), which is a constant
I terms
a given type or gradeof fuel, thus yielding quadraticNO', SOz,and CO2 emissioncurves
of ermal
of active po*", generation.The aim is to optimize the NO', SOz, and CO2 emissions
plant witlh full utilization of water availableduring the optimizationperiod.
NO, emissionobjectivecan be definedas

12- (dtiPi' + ruf

+e,,P; 6 . r1 3 )
I [* "
where dn, eti, and ,fi; are NO" emissioncoefficientsof the ith thermal unit'
SO,2emissionobjectivecan be statedas

rt = (d,,P,, +rzi)]d'
+e,,F, 6.1r4)
I [*
where d.2i,€2;,nd fzi are SO2emissioncoefficientsof the ith thermal unit.
u8 Power System OPtimization

obje-'ive can be describedas

T(N ,,
. )
rq= J > @2,42
+ ezi4+ fti) ( 6 . 1l s )
| la,
o \i=t )

wherc dti, (ti, andft;, are CO2 emissioncoefficientsof the ith thermal unit.
Development of stochasticmodels of functions Jr, ,I3, and J4 are adopted after much
cogitation that thermal generationsand load demandduring each subintervalare variables.
Any possible deviation of NO' SOz, and CO2 emission coefficients and load deman from their
expected values is managed through the random power generation P;. Presuming t random
varierblesare norrnally distributed and statistically independent, the expected value of N r emlsslon
is esrtimatedas

J2 = + aLiFi
@,,F,' + Iti+ d,, var(P,ll]a (6.116a)
I [*
wherc d1;,V1;,and fr; are expectedNO.. emissioncoefficientsof the ith thermalunit
Substituting Eq. (6.111)into Eq. (6.116a),

T(u )
i, = J- o | > [(r* cl) duFtz
+a,,F,
+frilla, (6.116b)
\i=t )
The expectedvalue of SO2emissionbecomes

it = (d,,F,'
+d,,8+Iz,+d, var(piD)" (6.117a)
I [X
where d2;, e2i, and j2,, are expectedSO2 emis5ioncoefficientsof the lth thermal uni
Equation (6.Ll7a) can be rewrittenas

Jz= [(r* c'o)az,Ez

+a,,F,
+ Izir)r, (6.117b)
I [l
The expectedvalueof C02 emissionbecomes
- r(ru
f l *
io= JII @r,1'+e,F,+Iti+7o (6.1l8a)
o \;=t
whene d3i, d3i, and /3,, are expectedCO2 emissioncoefficientsof the ith thermal uni
Eq. (6.118a)can be rewrittenas

i4= +voF,.,,,])
* cA)i,,F|
[rr (6.1r 8b)
I [l
 Stochastic Multiobjective Generation Scheduli

Stochastic hydro modet

In a short-range hydrothermal scheduling problem, there is insignificant fuel cost incu in the
operationof hydro units [Rashid and Nor, 1991]. The input-outputcharacteristicof a hydro
generatroris expressedby the variation of water discharge q(t) as a function of power tput Pj
and net head h. Accordin! to Glimn-Kirchmayer model, the dischargeis

Q j= K Q ( h )r ( P ) ( / = 1 , 2 , - . - ,l A (6.11e)

where
Q, T are functions of head and hydro generations,respectively
K' is a constant
Izf is total number of hydro units.
For a large capacity reservoir,it is practical to assumethat the effective head is constant
over th,eoptimizationinterval.In the caseof constanthead, fih) becomesconstant,Eq. . 1 1 9 i)s
rewritternas

Qj = K' r(P) ( j = I , 2 , . . .M
, ) (6.r20)

where K' becomesthe new constantand is formed by the multiplication of K and ). Each
hydro plant is constrained by the amount of water available for the optimization interv i.e.

J
0
Q 1d t = R i (j = L,2, ...,Itf) (6.r2r)

where R; is the predefinedvolume of water availablefor the 7th hydro plant.

The perforrltanceof hydro Q1rs representedby

Q i = x 1 P , 2 + Y+
f 12 1 ( / = L , 2 , . . . 1, 4 ) (6.r22)

where xi, !i, and zi are the dischargeccefficientsof the 7th hydro plant.
Slincethe thermal generationsand load demand are random, the hydro gene ons also
become random in view of the load demand constraint as given by Eq. (6.124). A tochastic
model of function Qi is developedby deeminghydro generationand dischargecoeffici ts during
each subintervalas iandom variables.Any possibledeviation in dischargeand load de and from
the expected value is manipulatedthrough the randomnessof hydro generator Pj. ince the
randonnvariables are assumednormally distributed and independent,the expected value of
dischar:gebecomes

( / = 1 , 2 ,- . .M
, ) (6.123a)
4 i = T t F l+ y i F i + 2 , + 7 , v w ( P )

where ii, yj, and Zj are the expecteddischargecoefficientsof the 7th hydro plant.
Eq. (6.1'23a)can be rewrittenas

4 i = . Q + C f ; ) i i F+ty' r F , + 2 , ( / = 1 , 2 , . .W
., (6.r23b)
45tD Power System OPtimization

Equalityand inequalityconstraints
(i) The expected load demand equality constraint is
M+N
sr
= (6.r24)
L P' Po+Pt
i=I

"'"
,ois the expected load demand during the interval

PL is the expected transmission loss during the interval

(ii) The expected limits are imposed as

P--min
<Fi <P.max (i = 1, 2, ..., N + IuI) (6.12s)
where
^tn interval.
P, is the expectedlower limit of the. ith generatoroutput during
Prt* is the expectedupper limit of the ith generatoroutput during interval.

Expectedtransmissionlosses
A ,coffirrlonapproach to model transmissionlosses in the system is to use the Kron's pproximated
loss formula through B-coefficients
gg
Pr= L PiBUPj (6.126)
L
i= 1 j=L

The evaluationof B-coefficientsis very sensitiveto operatingconditionsso B-c fficients will

also become random becausegenerationlevels are random. With normally distri uted random
variables, the expectedtransmissionlossesare
M+N M+N M+N M+N M+N
Pr= (6.127)
i=l i=l r=l i=l tr.l

Covarianceof power P; and Pr.is given by

c o v ( P ;P, ) = R4r,CnCr,F,Fi (i-7,..,M +N; i--I,..,M+N; i*i) (6.128)

whrere Rp,p,are the correlationcoefficientsof P; and Pp random variables.

SubstitutingEqs. (6.111)and (6.128)into Eq. (6.127),
M+N N+M N+M
Fr=
j=l i=l ./=l
jii

or
N+M N+M
(6.12e)
Pt=
I \F,ruF,
j=l
i=l
 Stochastic Miltiobjective Generation Schedul 451

Tii = 1t + Cf,) Bii

7,j = (l + R."- CpCpj) Bij (i*j)

Expecteddeviations
Generatoroutputs P; are treatedas random variables,and the stochasticmodel is co erted into
its deterministicequivalentby taking its expectedvalue. So, the solutionwill provi only the
expectedvaluesof power generations. By virtue of the aboveconsideration,
therewill mismatch
in load demand. The variance of a random variable quantifies the degree of uncertaint associated
with the mean value of the random variable.The active power loss, the systemfu I cost and
emissioncurves are quadraticfunctionsof decision variable P;, and their variancesq ntify the
degree of uncertainty associated with their expected values. So, the expected mi h can be
estimiltedthrough minimization of the squarederror of the unsatisfiedpower demand, l e

E- (6.130)

where P; is the actual power generationrequiredto meet the load, which is consi random.
Using Eq. (6.124),Eq. (6.130) can be rewritten as

E_ (6.131)

This rcn simplification reducesto

M+N-I M+N
1-
") var (P,) + (6.r32)
i=| j=i+l

Eqs" (6.1Il) and (6.128) into Eq. (6.132),

Subst:ituting

r (u+w M+N-I M+N

Js=
JI
0 \i=M
c 2 a 4 2 +I
i=l
\zRr,ricr,Cr,
j=i+l

I _ (6.133)
"5

where;
S;i= e,
SU= Rr,r,Cr,Cr, (i #j)
452 Power SYstemOptimization

optimizationformulation
Multiorbjective
(a) expectedoperatingc t, (b) the
Multiolbjective optimtzationproblem is framed considering: the
NO, ernission,(c) the expectedSO2emission,(d) the expectedCO2 emission thermal
"*p""t.ri variables P; from
unitr, and (e) the expectedrisk associatedwith possibledeviationof random
loar demand
their respectiveexpectedvaluesover the optimizationinterval to meet the expected
in eactr interval. Each hydro plant is constrained by expected amount of water available or draw-
down 1n the interval. Mathematically, the multiobjective optimization problem is defin d a s

I4inimize li r, ir, ir, i o,i rl' (6.134a)

M+N
subjectto ZP'=P r + P ,
i=l
(6.134b)

M
t -
I q' J , d t - RJ ; ( i = 1 , 2 , . . . ,l v l ) (6.13ac)
J
0

mrn < P. < p. max (i=1,2,...,M+N) (6.134d)

^P.
r - ' I - ' l

The abrovemultiobjectiveoptimizationproblem can be redefinedin discreteform as

T
I4inimize Jl = ,LJT '- o,Flnu,r,+-,))
(cr* c?,) (6.135a)
k=l [i
T
Itdinimize J2 s.L '- [r,*c?,)d,,F,'*d,,F,.
,]) (6.135b)
k=l [l
\
\rT * v,F,* ]r,]l
dziP,'
[tr* cf,)
lrlinimize J3 (6.135c)
.L
k=l

T
lylinimize J4 T
.L
'- [r,* c?,) * v,,F,*,f
d,,P,' (6.135d)
k=I [*
lvlinimize Js= (6.135e)

M+N
(6.13s0
subject to
Lj = l F,o= Fp1,-F11

I
k=l
t*Tir = Rj (/ = 1,2, ..., It4) (6.1359)

p_?t"sF,r<F,.flu* (6.135h)
 Stochastic Multiobjective Generation Scheduli

6.7.2 SolutionProcedure
To generate
the non-interior optimizationproblem,the weighting
solutionsto the multiobjective
methodis applied,In this method,the problemis converted into a scalaroptimizatio as given
below':

Minimize (6,136a)

subjectto (6.136b)

T
( j = 1 , 2 ,. . . ,I u [ ) (6.136c)
L ' 0 4 , 0 =Rj
k=l

Fftn s P,[* ( i - - 1 , 2 ,. . . ,M + M (6.r 36d)

5

Lk=1,* o =t (w* > 0) (6.136e)

where wp zte levels of the weighting coefficients.

This approachyields meaningfulresult to the decisionmaker when solved man times for
differ,entvaluesof w1r(k= L,2,..., 5). Weightingfactors\r1,arradeterminedbasedon relative
importanceof various objectives,which may vary from place to place and utility to ility.
The simplest way to a#ive at the required equationsis to use the calculus of anatlons.
Each consffaintequationis associatedwith an unknown multiplier func'uionknown as Lagrange
multiplier. The augmentedobjectivefunction is

5 , t M
L- Z *oio*) +F'o
viair+Lr'[u'- I,,4 (6.137)
k=l k=l [,f, Zal ,/=N+l

where:
vr.is water conversionfactor of the 7th plant
/4 is incrementalcost of power deliveredin the system.
The <iptimality conditidns are describedby taking the partial derivatives ugmented
objectivefunction with respectto the decisionvariables.

i , , % * L , f % - t )^ ) =o ( i=r, 2 , . N
. . ), (6.138a)
A,,rdF,o,,"*[a";

, ! g o * w" < J g * L", @ - r )

,'dP^o =o , ; m =j + A D
( j = r , z ,. . .M (6.r38b)
dP^o [DPrr )
T

I
k=L
ttQ i * -R j = Q ( J = 1 , 2 ,. . . M
, (6.138c)
 Optimization

For+r*-ZF,o-o (6.138d)
i=l

Inherently,theseequationsare nonlinear.The Newton-Raphsonmethod has been appli to find

factoris modifi to satisfv
vi waterconversion
4r e =1,2,..., N + lA, )"1,forall theI intervals.
the available water constraint. Suppose the initial values of control variables Pik,,4"1r, vj are
known. The updated values of control variables in the next iteration are
- F,f * Llo
F,.o:"* (i = l, 2, ...,N + M; k - 1,2, -.-,D
A.f* = LP+ LJ4 (k = I ,2, ...,T)
,l'* - ,f + A,v1 U = 1,2, ..-,I[)
Any small changein control values from their previousvaluescan be obtainedas gi below:

'rffi+Looffi')
ouu.[H
(6.139a)

a2F,
aP*ka

. L,i =-["#+,3,rH * L.o(#')]

.(#- r)a,r-
H
; = i + N ; k = 1 , 2 ,. . . ,T )
( j - - 1 , 2 , . . . , Mm (6.l3eb)

y[&.-,) (-
= -l %o+F&
N+M \
(6.139c)
?r 1EP,* )*tr i=l )

LF^,= (j=I,2,...,M; in=j +Af (6.13ed)

I['-#-')
Substitutingthe values of derivativeswhich are evaluatedabout initial values in Eq. 6 . 1 3 9 a )
N+M
sr
(2tra , + 2towsSi; + ZLoo7,,)M,n + L Mrt + (r(,?- 1)A
Qtrws Si + ZLooru)
j=I
j*i

=' (r*,rn+ Fi*l,us . ^*trfl - u]

zstiFfrl (6.139e)
[- I
 Stochastic' Multiobjective Generation ^Sc

zruFf

= wtlt+ czPai+Z *,1t + c'PIi,

li

5
n i - . f
F i = w 1 b , *L * i t i t
j=2

Equation (6.139e) cap be simplified by realrangingthe tenns, i.e.

N+M
f A

(2t4u;+ )atow5S,, 7,,)M* + \

+ ZAP* E,o
{zr6*rSu+ ZLooTi)
't=l
j*i

( i - 1 , 2 ,. ,

To simptify calculat{ons,neglect all the terms with S,i and Tij, i * i. So, neglectig the term,
N+M

\ {Zro*sSu+ 27il Mjo, the above equationbecomes

i=L
j*i

t( M+N
(2toa,+ ztowrf Ti) lrik = -l tolza,rfl+ Fi I ws
i, + 2fuor ( ik

L \. j=l
1,

LPu ( i = L , 2 ,. . . ,M

or

LF,* (6.140)

where
A4= t{Au,Plr+gt+ Li*) (6.1a0a)
rpsSi,+ trff,,1
X4= 2(t11ai+ (6.140b)

J=T
456 Power SYstem OPtirnization

Substitutingthe valuesof derivativesin Eq. (6.139b)'

+ Zvo,t
(zt owrS,n^ M**
oCi,Ti + zLf;T,un)
N+M
+ A4r+ (K,?r- l) A,tr+ toQy,Ff* )Av;
l=l
I*m
M+N I
Flo*)y)+ - 1)
Loo1rr:l^o
I t,,F,r*vltoQy, J
I
l=l

Ti= 1t+Cr;*,
M+N
K|o=| zr,,,rfl
l=l

The above equation can be simplified by rearranging the terms,-i.e.

N+M

(zt rw5sr,,* 2vo,t ) En * + |

j + LitooT^n
oc2r,7 {2,o*ss,,/ + 27,; ap,r
l=l
I*nt
't
+ t)
+ (r? + Av,) t1,Qy1F,9,p + @1, (Kl* - 1)I
+ a^hl,)
I
( / = L , 2 , . . . , Mm
; =/+N; k=L,
N+M

Neglectingthe term simplification,

',=:^

n) LF*r
rr + 2vlt oC'r,ii + zLDoTn
(2t1,w5S

S^tFt*+ v]"ntpQTiFlo * );) + 1i'* (

( / = 1 ,2 , . . . , M i * = j + N ; ft=1,
or
-L^r,
^n 0-KI*; 1;"* -t*(ZTiF,9,o+!)v]"*
Af ^1=

or
e - K?,i h";* - E1,v]"* - L^k (6.141)
M^k
Yio
where
Ej* = tr(2TiFlo+ y,) 6.l{la)

6.141b)
vt
jk - 1rc7,ii + hooT^*)
5s*^ + voit
2(t1rw
 Stochastic Multiobjective Generation Schedul

I-,k- trwsy zs*jFfk (6.14lc)

j=l

Substitutingthe valuesof derivativesin Eq. (6.139c),

N+ M (t' t+ u \ ( N+M \
=-[";**F:o
zriErt-r)M'r Ff ( f t= 1, 2 , . . . ,D
E t; ] )
N+M N+M
- =
.I tt KlolLFp For,* F&-I &-' ( k - 1 , 2 ,. . . ,D
,l=l i=l

Substituting Eqs. (6.140)and (6.141)into the above equatiOtr'

i ,t - K,oo,
r =
tt - I - o-
[rT" ",g
, \ x i k
'1
)
.X,,-"n,I L"fn (l - Kl"i - E jkvlew-
Yio

( N + M \

l F o o + P &I - P ; ' l ( f t =r ,2 r . . . , 7 ' , m = j + /v)

\ i = l )

m=j+N)

co L"f* - I
M
Di1,v]* - Fr (6.r42)
j=l

where

(r - Kl,r)z (6.r42a)
C*=
Yio

Dj* = (6.r42b)

( 1- , K , ? ) A i r
Ft= (6.r42c)
x,*
 System Optinization
( 6 .l 3 9 d ) ,
Substituting the values

(/=

i suur,itutingEq. (6.141) into the aboveequation,

T K,or) A.";* - Ei1,v]"* - L^k

S r
ti* to4lo /+/V)
L Yjr
k=l

or
T
(6.r43)
T Dir,L"fn-Hi']"*
ik=l
=oi (i=

where

T F n
Lr --
,'j S "ik"ik 6.143a)
.L Y,,.
k=l J'r

oj=vj-i,ralo+iry 'ik
6.143b)
k=l k=l

From Eq. (6. I42), we find the value of i.['*, i'e'

K = +.$
(6.144)
" Ly* ?yle*
ck'?rck'l

Substitutingthe value of l.['* into Eq- (6.143)'

( - M \
T

i r r o -r(l * r . i +Ckv rt* l - t r u i " *= o i ( i = r , Z , . . . m

,LJ
, M=;i + M )
k=l t i=L )

D i * Dyi x1 . * l - " r r t =
eo* j - Z + ( i = r , 2 , . .M. ,; * = i + M (6.145)
c k ' )

(6.145)can be written in matrix form, i.e.

IgiMxM lvlu,1' fRi)u*t

where

Qii =
E ( j = I,2, "', Il'l) (6.145a)
 Stochastic Multiobjective Generation Schedulin

e' i tL= ft W
r
( j = t , 2 , . . . , ,IM
= ;1 , 2 ,. . . ,M ; j * l) (6.145b)
tv
k=l k

T
R j =o j - > T ( j = r , 2 , "w' , (6Ja5c)
k=l

Here only matrix of M x M is to be solved to calculatevjnt*, and A,t'* can be com from
Eq. (6.144).When the valuesof url'* and 21"* .areknown then n4olt - 1, 2,..., M) a LF*
(/ = 1,,2, ..., M; m = / + /f) can be computedtiom Eqs. (6.140)and (6.141),respectiely. The
detailed algorithm iiss elaborated below:

Algorithm 6.4: (Generationof Non-Inferior Solution for Multiobjective Hydrothe Sched-

uling Using Approximate Newton-Raphson Method
1. Read the number of thermal units N, the number of hydro units M, the n mber of
sub-intervals T, expected cost coefficients, expected emission coefficients, xpected
B-coefficients, expected discharge coefficients, expected demand and pre- pecified
available water, coefficient of varianceand correlation coefficients,etc.
2. Set iterationfor non-inferior solutions,k = 1.
3. Incrementcount of non-inferirx solutions,k = k + l.
4. If (k > Kl GOTO Step 17.
5. Feedor generatethe weights,w1(i- 1,2, ..., IA.
6. Calculatethe initial guessvaluesof F,.f (i = 1, 2, ..., N + M, l,f and vf f = l, n.
7. Start the iterationcounter,r = 1.
8. Compute the variables,K:k, Ai* from Eq. (6.1a0a), Xik from Eq. (6.140b), :jk from
Eq. (6.L4la), X;r from Eq. (6.141b),Cpfrom Eq. (6.142a),D;pfrom Eq. (6.142b F1 from
Eq. (6.14',2c),H1 from Eq. (6.143a), and Ol from Eq. (6.143b).
9. Compute vrlewby solving the following simultaneous equations using the Gau elimi-
nation method
[Q1ilu,ufv]u,t = fRlu*t
10. Checkthe convergence
if Iv;n'*-,jo | < E r thenGOTOStep16.
11. Compute1.t"*from Eq. (6.144).

=*.i+,;"*
L+"* tvk
j=l ^

12. CalculateLP;1,(i= 1,2,..N + M) usingEqs.(6.140)and (6.141).

13. Calculatethe new valuesof F#t*'

4f'* = F,l* LF,o (i = 1,2,"', N + M; k = I,2, "', D

14. Set limits correspondinglyas

; if Pf"* t P#u*
tDnew
ik _
; if P;f"*< P,.fln
; otherwise
460 Power SYstemOPtimization
whose limits have been set either to lower or
Disallow to participatethe generation'
to zero.
upperlirnitsbysettingtherelatingcoefficients
15. i , > IT, then GOTO SteP5,
e l s er = r * 1 ,
;0
rik r[-new
ik

= Llr"*
Lo* (k = 1, 2, ..., D
vf = Vjn"* (J = 1,2, "', ll)

GOTO SiteP12 and rePeat.

valuesand loss
16. Record:it as non-inferiorsolutionand calculatethe objective
Step 3.
17. StoP.

6.7.3 Decision Making

judgment,it is naturalto assu e that the
Consideringthe imprecisenatureof the decisionmaker's
function. The fu: setsare
decision makegnuy have fuzzy or imprecisegoals for each objective
representt e degree
defined by equations called the membershipfunctions. These functions
1993]'Thr member-
of membershipin some fuzzy setsusing valuesfrom 0 to 1 [Klir and Folger,
y taking
ship value 0, lndicates incompatibilitywith the sets,while t meansfull compatibility'
with rate of
accountof the minimum and maximum valuesof eachobjectivefunction together
increaseof menrrbership satisfaction,the decisionmaker must detectmembershipfuncti n t"t(Ji)
dec sing and
in a subjec,tivemanner.Here it is assumedthat p(/;) is a strictly monotonic
continuousfunction defined as
1 ;i; s 7,.'t"
ji* -j,
; 7,.*t"< J-,< 7,.*u* (6.146)
t r t ( iJ) =
7,'t"* - 7,'ttt
o ;ji2.4*u*
where
F 0) is membershipfunction of objective, Ji
are minimum and maximum valuesof the fth objective, respectively.
],.nttn,.ii.max
n-inferior
1) a
The value of membership function suggestshow far (in the scale from 0 to
value;
(non-dominated)solutionhas satisfiedthe i i objective.The sum of membershipfunc on
computed in order to measurethe acco ishment
F0) (i = 1,2, ...,5) for all the objectivescan be
solution
of each solution in satisfying the objectives. The accomplishment of each non-dominal
solutionsby normalizingtts acco plishment
can be rated with respectto all the K non-dominated
over the sum of the accomplishments of K non-dominatedsolutionsas follows [Tapiaat Murtagh,
1 9 9I l :
)

pB= K i=1 5
T pO!) (6.r47)

I
k=l
\ u<i!'t
i=l

where pj is cardinal priority of the kth non-inferiorsolution.

 Stochastic Multiobjective Generation Schedu

The function 1tp in Eq. (6.147) can be treatedas a membershipfunction for noR inated
solutions in a fuzzy set and representedas fuzzy cardinal priority ranking of the non minated
solutions.The solutionthat attainsthe maximummembershippB, in the fuzzy set so ed can
be chosenas the best solution or the one having the highestcardinal priority ranking
Maxtp* , k = L,2, ...,Kl (6.148)

6.7.4 Test Systems and Results

Testsystem 1
A short-rangehydrothermalload schedulingproblem of 24 hours duration has been dertaken.
The entire optimization period has been divided into 24 intervalsand each interval is o one hour.
The systemunder study consistsof one thermalplant and one hydro plant [Rashidand oa 19911.
The expected croSt,NO, emission, SOz emission, COz emission of thermal plant and discharge
characteristics of hydro plant are given below:

of thermalplant ($ft):
Expected,costcharacteristic

/r r(r) = 0.001991
4' + 9.606Fr@ + 373.7
Expected .NO, emission characteristic of thermal plant (kg/h):
jrr(t) = 0.006483 - 0.7902t
4' ?ft> + 28.82488
of thermalplant(kgA):
ExpectedSO2emissioncharacteristic
jrr(t) = 0.00232Pr'+ 3.84632Pr(t)
+ 182.2605
of thermalplant (kg/h):
ExpectedCOz emissioncharacteristic
jor?) = 0.084025F12
- 2.9445484
Pr(r)+ r37.7043
(Mm3ztr):
Expectedhydroplant characteristics

qz@ = 2.19427x 10-5F]<r> - 2.5709x 10r Pz(t) + 1.742333

R, = 72'4797Mm3

(MW-l):
ExpectedB-coefficients

Brr = 0.00005,Er, = Er, = 0.00001,Bz, = 0.00015

If the coefficient of variation is zero and randomvariablesare uncorrelatedto each othe , then the
problem is considereddeterministic.The random variablesare uncorrelatedonly if the orrelation
coefficient is zero.

Effectof varianceand covariance

Owing to the existerice of the variances and covariance of random variables in the f ulation
of the problem, an analysisof variationsin objectives /r seemsnecessary. Actually, rty
properties are known from past history or can be estimatedvia the Monto Carlo imulation
techniques[Sen Gupta, 1972]. There is a need to use exact values of coefficientso variation
and correlation coefficients as and when re;quired.But, here in the study assumedvalues of
these coefficients are chosen. Since variance is representedby the coefficient of v ation, the
462
wei htalge to
coefficientsof variation are varied from OVoto LjVo in stepsof |Vo. By giving full
all objective one b y
one objective and neglectingothers,the effect of varianceis obtainedon
SO2 emir ;ion and
one. The percentagerelative deviationsin total expectedcost, NO' emission,
ien'ts of
COz emission from their respectivedeterministic values with respect to the coeffi
vanauon a,re shown in Figure 6.13. It is observedtrom thls tlgure mat tne retatlvePc
lragc

deviationtrf all the objectivesincreasesas the varianceincreases.The effect of variance is more

on the operating cost as comparedto NO' SO2,and CO2 emissions,respectively.

5
4.5 t
4
c
3.5
/ /
r ./
/ /
3
0.) .J .I-
o
bo
2.5 a /
. . ] t ' '

2 ,' ,.,-t''' - - -- ** ''

o
o
C) 1,5
1
0.5

0 dl 0J2-- O.os o.o+ 0.05 0.06 0.07 0.08 0.0e U

Coefficient variation

-+ - cost -'-A'-' Minimumexpected NO, emiss )n

Minimum exPected
--+-- MinimumexpectedSO, emission ---+--- Minimum expectedCO2emiss rfl

Figure6.13 deviationin expectedminimumcost, NOr emission,SO2eln

Percentage
and CO2 emissionwith respectto coefficientsof variation,respectively

By st:tting all weights equal to 0.20, the effect of varianceon all objectivesis :ved
efVet

simultaneot rsly- The percentagerelative deviationsin total expectedcost, NO" emiss.on, S Soz
O
emissionarrd CO2 emissionfrom their respectivedeterministicvalues, with respectto co :ffi ents
cient
of variation are shown in Figure 6.13. It is observedfrom Figure 6.14 that the relative p )rce;ntag tage
on cost bec )ome
mes
deviationsof all the objectivesincreaseas the varianceincreases.The effect
smallerconrparedto NO' SO2and COz emissionswhen equal importanceis given to all c bje< :tivet
tves.
Further, the: effect of varianceon water conversionfactor is also considerable.
The r:ovarianceof bivariaterandom variablescan be consideredpositive or negalve The
covarianceis representedby correlationcoefficients.The correlation coefficients are va ied fron from
-1 .0 tc l.t) in steps of 0.2. The percentagerelative deviations in total expected c NO
NOr
ernission,SiO2 emissionand COzemissionfrom their respectivedeterministicvalueswil r()spec ;pect
to correlation coefficient(Rr,r, (i f i) are shownin Figure 6.15. The weights wy w2, w2 w 4r Bllt and
w5 are takr)n as 0.25,0.25,'(i.25,0.25 and 0.0 respectively.It is examinedthat (i) th re is rs an
a,
increasein the percentagerelative deviationsin total expectedcost Jr tr the value of R, Pj i i ++j t)
is changedfrom a negativevalug to a positive u+t, (ii) there is a decreasein the p :ntag
rtage
relative de'riations in total expectedNO, emission Jz as the value of Rnp,Q/ il is charse! fror from
a negativevalue to a positive value, and (iii) there is a very small effect on SO2emissio:r . /3r, ZlIl
and
 Stochastic Multiobjective Generation Scheduli

15
t4
t3
t2
11
q
g
l0
Cg
9
o)
!
()
8
@
6J 7
O
(-) 6
(.) 5
4
3
2
1 -:l=-fi:#+-:+-+:1:
0.05 0.07 0.09 0.11 0.13 0.15 0.17
Coefficient of variation

-+- Expectedcost --+-- ExpectedNO, emission

- - +" - ExpectedSO, emission ---+--- ExpectedCO, emission
""x---- Waterconversion
factor

Figure 6.14 Percentagedeviationin expectedminimumcost, NO, emission,SOz sslon,

COz emission,and water conversionfactor with respectto coeffi nts of
variation,respectively
when all weightsare set equal to 0.2.

COz emission J 4 objectives.From this study,it has been observedthat the existence f random
variablesgives a significanteffect to each objective either consideredindividually or in the
multiobjectiveframework.

Minimum and maximum values of objectives

To computethe membershipfunction, tt(J) of Ji objective,thereis a needto find the minimum
and maximum values of that objective.Minimum objective values are obtainedby g ving full
weightageto one objective and neglectingothers.When the assignedweight value i s 1 . 0 ,i t
meansthat full weightageis given to the objectiveanciwhen the assignedweightageis zero,the
objectiveis neglected.Maximum objectivevalues are obtainedby exploiting their c nflicting
nature.If an objective i, is in conflict with anotherobjective i j then the i j objective will have
the maximum value correspondingto the minimum value of Ji objectiveor vice vers
Owing to the conflicting natureof objectives, ir, f a, and is will have maxim m values
when Jr is minimum. The objective i3 will have maximum value when Jz is mini um. The
obtained minimum and maximum objective values are given below for uncorrelat random
variableshaving ll%o variance.

/tt'n = 9645077 $ ./r"* = 97475.09$

 System OPtimization

1.5
tr
'E
o
r.zs
'5
a)

o l
bo
cd
d

$ o.zs
0)
or

-0.4 -0.2 0 0.2

Coefficient of correlation

---t--- Expectedcost --*-- NO, emission

Expected
"-'+"" SO2emission -'-+'-'
Expected ExpectedCO2emission

Figure6.15 Percentagedeviationin expectedcost, NOr emission,SOz emission,and Coz

emissionwith respectto coefficientsof correlation,respectively.

7y" = 14591.82
kg Jfl'* = 15169.05
kg
tj-" = 44337.36
kg /j"o = 44665.53kg
J;'" = 245810.70
kg J fu* - 252472.20
kg
j{ * = 46805.98Mw2
"ry" = 46044.05
lvrw'

of the optimalor 'best' solution

Determination
First,the optimalor bestsolutionis foundfor only two objectivesI *d 7r. ft weigh l'U1and
"
lr2, respectively,are varied in the range0.0 to 1.0 so that their sum is 1.0. The weights,W3,W4,
and.)v5&re taken zero to neglect the other objectives, i3, 7a, and J=5,respectively.The random
variablesare assumedindependentof each other with I}Vo variation. Total expectedcost u/1,and
NO, emission ir, are tabutatedin Table 6.33, for eleven possible weight combinatio which
correspondsto non-inferiorsolutions.The membershipfunctions p(/-1) and lt(J) of Jr and Jz
objectives,respectively,are also presentedin Table 6.33. The expectedcost Jt rises and the
expectedNO, emission Jz declines,when w1 weightageto expectedcost is reducing. Similar
trend has been explored in the membership functions of "I1 and J2 objectives. It can be luded
from Figure 6.L6 that if two objectives are in conflict then their membership functions also in
 Stochastic Multiobjective Generation Scheduli

Table 6.33 Totat expectedcost and NO, emissionscorespond to non-inferior

only two objectivesare considered(wl = 'il4= ws = 0)

Sr w1 Jl J2 t t ( Jr ) tt(Jz)
no. ($) (ke)
1 1.0 0.0 96028.66 14839.02 1.0000 0.0000 0.07057
2 0.9 0.r 96032.16 r4774.06 0.9966 0 . 11 2 5 0.07827
3 0.8 0.2 96044.09 r4707.rr 0.9851 0.2284 0.08564
4 0.7 0.3 96067.08 14638.60 0.9628 0.3471, 0.09244
5 0.6 0.4 96104.& 14569.26 0.9265 0.467r 0.09835
6 0.5 0.5 9616r.45 14500.20 0.8716 0.5867 0.10292
7 0.4 0.6 96243.90 lM33.l3 0.79r9 0.7029 0.10549
8 0.3 0.7 96360.7r 14370,68 0.6789 0.8110 0 . 1 0 5l 5
9 0.2 0.8 96523.80 r4316.77 0.5213 0.9044 0.10061
10 0.1 0.9 96750.05 14277.39 0.3026 o.9726 0.08999
11 0.0 1.0 97063.07 14261.55 0.0000 1.0000 0.07057

3 0.6
E
a
v)
q)
2 0.4
c)
-1

0.4 0.5 0.6

Weight,w,
---l--- Mernbershipfunctionof expectedcost
--*-- Membershipof expectedNO, emission

Fisure6'16 of membershipfunctionsof expectedcost and NO, emissio with

[T;*ll" wetght,w1,whergW2=1.0 - w1and ws- w4- ws= O.

conflict or vice-versa.Figures6.L7 and 6.18 show that the expectedcost is in conflict with the
expectedSO2 emissionand risk level, respectively.
 Power System OPtimization

0 .9 8 5

0.97

(J

0 .9 5 5

.a
() 0 .9 4
L

C)

0.925

0.91

o.8esd 0.1 0.2 0.3 0.4 0.5 0.6 o.1 0.8 0.9
Weight,w,

--l--- Membership function of expected cost

--*-- Membershipfunction of expectedSO, emission

Figure6.17 Variationof membershipfunctionsof expectedcost and SOz n with

respectto weight, w1,where ws= 1 - W 1a n d W 2 =W q =W s =0 .

o
3 0.6

(a

c)
€ 0.4
q)

-l-- Membership function of expected cost

--*-- Membership function of variance

Figure6.18 Variationof membershipfunctionsof expectedcost and variance power

generationwith respectto weight,lyt, where ws= I - LV1and W2= Ws w t = Q .

ii.-. .
 stochastic Multiobjective Generation scheduling 467
The non-inferiorsolution that attainsthe maximum membershippB, is
distinguishecas the
best solution among the non-inferior solutions.The weight combination,presented
a serial
number7 in Table 6.33 gives the maximum valueof i.e. 0. I0504g and thereforeprovi
lt\, the
best or preferredweight combination.
The non-inferior solutions for 126 differentsimulatedweight combinationsare ge
consideringall, the objectivessimultaneously.Non-inferior solution that acquiresthe
ma lmum
membershippj, is chosenas the best solutionand is furnishedin Thble6.34. Ttre best
lutions
are securedfor distinct values of coefficientsof variationand correlationcoefficientsin lverse
situationsand are conferredin Table 6.34.

Table 6.34 Best expectedoptimal schedulesfrom non-inferior set

Cn Rnp, Cost NO, SOz COz Risk

emission emission emission
($) (ke) (ke) (ke) (Mw2)
1 0.01 0.0 96386.43 r4360.t2 44156.03 242124.3 460.4161 0. r656
2 0.05 0.0 96480.82 14442.96 442t4.s8 243249.0 I 1 5 1 6 . 6 6 0. 1787
3 0.10 0.0 96814.30 14686.73 44410.25 246600.r 46125.73 0. 168
4 0.10 1.0 96735.22 14726.10 44386.10 247042.8 88802.83 0. 1561
5 0.10 -1.0 96802.52 14687.49 44405.48 246601.r 3455.506 0 2648

The weight combinations and the water conversion factor v2, cotrssponding to best sch ules
are depicted in Thble 6.36. For case one, the achieved expected generation schedules of 24 hours
have been furnishedin Table 6.35. For each sub-interval,expeotedtransmissionloss FL, incre-
mental cost L, and expecteddischarge qz, are exhibitedin Table 6.35. The attained uality
constraintLPD,during each sub-interval,is also providedin Table6.35 which showsthe
of the obtainedsolutions.
Conventional economic short-term fixed-head hydrothermal power dispatch method al tes
generationscheduleto the individual generatingunits basedupon deterministiccost functi n and
load demand,ignoring inaccuraciesand uncertainties.Such generationschedulesresult n the
lowest expectedtotal cost, but this cost is also associatedwith a relatively large varianceth can
be interpretedas risk measure.Moreover,in power systemoperationplanning, there exist m Itiple
objectives to be attained, which conflict with each other and ard subject to a mutual interf It
means that any one objective can be improved only at the expenseof other objectives. n the
multiobjective framework, the analysisof hydrothermalshort-rangefixed-headis undertakr with
explicit recognition of uncertaintiesin productioncost, NO' SO2 and COz emissionsa load
demand.

6.8 STOCHASTIC
MULTIOBJECTIVE
LONG.TERIJI
HYDROTHERMAL
SCHEDULING
A modern power system may consist of several thermal, conventional hydro power lants
l
connected to various load centres through a lossy transmission network With the insigni cant
incrementalcost involved in hydro generation,the problem of minim izing the operational of
a hydrothermalsystemcan be reducedessentiallyto that of minimizing the iuel cost for al
 Power SystemOptimization

Table 6.35 Expectedscheduleof each sub-intervalfor caseone given in Table 6. and

Thble 6.36

k Pot Pu Ptp Pz* No* Qz*

(Mw) (Mw) (Mw) (Mw) (Mw) m3/h)

1 455.0 9.90335 10.81529 259.7265 206.0888 0.000013 .621406

2 425.0 9.4t2t8 9.57364 237.7585 196.8151 -{.000001 .541795
3 415.0 9.24936 9.17863 230.4520 r93.7266 -0.000021 .516119
4 407.0 9.11942 8.86938 224.6126 19r.2567 0.000061 .495888

5 400.0 9.00595 8.60373 2r9.5074 r89.0963 -o.000033 .4784r1

6 420.0 9.33072 9.37495 234.1042 r95.2707 0.000047 .5289M
7 487.0 r0.43174 12.23392 283.2397 2r5.9942 0.000034 .710609
8 604.0 12.40413 18.26157 369.9315 252.330r 4.000023 .074704
9 665.0 13.45848 2r.93765 4r5.587s 271,.3502 -o.000034 .288394
r0 675.0 13.63308 22.57575 423.1026 274.4732 {.000053 .324999
lt 695.0 13.98378 23.88217 438.1586 280.7235 0.000032 .399545
12 705.0 14.15988 24.55056 445.6997 283.8509 -o.000040 .437487
13 580.0 tr.99425 16.91630 352.0551 244.8612 4.000019 .995131
14 605.0 12.42i26 1 8 . 31 8 8 6 370.6774 252.&r5 0.000011 .078074
15 616.0 12.61010 18.95552 378.8879 256.0677 {.000048 .rr5442
16 653.0 13.24963 2r.18517 406.5808 267.6043 {.000013 .245054
17 72r.0 14.44270 25.64107 457.7835 288.8576 0.000021 .499r24
18 740.0 14.78024 26.96996 472.1622 294.8078 {.000010 .573808
19 700.0 14.07176 24.2r5r0 44r.928r 282.2870 0.000013 .418460
20 678.0 r3.68556 22.769t5 425.3588 275.4104 {.000019 .336067
21 630.0 12.85130 1,9.78314 389.3524 260.4306 0.000120 |
.16377
22 585.0 t2.07942 17.r9r90 355.7754 246.4165 4.000059 .011500
23 540.0 rt.3r724 t4.79958 322.3689 232.4306 0.000024 .868128
24 503.0 10.69769 12.97995 295.4278 220.9521 0.000093 .756874

whereA,Pp= (4 + F ) - Ft-F,

Table 6.36 Weight combination and water conversion factor corresponding to the sc edule
given in Table 6.34

(wy w2, w3, r,14,w5) $/Trrlm3l

1 (0.4,0.
L,0.2,0.2,0.r) I 432
2 (0.5,0.2,0.
1,0.1,0.1) 11 0.2r9
3 (0.4,0. 1,0.I )
1,0.3,0. l 1 .390
4 (0.6,0.
1,0.1,0.1,0.1) 11 . 1 6 8
5 (0.5,0. I)
L,0.2,0.1,0. I 5.220
 Stochastic Multiobjective Generation Scheduling 469

plants under the constraintsof the water availablefor hydro generationin a planned period.
Mostly, hydrothermaloptimal schedulingis achieved,with .the asiumption,that the water nflows
to the reservoirsand the load demandsare known with completecertainty.However,thi is not
true.
The availability of limited amount of hydroelectric energy, as stored water in the system
reservoirs,
makesthe optimaloperationcomplex,because
it createsa link betweenan rating
decision in a given stage and the future consequencesof this decision. Further, it is im ible to
have perfect forecasts of the future inflow sequenceand the load variation during a given riod.
Therefore, for long-term storage regulation, it becomes necessaryto account for the rando nature
of the load and river inflow and so a stochastic representationof these must be used.
Most of the algorithmsincorporateuncertaintiesin the system load demand an water
inflows, but choosea deterministiccost function for thermalgeneratingunits. A major s rce of
uncertaintyin optimal dispatchis that associatedwith cost coefficients[Dhillon er al., 19931.
Howeverwith the increasing,concernrecentlygiven to the environmentalconsiderations illon
et al., 1993; Dhillon et al., 19941,a revised generation scheduling for the hydrothermal power
systemis requiredthat meetsthe constraintsof availablewater at hydro plants and load emand
for power while accountingfor both cost and NO, emission.
Fuzzy sets were first introducedin solving power systemlong-rangedecisionmakin prob-
lems. Fuzzy decisionmaking theoriesattemptto deal with the vaguenessor fuzzinessinh nt in
subjective or imprecise determinations of preferences,constraints, and goals. Thpia and urtagh
[1991] put up a methodologyfor solving a decisionmaking problem involving a multipli ity of
objectivesand selectioncriteria for the best compromisedsolution.
The intent of this section is to provide a technique that allows scheduling of lon -range
hydrotherrnalsystemprobabilisticallyconsideringstochasticcost and NO, emissioncur es for
thermal power generationunits and uncertaintyin load demand and reservoir water i flows.
However,there is a growing trend towardsformulatinga multiobjectiveoptimizationp lem
[El-Hawary and Ravindranath, 1991], so, the approach is developed by formuiating hydrot ermal
scheduling as multiobjective optimization problem. The expected fuel costs and NO, e i s s i o n
over whole of the planning period are consideredas two conflicting objectives.The form lation
also incorporatesany possibledeviationsin generationsover whole of the planning period as the
third objectiveto be minimized.The weightedminimax techniquelKlir and Folger, 1993] i used
to generatethe non-inferiorset by convertingthe problem into a scalaroptimization To
reduce the complexity of the problem, interval-wisedecompositionis carried out. Eac sub-
problem is separatelysolved by using the conjugategradient method to obtain the timal
discharge[Parti, 1987]. In each subinterval, thermal generationsare calculatedby a sim lified
technique,which reducesthe economicdispatchproblem into an equivalentlosslessproble . The
methodis lesstime consuming.A numericalexampleof a power systemconsistingof th hydro
and four-thermal plants is solved and the results are presented.

6.8.1 StochasticMultiobjectiveOptimizationProblemFormulation
In this section,the multiobjectiveswith equalityand inequalityconstraintsconcerningthe power
systemoptimizationproblem are described.The importantobjectivesare consideredhere, e
1. Economicoperations
2. Minimal impacts on environment
3. Expecteddeviationsdue to unsatisfiedloads.
470 Power System Optimization

The stochasticformulation is adoptedby consideringfuel cost coefficients,NO, mission

coefficients,load demand and water inflows into reservoirsas random variables.Water inflows
into reservoirsof various hydro plants are assumedto be statisticallyconelatedduring same
subintervalsbut independentat differentsubintervals.The stochasticmodels are converted to their
deterministicequivalentsby taking their expectedvalues,with the assumptionthat all the random
variablesare normally disributed. A hydrothermalsystemis consideredwith N thermaland hydro
plants.The problem is visualizedas an M stagedecisionprocessby subdividingthe lanning
period into M subintervals.

Expected fuel cost

The aim is to optimizethe runningcost of thermalstationswith full use of water availab during
the optimizationperiod.The objectivefunction,which is fuel cost of the thermalplant, is
to be approximatedby a quadraticfurtctionof generatdrpower output and is given as

Fr = (ai(Pi^)z
+ b,P,^*',,], (6.14e)
E []
where a;, b;, and c; &ra cost coefficients. P;' is the thermal power generationduring he mth
subinterval.
A stochasticmodel of function F1 during the mth subintervalis formulatedby co idering
cost coefficientsand load demand,during the nth subintervalas random variables.The xpected
value of fuel cost function rnay be obtainedthroughexpandingthe function using Tayl s series
about the mean. The obtainedexpectedfuel cost during the nth subintervalis represen by
N
Fr"= I la,1F,\' +6,P,^*V, + a, vw (P,^)+2P,^ cov(ai,Pi^)+ cov(b,,P,^)] Sltr (6.150)
i=l

where
Pi^ is the expectedvalue of thermalgeneratoroutput during the nth subinterval.
d,, 6;, and d, *. the expectedcost coefficients.
Equation(6.n50)can be rewrittenas
1V
Fr^= lei (F,^)' + Bi F,^* q ] slrt (6.151)
j=l

where
At' = [1.0 + (C(Pi\)2 + 2R(ai,Ph C(a) C(Pi\]Ai
Bi" = [ .0 + R(bi, Pi) C(bi) C(Pi) bi
C(Pi^), C(a), and C(b) are the coefficientsof variation of random variables P{, ai and br
respectively.R(a;, Pin')is the correlationcoefficientof randomvariablesai and P;^, and b i , P i )
is the correlationcoefficientof randomvariablesb; and P;''.

ExpectedNOxemission
Only thermalpowerstationsaremajorcausesof atmospheric of high oncent-
pollutionbecause
ration of pollutants caused by them. -{-heNO, emission curve for thermal power plan can be
 Stochastic Multiobjective Generation Scheduling 47r
directly relatedto the cost curve through the emissionrate per MBtu, which is a consta factor
for a given type of fuel. The aim is to optimize the NO, emissionof thermal stations ith full
use of water availableduring the optimizationperiod.The amountof NO, emissionis gi n a s a
function of the generatoroutput P;^, which is quadratic.

Fz- f ti (di(p;*)z
+eip,^*
rll re (6.rs2)
;L,J I
where di, ei, ffid fi are emission coefficients.
A stochastic model is formulated by considering emission coefficients and load and as
random.Using Thylor's seriesand taking expectations,
the expectedNO, emissionfor mth
subintervalis obtainedas
N
- L
Fi - >Wt(1^f+a,F,^
+ fi + cl, var(Pi*)+21^ cov(d,,p,*)+ cov (e;,pi^;] tgltr (6.153)
i=l

where 7,, Zr, *d j, are the expectedemissioncoefficients.

Rewriting the above equationas
N -
r; = I tfr,r(F,^)'+Ef p,^* j,luiln (6.154)
i=l

where

,i = [.0 + (C(Pnz + ZR(d;,Pi\ C(d) C(Pi))di

E{ = [1.0 + R(ei,P;") C(e) C(Pi')]Ai

C(d;) nd C(e) are the coefficientsof variationof random variables,d; and e;, res tively.
R(du P,t") is the correlationcoefficient of random variables d; and Pi.
R(ei, Pi') is the conelation coefficient of randgrnvariables ei and Pi.

Expected deviations
Since generatoroutputs P!' of hydro and thermal plants are treated as random variabos, the
expecteddeviationsare proportionalto the expectationof the squareof unsatisfiedload mand
during the nth subinterval.These expecteddeviationson the whole of the planning pe od are
conSideredas an objectiveto be minimized.The expecteddeviationsduring the rzth su nterval
are representedas

MW2 6.1ss)

where
PI is the expectedload demandduring the ruth subinterval
F; are the expectecitransmissionlossesduring the mth subinterval
Z i s the total number of hydro and thermalplants.
472- Power SYstemOPtimization

This on simPlificationreducesto:
T T T
u* (Pi^) (6.1s6)
F;'= i
i= I i=l j=l
j*i

are independentof each other uring the

It is assumedhere that--thermaland hydro generations
differentsubintervals.

Expected transmission losses

well-known loss formula are giv by
The power tralsmissionlossesexpressedthroughthe
T T
P i " B i i P fM w (6.1s7)
P[= LI
j=l j=I

where B4s arethe B-coefficients'

randomv ables.The
The power generations'Pf' during the mth subintervalare dependent
obtainedusing the Taylor's
expectedtransmissionlossesduiing the mthsubintervalare
independentof each other unng the
the assumptionthat thermal and hydro generationsare
s.
different subinterval
T T T T _ I T
LpL. ^= E , , v u ( P , ^ ) + ) Mw (6.1s8)
II Ij = l F , * E : F ]i"= l* f L z
i=l j=i+l
E r c o ' ( P i ^ , P n
i=l

Expected water storage equation

the storageat the endof the mth sub terval can
If all hydroplantsareon differentwaterstreams,
be obtainedfrom the equation,
(6.1se)
xln*t= xl" + Jj"- o;" - srn' (/ = 1,2,...,L)
where
Xr.' is water storageat the 7th reservoirduring the mth subinterval
Jj" is water inflow into the 7th reservoirduring the rlth subinterval
the jth reservoirduring the nrth subinterval
** i, spillage from
jth turbine during the nth subinterval'
ej" is water dischargethrough the
With the ions that
Spillage occurs only when the reservoirstoragelimit is exceeded.
are uncorrelatedto e other, the
water inflows and water storageduring the mth subinterval
expectedvalue of Eq. (6.159)is given as

Xf*'-- xf *if -0f - sf (i = r,2,..,

L) (6.160)

where
'T"
;::;:ffT:'L
:i:ff#:::i ,ffi T:,'l:il:'
11,'::ffi
The corresPondingvariancesare:
- EKXf*t - x;*')'l
var(xl"*t) U = 1,2,..,
L)
 Stochastic Multiobjective Generation Scheduling 473

On simplification, the previous equation can be rewritten as

var(Xf+l)= var(Xi^)+ var(Jj') ( i = l, 2, ...,L) l6r)

Similarly,covariance
is
x{*t) - EI6f*t - xf*')6f*t - V{*')l
cov(xjn*', ( / = 1 , 2 ,. . . L
, ; k = I,2, ...L
, i j /k)
After simplification,covarianceis
cov(xj'*t,xtf*t) = cov(xf',xr{l+ cov(Ji^,
Jt{) (/ = 1,2,...,L; k= r,2, ..-,Li j * k) ( r62)

Expected hydro generation

The averagehydro generationduring any subintervaldependson the water dischargethrou the
turbine and on the averagehead, which is also a function of the storage.The average ydro
generationduring the rnth subinterval is given by
Pf*N= hiU + 0.59;QXf + 4" - Qi^ - Srr)l (Qi'- 0 (i = 1,2,..., L) ( 163)
where
hi is the basic head of the 7th hydro plant
g; is the water headcorrectionfactor to accountfor variationin head with storageof jrh
hydro plant
l-ti it the non-effectivewater dischargeof the 7th hydro plant.
Since water inflows and water storageare random variables,so hydro generationswill
random. Expectedhydro generationof the rzth subintervalcan be written as

Piir = hj U+ 0.5s,QXf + rf - Of - sUQf - Fi) ( j = 1 , , 2 ,. . - ,L ) r64)

Varianceof hydro power is given as follows:

= EIQfrw-F,T*)'l
var(Pfrls) (i = 1,2,...,L)
On simplification,the aboveequationcan be written as

- nfQi^ - h)' s/ [var(xj")+ 0.25var(Jj\)

var(Pl*N) (J'= r,2,..., L) 16s)
is givenas below
of hydrogeneration
Covariance

cov(Pf*,,u,PT*i= hjh*(0;' - k) Q{ - pt) BiBt [cov(Xrrn,X{) + 0.25 cov(Ji*,Jn]

( j = I , 2 , . . . , L ; k = L , 2 , . . . , Lj ;f k ) ( 6166)

Aggregating the above equations, the hydrothermal multiobjective optimization prob ls

defined below:

M M
Minimize ,I Fy,\ (6. 67a)
m=l m=I
-474 Power System OPti^rzotign

subject to: (a) expectedload

demandconstraintfor the rrrthsubinterval

'IT F'' -F;' - pi' - o (6.167b)

,4'',
(b) expectedstoragecontinuityconstraint

v'i*t= x';'*i"" -Qi' - S'i (i = r,2,.-.,

L) (6.167c)

(c) total expected volume of water available constraint

M M M
ytn+l -x|-Lti' * I e | ' * I t i ' = o (j = 1 , 2 ," ' , L ) (6.l67d)
m=l nt=l m=l

(d) expected hydro generation equatton

rli* - hiu+0.5s; - t'ti)

(zxi"*ii' -Q';'- sjr')l(Q';' ) (6.161e)

(e) expected output of thermal plants

( i = I , 2 , - . . ,M (6.167f)
4 m i n{ F , u ' < 4 t t *

(f) water discharge limit

oi* 3Q'i'<oi ( j = 1 , 2 ,-, . . L

,) (6.167g)

(g) expected forebay limit of reservoir

XrT'ns x j' -< "Xl T A X ( j = 1 , 2 ,. - . L

, ) (6.167h)

6.8.2 Optimal GontrolStrategy

The scalarizedform of the optimizationproblem is obtainedby using the weigh mlnlmax
method and is given below:

Minimize (6.168a)
:[]
3
subjectto (6.l68b)
L*o-t
ft=l

where w1 is the level of the weightingcoefficients.All other equalityand inequalit constralnts

are sameas mentionedin the problemof the systemof Eqs. (6.167).
This approachyields meaningfulresultto the decisionmaker when solvedoften br different
valuesof w{k - l, 2,3). The scalarized optimizationproblemis solvedby forming t Lagrangian
function, which is obtained by augmenting the objective function with various equalit constraints
expressedin terms of expected values, through dual variables as follows:
 Stochastic Muttiobiective Generation Scheduling 475

L-ili,*ru['+Ll'
.L,l I Lt
nr=l L t=l

L
- I tii [Fji* -t,j (r + o.ssi eV|" *ij" - Q';'- s;r'>)<Q'j'- ! 1))
j=l

* t'li Gf" - x!' - ii'*ai +si)

r ( M M M \ l
+ L Lo,luf" - x', .r69)
j:l \ m=l m=l nt=l ) )

During each subinterval,the control variablesare the water dischargesthrough the turbi es of
hydro plants.The reservoirstorageand the hydro power generationat the end of the subi terval
are obtainedfrom Eqs.(6.160)and (6.163),respectively. Irrespective of the hydro generatr s the
thermal generationssatisfythe power transferconstraintto achievethe minimal fuel c t . T h e
dual variablesLf , ryj, and ).fi are obtainedby equatingthe partial derivativesof the I-a gian
function with respectto the dependentvariablesto zero.

* - # + r ; ( # - t ) = o ( i =r , 2 , 1 r ) r70)
#=l
= o ( i = t ' 2 '' L ) 6 . t 7t )
#--tii+fi[+-')
t\;' - h\i + Mi hi siQi' - t-r) = o 6.n2)

X,llj = 0, since the equationsassociatedwith this set of dual variablesare redundant.

AL = - -2Q';' + p)]
aQi, iQxl' + Jf s;'
tii + ).aj T)i hi[t + o-ss

aor\ \'lPfirn,pillr,)l
[*(u*\- ei]il)*I
*wt'LaQi' z*(cou . 4'(*\
',!.rji,)r,...,,,
k=t J
6.n3)
where

Qi' - F)lvarof )+0.25var(Ji')) (i = 1,2, ---,

Qj|il] = zn?ej L) 6 . I t4 )
#[var
-p1)[cov(Xi',Xf)+ 0.25-cou(J'j',J'l')]
= h,ttogig1,Qf
1Pj']x,PUilJ
#[cou
(j=l'2'"''L;jtk) 6.r7s)
L
aPI = Bi+N.i*ru;fu
a r ,,n.-r
+
fva,r(Pfr")] ' +[cov (Pi]*,
2 ru,.Mk+N 11 PI]ilJ
aor r r
aQi ft=l aQi'
(j = l'2' "'' L) 6 . t 76 )
476 Power System Optimizatton

The dual variablesLai are to be adjustedto maximize the Lagrangianfunction under constraints
of other optimality conditions.The correspondinggradientvector is

. M M M
AL = x f * t- x j - I
6L ai
i f * Z O f* I s . f ( i = r , 2 , . .L. , (6.t77)
m=l m=l m=l

The upper and lower limits on the control variables are taken care of by making se variables
equal to the respective bounded values whenever such limits are violated. For he dependent
variables, these limits can be considered by augmenting the cost function throug the Powell's
Penalty function.

Algorithm 6.5 StochasticMultiobjective Long-Term Hydrothermal Scheduling

To generatethe non-inferiorsolutions,the stepsof the algorithm are given below:
1. Set weightsw1 (k = 1,2, ..., n at desiredvalues.
2. Assumea setof ),a1for7 = I,2, ...,L.
-
3. Set ru I, kf= 0, var(Xi\= 0, cov(Xj*,Xt\= 0 ( j = 1,2, ..., L; k = I, Li j *k)
Oi" <i= 1,2,...,L).
4. Assume
5. Calculatehydro generationsP1*, var(Pt*),cov(P1',Pn ( j = I,2, ..., L; k = l r 2 , , . , ' ,L i
l = j + N ; n = k + N ; j * k ) f r o m E q s . ( 6 . 1 6 4 )( ,6 . 1 6 5 a
) n d ( 6 . 1 6 6 )r,e s p e ively.
c
6. Calculatethermalgenerations Pi* Q = 1,2,..., /f) andLi by solvingthe fo lowing set of
equations.
J
rl

L** ( i = 1 , 2 ,. . . ,N
k=l

The above set of equations is solved by a simplified method [Osyczka and avies,1984]
which is a less time-consuming algorithm. The method reduces the econ mic dispatch
problem into an equivalent losslessproblem.
7. M *d Mi t* j = 7,2, ...,L aresolvedusingEqs.(6.111)and(6.172), tively.
8. Calculatethe gradientvectorfrom Eq. (6.173).
If the optimality conditionsare achievedwithin the prescribedaccuracy then GOTO
Step 9, else adjust the expected water discharges using the conjugate g ent method,
and GOTO Step 5.
9 . Calculatethe expectedvalues,variancesand covariancesof storagefrom Eqs. (6.160),
(6.161)and (6.162),respectivelyfor all the hydro generarors.
1 0 . If (m > IvDthen GOTO Srrep11,
else set m = m + I and GOTO Step 4.
11. Check the convergence using the gradientvector given by Eq. (6.177).It nvergence ls
not achieved,then adjust 2a; using the steepestascentmethod.

L+j= )'+j+ (j = 1,2, "', L) andGoro Step3.

"h
 Stochastic Multiobjective Generation Scheduling 477

t 2 . Calculate the overall cost, emission and risk objectives.Calculate the me bership
function lr(Fr)with k = l, 2, ..., K, from Eq. (6.149).
1 3 .Check if the schedulewith new weight combinationsis required.
If 'Yes' then modify the weightsand GOTO Step 2 and repeat
else stop.

Efficient algorithm to solve the thermal problem during the sub-interval

A simple and efficient economic dispatch algorithm is used. The algorithm reduces the onomic
dispatchinto an equivalentlosslessproblemfrom which solutionscan be easily obtai ed. The
The first step of the algorithmis to calculatean initial guess.It is obtainedby solving th follow-
ing losslessproblem for the rnth subinterval.Time dependenceis suppressedhere for si plicity.

2ai4 + Fi - )"1 (6.178)

N
\r.r
= PD (6.r7e)
LP,
j=l

where
A t = ( A ; + D i + (c(Pi))2

P i - ( B i + Ei)
From Eq. (6.178)
Lr-F,
Pi (6.180)
2a,
After summing Eq. (6.180) over i, and on simplification,

Lt= N
(6.18r)
s.(-/ 2d,,
r
'
i=l

Equations(6.180) and (6.181)determinethe analyticalsolutionfor the losslesscase. e avail-

ability of an analyticalsolutionto Eq. (6.181)significantlyincreasesthe efficiencyof the al orithm.
Considernow the lossy case.The equationto be solved has the form:
3

I
k=L
* oFt"* - Ll ( i = 1, 2 , . . . ,M (6.r82)

N
new= F, + F:"* (6.183)
4
i=1

These are nonlinear equationsin P,s and /,1 and can only be solved iteratively,.Let 21old P-loto
=
(f 1,2, ..., N) be approximated solutionsto Eqs.(6.182)and (6.183).Herethe aim is to nd new
approximations
1,1"*- llta + 6)4

f,new= P--old
+6F,
 Power Syste

The expressions ,l,1n"f and flnew (i = 1,2, ..., M) depend on the transmission loss a used.By
tp first order
Thylor'sexpression

pT* = Flrd.* -p-ord)

#(4n"*

Frl"* - o raPTto*.'S$
62rpotd
o L 16
L
'''f . n e w-*
1
40to)
dP, a4
rtt
fr aPiaPi
.L .lFtE

Similarly, the obj ve furdctionscan be approximatedto first order.

a 4 a 4 ' 3 ry(4n"*-4o"
ry=ugo.$
T=ff.hffi(4"'*-P,"'")
aE',
Putting thesevaluesin Eqs. (6.182) and (6.183),the losslepsproblem can be

?o;1! + Fi ,=Ll"* (d= I ,2, ...,lD (6.184)

N
t.{-/ 'rF,*:=F; (6.18s)
d=l

where

"/V
Pi=F;'f+F,
i=l

Pi= 1"'* Q

a' =dL - 44
To retain the classicf fora and at the same time to improw convergence,it is possi e to include
only the ith term of sumnaption,i.e.

.. [;2P-old
^^r^l d'F,o'u .. II
1'l'o
^L AP:
| +(4n"* -4"t0)l
J
 Stochastic Multiobjective Generation Scheduling 479

6.8.3 SampleSystemStudy
A long range hydrothermal problem with four thermal and three hydro electric p ants is
consideredhere. Ttre expectedincremerrtalfuel cost and NO, emissionequationof plants
consideredhere are given below:
Expectedincrementalcost equations($/TvtW-h)
are:

A)l/aPr^ - 0.1Pt* + 2.5

d)'rrlAP{ = o.LzP{ + 2.6

la4* - 0.16p3,"+ 2.9

Dloig

dl'rqlaP{ = 0.16P{ + 2.8

Expected NOr emission equations (kglh) are:

Fu(P() = 0.00767
(,.P1")2
+ 0.80507
Fr^ + 363.7048

Fzz(P{) = 0.00167
(:,Pz^)z
+ 0.80507Fr^+ 363.7048
- r.24885Fr^ + L37.370r
F23(\*) = 0.01378(,P3'")2
- r.24885
Frq(P{) = 0.01378(:,P;')2 P{ + 137.370t

The averagetransmission areas follows(MW-l):

losscoefficients

Er,= Er, = 0.0005,Er=

. , 8 4 4= 0 . 0 0 0 8 ,E r , = B u u= 0 . 0 0 0 7

E r , = 0 . 0 0 0 9\ i, i = 0 r . 0 ( i = L , 2 , . . . , 7j;= 1 , 2 , . . . , 7 ; i * j )

The following valuesof coefficientsof variationsand of correlationcoefficientsare ass

the study.
C ( a i ) = C ( b ) =C ( P i ) = C ( d i , i )C=( e )= 0 . 1 ( i = 1 , 2 , . . .N
, ; m=L,2,. ta.
-
R(ai, Pi^) R(bi, Pi*) = R(ei,P;*.)= R(di, Pi^) = R(Pf , Pj') = I.0
( i = I , 2 , . . . ,N ; j = L , 2 , . . . N
, i i *jt m= l, ..., IIO
Actually, probability propertiesare kno'wn from past history or can be estimatedvia the Monto
Carlo simulation techniques.Data for the three hydro plants are presentedin Table 6.37. ex-
pectedwater inflows and the standarddeviationsfor 12 subintervalsare given in Table6. 8. The
correlation coefficientsbetweenthe water inflows for the samesubintervalare assumedto be 0.5.
The overall expectedincrementalcost, emissionand risk associated are shownin T e 6.39
for different weight combinations.The normalizedmembershipfunction valuesare also p
in Table 6.39 that correspondto non-inlleriorsolutions.Each non-inferiorsolutionis opti . A s
the partial derivativesof Lagrangianwith respectto control variablesare achievedequiv ent to
zero within the prescribedaccuracyfor each subinterval,the availablewater is used in full br the
whole of planningperiod by adjusting lfa; so that Eq. (6.177) becomesequivalentto zero within
the prescribedaccuracy.
 Power SystemOptimiz.ation

Thblle6.37 Hydro plants data

Hydro plants

ft-basic head (metres) 0.98 0.50 0.75

t-water head correction factor 0.004 0.002 0.004
l-non-effective w ater di scharge 0.0 0.0 0.0
Xr-initial storage (cu.m/sec-month) 100.0 r50.0 100.0
X'* | -,ftnal storage(cu.m/sec-month) 100.0 150.0 150.0
Maximum allowable discharge(cu.m/sec) 73.0 75.0 80.0
Minimum allowable dischuge (cu.m1sec) 3.334 4.353 3.543
Maximum hydro generation (MW) 89.03 57.61, 75.0
Minirnum hydro generation (MW) 0.0 0.0 0.0

Thble 6.38 Expecteddemand,water inflows, standarddeviationsand assumeddi harge

Sub Demand WaterinJl'ows Standard deviation Assumed ischarge

int. (Mw) (cu.m/serc) (cu.m/sec) (cu. sec)
rI l rI2 Jf.s o(J) o(Jz) o(J) Qt Qt
1 200.0 0.8 23.0 0.8 0.08 2.30
0.08 10.8 0 10.8
2 2r0.0 10.0 17.0 10.0 1.00 r.70
1.00 20.0 .0 20.0
3 205.0 11 . 0 t2.0 I 1.0 1,10 r.20
1 .1 0 2r.0 0 2r.0
4 180.0 I 1.9 10.0 11.9 1.19 1.00
1.19 2r.9 0 2r.9
5 195.0 r7.0 20.0 r7.0 t.70 2.00
r.70 27.0 3 0 27.0
6 200.0 18.5 40.0 i8.5 1.85 4.00
1.85 28.5 5 0 28.5
1 220.0 27.6 53.0 27.6 2.76 5.30 2.76 37.6 630 37.6
8 204.0 43.8 63.0 43.8 4.38 6.30 4 . 3 8 3 3 . 8 530 33.8
9 189.0 56.4 62.0 56"4 5.64 6.20 s.64 46.4 5 0 46.4
10 199.0 40.3 48.0 40.0 4.03 4.80 4.03 30.3 38 0 30.3
11 207.0 30.1 55.0 30.1 3.01 5.50 3.01 20.r 45 0 20.r
L2 198.0 46.3 48.0 46.3 4.63 4.80 4.63 36.0 3 80 36.3

The deterministicincrementalcost is given in Tabie 6.39. The optimal expected ules

for two weight combinations(0.8, 0.0,,0.2) and (0.6, 0.2, 0.2) areshownin Tables6.40 d 6.4r,
respectively.
The expected discharges for the corresponding weight combinations are shown in Ie 6:42.
It can be observedfrom Figure 6.19 that the relative percentagedeviation in total- ted
incremental cost with respect to the varlueof the total incremental cost obtained from de rministic
schedule is considerable, about ZVo. The deviation of total expectecl incremental t from
deterministictotal incrementalcost varies as the weight combinationsare changed.The variation
in weight combination also gives tlhe change in the expectedgenerationscheduleof each
subintervalwhich can be observedby comparingthe schedulesdepictedin Tables6.40 nd 6.42,
 S'tochastic Multiobjective Generation Scheduling 481
Thble 6.39 Variation in the overall expectedincrementalcost, NO,
emission,risk, and
transmission losses
Sr. no. wl Wt W3 Fl F2 F3
Deterministic 6800.129
I 1.0 0.0 0.0 6954.13r r25rr.94 1877.853 834
2 0.8 0.0 0.2 6954.910 12500.69 r875.r23 104
3 0.6 0.0 0.4 6964.954 12484.r3 1872.207 308
4 o.4 0.0 0.6 6974.38r 12457.82 r870.487 466
5 0.2 0.0 0.8 7001.399 12406.4s 1867.762 621
6 0.7 0.1 0.2 6967.032 12456.69 r874.578 2r8
7 0.6 0.2 0.2 6974.552 12402.58 r872.526 5s8
8 0.5 0"3 0,2 7026.460 12336.67 1877.206 87

2.8

o
2.6

ttt-ttttI
$?
q)
oo 2.4
tr
c)
(J
L.
o

2.2

2
0.0 0.4
Wbightvu3, whenwz=0.0

Figure 6.19 Percentagerelativedeviationof expectedcost from deterministic

value of
with respectto weights.

respectively:The expecteddischargeof each subintervalis also changedas the weight combiration

is changed as shown in Table 6.43. The overall expectedincrementalcost and expected
. NOr
emission are of conflicting nature. It can be observedfrom Figure 6.20 that the membe
hip
function of cost decreaseswhereasthe rnembershipfunction oi wO, emission increases.
The
weight w3 is fixed to 0.2 and the weights w1 and w2 ?ra varied in the iung" of 0.0 to 0.1
in such
a way that the sum of weightsis 1.0. T'he overall expectedcost is also in conflict
wit the
variance of generationmistnatchfor whol,eof the planning period and is showh
in Figure .21.
482 Power System OPtimization

Thble 6.40 Expected generation schedule when weights 1ttr w1= 0.8, w2 = 0.0, and w

Sub int. Expectedthermalgenerations Expectedhydro generat

D D
Pl P2 P3 P4 15 t6 P7

I 55.1656 46.2359 33.4042 33.4042 8.9242 20.1,417 .53448

2 53.4951, 44.7988 32.3410 32.3410 19.7942 16.0753 I .9887
3 5r.9912 43.5057 31 . 3 8 3 8 31 . 3 8 3 8 2r.4292 t2.8346 1 .0834
4 47.0929 39.2989 28.2657 28.2657 16.4695 r0.0243 I .2158
5 45.7565 38.1525 27.4149 27.4149 24.2367 1 6 . 1 513 I .8258
6 42.8291 35.643r 25.54r1 25.54rL 25.6652 27.8963 .8856
7 40.2646 33.4469 23.9r8r 23.9181 37.8828 35.7316 .8465
8 36.sA8 30.2881 2r.5664 21.5664 38.2481 30.7843 .327r
9 27.2141 22.3022 15.6054 15.6054 46.6932 28.3645 .5962
10 29.4934 24.2449 t7.0576 t7.0576 54.1909 24.2649 .&r4
11 25.3906 20.7490 14.4436 14.4436 63.674r 33.4735 8310
t2 20.4548 16.5504 rr.2983 r1.2983 69.9625 25.6950 .3836

Thble 6.41 Expected generation schedule when weights ire ld1 = 0.6, w2= 0.2, and

Sub int. Expected thermal generations Expected hydro generat

Pr P2 P\ P4 Ps P6 P7
1 52.2826 44.2199 35.1298 35.1298 9.6734 20.3345 .0045
2 50.9489 43.0630 34.2878 34.2878 20.0005 16.1455 1 .r094
3 49.4997 41.8055 33.3729 33.3729 21.5401 12.8879 I .1457
4 44.4189 37.4065 30.1650 30.1650 16.8690 10.1635 I .M46
5 43.1654 36.3222 29.3'735 29.3735 24.4937 16.2737 1 .9634
6 40.2784 33.8265 27.5.503 27,5503 25.8547 27.9998 .9763
7 37.8151 31.6991 25.9,946 25.9946 37.9125 35.7750 .8340
8 34.3518 28.7rr2 23.81J70 23.8070 37.8655 30.7354 .07&
9 24.8012 20.4902 17.7'73r 17.773r 46.6259 28.4318 .4912
10 27.956r 23.2028 19.71665 19.7665 52.8726 23.7285 .5602
11 21.5810 t7.7245 15.7"382 15.7382 66.5194 33.6934 .3091
L2 20.1380 r6.4862 14.8'263 14.8263 65.5869 25.4539 .8206

The membershipfunction of cost decreasesbut the membershipfunction of risk i when

weights w1 and w3 vte varied and weigtrt w2 is set to. zero.
The minimurn and maximurn values of the functions cost, emission and risk are lected
from the non-inferiorsolutions.It also dependson the choice of the .operatoror decisionmaker,
i.e. the range in which he is seekingthe solution.
The operatorcan selectthe best operatingpoint correspondingto the weight com nations
among the non- nferior
 Sto'chasticMultiobjective Generation Scheduling 483

Thble 6"42 Expecteddischargefor different combinationof weights

Sub int. wt = 0.8, ,Nz=0.0, w3= 0.2 wt = 0.6, W2= 0.2, w3= 0.2

Qt Qz Qt Qr Qz
I 6.5585 31 . 1 8 3 6 7.2424 7.1148 3r.4895 7.
2 14.77r0 25.2078 15.6412 14.9532 25.3325 15.739
3 16.2284 20.3914 17.0027 16.3512 20.4918 17. I
4 12.5828 16.rrzt 14.329r 12.9281 16.3529 t4. I
5 1,8.5799 26.2228 :20.1538 18.8530 26.4567 20. 98
'.2t.4299 20.0018 45.985s 2t.
6 19.7593 45.7307
'30.9220 29.4813 59.3567 31.
7 29.296r 59.1508
8 29.0027 50.7031 28.8706 50.7470 29.7 2
45.6405 "29.8922
:i6.4336 33.6552 45.8687 36.46 I
9 33.5294
10 37.5595 38.24M 35.1948 36.7977 37.4751 34.223
11 44.865r 52.2372 38.3460 47.1684 52.6787 39.87 l
t2 50.6312 39.7570 ,+6.9679 47.7347 39.4613 44. 37

0.8
ct)

-Y
t.
-t-
H 0.6 / z - \
\
,.i \\

(A

3tr 0.4
a)
.l'
G4

0.2

0
0.8 0.7 0.6 0.5
W:ight rll1, when wl=0.2

--l-- Cost --*-- Emission

natureof objective,
Figure6.20 Conflicting cost,and expectedNO' emission
expected

solutions. The weight combination presentedat serial number 5 in the Table 6.39 giv the
maximumvalue of p#.The numberof iterationsfor the discussedalgorithmdependson the i tial
guessof dischargeand dual variable)"ai.t\n initial''guessof dischargecan be made by usin the
local variation method.
 Power System Optimization

--l--

---lrf
at, , \
tr
o
- a - '

H 0.6 --
,7 x
Ea
Lr

-8 0.4
E
o
r<<
a

0.2

0.4
w3,whenwr-- 0.0
Weight,

--f -- Cost --+-- Risk

Figure 6.21 Conflictingnatureof objectives,expectedcost, and risk.

6.9 MULTIOBJECTIVE USING

THERMALPOWERDISPATCH
NEURALNETWORK
ARTIFICIIAL (ANN)
Many complex, real-world problemsare characteizedas decisionmaking problemswi multiple,
conflicting and non-commensurable objectives.The objectivesare said to be in con ct, if the
level of one objective can be improved only at the expenseof others.Thermal pow dispatch
problem is also one of them, becausea large-scaleelectric power systempossesse multiple
objectivesto be achieved,namely economicoperations,reliability, security,and minim I impacts
on environment.The main purposeof the optimal power dispatchproblem has so tar mainly
confined to minimi ze the total generationcost of a power system.However,in order t meet the
environmentalregulationsenforced in recent years, emission control has become of the
importantoperationalobjectives.Here, the amountof NO, emission,which is in prop ion to the
active power output of a generator,is selectedas an evaluationcriteria and the minim emission
is ,soughtwithin a small region around an economically feasible operatingpoint.
System security is anotheressentialfactor in power system operationand also in system
planning.To be specific,it is importantto limit line flows within the prescribeduppt bounds.
Then a security inOexas a function of overloadswill be minimrzedby some preventi e control
actions.The use of a sensitivity method to calculateflows in system security and nttngency
analysisstill remains popular,even though fast load flow algorithmshave been deve ped. The
reasonsare its linearity, the speedycomputation,its simplicity and its accuracy. inherent
propertiesmake it widely acceptablefor power system appli,cations.
Decision rmakingis the processof choosingsome possiblecourse of action ong the
variousalternatives.In analyzingsuch problems,becauseof the multiplicity of objectiv and the
variety of alternatives,it is often desirableto obtain complete knowledge of the decisi maker's
 Stochastic Multiobjective Generation Scheduli 485

global preferencestructure explicitly representedby a prescriptive decision model, uch as a

multi-attributeutility function basedon the decisionmaker'sprior articulatedpreference. ut some
studiesindicate that the existing multi-attributeutility theory and methodshave som inherent
disadvantages. Fuuther,in a complex phenomenon,the determinationof a functional s ture of
formal representation for generalpreferencesis usually difficult. So the assessment
of decision
maker underlyingmulti-attributevalue function using the existingmethodsis not an y task.
The recent advancesin ANN's make it possibleto developand apply the new meth logy and
technology to extract decision rules from available information in the setting of decisio making
with multiple ob.jectives.
fut ANN consistsof many highly interconnected, simple and similar processing lements,
called neuronsoperatingin parallel to perform useful computationtasks such as gnizing
pre-programmed or learnedpatterns.A neuralnetwork can be usedto classifypatternsby selecting
the output which representsan unknown input pattern,.in the event where an exact i ut-output
relationshipis not easily defined. T'he approachcan also be used to recognize rns of
behavioursin decisionmaking [Wang and Malakooti, L992], where exact functional rel ionships
are not easily defined. A multilayer AIVN with an error backward propagation learniqg le is the
most popular adaptiveneuralnetwork model basedon supervisedlearningstrategy[Dhil et al.,
1 9 91 l.
Actually, thereare severalinaccuracies and uncertaintiesin the input informationw ich lead
to deviationsfrom the optimal value.For a more realisticapproach,the electricenergys stem has
been representedas a network characterizedby random variablesand investigatedby umerous
researchers at variouslevels [Parti et a1.,1983;El-Hawary and Mbamalu, 1989].In this tion, a
classicalstochasticthermalpower dispatchas a multiobjectiveproblemis formulatedwi explicit
recognition of inaccuracies and uncertainties in the system data. The stochastic beh viour of
random variablesis known in advancefrorn past history.Variancedue to mismatch in g eration
is incorporatedas anotherobjectiveto be minimrzed.Some authors[Tapia and Murta r991,;
David and Rongda, I99Il suggestformulating a multiobjectivedecision problem as a fuzztl
programmingproblem whereinthe aspirationlevels for the objectivesare expressedby of
fuzzy set membership functions. So, multiobjectives are reformulated as fuzzy sets, k ping in
mind that higher the membership the greater the satisfaction with a solution. The fuzzy ts more
accuratelyrepresentthe operationalconstraintsof the power system.Therefore,transmision line
flow constraintsare included in the formulation by using the fuzzy set theory. A th -layered
neural network ir; trained to achievethe desired level of objectivesusing the backp pagatlon
algorithm, when jrnputto the network is known in advance.The network is trained for sample
system consistingof three generators.The range of objective level is provided for the decision
maker by performingminimum cost and emissionalgorithms.The emissionwill be maxim m at the
schedule,when cost is minimum and vice versa,becausethe objectivesare in conflict. rnrmum
cost generationschedulesare consideredas inputs for variouspatternsfor different load ds.

ProblemFormulation
6.9.1 StochasticEconomic-Emission
In this section,ttre multiobjectiveswith the equality and inequality constraintspertain g to the
power systemoptimizationproblem are described.The importantnon-commensurable o jectives,
taken into accountare economicoperation,minimal impactson environment,and expect devia-
tions due to unsattisfied
load. The stcchasticmultiobjectiveformulationis adoptedby c sidering
fuel cost coefficients,NO, emission coefficients, and load demand as random varia les. The
stochasticmodels are converte$to their deterministicequivalentsby taking their expec values,
486 Power SYstem OPtimization
;t l-

tic
on
ler

reliable solution strategY.

Transmissionline security
bus I to bus 7 must satisfythe foll wing
The active power flow in transmissionline ,n connecting
constraint:
.186)
F#" 3 Pr^sP# ( m = I , 2 , . . . ,N L )

NG
Fr^ .187)
i=l

and
Dt-j,r= AI-j,i * Dt-j,n
.187a)

where
D pi,n= GGDF for line /-7, due to the slack generatorR

NG
Pr,,-\ e,-1,,1
i=l
i*R .187b)
NG

I1
i=l

due to shift of genera

Ar-j,,=golef&tion shift distribution factors for line l-7,
generator i

Xt_t-Xj_, ( .187c)
Xri
and &; is the reactanceof line r-j.
where xp;, xi_iare erementsof trre bus reactancematrix,
to consider three obj ctives:
The stochastic economic emission problem is extended
generationmi hto
(i) expectedfuel cost,(ii) expectedNo, emission,and (iii) varianceof
meerrhe expectedloaddemandwithin (a) ttreexpectedgeneration limits and (b) the tra slon
as
line flow bounds. The multiobjective optimization problem is defined
 Stochastic Multiobiective Generation Schedulin

(6.188a)
Minimize

(6.188b)
subject to 1
( t = 1 , 2 ," ' , N G ) (6.188c)
4 m i n< 1 < f , n a x

F;" 3Fr^SFff (m= 1,2,...,

NL) (6.188d)

functions, n mely the

where Fr, Fz, and n are the expected values of the three objective
over the set of missible
operatingcost, emissionand deviations,respectively,to be minimized
(6.68) respectively'
decisionvariable Fi and are defined by Eqs. (6.45), (6.63), and
NG -1+e,l
+
C,)A,E2 (l
( 1+ R u , , C r , c flbi (6.188e)
4 = E [ ( r +cC2^
' n+ZR^,C-
*ZR*4Co,Cr,)o, '
i=l

NG
Fz= I + I,J
(1+ R,,nc,,cflai\
ttt + C, +ZRo,oco,c4)V,1'+
(6.188f)
i=l

NG NG NG

n=>,e#*Lii=l i=l j=l

Rr,r,C4CPjPiPi (6.188g)

j*i

NG NG NG
(6.188h)
FL= 0+c?)8,,1'+) I tt +Rp,Pic4cr)FiEtiFi
i=1 j=l j=l
j*i

where
d,, b;, and ci are the expected cost coefficients

Ii are the expectedNOr emissioncoefficients

- r - n
di , €;, 31116-
8,, are the exPectedB-coefficients
(where -r may be ai, br, d, ei, Pi)
C, is the coefficient of variation of random variable x
y (where x and y may ai, bi, d;,
R ,, is the aorrelation coefficient of random variables x and
ei, P)'

6.9.2 MembershiPFunctions
by fuzzy sel using the
In an approximatereasoning,logical decision making can be defined
the membershi' functions.
operating condirtions.The fuzzy iets are defined by equationscalled
sets using the ues from
These functions representthe degree of membership in some fazzy
while I mea full com-
0 to l. The mernbershipvalue 0 indicatesincompatibility with the sets,
patibility. when neither is true, a value between 0 and I is taken.
488 Power SystemOptimization

Objectivefunctions tt(Fx)
By takingaccount,of the calculatedindividual minimum and maximum of each objectiv turr-
tion togetherwith the rate of increaseof membershipof satisfaction(Figure 6-22), the d slon
maker must determine his membership function lt(F), in a subjective manner. Here, it is a umed
ttratLt(F) is a strictlymonotonic decreasing and conttnuous function with respect to 4 and is
givenbelow:
I ; Fr 3 4min

p(F) = ;ry'n< Fk .Fo** 6 . 18 9 )

0 : F r 2 4max

Fk
Fmrn
rk F,lu*

functionof the objectives.

Figure6.22 Membership

Transmission line tlow tt(Pr^)

constraintsof the power systemFuzzy
the operational
The fuzzy setsmore accuratelyrepresent
membershipmay have a variety of shapesbut for simplicity, here the line flow cons ts are
representedby the triangular membershipfunction (Figure 6.23). Mathematically,the rp
function is defined as

P,^ m ( Pt^n
'm

p-min> P- >F:
rm rm rm

[t(Pr^) = 6.1e0)
F;^rFr^rFt*
-P-to
P^
^ >
- ' l ^
I M

where Pf^ is the mean of the lower and upper limits of line flows.
 Stochastic Multiobjective Generation Schedul

E min
T ? " ' T
Ec
t m t m

Figure 6.23 Membership

functionof line flow.

Generatorlimits IL(P)
The fuzzy sets more accuratelyrepresentthe operationalinequality constraintsof the power
system.Fuzzy membershipmay have a variety of shapesbut for simplicity, here th generator
limits are representedby a rectangularmembershipfunction (Figure 6.24). Mathe tically, the
membershipfunction is defined as

0
(
4 <4'"*
P,mintP-ltPrmin+AP-'

It(4) = I p , * "+ M , > F i > 1 ^ * - / P . (6.1ex)

(
I

I P;*o - M, r1, P,'*

t
0 F,>1^*
where A{ is the rangein which the membershipfunction varieslinearly,as decidedby decision
maker.

6.9.3 Performancelndex
The objective functions are reformulatedas fuzzy sets and eacn line flow constrain defines a
fuzzy region of acceptability.Keeping in mind that higher the membershipvalue the ter is the
solutiort,the line flow constraintsare viewed as objectivesthat maximize the membershi functions
for each line. The multiobjectiveoptimizationproblem of Eqs. (6.188) can be rewritt n a s

Maximize[pG), lr(F), tt(\), p(Pr)] W = l, 2,...,NL, F(F) (i = l, 2, ...,N)r (6.r92a)

NG
subjectto Fo+FL-I A - o (6.rezb)
i=1
 Power SYstem OPtimization

F,lnt" Fr*"* AF, Fi*+ AF P-,P*

Figure 6.24 Membershipfunctionof generatorlimits.

problt by
A multiobjective optimization problem can be changed to a scalar optimization
reference( get)
defining a global function which minimizes the deviationsfrom the so-called
in space of the ob.ective
objective [Osyczka and Davies, 1984]. Any reasonableor desirable point
reference objective. The scalar
is chosen by the decision maker and may be considered as the
is given bel w :
optimizationproblem obtainedfrom the above statedmultiobjectiveproblem
NL+NG+3

Ir4inimize E-+ Zrr,o- t'i)' .193a)

j=l
NG
193b)
subject to Fo +FL - >F,=o
i=l
i to an
To solve such optimization problems,the original constrainedproblem is transformed
auxiliary unconstrainedproblem,whoseminimum is the sameas the minimum of the origin pro-
constrained blem
blem [Sasson,Lg6g].By applying the Zangwill's method [Sasson,1969], the
form and is
of Eqs. (6.193) is transformedinto an unconstrained given below:

NL+NG+3
E = + L w , ( . )u- ) 2 + 6.194)
j=l

where h, it the target membershipfunction for the 7th function and R is a constant'

6.9.4 Structureof ANN

structure of the human brain. The netw k i s a
I The design of ANNs is based on the neural
neurobiological odels.
i, massivelv interconnected dynamic system with interacting parts based on
It consists of a large network of processors called neurons which are affanged in lay' and
connected to each other by means of information channels called interconn'ections. Th input
neurons,forming the input layer, receivedata from the outside world. The output neurons'
 Stochastic Multiobiective Generation Scheduling

the output layer, send information to the user. The hidden neuronsform the hidden I yers in
between, and store the information obtainedthrough training.
A schematicof a three-layeredfeedforwardneural network model is shown in Fig 6.25.
There is a connectionstrength,synapsesor weight associatedwith each connection.Each neuron
can have multiple inputs while there can be only one output. The inputs to a neuron uld be
from externalstimuli or could be from the output of the other neurons.In the simplest each
neuron producesits output by computingthe inner product of its input and
signe.l(s) ociated
weightswhich is passedthrougha nonlinearfunction as shown in Figure 6.26. One monly
used nonlinearmonotonicfunction is the sigmoidal one, which can be defined as follo

1.0 (6.1es)
flx) - 1.0+ exp (-x)

Outputs

Outputlayer

frt, wLz
Hidden
layer

Input layer

Inputs I
neural network.
Figure 0.25 Schematicof feedforwardthree-layered

n"ti =,!r*iiPi

model of neuron.
Figure 6.26 Mathematical
F-
4gZ Power SYstem OPtimization

their performance by learnin new

A crucialpropertyof thesenetworksis their ability to improve I

I
by modifying the interconnection strengthsamong n( rons i
information.This is accomplished
permits htgh computa ional
according ro some prescribed rules. Further, the network architecture
processing. It is also due t this
rare ro be obtained through the rnassively parallel distributed
kind of processingthat such networkshavea greatdegreeof robustness or fault tolerancetr local
famousbei g the
damages.Variouslearningalgorithmshave been recentlyintroduced,the most
backpropagationalgorithm.

Algorithm
6.9.5 BackproPagation
Backpropagation learningalgorithrnfinds the valuesof all of the weightsthat minimi the
prese'ntt, the
function using a methodof gradientdescent.That is, after each patternhas been
error gradient tc ards
error on that pattern is computed and each werght rs moved down the
value for rhat pattern. The error is actually defined by Eq. (6.194), wh.ere h'
is the
its minimum
component f the
target objective for the 7th component of the output patteru and /rl.) is the 7th
pattern. The nett rk is
actual objective produced by the network representationwith the input
specifiedas

Fj=fi(net1)- .1e6)
_
I+e
+

ne!
\rN wirPr .197)
^L
k=l
/ to be adusted.
where 141is the weight on connectionfrom unit 7 at layer (/-1) to unit k atlayer
is used is
To obtain a rule for adjustingweights,the gradientof E with respectto )t r
representedas follows:
AE = .1e8)
6iFo
dwp

of k is a recursiveprocessthat startswith the outputunit, and is give by

The determination
)tr
6;= f ( 1 - Pri ') rP i 6.ree)
dPi'
that re< ve no
The backpropagation rule comes from its assignment of deltas to hidden units
influ e the
direct feedback from the training patterns in the outside world. These'deltas actually
tor idden
rnodificationof weights to connectionsleading to the hidden units. The delta term
of the
units.for which thereis no specifiedtarget,is determinedt'ecursivelyin termsof delta tern:
connections. A unt in an
units to which it is directly connectedto and the weights of these
arbitrary hidden layer is given bY

6j= r,0- P--

)> 5 t w t j 6.200)
k

The rule for adjusringweightscan be obtainedby using Eq. (6.198)and is given by

,fo*' = n6iFr + awit 6.201)

 stochastic Muttiobiective Generation schedu

4 is the learning rate Parameter

the effectof previousweightchan
constantto determine
a is the momentum

6.9.6 SamPleSYstemStudY
The appticabilityof the methodis demonstratedon a samplethree-generatorpower s whose
expected cost and emission characteristicsare given in Tables 6.43 and 6.44, pectively.
ExpectedB-coefficientsfor transmissionloss are depictedin Table 6.45. Table 6.' showsthe
exiected GGDFs (Secrion3.10.5).In addition,the valuesof the CVs and CCs are tak as 0.1 and
1.0, respectively,for all ranciomvariables.

Tbble 6.43 Expectedcost coefficientsand generatorlimits

Plant Ai bi ci P,t* 4*
no. ($/Iuw2h) ($fvtwtrl ($n; (Mw) (MW)

1 0.006 5.506 264.634 225.0 40.0

2 0.016 5.268 rs4.298 240.0 20.0
3 0.005 5.627 26t.186 114.0 20.0

Thble 6.44 Expected NO' emission coefficients

PIarrt di €i fi
(kslTr4w2h) (kg/Iawh) (kg/h)
no.

I 0.00625 -0.56699 62.3672s

0.00626 -0.56699 62.36725
2
3 0.00348 0.36551 165.12520

Thble 6.45 Expected B-coefficients x L02

-0.003506 -0.036788
0.02725r
-0.003506 0.030896 -0.005653
-0.036788 -0.005653 0.32295

Thble 6.46 ExPectedGGDF

Line Dr*,r Dr*,2 Du,t

Line
no. t-k
0.5456 -0.4544 -0.4544
t-2
0.1548 0.1548 -0.3225
2-5
0.0621 o.062r -0.4154
54
0.1378 0.1378 -0.38s0
24
0.0081 0.0081 -0.9919
4-3
494 Power System Optimization

Input for the network

The input for the networkis obtainedby performingthe minimumexpected power
dispatcir.MinimumexpectedNO, emissiondispatchproblemcan alsobe usedto get the for
the network. The schedule obtained from the expected economic dispatch and minimum pected
emissiondispatchare givenin Table6.47 for differentexpecteddemands.

Thble 6.47 Expectedthermal load dispatch

Generation schedule (MW) Cost SrcN

Dernand (MW)
FD 4 P2 P3 E tsn'l (ke/h)

Minimum cost dispatch

150.0 84.4225 40.345r 28.1497 1599.194 8.092
200.0 114.6325 52.6536 38.0150 1948.139 15.879
250.0 r45.4r29 65.3569 47.6014 2319.782 58.73s
Minimumemissiondispatch
150.0 66.4080 66.0222 25.1528 1615.615 79.379
200.0 90.0697 89.0362 25.1528 198r.723 .269
2s0,0 108.7398 r06.2855 42.706t 2361.683 .105

Rangeof obiectivelevelsfor decisionmaker

and minimum ssron
4*n *d 4*" are obtainedby solving the expectedeconomicdispatch
dispatch separatetry.As economy, environmental impacts and risk are mutually c flicting
objectives,thereforeF2 will have maximum valueratthe schedule,when 4 is minimum. ert

the range of objective levels may be decided by the experienceddecision maker the
expectedsolution trend.

Neuralnetworkdesign
A three-layeredANN is formed with three neurons in input, hidden, and output layers net-
work is trained with backpropagationalgorithm to achieve the target values given in e 6.49,
whereasthe input given is ob',ainedfrom the minimum cost dispatch and is depicted in le 6.48.
The valuesof n and a arechosenas 0.000005and 0.5 respectively. The valueof R is its
5m. The strengthof connections as weightsis gtven in Table6.50.
The choiceof the number of neuronsis a difficult task.But goodresultsareachie if the
numberof neuronsis equalto the numberof patterns.The numberof iterationsdependon initial
weights and the value of n. The choice of membershipfunction is again a crucial point be the
objective functions are in conflict. Choice becomeseasy if the solution trend is known pnon.
A theofetical basis and methodology for optimal dispatch problem in a uni multi-
objective frar.neworkis established.The chapter also investigatesthe feasibility of q itative
representationof inaccuraciesand uncertaintiesof the input data and power demandfor power
dispatch problem in terms of probability and statistics.An artificial neural network lis
establishedto capturethe optimal generationdispatchfor power system operationsrvith ultiple
conflicting objectives
 Stochast,ic Multiobiective Generation Scheduling 495

Table 6.48 Real Pow€r line flows

Mirtinrum cost disPatch Minimum emission dispat

Line Power dennnd (MW) Power demand (MW)

l+ 150 200 250 150 200 250

L-2 14.9368 2r.3436 28.0090 -2.8563 -2.7454 8,3733
2-5 r0.2357 13.6360 17.2757 t4.0502 19.6138 9.5132
54 -3.9453 -5.3916 -6.6848 -0.0841 0.6739 4.3870
24 6.3553 8.4162 10.7r75 10.5488 t4.9969 3.1886
4-3 -26.9r10 -36.352r -45.5085 -23.4983 -45.5085 .6r84

Table 6.49 Targetmembershipfunctions

Expected power demand

Menbership
function of 1s0(Mw) 200 (Mw) ffry)
Fl 0.85 0.9 0.89
F2 0.5 0.46 0,46
F3 0.7 0.62 0.44
PTr 0.36 0.45 0.4
PTz 0.83 0.7 0.r2
PTt 0.54 0.7 0.1
PT+ 0.83 0.7 0.2
PTs 0.83 0.8 0.2
Pl 1.0 1.0 1.0
P2 1.0 1.0 1.0
P3 1.0 1.0 r.0

Thble 6.50 Weights

J wjt W;'t

Layer 1
I 72.r7046 -32.42737 - t 7 .75860
2 12.1,5827 -90.55445 .64217
3 14.84998 -r07.18450 .38823
Layer 2
I 2.62108 -40.59315 .89007
2 1.22125 42.6s099 .73229
3 0.73992 -59.48106 .13109
-

496 Power SYstem OPtimization

The synthesizedneural networks are very robust and possessgeneralizationcapabiity of

examples.The main advantageof the neural networks is that they are independentof fun
tional
form and insensitiveto parameterperturbation.Although training requiresconsiderabhcomp oll,

determining the optimal alternativecan be executedon personal computers. This featu also
facilitatesthe applicationsof the new technologyto me decisions.

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with severalobjectivefut
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8.
 Evolutionq ty Prog rq m m i ng
for Generqtion Scheduling

7.1 INTRODUCTION
A global optinii zation technique known as genetic algorithm (GA) has emerged as a candidate
due to its flexibility and efficiency for many optimization applications.Genetic algorithrn is a
stochasticsearchingalgorithm. It combinesan artificial, i.e. the Darwinian Survival of the Fittest
principle with genetictperation, abstractedfrom nature to form a robust mechanismthat .is very
effective at finding optimal solutions to comptrex-realworld problems.Evolutionary computing is
an adaptive ,.ur.h tlchnique based on the principles of geneticsand natural selection.They
op.rut" on string structures.The string is a combinationof binary digits representinga coding of
the control parametersfor a given problem. Many such string structuresare consideredsimulta-
neously, with the most fit of these structuresreceiving exponentially increasing opportunitiesto
pass on g"n.tically important material to successivegenerationof string structures.In this way,
genetic aigoritfrmssearchfor many points in the searchspaceat once, and yet continually narrow
the focus of the searchto the areasof the observedbest performance.The basic elementsof
genetic algorithms are reproduction,crossover,and mutation.
The first step is the coding of control variablesas stringsin binary numbers.In reproduction,
the individuals are selectedbasedon their fitness valuesrelative to those of the population.In the
crossover operation, two individual strings are selectedat random from the mating pool and a
crossoversite is selectedat random along the string length. The binary digits are interchanged
betweentwo strings at the crossoversite. In mutation, an occasionalrandom alterationof a binary
digit is done. The aboveprocedureto implementgeneticalgorithmsis outlined below:

Algorithm 7.lz Genetic Algorithm

1. Code the problem variablesinto binary strings.
Z. Randomly generateinitial population strings. Tossing of a coin can be used.
3. Evaluate fitness values of population members.
4. Is solution availableamong the population?
If 'yes'then GOTO SteP9.
5. Select highly fit strings as parentsand produce offsprings according to their fitness.
501
 502 Power System Optimization

6.
' Createnew strings by mating current offspring.Apply crossoverand mutation operatorsto
introduce variations and form new strings.
7. New stringsreplaceexisting one.
8. GOTO Step 4 and repeat.
9. Stop.
Genetic algorithms differ from more traditional optrmizatTontechniquesas:
Geneticalgorithmsuse objectivefunction informationto guide the search,not derivative
or other auxiliary information. Evaluationof a given function uses the parameters,
encodedirn the string structures.
Genetic algorithms use a coding of the parametersused to calculate the objective
function irn guiding the search,not the parametersthemselves.
Geneticalgorithmssearchthroughmany points in the solution spaceat one time, not a
single point.
Geneticalgorithmsuse probabilisticrules,not deterministicrules,in moving from one set
of solution (a population)to the next.
Genetic algorithms are computefizedsearchand optimization algorithms based on the principles
of natural genetics and natural selection. Although genetic algorithms were first presented
systematicallyby ProfessorJohn Holland of the University of Michigan, the basic ideas of
analysisand design basedon the conceptof biological evolution can be found in the work of
Goldbergtl989l. Philosophically,geneticalgorithmsare basedon the Darwin's theory of survival
of the fittest.

7.1.1 Coding
Implementationof a problem in a genetic algorithm starts ffom the parameterencoding.The
encodingmust be carefully designedto utilize the geneticalgorithm's ability to efficiently transfer
information betweenchromosomestrings and objective function of the problem. Binary coded
strings having ls and 0s are used.The equivalentdecimal integer of binary string y is obtained
as
I
Y ; = I2'-tbu (i = l, 2, ...,L) (7.r)
i=l
where
); is the decimal-codedvalue of the binary string
D;; is the ith hinary digit of the irh string
/ is the length of the string
Z is the numberof stringsor populationsize.
The continuousvariable xi csn be obtainedto representa point in the searchspaceaccording
to
a fixed mapping rulle, i.e.

Imax _,dn
xj= x*o + li ( / = 1, 2 , . . . ,L ) (7.2)'
2 t- I
where
xdo is the minimum value of variable xi

J
t Evolutionnry Programming for Generation Scheduling s03
r** is the maximum value of variablex1
/; is the'binary-codedvalue of the string
/ is the length of the string
L is the numberof stringsor populationsize.
The number of binary digits neededto representa continuousvariation in accuracyof L*j
can be computed'from the relation
rmax - -ir-n
2t> +l (7.3)
Lx

mrn
x
(7.4)

Evaluationof a chromosomerepresented by a string is accomplishedby decoding,thebinary

chromosomestring by an alternativemethod in which the fractional part is considered.
II I
I
I
y; =
I ,-i bii U = 1,2, ...,L) (7.s)
t
i where
i=l

t bu is the irh binary digit of the 7rh string

t / is the length of the string
L is the number of stringsor populationsize.
The continuousvariable xi can be obtainedto representa point in the searchspaceaccord-
ing to a fixed mappingrule, i.e.

tj = xj^in * ("j** - xr^i") lj (7"6)

where
is the minimum value of variable x1
"j*tn
tj*u* is the maximum value of variable x1
).7 is the binary-coded value of the string
L i s the number of strings or population size.

EXAMPLE 7.1 Find the value of -r represented

by 110011001101,
a string of 12 binary digits'
The value of x lies between2.5 to 1Q.0.

Solution The decimalvalue of 110011001101

is
= I x 2 0+ | x 2 r + 0 x 2 2 + 0 x 2 3+ l x T a + 1 x 2 s+ 0 x 2 6 + 0 x 2 7+ ! x 2 8 + L x } e
+0x2ro+Ix}rr
=l + 2 + 16 + 32 + 256 + 512 + 2048= 2867
lo'9-- 2'5
x = 2.5 + x 2867= 7.75092
2" -l
'Though,
normally, the rightmost bit of a binary string is the least significant bit (LSB), in the chapterthe
leftmostbit is takenas the LSB. It is easyto storethe numberthis way being a combinationof bits in an array.
 504 Power SystemOptimization

EXAMPLE 7.2 Find the valueo.f x, and xzrepresented by 110011001101,a stringof 12 binary
digits. The value of x1 lies between0 to 5.0, and x2 between7.5 and 2.0. Each variableis
representedby a 6-bit string.

Solution
l2-bit string = I 1 0 0 11 0 0 1i 0 l
6-bit string for x1 = 110011and 6-bit stringfor x2 = 00ll0l
Decimalvalue of 110011- 1 x 2 0 + 1 x 2 t + 0 x T z + 0 x 2 3+ | x 2 a + l x}s
=1+2+16+32=51
Decimalvalue of 001101= 0 x 2 0 + A x 2 l + 1 x 2 2 + I x 2 3 + 0 x Z a+ | x 2 s
=4+8+32=44

5'o--0'o
xr = 0.0+ x 5t = 4.A4762
2 "- r
7'5-- 2'A
- = 2.0 +
xz x 44 = 5.84127
2 u- l

EXAMPLE 7.3 Find the value of .r represented

by 11010110,a string of 8 binary digits. The
value of ,r lies between2.5 ta 10 0

solution The fractionaldecimalvalue of 11010110is

- 1 x 2 - l+ I x T - z+ 0 x
2 - 3+ l x } a + 0 x z - s+ l x2a +l x 2 - 7+ 0 x 2 - s
= 1 x * * t * * * o * * + t xI " o * * ' 3 2+ 1 xL * r * * + 0 x +
/. 4 I t6 64'-"129',""256
= 0.5 + 0.25+ 0.0625+ 0.015625 + 0.0079125
= Q.8359375
x = 2.5 + 0.8359375x (10.0- Z.S)= 9.76953125

7.2 FITNESS FI.JNCTION

Geneticalgorithmsmimic the survival-of-the fittestprincipleof natureto makea searchprocess.
Therefore,geneticalgorithmsare naturallysuitablefor solvingmaximizationproblems.Minimization
problemsare usuallyconverted into maximization problemsusingsomesuitabletransformation.
Fitnessfunctionf(x) is derivedfrom the objectivefunction and used in successive genetic
operations.The fitnessfunctionfor maximization problemscan be usedthe sameway as the
objectivefunctionF(.r),i.e.

f(x) = F(x) (7.7)

The fitness function for the minimizationproblemcan be obtained
from the objectivefunction
using the following relation

(7.8)
 Evolutionary Programmingfor Generation Scheduling 505

This Fansformationdoes not changethe location of minimum..But it only convertsa minimiza-

tion problem to an equivalentmaximizationproblem.The fitness value of the string is termed the
string's fitness. In many case,the fitness value colrespondsto the number of offspring that an
individual can expect to produce in next generation.A commonly used transformationis of
proportionalfitness assignment,i.e.

(7.e)

where
L i s the populationsrze
-r; is the phenotypevalue of the individual
F(x) is the objective function correspondingto the individual.
The fitness assignmentassuresthat each individual has a probability of reproducing
according to its relative fitnessbut it fails to accountfor negativeobjective function, i.e.

flx)= aF(x)+ b (7.10)

where
a is a positiveiy scaling factor-positive for the maximizationproblem and negativefor the
minimization problem
b is offset to ensure'thatthe resultingfitnessvaluesare non-negative.
A further methrodof transferringthe objective function values to fitness measuresis the
power law scaling [Goldberg,1989]
e
f (x) = (F(x)) (7.I 1)
where ft is problem dependantand may be changedduring the execution of genetic algorithm to
shrink or stretch the range of fitness as required.
Another transfer function that can be used is

f(x) = ,-(aF(x))b (7.r2)

where a and b are constantsand their value is problem dependant.'
In order to emphasizethe best chromosomeand speedup the convergenceof the evolution-
ary process,fitness is normalizedinto the range between0 and 1. The fitness function of the ith
chromosomeis

fi@) = (7.13)

where
Fi@) is the solution correspondingto the ith chromosome
F*in is the solution of the highest ranking chromosome
k is the scalingconsflant.
 Power System Optimization

At the startof geneticalgorithmruns,it is commonto havea few extraordinary individuals

in a populationof mediocrecolleagues. During the selectionprocess,extraordinary individuals
would take over a significantproportionof finite populationin a singlegeneration,and this is
This is a leadingcauseof premature
undesirable. convergence.As the geneticalgorithmsearching
processbaseson the fitnessinformationof the population,the art lies in how distinguishablethe
potential solutions can be selectedand recombined.Regulationof the number of copies is
especiallyimportant in small populationgene.ricalgorithms.One of the useful scalingprocedures
is sigma truncation.This method improveslinear scaling both to deal with negativeevaluation
values and to incorporateproblemdependantinformationinto mappingitself. The new fitnessis
calculatedaccording to
fi'= fi+ (f*e- c x o)
(7.r4)

where
fi is the raw fitnessof the individual
fi' is the scaledfitnessof the individual string
/uu, it the averagefitness of the population
c is the number of expectedcopies desiredfor the best population member
o is the standarddevia'uion of the population.

OPERATORS
7.9 GENETICALGORITHM
7.3.1 Reproduction
The first genetic algorithm operatoris reproduction.The reproductiongenetic algorithm operator
selectsgood strings in a populationand forms a mating pool. So, sometimethe operatoris also
named as the selectionoperator.The commonly used reproductionoperatoris the proportionate
reproductionoperatorwbere a string is selectedfor the mating pool with a probability propor-
tional to its fitness. Therefore,the probability for selectingthe lth string is

Pi=
(7.1s)
L

Zr'
j=l

where
L is the populationsize
'i:lT'il,Hi'l;:l"l:ffi""
fi: is toimagine
scheme withits
arouretre-wheer
circumferencemarked for each string proportionateto the string's fitness (see Figure 7.1). The
roulette-wheelis spun Z times,eachtime the pointerof the roulette-wheelselectsthe string.As the
circumferenceof the wheel is markedaccordingto a string'sfitness,the roulette-wheelmechanism
is expectedto make f/f^, copiesof the ith string in the mating pool. The averugefitness of the
population is obtainedas

f
JaY -
(7.16)
 Evolutionary Programming for Generation Scheduling

Figure 7.1 Roulettewheel selection.

where
L is the populationsize
l. is the fitness of the ith population.
Using the fitness value f; of all strings, the probability of selecting a string p; can be
calculated.Thereafter,the cumulativeprobability of each string being copied can be calculatedby
adding the individual probabilities from top of the list. Thus, the bottom-most string in the
population should have a cumulative probability equal to l. Iry order to choose L strings, L
random numbers between 0 and i are generatedat random. A jqring that representsthe chosen
random number in the cumulativeprobability range for the string'.iscopied to the mating pool.
No new strings are formed in the reproductionphase.
To implement the roulette wheel selection,a step-wiseprocedureis outlined below.

Algorithm 7.22 Roulette Wheel Selection

1. Input the fitnessvaluesof all individuals,.[ (i = 1, 2, ..., L), populationsize, L.
2. Initialize the populationcounter,i = 0.
3. Incrementthe populationcounter,i = i + t,
4. Initialize the selectioncounter,/ = 0 and initi alize the cumulative sum, S = 0.
5. Generatea random number X.
6. Incrementthe selectioncounter,i = i + l.
7. Obtain the cumulativesum of fitness,

.SS
=+ I
Ir
k= l
8. Check, if (X > S) then GOTO Step 6 and repeat.
9. Selectthe individual, SEL, = ;.
10. Check,if (t < L) then GOTO Step 3 and repeat.
I 1. Stop.
The basic roulette wheel selectionmethod is stochasticsampling with replacement(SSR). The
spgmentsize and selectionprobability remain samethroughoutthe selectionphaseand individuals
are selectedaccording to the procedureoutlined above.
508 Power System OPtimizati'on

Stochasticsampling with partial replaiement(SSPR) extendsupon SSR by resizing an

individual's segmentif it is selected.Each time an individual is selected,the size of its segment
is reducedby 1.0. If the segmentsize becomesnegative,then it is set to zero.
Remaindersamplingmethodsinvolve two diStinctphases.In the integral phase,the indivi-
duals are selecteddeterministicallyaccordingto the integer part of their expectedtrials. The
remainingindividualsare then selectedprobabilisticallyfrom the fractionalpart of the individuals
expectedvalues.Remainderstochasticsamplingwith replacement(RSSR) uses roulette wheel
selectionphase,individual's fraction parts remain unchangedand competefor selectionbetween
spin. Remainderstochasticsamplingwithout replacement(RSSWR) sets the fractionalpart of an
individual'sexpectedvalue to zero if it is sampledduring the fractionalphase.To implementthe
stochasticremainderroulette wheel selection,a step-wiseprocedureis outlined below.

Algorithm 7.3: StochasticRemainder Roulette Wheel Selection

1. Input the fitnessvaluesof all individuals,l( i = 1,2, ..., L), populationsize, L.
2. Initialize the populationcounter,i = 0 and initi alize the selectioncounter,/ = 0.
3. Incrementthe selectioncounter,i = i + l.

y= ri*[t* n)-r]
4 Find
5. Separatethe integerpart X real number,/ = integer(I0.
6. Separatethe fractional part of Y, Fj = Y - L
7. If (1 < 0) then GOTO Step 12.
8. Incrementthe populationcounter,k = k + 1.
9. Decreasethe integerpart to zero, I = I - l.
1 0 . S E L *= ;
11. GOTO Step7 andrepeat.
L2. Check,if ( j < L) GOTO Step 3 and repeat.
13. Resetthe selectioncounter,/ = 0.
14. If (k > L) GOTO Step 19.
15. Incrementthe selectioncounter,i = i + 1.
16, If U > L) then set 7 - 1.
17. It ( Fj > 0.0) then lW = tfliP (4))
f i ( W - 1 ) t h e n{ K = k + I , S E L 1= i , F j = F j - 1 }
18. GOTO Step L4 andrePeat.
19. Stop.

7.3.2 Competitionand Selection

Each individual xi in the combinedpopulationhas to competewith some other individualsto
have a chanceto be copied to the next gereration. The score for each trial vector after stochastic
competitionis given by

wi= (7.r7)
 Evolutionary Programmingfor Generatiort Scheduling 509

wr= (7.18)

where
L is the populationsize or the numberof competitors
,4 is the fitness value of the randomly selectedcompetitorin the combined popula*"ion
l' is the fitness value of xi
u1 and u2 &te randornlyselectedfrom a uniform distributionset rz(0,1)
/ = int (2 x L x uy+ 1) int (x;).
After competing, the trial 2L solutions,including the parentsand the offspring, are ranked in
descendingorder of the score obtainedin Eq. (7.17).The first L trial solutions survive and are
copied along with their objectivefunctionsinto the survivor set as the individualsof the next
generation.

7.3.3 CrossoverOperator
The basicoperatorfor producingnew chromosomein the geneticalgorithmis that of crossover.In
the crossoveroperator,informationis exchangedamong stringsof the mating pool to createnew
strings.In other words, crossoverproducesnew individualsthat have some parts of both parent's
genetic materials.It is expectedfrom the crossoveroperatorthat good substringsfrom parent
stringswill be combinedto form a betterchild offspring.There are three forms of crossover:(i) one
point crossover,(ii) multipoint crossover,and (iii) uniform crossover.

One point crossover

Two individual strings are selectedat random from the mating pool. Next, a crossoversite is
selectedrandomly along the string length and binary digits (alleles)are swapped(exchangect)
betweenthe two stringsat the crossoversite.
P a r e n lt: x r = { 0 1 0 11 0 1 0 1}1
P a r e n2t : xz= {1000011100}

Supposesite 3 is selectedat random.It meansstartingfrom the 4th bit and onwards,bits of strings
will be swappedto produceoffspring which are given below:
Offspring1: xt = {010 0011100}
Offspring2: xz = { 100 1101011}

Multipointcrossover
For multipoint crossover,frun nt crossoverpositionsalong the string length, I are chosenat
random with no duplicatesand sortedinto ascendingorder.
k i c { I , 2 , . . .I,- I l
where
k; is the ith crossoverpoint
/ is the length of the chrorrosome.
-
F
:
'
510 Power System OPtimization

The bits between successive crossover points are exchanged alternatively between two
parents to produce two new offspring.

Parent 1: xt = {000 000 000 000}

Parent2 : x 2 = { 1 1 1l l 1 1 1 11 1 1 }

Supposek; e {3, 6, 9} is selectedat random.It meansthat bits 4th, 5th, and 6th of parentstrings
are exchanged,bits 7th, Sth,and 9th of parentstringsare not exchangedand bits 10th, l lth, and
lzth of parent stringsare exchangedto prodluceoffspring.

Offspring 1 : x y i { 0 0 0 1 1 10 0 0 1 1 1 }
Offspring2 : x z = { 1 1 10 0 0 1 1 10 0 0 }

Uniformcrossover
Single and multipoint crossoverdefine cross points as placeswithin length of string where a
chromosomecan be split. Uniform crossor/ergeneralizesthis schemeto make every locus a
potentialcrossoverpoint. A crossovermask having samelength as the chromosomestructuresis
createdar random and the parity of the bits in the mask indicateswhich parent will supply the
'f in the randommask meansbits swappingand the '0' meansbit
offspringwith which bits. The
replicating.

Parent1: xt = { 1011000111}
Parent2: xz = { 0 0 0 1 1 1 1 0 0 0 }
mask: = {0011001100}
Offspring1: xt = { 1 0 0 1 0 0 1 0} 1 1
Offspring 2: xz = { 0 0 1 1 1 1 0 1 0 0 }

It is intuitively obvious from this constructionthat good strings from parent strings can be
combined to form a better child string, if an appropriatesite is chosen.With a random site, the
children strings producedmay or may not have a combinationof good substringsfrom parent
strings,dependingon whether or not the crossingsite falls in the appropriateplace. If good
strings are created by crossover,there will be more copies of them in the next mating pool
generatedby the reproductionoperator.But if good strings are not createdby crossover,they will
not survive too long, becausereproductionwill select against those strings in subsequent
generations.So it is clear that the effect of crossovermay be detrimentalor beneficial.Thus in
order to preservesomeof good strings,those that are alreadypresentin the mating pool are used
in crossover. .Hence,it can be concludedthat the crossoveroperatorhas three distinct sub-steps,
namely:
. Slice each of the parentstringsin substrihgs
' o Exchangea pair of correspondingsubstringsof parents
. Merge the two respectivesubstringsto form ofispring

7.3.4 Mutation
Mutation is the important operator,becausenewly createdindividuals have no new inheritance
information and the number of alleles is constantlydecreasing.This processreSultsin the
 Evolutionary Programming for Generation Scheduling 511

contractionof the populdtion to one point, which is only wished at the end of the convergence
process,after the population works in a very promising part of the search space.Diversity is
necessaryto searcha big part of the searchspace.It is one goal of the learning algorithm to
searchalways in regionsnot viewed before.Therefore,it is necessaryto enlargethe information
containedin the population.One way to achievethis goal is mutation.Mutation operatorchanges
1 to 0 and vice versa with a small mutation probability p*. The bit-wise mutation is performed
bit-by-bit by flipping the coin with requiredprobability.
Child A: 1 I 1 10 1 0
I
N e w c h i l d A : 1 10 10 1 0
Supposethere are .r; individualsand ,r; is mutatedand assignedto xi+^ in accordancewith the
equation

max
- *i^'n,;*t) (i = r,2, ...,D (l.rs)
x i+^j = xij

where
x4 is the 7th elementof the ith individual
N(lt, o2) is a Gaussianrandom variable with mean 1t andvariance d
l. is the fitness value of the ith individual
f^o is the maximum fitness value of old generation
*j^* is the maximum limit of the 7th element
rjnunis the minimum limit of the 7th element
p^ rs the mutation scalein the range between0 and 1.
In general,mutationprobabilityis fixed throughoutthe whole searchprocessing.However,a
while the searchwith
small fixed mutationprobabilitycan only result in a prematureconvergence,
a large fixed mutation probability will not converge.An adaptivescale is given to changethe
mutation probability to solve the problem as follows.

= pt,,'P ;if .f 'tn(k) unchanged

*'n
p^(k + 1) - ; if ,f (k) decreased (7.20)
;If p^(/c) - p',:P . py^'

p* (o)= P',Xu
where
k is the generationnumber
plli', pr;n"t,nd p',i"Pare fixed numbershaving values around 1, 0.005 and 0.001 to 0.01
respectively.

7.4 RANDOMNUMBERGENERATION
The important part to implement the geneticalgorithm is random number generation.The random
numbersare storedin an arraywhoseindex (location)is randomlyselected.The random number
512 Power SystemOptimization

array can be reshuffled when all the random numbersstored in an array are utilized. The random
number generationis performed as given below.

Ri = Rjn"* (i = l,2, ..., 54) (7.2r)

where i = MOD (j x 21,55); MOD meansremainderfrom division of two numbers.
To initiate the processof random number generation,the following values are assumed.
R,Pttn= 0.234, R,n"* = 1.0 x 10-9, Rss= RrPt"u

These values are updatedto continuethe processof random number generation.

RiI'i" = Ri (7.21a)

R.,li* - lPtev- xin"* (7,zrb)

positiveness of the random number is checked. Negative numbers are changed to positive.

(
D new
_ lnffl ; RffI > o.o
"'/+r ;niil<o.o
ln;I*r
The random numberscan be generatedfrom the following equation.

R;= - 2ln (1- R7-r) x cos(ZnR) (7.22)

where
i = M O D( i x Z I , 5 5 )
Rj={'*N
S;+r= (M x S;+ A) MOD N

The random number generatorwill produce the maximum cycle length N of pseudo random
numberswith any initial value of S under either of these conditions.
l. N is a power of 10
'7
A ends in (unit digits) l, 3, , or 9
M - | is multiple of 20
2. N is a power of 12
A is odd.
M - 1 is multiple of 4
For example,the numbersmay be takenas: N = 10000,A = 4857, and M = 8601.
The generatedrandom numberscan be reshuffledto get more numbersas given below and
are ensuredto be positive-numbers.
;& >0.0 (7.23)
;& .0.0
where
R i = Ri - R ;* tt ( i = 1 , 2 , . . . ,2 4 )
Ri=R;- Ri-z+ (i = 25, 26,..,55)
 Evolutionary Programmingfctr Generation scheduling s13
A random integer number can be created between two integer numbers, / *n and / ru, with
the relation

I - I iln + TRUNC [(/*u*- /dn + l) x x)] (7.24)

where
X is a random number
/*in is the minimum value of integernumber
/rmaxis the maximum value of integernumber.
Flipping of coin is a powerful tool to decidefor an action, whetherto take place or not to
take place. The coin is flipped with a probability to decide for an action. To flip a coin with a
probabilityp, the following relation can be used.

nip= ;ffi,#:Rsp (7.2s)

fi
where
R r S any random number
p is the probability to flip a coin.

7.5 ECONOMIC
DISPATCH
PROBLEM
From the unit commitment table of a given plant, the fuel cost curve of the plant can be
determinedin the form of a polynomialof suitabledegreeby the methodof leastsquaresfit. If the
transmissionlossesare neglected,the total system load can be optimally divided among the
various generatingplants using equal incrementalcost criteria of Eq. (3.7). It is, however,
unrealisticto neglecttransmissionlossesparticularlywhen long distancetransmissionof power is
involved. A modern electric utility servesover a vast area of relatively low load density.The
transmissionlossesmay vary from 5 to 15Voof total load. Therefore,it is essentialto accountfor
losseswhile developingan economicload dispatchpolicy.
The economicdispatchproblem is defined so as to minimize the total operatingcost of a
power system while meeting the total load plus transmissionlosseswithin generatorlimits.
Mathematically,the problem is definedas
NG
Minimize tr(p.\
t\r
- T (u,P,'+ biPi * r,) Rsftr (7,26a)
il- /-t
i=l

subject to (i) the energy balanceequation

TE = Po + Pt (7.26b)
?,
(ii) the inequality constraints
p,*n s piS pit* (i=1,2,...,NG) (7.26c)
where
ai, bi, and c; are cost coefficients
Pp is load demand
5t4 Power System OPtimization

pi is real power generationand will act as decisionvariable

P7 rs power transmissionloss
NG is the numberof generationbuses.
One of the most important,simple but approximatemethodsof expressingtransmissionloss
as a function of generatorpowersis through B-coefficients.This method usesthe fact that under
normal operatingcondition,the transmissionloss is quadraticin the injectedbus real powers.The
generalform of the loss formula (derivedlater in this section)using B-coefficientsis

D
t l,- PiBuPj MW (7.27)

where
Pi, Pj are real power injectionsat the ith, 7th buses
B;1 areloss coefficientswhich are constantunder certain assumedconditions
NG is numberof generationbuses.
The aboveloss formula is known as the George'sformula.The aboveconstrainedoptimiza-
tion problem is convertedinto an unconstrainedone. Lagrangemultiplier method is used in
which a function is rninimized(or maximized)subjectto side conditionsin the form of equality
constraints.Using Lagrangemultipliers,an augmentedfunction is defined as

L[t,.
L ( P uL ) = F ( P i ) + PL-X t) (7.28)

where ,?,is the Lagrangianmultiplier.

Necessaryconditionsfor the optimizationproblem are
a L e i , L a) _r ( 4*-)r^' [( *f u _- 'r,) =
- \o. , ( i = r , 2 , . . N G )
T= a p ,
Rearrangingthe above equation

(r=1,2,
,NG) (7.2e)
#r=^(' +)
where

P is the incremental cost of the ith generator (Rs/lvlwh).

dP,
dPt
representthe incrementaltransmissionlosses.
dPt

Equation (7 .29) is known as the exact coordination equation and

aLei,L) _ D (7.30)
Pp-P2 = Q
t=
 Evolutionary Programmingfor Generation Scheduling 515

By differentiatingthe transmissionloss equation,Eq. (7.27), with respectto P;, the incremental

transmissionloss can be obtainedas

AP, UE
#
-- t
j=l

and by differentiatingthe cost function of Eq. (7,26a)with respectto, Pi, the incrementalcost can
be obtainedas

aF(P,
) = ZaiPi + bi (i = r, 2,...,NG) (7.32)
dP'
To find the solution, substituteEqs. (7.31) and (7.32)tnto Eq. (7.29) to obtain
( N c \
2a;P;+ b;= fr l r - ) zBiiPil
l z - t . J J
\ ,/=l )

Rearrangingthe above equationto et P;, r.a.

NG
Z a ; P ; + b i - )" - zBiiPi _ L,JT 28ijPj ( i = 1 , 2 , . . . ,N G )
,l= I
j+i

or
NG
2(a;+LB)P.+ l" Z zBijPj= )"- bi (1.33)
j=I
j*i

The abovelinear equationscan be solvedusing the Gausseliminationmethod to obtainthe value

of P; rf L is known. Here 2 is obtainedusing geneticalgorithms.

SOLUTIONMETHODOLOGY
7.6 GENETICALGORITHM
The detailed solution methodologyincludes:the encodingand decodingtechniques,constrained
generationoutput calculation,the fitness function, parent selection,and parameterselection.

7.6.1 Encodingand Decoding

Decoding a binary string into an unsignedinteger can play very important roles in genetic
algorithm implementation.The inequalitypower limit constraintis performedin such a way that
the individual string is normalizedover the unit's operatingregion.The inequalityconstraintsare
handled in the manner, which efficiently reducesthe searchingspace,and thus enhancesthe
performanceof the system.Binary coded strings having ls and 0s are used"The equivalent
decimal integer of binary string ,1.is obtainedas
I
yj = | zi-rui (7.34)
i=l
516 Power SystemOptimization

where
b{.is the fth binary digit of the 7th'string
/ is the length of the string
L is the number of strings or population size.
The continuousvariable ), can be obtainedto representa point in the searchspaceaccording
to a fixed mapping rule, i.e.

)"r= L^in+ ry!^" yj (j = 1,2,...,L) (7.35)

2 t- l
where
Lm'"is the minimum value of variable, L
L^* is the maximum value of variable, L
y/ is the binary coded value of the string
/ is the length of the string
L is the number of strings or population size.
The number of binary digits neededto represepta continuousvariation in accuracyof LL
can be computed from the relation

t 2_ r_ o_ g
_
*.;^**ll
_ ,r[(
A1 es6)
)

7.6.2 Calculation
for Generation
and Transmission
Losses
When the incrementalcost .1./is known for whole population,then the generationcan be obtained
from Eq. (7.33), i.e.

2(a,+ fr,,)P; +1, X zBikpi= ),/ -bi (i = 1,2, ...,NG; j = t, 2, ...,L) (7.37)
f,=!
The above equation can be rewritten as
NG

Z oirpi = C! (i = l, 2, ...,NG; j = 1,2,...,

L) (7.38)
k=L
where
Ajri= 2(a;+ LjB,,)
Air = zLin* (i * k)
ci=N-b,
Transmissionloss for whole populationcan be obtainedas

p/ =X piiBikpl (j = L,z, ...,L) (7.3s)

X
i=l k=l
 Evolutionary Programmingfor Generation Scheduling 517

7.6.9 Fitness Functionand ParentSelection

Implementationof a problem in a geneticalgorithmis realizedwithin the fitness function. Since
the proposed approach uses the equal incrementalcost criterion as its basis, the constraint
Eq. (7.30) can be rewrittenas
NG
ei_ Po+Pi-> (7.40)
i=l

Then the convergingrule is when t decreasesto within a specific tolerance.

'best' chromosomesand speedup convergenceof the iteration
In order to emphasizethe
procedure,fitness is normalized into range between0 and 1. The fitness function adoptedis

ft- ( j = 1 , 2 ,. . . ,L ) (7.4t)
J

where a is the scaling constant.

When the fitness of each chromosomeis calculated,the "stochasticremainderroulette wheel
selection" techniqueis used to select the best parentsaccordingto their fitness.

AlgorithmT.4z Economic Dispatch Using GeneticAlgorithm

The step-wiseprocedureis outlined below:

- = l,
1. Read data, namely cost coefficients, ai, b,, c;, B-coefficients,Bij Q 1, 2, "', NG; /
2,..., NG), convergencetolerance,error, step size a, and maximum allowed iterations,
ITMAX, I length of string, L. populationsize,p. probability of crossovet,Pm probability of
mutation, S seednumber, /,*tn and i,**, etc'
= 1,2, "', L) by
Z. Generatean array of random numbers.Generatethe population 2"t (i
flipping the coin. The bit is set accordingto the coin flip as
<p
o = t,orrandom0
6,j= {i .,:
|.0 otherwise

where p is the probabilitY (0.5).

to = 0'0 and
Set generationcounter,k = 0, BIG =1.0,,f /dn = 1'0'
= 0.
Increment the generationcountegk = k + L and set population counter,i
Increment the population counter,i = J + 1.
Decodethe string using Eq. (7 3a) and Eq. (7.35)'
Using Gausseliminationmethod,find p! (t = !,2,..., NG) from Eq' (7'38)'
Calculatetransmissionloss from Eq. (7.39).
= er'
Using Eq. (7.40),find er and check if (sj < BIG), then set BIG
Find fitnessfrom Eq. (7.41).
*n) then set
It 17i >,f -*) then set /Irur(- ft andit 17i < "f /^n =.fr.
11. If ( j ,< L) then GOTO Step 5 and repeat.
1,2. If (BIG < error) then GOTO Step 18.
13. Find population with maximum fitness and averagefitness of the population.
518 Power System Optimization

14. Select the parentsfor crossoverusing stochasticremainderroulette wheel selectionusing

Algorithm 7.3.
15. Perform single point crossoverfor the selectedparents.
16. Performthe mutation.
17. If (k < ITMAX) then GOTO Step 4 andrepear.
18. Stop.

EXAMPLE 7.4 Find the generationscheduleof a three-generator power system to meet a

demandof 300 MW. The cost characteristics
of generatorsare given as below.
Ft = 0.00525Pf+ 8.663P,+ 328,13Rs/h
Fz- 0.00609P22
+ 10.040P2+ l36.gt Rsftr
Ft= 0.00592P?
+ 9.760P.+ 59.16 Rs/tr
The cost characteristicsare valid for the following minimum and maximum limits of power
generation.
Pl''n = 50 MW Pr'* - 250MW
Prtin = 5 MW, Pz^u*= l5o Mw
Prtin = 15 Mw Prt* = loo Mw
The transmissionloss coefficientsare given as

Solution To implement the genetic algorithm, incrementalcost /, is consideredas variable

to be searched.Assumethe following:

Length of string, I = 16 bits

Populationsize, L=20
Crcssoverprobability,pc = 0.8
Mutation probabiltty,pm = 0.01
The minimum and maximum values of incrementalcost are assumedas
/.dn = l0 Rs/IvIWh, L^* = lz.5 Rs/IVIWh
Generatean array of randomnumbersusing W. Q.21) and reshufflethreetimes using F4. Q.Z3).
Each bit of the individual of population is created randomly by flipping a coin with
probability 0.5.
Equation(7.25) is usedto flip the coin with probability of 0.5 for 16 times (length of string).
For the first bit, coin is flipped as given below with p = 0.5 and random number R = 0.0g62.
; p =1.0or 0.0862<0.5
' = {'
flio
L0 ; otherwise
$oJlip = I and the first bit has a 1 value.
 Evolutionary Programming for Generation Scheduling 519

Similarly,the secondbit is obtainedby flippingthe coin wherep = O.5andR - 0.8747.

(t ;P=1.0or0'8747>0'5
flin= {
|.0 ; otherwise
so flip = 0 and the secondbit has a 0 value.
The above processis repeatedfor the rest of 14 bits and the string so obtained is given
below.
The first memberof populationis l00l00l I I1010000.
Decode the value of string using Eq. (7 3a)

y r = l x 2 0 + 0 x 2 r + 0 x 2 2 + I x 2 3+ 0 x } a + 0 x 2 s+ | x 2 6 + 1 x 2 7+ I x 2 8 + I
x 2 e + 0 x 2 r 0+ | x 2 r l + 0 x 2 r 2 + 0 x 2 t 3+ O x Z r a + 0 x 2 l s
= I + 8 + 64 + 128 + 256 + 512 + 2048 = 3017

Using Eq. (7.35),find the value of )"

Amax _ Amtn
)ul = Afrn + yr
2t-l
or
l25-: rc'}
ht = 10.0+ 3on = 10.11509
Rs/IvIwh
216- I
Solve the simultaneousequationsgiven by Eq. (7.38), i.e.
3

Ik=l
AloPl= Ci ( i = 1 , 2 , 3 ;/ = 1 )

where
Air = 2(a1+ L'Bn)= 2(0.00525 = 0.0133
x 0.000136)
+ 10.11509
Arzz=Z(az+ LLBrrT= 2(0.00609 - 0.0153
x 0.000154)
+ 10.11509
Ah= 2@t+ ArBrrT = 2(0.00592 = 0.0151
x 0.000161)
+ 10.11509
Alz= A)t = zLrBn = 2 x 10.11509 = 0.0004
x 0.0000175
Als= Ary= 1LtBr, = 2 x 10.11509x 0'000184= 0'0037
ALt= Al, = zLtBn = 2 x 10.11509x 0.000283= 0'0057
c l = 7 t - b r = 1 0 . 1 1 5 0 98- . 6 6 3 =r . 4 5 2 r
C'r= 7r - bz = 10.11509 - 10.040= 0.0751
C \ = 7 t - b t = 1 0 . 1 1 5 0- 9 9 . 7 6 0= 0 . 3 5 5 1
The aboveequationscan be written in matrix form
 520 Power System Optimization

Triangularizing the previous equations

with back substitution,generationcan be obtainedas

Pl = 111.0146MW P),= 2.390850MW pl = -5.52260MW
The P; and P3r violate the lower limits, so adjust theseat lower limits.
PI = I 11.0146
MW P],= s.0MW pl = 15.0Mw
Costand transmission
lossaregivenbelow.

Totalcost, F = f *,(p,')' + b,pl+ c;) = 174g.706

Rs/h
r=l

3 3
pr, = rln*r| = 2.3e085
Mw
I I
i=l k=l

FromEq. (7.a0)

N G I
€ l = Pp*P;-I = 17r.3763
i=l " , tI l
Fitnessvalue can be obtainedfrom Eq. Q.al) as

r'\=t*['."*)
(
- 1 + 1 + 1 . 0X n
- ' :1.3763
t-:'-- \
| = 0.63643
| 300.0 )
\
Similarly, the rest of the membersare generatedand are given in Table 7.1.
Generatean integer random number / between I and20 (populationsize) and where X is
a
random number,i.e.

I = | + TRUNC ((20- I + 1) x D = t2
From Table 7.1, the selectedstring is 9 correspondingto populationat serial 12. So,
the 9th
string is selectedfor brossover.Further to find the string for .iorrourr from the remaining
lg
strings, generateinteger number / betweenI and 19, and where X is a random number.
I = l + T R U N C( ( 1 9- I + t ) x X ) = 5
From Thble 7.1, the selectedstring is 4, colrespondingto populationat serial 5.
So, the 4th
string is selectedfor crossover.To continue, find the string for-crossoverfrom the
remaining lg
strings.
 Evolutionary Programmingfor Generation Scheduling 521

Thble 7.1 Populationof generationI

Fopulation Binctrystring, y Selectedstrings
I l 0 0 l 0 0 l1 1 1 0 r 0 0 0 0 10.I 1509 0.63643 I
2 11 0 1 1 0I 1 1 1 1 0 0 1 0 10.t798s 0.7s558 2
3 l0
00011000010001 10.95796 0.79507 3
4 0001010010000000 1 0 . 0112 9 0.62785 3
5 0l00t0lI10110000 r0.t3497 0.63873 4
6 0 1 0 1 0 0 0 0 1 I111110 11.24063 0.87907 5
7 1 0 0 1 1 0111 11 0 11 0 0 r0.54540 0.70893 6
8 0 11 1 1 0 0 011 0 1 0 0 1 11.47578 0.96134 6
9 0 1 0 1 11 l l 0 0 0 l 0 l 0 l 11.65019 0.97036 7
l0 I l 10000001001
100 10.48856 0.69839 8
11 0000010001
110101 11.10047 0.95173 8
12 1 0 ll l 0 1 l 1 1 0 1 0 0 0 0 10.1 585 0.63650 9
13 0 0 11 0 0 111 0 0 1 1 0 0 10.56M3 0.71252 9
14 0 1 1t 1 1 1 0 1 1 0 1 0 0 1 0 10.73724 0.74669 10
l5 I 101000i00111100 10.59125 0,71763 11
r6 0000101001011000 r0.25696 0.65825 11
t7 1 0 1111 0 11 0 1 0 0111 t2.24357 0.79198 t2
l8 l 1 I l 1 0 l 1 1 0 11 11 1 1 12.47925 0.75247 13
t9 1101101+11100010 10.7An2 0.73943 r!
20 0 1 0 11 1 0 0 0 1 0 0 0 1 0 1 tl58427 0.99607 t5
Maximumfitness= 00.99607, Averagefitness= 0.76815,Minimumfitness= 0.62785
Bestsolutionso far gives)"= 11.58427 Rs/NIWh,with fitnessvalue0.99607.

To perform single point crossover,a crossoversite is required.The crossoversite is selected

by flipping the coin with the crossoverprobability,pr= 0.g. If the flipping of coin givesa 1 value
then generateany integernumberbetween1 and 15, and whereX is a random number.

rhebitsbetween,n"
.1*ffiT: [i#r]rffil".,, berween
twoparents
to
producetwo new offspring. Crossoverhas been done betweenthe 9th and 4th strings at the l3th
crossoversite and strings 1 and 2 are obtainedfor next generation.

9 t h s t r i n g( p a r e n tl ) = 0 1 0 1 1 1 1 1 0 0 0 1 0 1=0 11 1 . 6 5 0 1 9
4th string (parent2) = 0001010010000000
= l0.0lt}9
lst string(child 1) = 0101111100010000
= 10.087660
2nd string (child 2) = 0001010010000101
= tt.S738ZO
Similarly, mutation is carried out by flipping the coin with rhe mutation probability, p,.
Child string given in Table'7.2is after the crossoverand mutation operadon.The l0th bit
of 9th
population,the lst and 2nd bits of l3th population,the l2thbit of iSttr population,rhe l4th
bit
s22 Power System Optimization

Table 7.2 Populationof generatibn I

Parent string Child string Fitness

1 9 0 1 0 1 1 1110 0 0 1 0 1 0 1 13 0101111100010000 10.08766 0.63415 I

2 4 0001010010000000 13 0001010010000101tt.57382 0.99971 2
3 8 0 1 1 1 1 0 0 01 i1 0 1 0 0 1 13 0 1 1 1 1 0 0 0 1 1 1 0 1 0 110.85077
0 0.77081 2
4 l4 0 1 11 1 1 1 0 1 1 0 1 0 0 1 0 1 3 0 1 1 1 1 1 1 0 1 1 0 1 0 0 0lt.36225
1 092ffi2 3
) 5 0100101
110110000 11 0 1 0 0 1 0 1 1 1 0 1 1 1 1 0r0.60372
0 0.72003 4
6 t3 001100111001l rm 1l 001100111001000010.09567 0.63481 4
7 15 11 0 1 0 0 0 1 0 0 111010 l1 11010001001 10000 10.t2249 0.63705 5
8 1 111010000
1001001 11 1 0 0 1 0 0 1 1 1 1 0 1 1 1 010.58385
0 0.71621 6
9 10 100
1110000001001 10 I 1100000000001 10 10.93778 0.79029 7
10 -J 10
00011000010001 10 0001100001001 100 to.48920 0.69851 8
11 1l 0000010001110101 6 000001 1100010101 11.64919 0.97074 9
l2 9 0 1 0 1 1 1110 0 0 1 0 1 0 1 6 0 1 0 1 1 1 0 010110 1 0 1 11.70146 0.95137 10
13 6 0 1 0 1 0 0 0 0 11111 1 0 6 1 0 0 1 0 0 0 0 1 1 1 1 1 1 11r.24060
0 0.87905 11
t4 6 0 1 0 1 0 0 0 0 111111 1 0 6 0 1 0 1 0 0 0 0 1 1 1 1 1 1 1lt.24063
0 0.87907 11
t5 3 10
00011000010001 2 0 0 0 1 1 0 1 1 1 1 1 1 i 1 010.62348
0 0.72387 t2
16 7 1 0 0 1 1 0 111110 1 1 0 0 2 1001 100001000010 10.64549 0.72819 12
t7 2 11 0 1 1 0 1 1 11 10 10 1 0 ll 1101101111110101 rr.71736 0.94565 ,13
18 11 0000010001
110101 ll 0000000001 110010 r0.76173 0.96133 t4
19 8 0111100011101001 2 0 1 1 1 1 0 1 1 1 1 0 1 0 0 0100 . 1 1 5 8 9 0.96133 t4
20 t2 1 0 11 1 0 1 1110 1 0 0 0 0 ) 1 0 1 1 1 0 0 0 1 1 1 0 1 0 011.47574
1 0.96133 14
A=Populationcount,B=Stringselectedformating,C=Crossoversiteselected,p=preselectedpopulation,
Maximum fitness= 0.99971,Averagefitness= 0.79746,Minimum fitness= 0.63415

of 16th populationand the 6th bit of 18thpopulationare muted.The best solutionso far gives
)u= 11.57382 Rs/It4Wh,and hasfitnessvalueas 0.99971.
the bestsolutionis obtainedand populationis givenin Table7.3.
After 2nd generation,
Maximumfitness= 0.99972,Averagefitness= 0.83547,Minimumfitness= 0.62860
Best solutiongivesX,= 11.57385Rs/IvIWhwith fitnessvalue0.99972.To find the final schedule,
the simultaneous givenby Eq. (7.38)are solved.
equations
3

L eloPi
=C! ( r = 1 , 2 , 3 li = l )
k=l

where

Ah=2,(a1+ L'Bn) = 2(0.00525

+11.57385 = 0.0136
x 0.000136)
Alz= 2(a2+ L'Brr)= 2(0.00609+ = 0.0157
x 0.000154)
11.57385
Alg= 2(a3+ h'Brr)= 2(0.00592+11.573&5. = 0.0156
x 0.000161)
Alz= 4t + zLrBr,= z x 11.57385 = 0.0004
x 0.0000'175
 Evolutionary Programming for Generation Scheduling s23

Table 7.3 Populatiohat'generation2

Parent string Child string Fitness

1 1l 0 0 0 0 0 1110 0 0 1 0 1 0 1 5 000001 1011010001 I 1.36110 0.91962

2 4 0l1lI11011010001 5 0 1 1 1 1111 0 0 0 1 0 1 0 1 11.65034 0.97030
3 3 0111100011101010 6 0 1 1 1 1 0 0 10 1111 1 0 1r.24140 0.87931
4 14 0 1 0 r 0 0 0 0111 1 1 1 1 0 6 0101000011101010 10.85000 0.77065
5 r2 0 1 0 1 1 0 0 0 1110 1 0 1 9 0101I 10000010000 10.08034 0.63354
6 6 0011001110010000 9 0 0 1 1 0 0 1 1 1 01 1 0 1 1r.71679 0.94585
I 7 I 1010001001
10000 13 1001010010000101 11.57385 0.99972
8 2 0001010010000101 13 01010001001 10000 10.12245 0.63705
9 5 0 1 0 0 1 0I 1 0 1 1 1 1 0 0 8 0100101 111111010 10.93576 0.78982
l0 t4 0 1 0 1 0 0 01
01 1 1 1 1 0 8 01010000101 1I 100 10.59609 0.71856
1l 9 11100000000001
10 8 I 11000001 101I 100 10.57645 0.71480
t2 8 1 0 0 1 0 0111 1 0 1 1 1 0 0 8 1001001 1000001 10 10.94518 0.79199
13 12 0101110001110101 7 0101 11001 1010001 11.35966 0.91911
14 4 0111111011010001 7 0 1 I 1 11r 0 0 1 I 1 0 1 0 1 11.70405 0.95043
15 11 000001
1100010101 7 000001 1010000101 tr.57595 0.99943
t6 2 0001010010000101 7 0001010100010101 Lt.64706 0.97155
17 l0 0001100001001
100 l2 0001100001000000 10.02045 0.62860
18 I 0101111100010000t2 0 1 0 1 1 1 1 1 0 0 0 1 1 1 0 0r0.55642 0.71100
19 13 1001000011111110 5 1 0 0 1 0 0 0 0 1 1 1 1 1 1 1 0tt.24060 0.87905
20 l3 1001000011111110 5 1 0 0 1 0 0 0 0 1 1 1 1 1 1 1 0r1.24060 0.97905
A = Population count, B = string selected for mating, C = crossover site selected.

AIz= Ail = ZLtBs - 2 x 1I .57385x 0.000184= 0.0043

Ah = ALt= zLtBn = 2 x 11"57385x 0.000283= 0.0066
CI= 2,t- bt = 11.57385 - 8.663= 2.9109
c).= 7r - bz = 11.57385 - 10.040 = 1.5339
c ] = 7 r - b t = 1 1 . 5 7 3 8- 95. 7 6 0= 1 . 8 1 3 9
The aboveequationscan be writtenin matrix form as

Triangularizing the above equations,

524 Power System Optimization

With back substitution,generationcan be obtainedas

Pl = 202.4288
MW Pt = 80.94910
MW, Pl = 27,06991
MW
No limit of generationis violated.
Cost and transmissionloss are given below.

Toralcosr, F- f (",(4\'+b,pl*r,) =36r4.148Rs/h

i=l

3 3
p].= rln,orl= to.s3o36Mw
II
i=l k=l

From Eq. (7.40),

NG
tl= Pp*P;-> 0.08252
j=l

More iterationsfor generationor size of chromosomelength can improve the value of e and
hencethe fitness value of population.

7.7 GENETICALGORITHM
SOLUTIONBASEDON REAL
POWERSEARCH
In Section 7.6, the increruentalcost is searchedusing genetic algorithms. The genetic algorithm
can be implementedby searchingthe generationof power plants P; within the generatorlimits.
The economicdispatchproblem is defined in Section7.5 by Eq. (7.26) and transmissionlosses
are defined by Eq. (7.27). Necessaryconditionsfor optimizationproblem are given by Eqs. (7.29)
and (7.30).

7.7.1 Encodingand Decoding

Decoding a binary string into an unsigned integer can play very important roles in genetic
algorithm implementation.The inequality power limit constraintis performed in such a way that
the individual string is convertedinto the unit's operatingregion. The inequality constraintsare
handled in the manner which efficiently reducesthe searchingspace, and thus enhancesthe
performanceof the system. Binary coded strings-having ls and 0s are used. The equivalent
decimal integer of binary string 2 is obtainedas

It
y!= \ z*t uio (i = L, z, (7.42)
k=I

where
afi is ttre kth binarydigit of the7th srringand ith substring
/i is the length of string of the ith substring
L is the number of strings or population size

- - .==._**.Ii
 Evolutionary Programming for Generation Schedulin

The continuousvariable P; can be obtainedto representa poin't in the searchspace rng to

a fixed mappingrule, i.e.

p l= p m i n . f f r l (7.43)

where
p,dn is the minimum value of generationof the ith plant
P,** is the maximum value of generationof the ith plant
y/ is the binary coded value of the ith substring
L is the number of stringsor populationsize.
The number of binary digits neededto representa continuousvariation in acc y of Ax;
can be computed from the relation
( p.max _ p.min )
l , > l o g 2- t (i=1,2,-..,NG) (7.M)
\
* - ,* t l )

7.7.2 FitnessFunctionand ParentSelection

lmplementationcf a problem in a genetic algorithm is realized within the fitness func . Since
thb-proposedapproachusesthe equal incrementalcost criterion as its basis,the constrai equauon
(7.40) can be rewritten as
NG
tl= Po+Pi-Lnt (7.4s)
i=l

Then the converging rule is when e decreasesto within a specific tolerance.

'best' chromosomesand speed up convergence of t iteration
In order to emphasizethe
procedure,fitness is normalizedinto the range between 0 and 1. The fitness functi adopted
is

( j = I , 2 , . - . ,L ) (7.46)
ft=L+

where a is the scaling constant.

When the fitness of each chromosomeis calculated,the "stochasticremainder
selection" technique is used to select the best parents according to their fitness.

Algorithm 7.5: Economic Dispatch Using Genetic Algorithm

The step-wiseprocedureis outlined below.
l. Readdata,namelycostcoefficients, B,i(i= 1,2, -.., G ; , 1= 1 ,
at, br, and c;; B-coefficients,
Z, ..., NG). Convergencetolerance,error, step size, d and maximum allowed iterations,
ITMAX, length of string /, population size..L, probability of crossoverpc, ility of
mutation p' seed number S, Pi-o and PS*, etc.
 526 Power System Optimization

2. Generatean array of random numbers.Generatethe population piiU = l, Z,

)by
flipping the coin. The bit is set accordingto the coin flip as

if = r or random
0s p
6,j= {1 .,p
l0 otherwise
where p is the probability and is taken as 0.5.
a
J. Set generationcounter,,l = 0, BIG = I .0, fmax= 0.0, and,f-in = 1.0.
4. Incrementthe generationcounter,k=k + I and set populationcounter,/ = 0.
5 . Incrementthe populationcounter,j = j + 1.
6 . Decodethe stringusingEq. (7.42)and Eq. e.a3) to find p/ ( i = r,2,..., NG).
7 . Calculatethe transmission loss from Eq. (7.39).
8 . using Eq. Q.a5), find e/ and checkif ( er < BIG) then set BIG = ei.
9. Find fitnessfrom Eq. Q.aQ.
It 6i >.f**), thensetf* = fi and if 6i a,f dn) then set,f t"in=
fi.
1 0 . If (/ < L) then GOTO Step 5 and repear.
1 1 .If (BIG < error) then GOTO Step 18.
12. Find populationwith maximum fitnessand averagefitness of the population.
t 3 . Selectthe parentsfor crossoverusing stochasticremainderroulette wheel selection srng
Algorithm 7.3.
14, Perform single point crossoverfor the selectedparents.
15. Perforrnthe mutation.
16. If (k < ITMAX) then GOTO Step4 and repear.
17. Stop.

EXAMPLE 7,5 Find the generationscheduleof a three-generator .power system to

demandof 300 MW. The cost characteristicsof generatorsare given as below.
Fr = 0.00525P?+ 8.663P1 * 328.13Rsftr
Fz= 0.00609P] + 10.040P2+ t36.gl Rsth
Fz = 0.00592P1+ 9.760P, + 59.16 Rs/tr
The cost characteristicsare valid for the following minimum and maximum limits of
generation.
P,dn= 5o Mw Pin* = z5oMw
Pft" = 5 MW, Py* = r5o Mw
P3*'n= 15MW Pi* = 100MW
The transmissionloss coefficientsare given as

0.0000175
0.000154
0.000283
Solution To implement the genetic algorithm, real power generation of genera
consideredas variableto be searched.Assumethe following:
Lenght of string, I = 48 bits where Ir = 16 bits ( i = l, Z, 3)
 E*lltt"nary Programmingfor Generation Scheduling s27
Populationsize,L=20
Crossoverprobability,pc = 0.8
Mutation probability,p^ = 0.01
Generatean array of random numbers using Eq. (7.2t) and reshuffle three ti using
Eq. (7.23).
Each bit of the individualof populationis createdrandomlyby flipping a n with
probability 0.5. Equation (7.25) is used to flip the coin with probability of 0.j for 4 tlmes
(length of string). The whole population of 20 strings is generatedand is given in Thble
7.4.
Thble 7.4 Initial population strings
Population String of population
I 0000010010100101 0 1 0 0 1 0 1 0 0 0 1 1I1 0 1 1 0 0 1 0 1 1 000001
01
2 0011000011110111 1010111000011001 1I 1000001 100
3 0 1 1 0 0 11111 0 0 0 1 1 0 0 1 . 0 1 0 1 011010 1 0 0 1 I 1 11 1 0 1 0I 10 1 1 1 1
4 0 1 1 1 0 0110 0 1 0 1 1 0 0 000000000101
I 1l0 101001 10001 0 0 1 0
5 100001
1011000001 1 11 0 0 1 0 1110 1 0 1 0 0 r 0 t 0 lI 1 1 1 00 0 1 1 1
6 I 100100101111000 1011100111101000 1 1 0 1 1 0 1 10 1 0 101 0
7 0 1 1 0 1 0 0 0 0 1 1 111 0 1 1 0 11 1 1 0 1 0 1 0 1 0 1 0 1 1 1 0 0 1 0 0 1 110000
8 0011011011111000 0 1 0 111 0 1 0 0 1 0 010 1 0 0 1 0 1 0 1 11
0010 1 1
9 0 1 11 1 0 0 0 1 1 1 0 0 1 1 0 1100110010001001 1010000110 10000
10 001001
10001
11001 11 0 0 0 1 1110 0 1 0 1 1 0 0100001 I1 10110
11 0101000101100111 1111011100001000 0 1 1 1 1 1 1 0 0 l11 1 0
t2 1111010100001011 0011110011001000 1100111 10011
13 1100001111111000 0110010101110010 0 0 1 1 1 0 1 1110 1 1 1
t4 0101100111000111 00001000101
11001 0r001010011 1 00
15 I 111010000010000 I I 10001000100010 0 1 0 0 1 0 1 1 10 1 1 1 1
t6 1010010110010010 1 1 11 0 1 1 1 1 1 0
1101 0 0 1 0 0 1 0 1 1 1100
1
t7 1 1 0 0 1 0 1 1 110110 0 0 0100110011011000 1001111100 1
100
18 1 1 n 0 0u10r 1 0 0 1 0 1 001000001
101I 100 000101 100011 0 1 0
19 r010111100001010 1101100111111100 00101010011 I 100
z0 0 0 1 1 1l l0111 1 1 1 1 0 11 1 0 0 1 0 1 0 0 0 1 0 1 1 0 111011 l1t1

The first 48 bit stringis 0000010010100101 0 1 0 0 1 0 1 0 010110 1I 1 0 0 1 0110 0 1

I
This stringrepresentsthreesubstrings,
eachof 16 bits. Thesesubstringsare decodedto
The 16 bit suhstring
1 is 0000010010100101.
Decodethe valueof this subsrring
usingEq. (7.42)
y / = 0 x 2 0+ 0 x 2 t + 0 x z z + 0 x 2 3+ 0 x 2 a+ r x 2 s+ 0 x 2 6+ 0 x 2 7+ l x 8 + 0
x 2e+ | x 2ro+0 x}tl + 0 x2Lz+ 1 x 2t3+ 0 x Zra+ | x.Zrs
= 32 + 256 + lO24+ 8192+ 32768- 42272
 Power System Optimization

Using Eq. Q .a3), find the value of P/ "

-
pr,= pmin* 4'T,- 4*t" nl
.t ll or pr,=50.0+ 250.0 s0.0x 42272= 179.005 MW
1l
{.
-l
zt6 -l
The 16 bit substring2 is 0100101000111011.
Using Eq. Q.a2), we get

y.] = 0 x 20 + I x 2t + 0 x 22 + 0 x 23 + | x 2a + 0 x 2s + | x 26 + 0 x 27 + 0 x 2 8 + 0
xTe + | x2r0+ | x 2rl + 1 x2r2+ 0 x 2r3+ | x}ta + | x 2rs
= 2 + 16 + 64 + 1024 + 2048 + 4096 + 16384 + 32768 = 56402

Using Eq. Q.a3), find the valueof P,

p)=p^ .ffir; or p),=5.0+++ = r2e.7e27

x56402
The 16 bit substring3 is 1001011001100001.
Using Eq. Q.a2), we get

y t r= | x 2 0 + 0 x 2 L+ 0 x 2 2 + I x 2 3 + 0 x 2 a+ I x 2 s + | x 2 6 + 0 x 2 7+ 0 x 2 8 + l
x 2e-+ | x2to+ 0 x 2rr + 0 x zr2+ 0 x 2r3+ 0 x}ra + | x 2Ls
= 1 + 8 + 32 + 64 + 512 + 1024 + 32768 = 3M09

Using Eq. Q.a3), find the value of Pj.

pIIlsX pmin
p]=Pr*tn+11__,J!-vl or pl = 15.0+100q- 15'0x34409- 59.6291
2 l- r " zto-l
Cost and transmissionloss are obtained from the real power generation schedule.

F= i
TotalcoSr, V,e,\' + b,pf* r,)
= 4251.895
Rs/h
i=l
3 3
Pt=
i=l ,t=l
FromEq. (7.40),

El= Po+Pl = 51.781310

Fitnessvalue can be obtainedfrom Eq

f'= 1+
['
or

ft=r * (r+r.0.#) =0.8528

The above procedureis repeatedto decodethe strings given in Table '1.4, to n real
power generationfor whole population.The real power generationfor whole population given
in Table7.5. Table 7.5 also showsthe fitnessvalue of each populationrnember.

___l
 Evolutionary Programming for Generation Scheduli

Thble 7.5 Power generationschedulefrom initial population

Population Pl P2 P3
I r79.W59 129.7927 59.6291 .85280
2 236.7582 91.3s39 2s.9663 .88054
3 128.0468 88.6391 97.1362 .99673
4 91.2543 74.1026 40.3658. .75037
5 152.64t3 29.7253 91.3541 .88822
6 73.8865 t8.3749 48.8197 .&938
7 223.5073 101.7087 18 . 17 8 9 .90466
I 74,5487 116.4289 83.6745 .88907
9 130.5615 87.2430 19.4889 .81399
10 172.1820 64.9758 50,1154 .92815
11 230.1114 14.5914 54.3437 95593
t2 213.0365 15.8946 81.5564 .98671
13 74.8t42 49.5477 92.6498 .76768
l4 227.8164 93.9625 27.1237 .89176
l5 56.3935 43.6733 98,2815 .7342
l6 107.5357 rtt.M84 28.1621 .83385
17 73.3005 20.4038 27.2i 63 .62365
l8 179.6132 38.4273 43.0259 .86240
1,9 t13.2486 4r.0271 33.0389 .71913
20 149.8917 64.2767 94.7601 .98290
Maximum fitness= 0.99673,Averagefitness= 0.84562,Minimum fitness= 0.62365

By applying the stochastic remainder roulette wheel selection procedure, the 11 and 6th
strings are selected from population for crossover. Crossover site is selected at the 9th tion to
perform single point crossover.

Parent n1 : 0 1 0 1 0 0 0 1101 0 0 1 1 r 1 1 1 1 0 r 1 1 0 0 0 0 1 0 0 0 0 1 1 1 i 1 1 0 0 1 1 0 1 1 1 0
Parent 6 : 11 0 0 1 0 0 1 1
0 1 1 1 0 0 0 1 0 1 1 1101001110 0 0 1 1 0 1 1 0 1 r 1 0 1 0 0 1 1 0
site is 9
Crossover
child 1: 0 1 0 1 0 0 0 1101 1 1 0 0 0 1 0 1 1 1 0 0 1 1 1 1 0 1 10 0 10 1 1 0 1 0 0 1 1 0
child 2 ; 1 1 0 0 1 0 0 1101 0 0 1 111111 0 1 1 1 0 0 0 0 1 0
101010 1 1 010011 l10
The 42nd bit of child 2 is muted. After mutation the strings become:
child 1: 0 1 0 1 0 0 0 1101 1 1 0 0 0 1 0 1 1 1 0 0 1 1 1 1 0 1 0 0 0 1 1 0 1l 0r 0 1 1 1 0 1 0 0 1
child 2 : I 1 0 0 1 0 0 11
0 r 0 0 1 1 1 1 1 1 1 0 1 1 1 0 0 0 0111010100001011 0 1 1 1 0
The crossoverand mutation operationis repeatedfor whole population and new g tion
is obtainedwhich is grvenin Thble7.6. The best solutionis one which has maximum fi value.
The best solution is obtainedat 25th generation.Table 7.7 gives the population ng to
530 Power SystemOptimization

the 25th generation.The real power generationschedulerepresentingmaximum fitness alue is

given below and is the requiredschedule.

Pr = 2363401MW Pz = 29.19211
MW Pt = 47.74708
MW

Table7.6 Powergeneration from first generation

schedule of population
Population Pl P2 P3
1 73.8590 18.3749 48.81971 34
2 230.1389 r4.5914 53.67964 542r
3 179.0059 129.7927 24.90272 3062
4 221.9448 101.7087 s9.62906 2119
5 r53.0472 29.7253 91.35409 8920
6 r27.64t0 88.6391 9t.82361 8041
7 230.5631 91.3584 47.21660 967
8 135.9754 87.2430 r9.48898 55
9 179.0059 64.0886 50.13619 z
10 160.4631 130.6799 59.62906 5
l1 236.7582 91.3539 79.09209 ll
I2 74.5487 1t6.4289 30.54864
13 235.9709 10r.6777 18.17899 7427
t4 223.5073 14.6224 49.03rt3 20
15 r28.0468 29.7319 9r.35409 3206
t6 165.1415 88.6325 97.13618 206
17 r72.1820 ts.8924 8t.55642
l8 213.0365 64.9780 50.11543 u6
19 74.5487 43.9278 40.36576 5345
20 91.2543 r46.6391 83.67445 7461
Maximum fitness= 0.981L2,Averagefitness= 0.86578,Minimum fitness= 0.64934

Cost and transmission loss are obtained for the best solution as

3
Total cost, F = (",tPIz + b,4t* = 3642.648
Rs/h
r=l
",)
3 3
P], = I
i=l
\
k=l
rln,or|= B.z778s
Mw

FromEq. (7.40),

€l= = 0.001410

The convergenceachievedis 0.001. Genetic algorithm is a global searchtechniq By

increasingthe string length, accuracycan be improved.
 Evolutionary Prggrammingfor Generation Scheduli

Thble 7.7 Real power generationschedulesfrom the 25th generationof popula

Population Pr P2 P3
I 230.17
550 11.06683 51.04669 0.93724
2 234.77760 29.t213t 47.10895 0.99317
3 236.s8430 29.24760 48.39040 0.99732
4 236.34010 29.r92r1 47.74708 1.00000
5 236.58430 29.19432 50.51232 0.99120
6 230.17550 29.20539 48.39040 0.98336
7 229.797L0 29.15228 49.71984 0.98587
8 230.13890 29.33372 49.72374 0.98746
9 236.34010 29.t92rr 47.76783 0.99993
10 234.77760 29.t2r3r 5r.04669 .99533
11 230.17550 29.r921r 50.42931 .98916
t2 229.797r0 29.192rt sr.04669 .98980
t3 230.09000 28.13008 48.39040 .9798r
L4 242.59020 29.2629r 48.22438 .97970
15 228.36880 65.46258 49.7t855 .91225
I6 230.t7550 29.33372 48.39040 .98376
T7 230.17550 29.1567r 49.71984 .98701
18 230.13890 29.r92rr 50.4293r .98905
19 229.797
tO 29.33372 50.4293r .98846
20 230.r7550 29.19432 49.72374 98713
Maximum fitness = 1.00000,Averagefitness= 0.98285,Minimum fitness = 0.91225

REFERENCES
Books
Davis, L., Handbookof Genetic Algorithms, Yan NostrandReinhold, L99L.
Deb, K., Optimizationfor Engineering Design, Algorithms and Examples, Prentice-Hall India,
New Delhi, L995.
Frederick Soloman,Prcbability and StochasticProcesses,Prentice Hall Inc., New Jersey t987.
Goldberg,D..E.,GeneticAlgorithm in Search,Optimizationand Machine Learning,Addison
Wesley,1989.

Papers
Abido, M.A., A novel multiobjective evolutionary algorithm for environmental/econom
dispatch,Electric Power SystemsResearch,Vol. 65, pp. 71-81, 2003.
Chang C.S., and W. Fu, Stochasticmultiobjective generationdispatch of combined heat power
system,IEE Proceedings-Generation, Transmissianand Distribution, YoL 145(5), pp. 83-591,
1998.
532 Power System OPtimization

Chang H.C., and P.H. Chen, Hydrothermal generation scheduling package: a geneflc based
pp' 45r457 1998.
IEE Proceedings-Generation, Transmission and Distribution, Yol. 145(4)'
Evolutionaryprogrammingbasedm Itiarea
Jayabarathi,T., G. Sadasivam,and V. Ramachandran,
\ . 28,
economicdispatchwith tie line constraints,Electrtc Machinesand Power System,
2000.
pp. 1165-1176,
IEE
Ma J.T., and L.L. Lai, Evolutionary programming approach to reactive Power Plannin
I
Proceedings-Generation, Transmission and Distribution, Vol' 143(4),pp. 365-370,
s for
Nara, K., A. Shiose,M. Kitagawa,and T. Shihara,hnplernentationof genetic algorith
7(3),
distributionsystemsloss minimum reconfiguration,IEEE Trans' on Power Systems,
pp. 1044 1050,t992.
prohibited operatingZONES:
Orero S.O., and M.R. Irving, Economic dispatch of generators with
and Distr ution,
a genetic algorithm approach, IEE Proceedings-Generation, Transmission
Vol. 143(6),PP.529-534,1996.
po-Hung Chen and Hong-ChanChang,Large-scaleeconomicdispatchby geneticalgorithm
Trans. on Power Systems,Vol. 10(4), pp. 1919-1926, 1995.
Sheble,G.B. T.T. Maifeld, K. Brittig, G. Fahd,and s. Fukurozaki-coppinger,unit commit nt by
genetic algorithm with penalty methodsand a comparisonof Lagrangiansearchand enetlc
Power and Energy Systenxs,Vol. 18(6)' pp. 3
-346,
algorithm-economic dispatch, Electric
1996.
power
Song y.H., and C.S.V. Choi-r,Advanced engineeredconditioning genetic approachto
economic dispatch,IEE Proceedings-Generation,Transmtsstonand Distribution, Vol.
44(3),
pp. 285-292,1997.
Venkatesh,p., p.S. Kannan,and M. Sudhakaran, Applicationof computational intellig ce to
pp' 3943 2000.
economic load dispatch, Journal of Institution of Engineers, India, Vol. 81,
to ec c
Venkatesh, p., p.S. Kannan, and S. Anudevi, Application of micro Genetic algorithm
load dispatch, Journal of Institution of Engineers, India, Vol. 82, pp. 161'-1'67,2001'
ionary
Wu e.H. and J.T. Ma, Power system optimal reactive power dispatch using evol
programming, IEEE Trans. on Power System^r, Vol. 10(3), pp. 1243-1249, 1995'
Yang, P.C., H.T. Yang, C.L. Huang, Scheduling short-term hydrothermal generati
uslng
evolutionary programrning techniques,IEEE Proceedings-Generation, Transmiss and
Distribution, Vol" 143(4), pp. 371-376, 1996.
 Evqluqtion of Expected
Operqting Cost,NO, Emission
qnd Power LossesUsing
Tqvlo!"s Series

A1 EXPECTEDVALUE OF A FUNCTIONOF SEVERALRANDOM

VARIABLES
Let Y = g(X1,X2,...., X,v).Expandthe functiong in a Taylor seriesabout the mean v ues of
randomvariablesX1, X2, ....,Xn to obtain

y=8(x,,xr,...,vr,.i, - x)(v,-
(xi-v,)*+7,i#ft(Xi r,l*..(A.l)
# t=l , ,=l l=t

where the derivatives are evaluated at the mean values of random variabies, i.e. at Xr, X2,
Taking expected values of (A.1) to achieve, :

= 81s6,,rr,...,
E(y) x",,. E(xi- xi)* +I nl(xi-vi)vi -/t I ta.zl
* # ; #k
wherepartialderivativ., I un6 -9's- are evaluatedat Xr, X?,...,,XN.
DXr d xi dYi
On simplification,

E ( n =8 ( &, v r , . . . , , v iN )g. v ianr\ '(n'X' ' lI+ 1 Y,) (A.3)

,48

Expected cost function

The cost function is generallydescribedby
Ftr= Frt (ar b;, ci, P,) = aiP?+ biPi + ci (A.4)
Expectedvalue of the function F1; can be obtainedusing Eq. (A.3) as discussedbelow.
t \2 r:'

F t r = F t i ( a i , b ; , C i , P , ) + + + \vt 'a r ( P , ; * J , 4 ' c o' vr ( a , , 1 ) + + c o v ( b , ' (A.s)

P,)
2a7t dPda, aPidbi
533
 534 Appendix A: Eualuation of Expected Operating Cost, NO, Emission...

Only the existing derivatives are considered. On substituting the values of derivatives
aluated
at their mean values in Eq. (A.5),

F u = d , 1 ' + b i F i + q + d , v a r ( 4 ) +2 p , c o v ( a i , p +
) c o v( b i , p i ) (A.6)

where dr,6r, q, and l are the mean valuesof random variables.

ExpectedNO, emission
The NO, emissionfunction is describedby

Fzi = Fzi(di, er,fr, p,) - dip? + e,p, + f, (A.7)

Expectedvalue of the function F2; can be obtainedusing Eq. (A.7) as discussedbelow.

d2E'
Fzi= Fzi(dt,€r,fi, P) + :
;# var(4)+ d2E' cov
(d;,4)
+
A2n'
(e,,
cov P,) (A.8)
ffi ffi
Only the existing derivativesare considered.On substitutingthe values of derivatives
at their mean valuesin Eq. (A.8),

F z i = d , F , ' + e , p , +j , + d , v a r ( 4 ) + Z p ; c o v ( d i , p +) c o v( e i , 4 ) (A.e)
where 7,,v,, i,, *d r, arethe mean valuesof random variables.

Transmission
loss
The transmissionloss is detinedusing B-coefficients,

i V N
PL =I Z n B u P i (A.10)
i=l j=I

Expectedvalue of the function P7, c&rtbe obtainedusing Eq. (A.3) as below

F,=fio EuF,.$
- r
t+var(pi
)*+II #\cov(p,
,pj)
i=r i=t ?, d Pt"
j*i

dzPr .
*$ cov(Pt' Bt')+ (A.11)
*Tr{t

On simplification,Eq. (A.11) can be rewrittenas

N N N N N N / V
F r =I I EE,,n
iEuFiIY a,
n-var(4)+ I ZE" cov(P,,P) + | 2F, cov(P,,F,i) (A.12)
i=l ,l=l i=l i*l j=l j=l f=l
j+i

h
__l
 A: Evaluation of Expected operatiytg cost, No, Emission...

REFERENCES
Papoulis,A., Probabili Ra'n&,m variables and stochastic prgcesres, McGraw-Hill,
Delhi,
L991.
Rao, S.S., Optimization, Theory and Applications, 2nd ed., whluy Eastern Limited,
Delhi,
t987.
Sen Gupta, J.K., ic Prqgrarnming,North Holland, 1972,
 Evqluqtion of tl Coefficienl
of q Generqlor Output

This appendixdescribesa possiblemethodof Monte Carlo simulationto obtain sampleestimate

of the expectedvalue and varianceof a generatoroutput variablevia incrementalproC lon cost
model incorporatingrandom co,efficients. The ratio betweenstandarddeviation and m of the
output variableis computedanclinterpretedin terms of coefficientof variation of the ator.
Consideran existing powe:rsystemwith (N - 1) thermalgeneratingunits operatingat equal
incrementalproductioncoststo srupplya systemload. Knowing the value of incremental uction
cost, the power outputs of individual generatorscan be calculated.An additional N thermal
generatingunit is brought on to the systemto pick up increasingload on the system. cost
coefficientsare random, so the incrementalproductioncost will be random. For a partic value
of system ),, the generatoroutplutis random and is given by

p - )"Jb
(8.1)
2a
The Monte Carlo methode;ssentiallyconsistsof the generationof a large number of itive
solutionsof the incrementalproductioncost model from which samplestatisticsof the ator
output can be calculatedusing lEq.(B.1).
Randomcost coefficientsare simulatedsuchthat the uncertaintyentersinto these fficients.
These coefficientsbeing estimatrldfrom experimentaldata are assume.d to be normally ibuted
random variables.If only two trlarameters,such as mean and standarddeviation, ffi€ wn for
normal distribution, it representsthe maximum known information concerning the random
variable. Each of the values oll the random variablesemployed was computed by ing the
generatedrandom variable to a deterministicquantity as for example:

a= a* 6oE,
b=b+ 6utn

Addition of the random ernor €n having the desired distribution to the determin tic cost
coefficients (a, b) yielded randornvariablesthat were used in simulation. oo and 66 &ra mble
standarddeviationsof normally distributedrandom variables.The characteristicsof random
variablescan be controlled through the valuesof oo and 66.
s36

J
 Appendix Evaluation of a Cofficient of a Generator Output 537

From the simulatedrandom variables q ffid b, the random generation P r is fou d for
a particular value of )". The required coefficient of variation of a random variable the
coefficient of correlationof randornvariablespair-wise can be obtainedby using the foll wlng
formulae.

Coefficientof variation,

Coefficientof correlation,

where

with X; and Y; as random variables. X and Y are the meansof random variablesX; and Yt pec-
tively. oli atrd oy zte the standard rleviations of the random variables& and Yi respectivelyM i s
the number of random numbers.
The values of coefficients of variation and those of correlation coefficients calculated uslng
the above technique are given in Tlbles B.1 and B.2, respectively,for the following set of lues
of a; and bi.

Ai bi

0.0050 3.6
0.0040 3.4
0.0045 3.s

Table 8.1

Coeffi cients of variation Coefficients of

Generator Mean
no. P, co, cn Ren
1 105.636 0.0998 0.00017 0.1028 -0.9932
2 145.508 0 .I 1 8 7 0.00018 0.1233 -0.9902
3 123.788 0.1085 0.00018 0.rr2l -0.9918

Table 8.2

Generator Cofficient of correlation

Rnn
I 2 0.9997
I 3 0.9999
2 3 0.9999
 of a Cofficient of a Generqtor Output

BEFERENCES
Gupta,S.C.and V.K. ,, Fundamentals
of Mathematicalstatistics,sultan chand Sons,
199r.
Parti, S.C., Stochastic imal Pqwergenerationscheduling,Ph.D. (Thesis),TIET, pati 1987.
Senpupta,.I.K., ic Prqgramming,North Holland, 1972.
 Kuhn-Tr.rcker
Theorem

The Kuhn-Tuckertheoremmakesit possibleto solve the generalnon-linearprogramming roblem

with several variableswherein the variablesare also constrainedto satisfy certain equaity and
inequality constraints.
The minimization problem with inequality constraintsfor control variablescan be s ated as

min
u f(x'u) (c.1)
subject to (a) equality constraints g(x, u, p) = 0 (c.2)
O) inequality constraints u - u^^* # 0 (c.3)
adt-u#o (c.4)
where x, u, andp are vectorsof variables.
The above problem is convertcd into an unconstrainedproblem using Lagrangian

L = f l x , u ) + 1 ' g ( * , u , p ) + a T o * @ - i l * " * )+ d k n ( r d n - u ) (c.s)

where L is Lagrangian multiplier and the multipliers c[-io and d^u* are the dual v riables
associatedwith the upper and lower limits on control variables.These are auxiliary v riables
similar to the Lagrangianmultiplier ), far the equality constraintscase.
Tle Kuhn-Tuckertheorem[Ktihn and Tucker, 1951] gives the necessaryconditionsfor the
minimum, assumingconvexityfor the fi'nctions (C.1) to (C.4), as
LL - 0 (gradientwith respectto n, x, 1) (c.6)

and (c.7)

Equations(C.7) are known as exclusionequations.

s39
540 Appendix C: Kuhn-Tuckq Theorem

If ui violatesa limit, it caneitherbe upperor loyverlimit andnot both simulta ly. Thus,
eitherinequalityconstraint(C.3) or (C.4)is active-tt a time, that is, either 4,'n* of ,6n exists,
but neverboth.Equation(C.6)can be rewrittenas

*Dx =S * [ P ) ' r =o
dx [atl
(c.8)

or

aL-= af -fg'lt )"+u=o (c.e)

a, au*1o",,
In Eq. (C.9), the elementsof a arerepresented
as

ai = &i,^^ tf ui - tz,|"* > 0

a; - -4, -in if ,,rn - ur ) 0

AL = g ( x , u , p ) = 0 (c.10)
T
It is evident that a computedfrom Eq. (C.9) at any feasible solution, with ,1"from (C.8) is
identical with negativegradient,i.e.
AL = (c.11)
Q=_ negativegradientwith respectto u
5=u
At the optimum, d must also satisfy the exclusionequations(C.7), which statethat
di = 0 if uF'n 1 u;1 ufu*
di=g'1"*>0 if lti = uF*
A'; - -d,f"in < 0 if lti = u|i"

which can be rewritten in terms of the gradient using Eq. (C.11) as follows:
a L- Un
if ufi" 1u;1 uFo
dui

+
oui
<o if lti = uF* (c.12)

P >o if ui = uy"
dut

REFERENCES
I(Thn, H.W. and A.W. Tucker,NonlinearProgramming,Proceedingsof the SecondBerke Sympo-
sium on Mathematical Statisticsand Prcbabiliry,University of California Press, ay, 1951.
Nagrath, I.J. and D.P. Kothari, Modern Power SystemAnalysis, Thta McGraw-Hill, ew Delhi,
1989.
Nagrath, I.J. and D.P. Kothari, Power System Engineering, Tata McGraw-Hill, New Del 1994.
 N ewton-Rq plhsonMethod

The Newton-Raphson (lt{R) method is a powerful method of solving non-linear algebraic uatlons.
Consider an equation

"(x) = o (D.1)
Assumethat the initial value of unknown.r is x0. Let AxObe the correctionto be found t, which
on being added to the initial value give the actual solution. Therefore,

,fl"O+Ato)=0 Q.2)
Expanding Eq. (D.2) around the initial value r0 by Taylor's

0
f l * o* a " o )= f ( x o ) + A ' of + ) t * *z(tl ' o ) 2 * . . .= 0 @.3)
\dx )

the derivativeof f with respectto .r evaluatedat initial value. xo.

the secondand higher order terms,Eq. (D.3) can be rewritten as

+ Axo(#)'= t (D.4)

or

(D.s)

Updating the value of x

(D.6)
 Appendix Newton-Raphson Method

xl = xo. (D.7)

In general,for (r + l)th iteration

*r+r- x, +-f(*')
ral)'
Ie;]
The iterations are continued till the required toleranceis met, i.e.

l * ' n ' - x ' l< e

where e is the required tolerance.
A proper choice of the initial guessis very importantin the NR method. If the initial
happensto be near the root, the technique convergesvery fast The initial guess I
divergentsolution if the slope is very snaallor nearly equal to zero.

Algorithm D.L: Newton-Raphson Method

1. Read the initial guessx0, toleranceq prescribedlower-boundfor derivative of f, L,,
number of iterationsto be allowed, N.
2. Set iteration counter.r = 0.

, "slope is small" and GOTO Step 8.

6. Updatecounter,r= r + |
until (l r'*r - x' I < e or (r I N)).
7. If (r I /f) thenwrite "don't converge in N iterations"

writex', x'*1,,1x1
and(#)

else write 'Convergenceobtained'

write x'nr,
fl*'*') *d (#)-t

8. Stop.
 Appendix D: Newton-Raphson Meth

Considera systemof nt equations,

f i ( x i , x ) , . . ,x r r ) = 0 (i = I ,2, ..., nt) (D.e)

Assume thattheintialvaluesof unknowns areas *9.,..,,xOn. Let Ar?, L*|.,Ax!,,be ons
to be found out, which on being addecl "f,
initial values to the give the actualsolution.T fore,

f G?+ Axf,t3 + A*3,..,*0,,+ A;r!,)= o (D.10)

ExpandingEq. (D.10) aroundinitial valuesby Taylor'sseries,

\o
L r ' 2 [ * , , , J+ " ' + - l |.:f]'l* - o
,*f;i.[-i
rG?,,1, dxrJ *
' \ e]o - r^.g(! (D.l l)
L ,.dr^)j

where fg)t, fg)t, ,( !)o ur.,thederivatives

ofj with respect
to x1, x2,
...,x,t a
[Er'l'IAxz) [a",,J
*2.
at .rfl *9,
Neglectingthe seco
rnd
rO illnd higher order terms,E q . ( D . lI ) can be rewrittenas

a|; Iar)'
fro
( ;E",
)' I a";]
f:
df,
( :Dr,
)'
fea)'
(0"/ (D.12)
:
f: (a,
af* (af,,\o
Da)'
Dx, Ia";J
or in vector matrix form

f +.,I0A-ro= o
or
JoLxo=-f (D.13)
These,being a set of linear algebraicequations,can be solved for AxOefficiently by triang lariza-
tion and back substitution.The updatedvalues of x are then

,l = xo + A-ro (D.14)
In general,for (r + l)th iteration

J'A,x'=-f (D.ls)
,r+l=x'+Lx' (D.16)
The iterationsdre continuedtill the required tolerance,

r+l -x[le
Xi (i=1,2,...,ffi)
 Newton-Raphson Method

l f t @ ) l s e ( i = 1 , 2 ,. . . ,f f i ) or

where e is the required tolerance.

Algorithm D.2: Newton--RaphsonMethod

1. Read the initial guess x0, tolerance4 prescribedlower-boundfor derivative of J,
the number of iterationsto be allowed, N.
2. Set iterationcounter,r = 0
REPEAT
3. Compute f(x) and J'
4. Solve Eq. (D.15) which is a set of m linear algebraicequations,using triagularizati
back substitutionprocedure

J'Ax'=-f
5. Compurex'*r using Eq. (D.16)

x'tl=x'+A,x'
6. Update the iteration counter,r = r * |

until
I (r'*t - x?) ( g or (s or (rfN)
j=l

7. If (r]N) then write "don't converigein N iterations"

rvrite the output
else write "Convergenceobtained"
write the output
8. Stop.

REFERENCES
Jain, M.K., S,R.K. Iyengar, and R.K. Jarin,Numerical Methods
for Scientific and Eng Ering
Computation,Wiley EasternLtd., New Delhi, 1997.
Nagrath,I.J. and D.P. Kothan, PowerSystemEngineering,TataMcGravr-HillLtd, New Delhi,
1994.
Rajaraman,V., ComputerOrientedNumerical Methods,PrenticeHall of India, 1986.

_l
 Gouss Eliminution Method

The simultaneousalgebraic equatronsiare solved using two methods commonly k n as the

direct method and the iterative method. The direct method is based on the eliminati of vari-
ables to transform the set of equationsto a triangular form. The iterative method is a ccesslve
approximationprocess.
Considerthree simultaneousequationsin three unknowns,x1, x2, and x3, i.e.
AnXt 't A2XZ * AnX3 = At4 (E.1)
aZtXt 'f AZZb2 + AZIXI = AZ4 @.2)
A3tXt 'f A2XZ * AZIXI = 434 (E.3)

To eliminatea21x1from Eq. (8.2), multiplyEq.(E.1)

I , J AV
a ?n \
(where
r r an*0), i.e.

o'r
o" x' r *a'-n ? * r * a n ? * r = a v ? (8.4)
ir, arr wLr att
fubtracting Eq. (E.4) from Eq. (E.2), rve get

- - o,o
(r, - art?)xr *(r, - arz#)xz *(",, a* 7)x3 = azq #
(8.5)

Equation(8.5) can be rewrittenas

( a z r - a n u z t ) x r* ( a z z -a w u z r ) x z *( a z s -a n u z r ) x 3 =d z q - a r q u z t (E.6)

Eliminatinga' x1 from Eq. (E.3),multiplyingEq. (E.1)by I t*n ateas * 0), we

att

* xz* "r, xi = "*

"r,# xr or,#
(8.7)
# #
 546 Appendix E: Gauss Eliminatiort Metltod

SubtractingEq. (E.7) from Eq. (E.3), we obtain

(',,-",,#)',*(",,-arz#) (
x z * l o y - atl = 434 - Clt4 :
a3t
an
(8.8)
\

Let a3t
u3r
att

Equation (E.8) can be rewritten as

( a y - a n u z r )r r * ( a n - a n h t ) x z * ( a n - a n u t t ) x 3 =a 3 +_
auu3t (E.e)
In Eqs. (E.6) and (E.9),

AZt - Qn UZI = a 3 t - a l l U 3 1 = O

So, the reducedequationscan be writtren as

a tt Xt * a n , X Z * ari x3 = A U
(E.10)
422x2 * az3x3 = 424 (E.ll)
Q32,,X2
* 433x3 = azt (E.12)
where

Cl22 = AZZ - dtZUZt, A23 = AZ3 - A13U21t a?A = 424 - aU UZt

a3Z = aZZ - A12It31t A3j = aZl - Ctp C44 = ajt -

\y aru U3t

a2l
nzt = , u3t= 9L
att an

To eliminatea3,z.r2from Eq. (E.lZ), multiply Eq. (E.11) by un - a\z (where

azz * ), then
azz
Eq. (E.l 1) becomes

x3 = 4u t'|zz (8.13)
SubhactingEq. (E, 3) rrom r:";:;,:;:2

(an - azzun) xz * (,asE- azt un) x3 = ay - azqu3z

(E.14)
The term (an - azzusz)- 0.
Equations(E.10), (E.11), and (E.lil) canbe rewrittenin reducedform

A tt Xt * An 1:2 * A n X l = A I4 (E.ts)
aZZ )b * aZt X3 = a?A (E.16)
an XE = A34 (E.17)

rI33 = dll - A23t,1132t A34 = A3A - AZ+ UIZ

 Appendix E: Gauss Elimination Met

alz
u32=
azz

The procedure is known as triangulari:zation.The triangularizationprocesscan be ge lized to

update the coefficients for three simultaneous equationsas

4U=aii-UApi,

w h e r e, - o ' o ( k = 1 , 2 ; i = k + l , l t * 2 , . . . , 3 a n dk = k , k + l , . . . , 4 ) (E.18)
ak*
The triangularizationprocesscan furthrerbe generalizedto update the coefficients for n simulta-
neous equationsas
Ail=Ai.i-UApit

aik-
w h e r e, - ( k = 1 , 2 , . . . , n -l ; i = k + l , k + 2 , . . . , n a n d k = k , k ) (E.le)
a**
The values of unknowns can be obtainredfrom the triangular forms given in Eqs. (E.15 (E.16)
and (E.17) by back substitutionprocess.In back substitutionprocess,x3 is obtai from
Eq.(E.17) and the obtained value is substitutedin Eq. (E.16) to find,r2. Further, the btained
values of x3 and x2 are substitutedin I3q. (E.15) to find x1.
So, from Eq. @.17)

xt= % (E.20)
alg

The value of 13 can be utilized to evaluatex2 from Eq. (E.16) as

xz = (au - azzxt) L @.2r)

azz
The values of .r3 and x2 catnbe utilized to evaluatex1 from Eq. (8.15) as

xt=(aru-anxz-and
*
Back substitutionprocesscan be generalizedas

x3=ot^,wherem=3+-1 @.23)
alg

( n _
,, -,1:,., ) l
m = 3 + I andi = 3 - r, 3 - z (8.24)
['* )i,,,where
For n unknowns, the back substitutionprocesscan be generalizedas

xn=on rwherem= n +-t (8.2s)

\
t-,
l where m -- n+ I and i -- n - l, tl - 2 , . . . ,I @.26)
o,,,
)
548 Appendix Gauss Elimination Method

The diagonalelementsin triagulwrzedform are known as pivot elements.If the pivotal e

zero or very small then the procedure leads to no solution or undesired solution. Howe
the rows. So in the eliminationprocedu
situationcan be avoidedby interchanging
elementsshould not be zero or a small number.For good precisionthe pivot elements
below in its column.The procedurethat fi
the largestin absolutevalue of all the el,ements
largestelement as the pivot by interchangingthe equationis called pivotal condensati
the elimination process contains three steps: (a) pivotal condensation, (b) triangulanzati
(c) back substitution. These three steps are elaborated in the following algorithm.

Algorithm E.1: GaussElimination Method

1 . I n p u t c o e f f i c i e n tas,,; ( i = 1 , 2 ) " , . . . , n ;j = 1 , 2 , . . . , f f i i m = n + l )
2. k = 0
REPEAT
3. k = k + L
4. m a x= l a * * l andl= k
5. m = k
REPEAT
6. m = m + I
7 . If ( | au,l > max ) then max = I au,l and | = m
until (m # n)
8. If (max # err) then > write ill condition= and GOTO Step 17
elseP=k-I
REPEAT
p-p+I,T=ap* a t E = a t pa n d o t r = ,
u n t i l( p # n + 1 )
f. i-k
REPEAT

1 0 .i = i + 1 , u-aik, j=k-l
a*k
REPEAT
1 1 .j - j + I , a i = o i l - u a k j
until (j # n + 1)
until (k # n)
until (k# n - 1)

1 2 .x" , = 4 " ^ ; m = n + L
ann

1 3 .i = n
REPEAT
1 4 .i = i - 1 , s u m = 0j =
, i
REPEAT
15. j = j + 1, sum= sum* a;ixi
until( j# n)
until( tll)
16. Write the output.
L7. Stop
 Appendix E: Gauss Eliminatton Method

Optimalordering
In power systemstudies,the matrix of coefficientsis quite sparseso that the numberof zeto
in Gausseliminationis very sensitiveto the seq
andnon-zerostoragerequiredl
operations in
which the rows are processed.The row sequencethat leads to the least number of n zero
operationsis not, in general,the sameas the one which yields the least storagerequi t. It is
believedthat the absoluteoptimumsequence of orderingthe rows of a largenetwork trix is
too complicatedand time consumingto be of any practical value. Therefore,some si e yet
effective schemeshave been evolved to achievenear optimal ordering with respectto the
criteria. Some of ttre schemesof near optimal ordering the sparse matrices, which fully
symmetricalor at least symmetric in the patternof non-zerooff-diagonal terms [Tinney Hart,
L9671are as below.

Scheme 1
Numberthe matrix rows in the orderof the fewestnon-zerotermsin eachrow. If more
unnumberedrow hasthe samenumberof non-zeroterms,numberthesein any order.

Scheme2
Number the rows in the order of the fewest non-zeroin a row at each step of eliminati
schemerequires updating the count of non-zeroterms after each step.

Scheme 3
Number the rows in order of the fewest non-zerooff-diagonalterms generatedin the ning
rows at each step of elimination. This schemealso involves an updating procedure.
The coice of a schemeis a trade-offbetweenspeedof executionand the numberof
result is to be used.

REFERENCES

Aggarwal,S.K., Optimal PowerFIow Stwdies,Ph.D. Thesis,B.I.T.S.,Pilani, I97O.

Jain, M.K., S.R.K. Iyengar, and R.K. Jain, Numerical Methodsfor Scientific and Eng eering
Computation,Wiley EasternLtd., New Delhi, L987.
Nagrath,I.J. and D.P. Kothari, PowerSystemEngineering,TataMcGraw-Hill Ltd, New Del
Rajaraman,V., Computer Oriented Numerical Methods,PrenticeHall of India, 1986.
Singh, L.P., AdvancedPower SystemAnalysisand Dynamics, 2nd ed., Wiley Eastern, Delhi,
1986.
Tinney,W.F. and J.W. Walker, Direct solutions of sparsenetwork equationsby optimally
triangular factonzations,Proc., IEEE, 55' PP. 1801, Nov. 1967.
Tinney, W.F. and C.E. Hart, Power flow qolution by Newton's method, IEEE
pp. 1449, 1967.
 Primql-Duql lnterior
Point Method

Since Karmarker'spublicationin 1984,many variantsof Interior Point Methods (IpM)

ha.r been
developed.Among thesevariants,the primal-dualIPM proves to be the best algorithm
being
most elegant theoreticallyand the most successfulcomputationallyfor linear prog.urn
. The
computationalefficiency of PDIPM relies on sparsitytechniques.Recently,the mithoO tr,
also
been appliedto the solutionof non-linearproblems.The theoreticalfoundationof pDIpM c nsists
of three methods:(i) Newton'smethodto solve non-linearequations,(ii) Lagrange,smett
for
optimization with equality constraints,and (iii) Fiacco and McCormick's barrier meth
for
optimization with inequality constraints.

F.l PREDICTOR-CORRECTOR
INTERIORPOINTALGORITHMFOR
LINEARPROGRAMMING
considerthe followinglinearprogramming
(Lp) problem.

Minimize
'} S ^ xi
Lci (F.1a)
i=l

N
subject to
Lo, *, - b i ( i = 1 , 2 ,. . .W
, (E lb)
j=1

,ftn 1xi s *fu* ( i = 1 , 2 , . . . ,1 V ) (F.1c)

where
c;' era cost coefficients
x; ara unknown variables
xi'in is minimum limit of variable ,/lv
i

xi'* is maximum limit of variable X;.

5s0
 Appendix F: Primal-Dual Interior Point Method

N
sr
Minimize *i (F.2a)
L'i
i=l

g.,
subject to (i=1,2,...,W (E2b)
LoUxj=br
j=l

xt j, vi = fif"in (i = 1,2, ...,M (F.2c)

xi t sj = lri** (i = 1,2, ...,M (F,2d)
vrt0,si)0 (i= 1,2,...,M (F.2e)
To eliminate the above rlon-negativityconstraints,the objective function is appended ith a
logarithmic banier term ir{corpofatingtheseconstraints,i.e.

dr,F) = i r, x; -,
L(xi,!i, vt, sr, (logv, + Iogr;)- ,, - r,)
I 2r,(*",
$
+ ) a , ( - x , + vi + " j * n ) +
I F i e i * , e , :-
i=[ i=l
",**)

a L=- ) _ s - u,i+ Fi - 0 (i=1,2,...,M

fr 1,- haiiti
or
tu
-
il""!ii * ai Ft = ci ( i = 1 , 2 , . . . ,M (F.4a)
/=ll

DifferentiatingEq. (F.3) w.r.;t.y;,

1 v M
o L r -bt=o
I ( i = 1 , 2 ,. . . W
,
dyi at
J-L

or

( i = 1 , 2 ,. . . W
, E4b)
 Appendix F: Primal' Interior Point Method

d;

v;+x;mn=Q (i = 1,2, ...,lU)

or
Xr-, Vr= ri*tn (f = 1, 2, ,.., II) (F.4c)

Differentiating Eq. :3) wtrit.Fi

= fti+s;- xr** = 6 (f = 1, 2, ...,M

xnr# s; - r,.t* (i = 1,2, ...,M (F.4d)

Differentiating Eq. i3) W.rrt.vi

a L+ ' - :p: *,d .; = Q ( f = 1 , 2 , . . . I, 9

-
dvi vi

or
Vyai= IL (i = L, 2, ..., Il) (F.4e)

Differentiating Eq. .3) w.rit. s;

+ds;= - Esi - + F t = 0 ( l = t r , 2 , .I .I ,) ,
siflt+ F (i = t, 2, .t.,M

The system of -Tu$ller conditions formulated may be modified by

following change in '.[j

= xi* Lxi ( i = L , 2 ,. . . M
,
,Pl= !i+ Lli ( i = 1, 2 , . . . W
,
V, = v;+ Lv; (i = 1,2, ...,M
JJ=si+Asi (i = 1.,2, ...,M
W=q+Lai ( l = 1, 2 , . . .M,
fri = Fi+ Lfli ( i = 1 , 2 ,. . . M
,
Eq. (F.4b)can be rewritten as
va{iiables,

ar{x1+ Mi) = bi ( i = 1, 2 , . . . W
,

M
-bi (l'= 1, 2, ..., IltI) (F.5a)
.l=l
 Appendix Primal-Dual Interior Point Method 553

Introducing changein variables,Eq, (F.4c) can be rewrittenas

(xi + &i) - (Yi + Av;) = rj*n ( f = 1 , . 2 ., . . ,M
or
Lxi- AVl=rittn-.ri* V; ( i = 1, 2 , . . . M
,
Eq, (F.4d)can be rewrittenas
Introducingchangein variables,
(xi+ &r) + (si+ fu,i)=.xr*u* ( i = 1, 2 , . . . ,I 9
or
Mi+ AJ;= rj*u*-.t;- s; ( l = 1 , 2 , . . . ,M F.5c)
Introducing change in variables, Eq. (F.aa) can be rewritten as

M
(Fi + LF) = ct ( f = 1, 2 , . . . M
,
Zo,,(r; + Ay;)+ (ai + L,a,)'-
j=l

+ L,a,- L,B,= t, -I aiilj + Fi - a,i ( l = 1, 2 , . . . , I , l ) F.sd)

2o,,Lyj
j=L .l=1

Introducing changein variables,Eq. (F.4e) can be rewritten as

(vi + Lv;) (ai + L,a;)= pt (f = 1, 2, .,.,M

V; LA,;* Ai Lvi = l-I- vi,A,;- LV; Lo,; (i = 1, 2, ...,M (F.5e)

Introducing changein variables,Eq. (F.40 can be rewritten AS

(si+ tu) (8, + A,pi)= 11 ( l = 1, 2 , . . . ,I l )

siL}i + FiAsi- [r - si[l;- L,s;L,p; (i = 1,2, ,..,I]) (F.5f)

The right-hand sides of Eqs. (F.5e) and (F.5f; have non-linear terns Av; Aq and Ati AFi. Since
these non-linear terms are unknown so thesecan be approximatelysolved in two steps.Tl first
step, .'predictor",estimatesthe non-linearterms by solving equations(F.5a-F.50without p a the
non-linear terms for a primal-dual affine direction.
Equation (F.5c) can be rewritten, :ignoringp and non-linear terms, to estimatech ge ln
variablesas
AE = (xflo- x;-- s i )- L i t ( i = t , 2 , . . . ,M

A f r= r { - Li, ( i = 1 , 2 , . . . ,I ' l ) (F.6a)

whererY = r,'** - xr - si
Equation(F.5b)can be rewritten,ignoringp andnon-linearterms,to estimatech ge in
variablesas
Ai; = Li, -(r,sn - x;+ v;) (i = 1, 2, ...,M
 Appendix Primal-Dual Interior Point Metltod

Li, = A,fr,- ri (d= 1,'2, ..., lrl) (F.6b)

where rl = x,ltn - xr * V;
Ignoring tr Tfl Ar, A0, (non-linear terms) from Eq, F5f), change ln variable can be
estimatedas

t , A F i+ F i A i = - s i } i ( i = 1, 2 , . . . ,/ f )
or
t,LF,- - sifrt- FiAF, (r = 1,2, ,.,,lr{)

Dividing by si,

tF,=- Ft-#oU ( i = 1 , 2 ,. . . M
,

or

LFi= -Fi Lr 2, ...,/f)

Ignoring p Md AvrAa; (non Eq. (F.5e),changein

estimatedas

viLAi+a,L,i, =- vrdi ( i = l, 2, '..,/D

or
viLAi =- via;- a;Lii (j= L, 2, ...,/f)

Dividing by vi

Ld,- - d,;-? OV, ( i = 1, 2 , . . .M

,
vi

L & , - - a ',\i f t - ]r A t , )' ) ( r= I , 2 , . . .n, (F,6d)

vi

From Eq. (F.5d), changein variablescan be estimatedas

- na,=f
np, i -fr,-f +B,- o,l (i=1,2,...,
M
j=t ",,ti (. 7r
",,ri )
SubstituteEqs. (F.6c) and (F.6d) inro rhe above equarion,

- Fi[,.
' \ *. r ^r,] * , [ !^r,l = o,,tii-1,,-io'ri +8,- o,l (i=
i ' ) dr(r.vi ,) f ,)
fr, \ i=r
 Appendix Primal-Dual Interior Point Method

M ( M )
-L^i, +? ov, Zo,,nIi-l ', - Lo,,v, (i= 1 , 2 , . "M,
'ti vi
j=l j=r
|
\ )

SubstituteEqs. (F.6a)and (F.6b) intc the aboveequation,

M ( M )
(ri^- Lv,). (Lii- ri^)= Lo,,tli -|.'' -
2.t,rt
+ ? )
Rearrangingthe above equation,

(++l oa=f",,nti-1,,-foyti +?'r)) (i=

\si vi) t+',M
j=t \ j=l

or
( s )
L i , = D i | . a 1 ; L ' . ie1,-) ( i = 1 , 2 , . .n. ,
I
where

pi=',-*a,ir! * *)
i t+,,M?
Dt=ffi"
Eq. (F.6e)into Eq. (F.5a),
Substituting

M l- (a \l M
d o i L t i - ' ,=) ,] , - h a i x i ( i = 12, , , L o
*",1-[f
M
T
Ll
( ri =
' u ( r , L , " r o t=, l, , - f a r i x i . h o u D p1,i 2 , ., w
j=l

The secondstep,"corrector", usesthe affine direction to approximatethe non-linearte sin

the right-hand side of Eqs. (F.5e) and (F.5f) for the actual searchdirection
From Eq. (F.6a),non-linear terms are approximatedas

As;- rlw- Lxi (i - L,2, ...,M

where riM = ri-* - ri - si

556 Appendix F: Primal-Dual lnterior Point Method

From Eq. (F.6b), non-linear terms are approximatedby consideringestimatedv UES AS

Av; = /rr"i- r{ (d= 1,2, ...,N (F7b)

where ri - rjttn - xi - v;
Approximationof non-lineartermscan be obtainedfrom Eq. (F.5e)by considerin estimated
valuesas

v,A,a,* drAv; = lt, - Li i Ld, - v ra i ( i i= 1, 2 , . . . ,M

v ; L a ; = ( p - A i l ,A & , ) - v i a t - u , L v , ( f = 1, 2 , . . . M
,
or

- q,i(t. o",)
av,Aft,)
i ru-
Ld,i= ( i = 1 , 2 ,. . . M
,
+
or

Lai- oi-d; ( l = 1, 2 , . . .n, (F.7c)

whereoi' = ! fu - Li, LA)

vi
Approximation of non-linearterms can be obtainedfrom Eq, (F.5f) by considerin estimated
valuesas

siLli + FiAr,- (p - Lii|p) - siFt ( i = 1, 2 , . . . M

,

s i L F i - Q t - A 4 . A F , ) -Fs ,i - f r , L t , ( i = 1, 2 , . . . ,N )
or

- -
*,, ^r,^fr) Fi[t.
+^,,)
LFi= ( l = 1 , 2 ,. . . M
,

L F t =6 , - F , ( l = 1 , 2 , . . . ,M (F.7d)

I
wheredi = * W- Ai,AF,)
'ti

Considering estimated values, approximationof non-linear terms can be o ned from

Eq. (F.5d)as

M
n'lJi- Lai -
l f l

oii Ll1
)_,
'l=l
 Appendix F: Primal-Dual Interior Point Method

SubstitutingEqs. (F.7c) and (F.7d) into the above equation,

'r*Lar,') ( t \
d d - P ' I r i . )- o r * d r l t . i o , , )

M ( J i l )

j=L 1\ j=l )
or

- +As,
si
' +? or,=
Vi
j -ir,-f
ftr=, o,,^y ,\
d,+o, (i=r,2, , /f)
o,,r,l-
j=L )

SubstitutingEqs. (F.7a) and (F.7b) into the above equation,

*i '-'nit ' \-"i

- r;^)= f o,,^y - t - o,l
j -lr,-io,,tit +d, - ' ( i = 1 , 2 , ,. /v)
,tt vi
j=L \ j=|.'t" )

Rearrangingthe above equation,

-
(+* 9!-la,,' = f o,,^yj -",] (i=
- i -(t,,.?,{).u,
[t, vi)
,=, [,, fi',*
Lxi=-[# oii*i- r,] (i = I ,2,.., n G.7e)

where

,iM *u,-oi
*ffd")
t+

SubstitutingEq. (F.7e)into Eq. (F.5a),

M l- (u. )l - E4
' l l bi- I aii&i (i = 1,2,...,Nr)
[o| 'L,r" l Zoo,Lyj,-t?, j=L
;i \.Ei ))
. J 4 ( M \ M M
Loulr, t 'n ol,)= bi aiixi. o,iDir! (d= 2,...,M) (F.7f)
E E
558 APPendix Primal-Dual Interior Point Method

the old variables as given be

Finally, new variables are determined bY updating
xi =.bi + aeMi ( i = L , 2 '", ' , / O

li=li* AaLli ( i = L,2,...,lu[)

vi = vi+ apL'vt (j= I, 2, "', lf)

sj=Ji*a'o\si ( i = L,2, "', /f)

d; - d,;* A,6Ld'; ( r :L , 2 , " ' , / f )
F,= p;+ aaA,B; ( i = l , ? . , . . ./,f )

to preservethe non-negativitYco tlons on

where a, and d,4 are step sizes which are chosen
variables with the following ratio test:

(F.8a)
ae = min{ ,Lvi<o,As;.0}
+,-;;

ad= '"," o,aB,. o} (F.8b)

{- &, h,La i<
and
(F.9a)
dp = min {1,(drl

dd = min {1,(dal
(F.eb)

variablesfrom being zero'

where ( ts a factor that is chosento prevent non-negative
The predictor-corrector Algorithm(pclpA) canbe describedas
Interior=point
important
dual slack
ing point

sez
ajitj*d';-F'-''ll
ll[
N
- I Fi*|"
i=1 3es
M N N

r*I tibi
j=I i=l l=L
 Append.ix F: Printal-Dual Interior Point Method

theprim{l-dual
3, Calculate affinedirectionby solvihg Eqs. (F.5),
-a- ( -M. \ M M

E " u l, , I a * i L i i l = b , L"u*j * Z"uDipi

/!=l ,t=l
( i = 1, 2 , . . . ,I l 4 )
,l=l \ ) /=l

( i = 1, 2 , . . . M
,

L&, - - e , ; ( ' . * o o , ) ( i = 1, 2 , . . . M
,

lEr =- F , [ t . + ^ 4 ) (i = 1, 2, ...,M)

L7, = L^V,- r;^ ( f = 1, 2 , . . . N

,
AFi = ,,, _ Li, ( i = 1, 2 , . . . M
,
where

pi =,, -Lt,xi- *? -r)

[+,,M
j -=l

r'!t = ri** - ri - si
rf =rjtt* - xt* vi

4. To calculate the ier pplnt p, the followlpgis usedto incl'ude:

4 * (viai + Fi,,),] ; irreasibre

[*
; othBrwise

where

Cs = > t ( f , + d , t o i , i , ) ( a i + d a i d , )++d(os ai f l( F i + d o L B I, ,
r=l

Ae and d,d
 Appendix Interior Point Method

x = rrun1
- -, - l aj Fi
&d
u , A oj . g , A ^ F i . t )
L L o i ' L F i

5. Compute the fr1al sedqh direcrion using Eqs. (F.7),

M M
b' ,- F s r
La,jxj + LouDi\i ( i = 1 , 2 , . . . ,1 4 )
j=l j=l

A x=; ' , ( # a 1 i L ! i - r , ] ( i = 1 , 2 , . . . ,I I )

= 6,- r,
19, Ar,) ( i = 1, 2 , . . . M
,
[t. +
A a=; 6 i - ( i = 1 , 2 , . . . ,I { )
",(r. +Ar,)
Avi= Mi- ri ( i = 1, 2 , . . . M
,
Asi= r!il-Lri (i=1,2,...,M
where
M

VIi= o, -I aji! j *ff,r)*u,-oi

j=l tf,,M
v tst
Di=
a , i s i+ F i v i

d,= (p-As;AB;)
+
ei=
ir,-aiiLd,)
* Xi* V;

- xi- st

6. Update the varia

X; = -ri * dpMi ( i = 1 , 2 ,. . . M
t
lt = lr -t AaLyi ( i = 1 , 2 , . . . 1M )
V; = Vi * UoLv; ( i = 1 , 2 , . . . tM
J; = Jj * tXrA,S; ( l t= 1, 2 , . . . ,M
- ai + a4 L,a,; ( i = 1, 2 , . . . M
d6 ,
Ft '= Fi + AaL,p; ( i - 1 , 2 ,, , . M
,
 Appendix Primal-Dual Interior Point Met s61

where a, and d,4 dre step sizeswhich are chosento preservethe non-negativity nditions
on variableswith the following ratio test:

- . ol
L,J.o,As;
ft,
- j . s ,L Fi . t l
#,Lo
and
dp = min {1,(drl

d,t = min {1,(da}

INTERIORPOINTALGORITHM
F.2 PREDICTOR-CORREGTOR
PROGRAMMING
FOR NON-LINEAR
Consider the following non-linear programming (NLP) problem comprising both eq ity and
inequality constraints.
Minimize f(x) (F.10a)

subject to gi(x)=0 (i=1,2,...,W (F.l0b)

xido 1 xr 3 rit"* (j = 1 , 2, ..., I9 (F.10c)

where
/(x) is the objective function
Si@) are equality constraints
r,.'-o is minimum limit of variable x;
rr-u* is maximum limit of variable x;.
Introducing slack variabless and v to ftansform the bound consffaintsto equality sffarnts,
the NLP problem (F.10) becomes
Minimize f(x) (F.l 1a)
subject to 8i(x) = 0 ( i = I , 2 , . . . ,I I O (F.llb)
Xi - Vt - .tr,'*o (f= I,2, ...M , (F.1lc)
I;tS;=",F* (i = I,2, ...M , (F.1ld)
Yr>0,s;)0 (i = I,2, ...M , (F.l le)

To eliminate ttneabove non-negativity consffaints,appendthe objective function with a ithmic

barrie-rtenn incorporatingtheseconstraints,i.e.
/ V M N
L ( x t , ! , , 4 , s i ,u ; ,F , )= f ( x ) - p > " ( l o g v ; + l o g s i ) - Z ^ , B i @ ) + ) aiG x;*vi ',lnin)
i=1 j=l i=1
N
+) FiGi*s; -r,'u*) (F.12)
i=l
 s62 Appendix F; Primal-Dual Interior Point tuTethod

where the barrier parameterlt > 0 an{ is decreasedto zero as fhe plgorithm iteration
The solutions of (F.12) are defined by theKarush-Kuhn-Tucker first-ordernecessary Egnditio
' \ ^ t

AL = dl\x) _ t
t M
ds,
i.; (i=1,2,...,M G . 2a)
T, d*, + J=t
E-di*Fi=0
AL =
g;(r) = 0
q ( i = I , 2 , . . , k, , D ?b)

AL =xi*sj-ri-u^=0 ( i = 1, 2 , . . , M
, 2e)
dF'
AL =Xi*V;+x;*n-0 ( i = 1, 2 , . . . M
, 2d)
6
AL u _ 0
= _ t * A ; ( i = 1, 2 , . . . ,l l )
dr, vi
vi &i - l,r ( i = 1 , 2 ,. . . M
,
AL =- t + F i- o ( i = 1, 2 , . . . ,/ V )
Er,
srFi= [r ( i = 1, 2 , . , . N
, ) 2D
Such conditionsare also sufficientif the problem is convex The iterationof the algorithm con ists
in applying the Newton method to the so-obtainednon-linearsystemof Kuhn-Tuckerconditi )nS.
ExpandEqs. (F.12a)to (F.120 using Thylor'sexpansion.

M
+)
j=l

d z r A','
.* $ a",an 3a)
h
S a z r ^ '
Lw""r-f
j=l . r j=l

*.,L^ffio"
$ dzr

t,#*,*f
j=l . J j=1,
du,O\
-r ^ ,-.t oo
^d'!- 'Ir'vi
a,L,+$
k
r",ia,
A i*

.hffio"
,$ dzt AL
dai

L
 Appepdix Primal-Dual Interior Point Met

i Z# Lo
L x* 2, , # M + i -} # n iF+ Z # , Lri
Z# vj

.l #kAs;=
# (813d)

+Z#h Mi *E# Lo
Ax, i. #h nF
i *I # L uj '
Z#h I
N
)zL -qaL
.I ffiAs,= (F.13e)
j=l

Loi.*
a,x,*Z#fr,r",+t+#t.i*;+ L,i
;+
or,= -Y
.*$ ^"1 --r
Es;Es, Dt,
(F.130
fr
Substitutingthe valuesof derivativesobtainedfrom Eq.(F.12a)into Eq.(F.I3a),

' + -[#
L)",+1,u,-1,8,= (F.14a)
\o,A"r,+f
j=r fr o*' 7"^,fi*dt-r,]
where ,1rj=#.*#
Substitutingthe values of derivativesobtainedfrom Eq. (F.LZb)into Eq. (F.13b),

M - \

t$io*,Lhi=- slx) (F.14b)

fr
Substitutingthe valuesof derivativesobtainedfrom Eq.(F.12c) into Eq. (F.t3c),
A.r;+ Lv;= -(xi+ vi-rito) (F.lac)

Substitutingthe values of derivativesobtainedfrom Eq. (F.LZd)into Eq. (F.13d),

A-rr- AJi = - (xi* si - xidn) (F.14d)

Substitutingthe valuesof derivativesobtainedfrom Eq. (F.12e)into Eq. (F.13e),

viLa; * drLv, = - (aivi - lt*) (F.lae)

Substitutingthe values of derivativesobtainedfrom Eq. (F.12f) into Eg. (F.13f),

siLli+ FiAri= - (Fisi- ltr) (F.14f)
 564 Appendix F: Primal-Dual Interior Point Method

Eq. (F.l2c)into Eq. (F.14c)

Substituting
Lxi - -Ayi 15a)
SubstitutingEq. (F.12d)into Eq. (F.14d)
Axi = As; 1sb)
The following equationis obtainedfrom Eq, (F.14e).
V;La;- -diVi+ a;LVi
[t*-
SubstitutingEq. (F.15a)into aboveequation.

Lai- -a,i+A*%L*, '

vi vi
From Eq. (F.l4f), the following equationis obtained.

si\Fi=- F i s i +l r r , - F i L s ,
SubstitutingEq. (F.15b)inro the aboveequation,

LF,= -Ft+u-L-*Eo*, lsd)

'st 'si
SubtractingEq. (F.15d)from Eq. (F.15c)

L u i - L F ; = - a , i + F i + - A - - t - * ( % * & ) a " j,
vi .si si)
\y;
SubstitutingEq. (F.15e)into Eq (F.l4a),,
-l
L o,ax,
i=t
+i* x i Mi
j=t
' *l-*,+ Fi.{#--.l
L \Y;
.P. +l
si) \vi si)
^",
'J

( )
[r_
= _ d*, y i L ,d*,
+ *-.1a-'i _ B , l
t fr'-t )
Rearrangingthe above equation,

f o,,
j=t
L,x,
+i+ ar",
+(+**l o",=
j-id*t
'
\Y, si)
t

or

L r u ^ x , ji+ id*t
**, r
- hi
j=r
where
 Appendix Primal-Dual Interior Point Me

h=[ryt^,*)
(F.l4b)to (F.14d),(F.154c)and (F.15d)can be rewritten as given below.
Equations
M - '
),
Lt *L
ar,J = - si@) (F.16b)
dx,r
i=l

- a i' + A * % L * ,
La,,= (F.16c)
vi It

L9,=- " F,*!*E

.ti si
o*, (F.16d)

c;l,i+ Lv;= -(xi+ vi-rit*) (F.16c)

A.r, + As; = - (xi* Ji - xidn) (F.16d)
Equations(F16a) and (Fl6b) can be solved using Newton-Raphsonmethod to obtain A-r;. The
rest of the variablesAa;, LFr,Av; and As; can be obtainedfrom Eq. (F.16c),Eq.(F.16d), . (F.16c)
and Eq. (F.16d),respectivelyand then variablesare updated,with factor d.

xi = x;+ 6Lx, ( i = 1 , 2 , . . .I ,f )
lt=y;+ 6Lyi ( i = 1 , 2 ,. . . W
,
Li = )";+ 6LJ"i ( i = 1, 2 , . . . ,I 9
Ji=si+6fui ( i = 1, 2 , . . . ,I { )
di = a,+ 6A,at ( i = 1 , 2 ,. . . M
,
F, -- p; + 6 L,pi ( i = 1 , 2 ,. . . M
,

F.3 ALGORITHM
The algorithm is summarizedin the following steps:
1. At the start of each iteration a solution tk = (*, il', d, F, f, and.rl ir avail ble *ith:
# + v k = . x * , # - s & = . r d n , v k , s k , d a r r dB k > 0 a n d p o s i t i v e v a l uoef l t k
where x, 1,, d, F, % and J are vectors,and ft representsthe iteration number.
2. The following linear systemis solved:
Y,F(tk,lq)Lt = - F(tk, Iri
where ft representsthe iteration number.Equation (F.15) is given in matrix form.
Gausselimination method, searchdirection A/, can be obtained.
3. The algorithm stops when Kuhn-Tucker conditions are verified with sufficient accuracy
and the value of the parameterp is sufficiently small.
4. The maximum value of step for which the solution continue$to satisfy the itiveness
. conditions on d, F, % and s variables are computed as
d * = s u p( d > 0 l / * 6|vk>0, d+ 6 \ a k ) 0 , s t + d A s e> 0 , B o + 6 a , B k >
 Appendix Primal-Dual Interior Point Method

The values of l*l and Uk+t can be detefmined as follows:

, k + 1= * € L t k

(uknt)r vk + I + (Po*';r't+l
l**t = f
2n

where6 = min {1, T6kl

7 is a positive constantsmallerthan, but very near unity (typically 0.995 or 0 eee).
p is a positive constantsmallerthan unity (typically 0.1 - 0.2).
GOTO Step 2 and repeat.

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for the optimal power flow problem, Electric Power Systems Research, Vol. 56, pp. 24 254,
2000.
Garzillo, A., M. Innorta, and M. Ricci, The problem of the active and reactive optimum wer
dispatching solved by utilizing a primal-dual interior point method, ,/. Electrical Po r &
Energy Systems,Vol. 20, No. 6, pp. 427434, 1998.
lems,

Lustig, I.J., R.E. Marsten, D.F. Shanno,Computationalexperiencewith a primal-dual interior point

method for linear programming,Linear Algebra and its Applications,Vol. 152, pp.19l
1991.
Lustig I,J., R.E. Marsten, D.F. Shanno,On implementingMehrotra's predictor-correctori
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McShaneK.A., C.L. Monma, and D.F. Shanno,An implementationof a primal-dualinterior point
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Torres, G.L. and V.H. Quintana,An interior point method for nonlinear optimal power flow
voltage rectangular coordinates, IEEE Transactionson Power Systems,Vol. 13, No.
l2ll-1218, November,1998.
VanderbeiR.J.,ALPO: AnotherLinearProgramOptimizer,ORSAJournalon Computing, l. 5'
No.,2,pp.134-146,1993.
Wei, H., H. Sasaki,J. Kubokawa, and R. Yokoyama,An interior point non-linearprogrammi
optimal power flow problems with a noval data structure,IEEE Transactionson Power S
Vol. 13, No. 3, pp. 870-877,August,1998.
Wu, Y.C., Efficient two-level interior point method for optimal pumping hydro storage uling
exploiting the non-sparsematrix structure,IEE Proceedings-Generation,Transmissio and
Distribution,Vol. 148, No. 1,'pp. 4147,2001.
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810, May L997.
 Index

a-cul,332 evaluationof B-coefhcientsusing c method,

AC r63
analyzers,
4 fast decoupledload flow method,93
network analyzers,4 Gauss-Seidalmethod to perform the flow, 52
AC-DC load flow, 109, I I I generation of non-inferior soluti for multi-
Acceleration objective hydrothermal scheduli g using the
convergence, 51 approximate Newton-Raphson hod, 375,
factor, 51 459
Active power balance, 199,214 geneticalgorithm,501
Addition of inferior solutionby e-constraint -"37
a branch, 25 long-rangegenerationschedulingof ydrothermal
a link, 28 system,310
Admittancematrix, 12, 19 Newton-Raphson method for short ge fixed-
Algorittm headhydrothermalschedulings
approximate Newton-Raphson method for short- Newton-Raphson method to perfi load flow,
range variable-headhydrothermalproblem, 298 68
B-coefficientsusing sensitivityfactors,178 non-inferior solution by the method.
classical method for short-range fixed-head 393, 404
hydrothennal scheduling,258 non-inferior solution fqr multiobjecti dispatchfor
conjugate gradient method to compute optimal active and reactivepower 361
discharge,311 non-inferiorsolution by weighting ethod, 349,
decoupledmethod for ac-dc load flow, 1l I 417
decoupledmethod for optimal power flow, 229, optimal power flow basedon Newton method,220
230 roulettewheel selection,507
decoupledNewton-Raphsonmethod for load flow short-rangevari$le-head h scheduling
calculations,80 problem,286
direct root method toicompute optimal step, 3ll, stochasticmultiobjective long-term ydrothermal
312 scheduling,4T6
economicdispatch (approximateNewton-Raphson stochasticremainderroulette wheel 508
method),151 the SWT algorithm,340
economicdispatch(classicalmethod),142 to build YBUS, 14
economicdispatchbasedon penalty factors,210 to build ZBUS,Z4-
economic dispatch considering limits (classical Analog computer,4
method),142 Approximate Newton-Raphson me 150, l 5 l ,
economicdispatch(Newton-Raphsonmethod), 147 268, 284, 288, 298, 375, 459
economicdispatchusing efficient method, 156 Anificial intelligence,6, 7
economicdispatchusing exact loss formula, 187 Artificial neural network (ANN), 6 485,490,
economicdispatch using genetic algorithm, Sl7, 494
525 Arvanitidis-Rosingmodel, 25I
567
568 Index

Automatic one point, 509

generationcontrol, 4 operator,509
protection,5 probabilityof, 525
uniform,509, 510

139,158, 163, 177, 178,2O4,253,254,

B-coefficient,
281,282,308,334,347,369,3gl, 402,414, DC analyzers,3
425, 450,514 DC load f1ow, 772
Backpropagation Decision
algorithm,492 makers,333
rule. 492 making,6, 324,350,418, 460, 484
Basichead,301, 305, 307, 473 Decoupledload flow, 79, 80
Binary Dischargecoefficients,252, 255, 280, 283 369,
coded,502,525 M9
string,515 Discreteform of a problem,254,282
Bus impedancematrix, 13 Dispatching,5
Bus power, l0 Dispersion,434

Calculusof variations,253 g-constraint,335, 392, 435

Carbondioxide.333 approach,325
Cardinal method, 325, 337, 392, 403,,404
priority, 350 Economic
ranking,419,461 dispatching, 8, 131
Characteristic function, 330 emissionload dispatchproblem,322
Chromosome, 502, 503, 505 environmentaldispatch,322
Circuit breakers,2 Economicdispatch,133, 138, 742, 145, 14 l 50,
Coz 1 5 1 ,1 5 3 ,1 5 6 ,1 8 5 ,1 8 7 , 1 9 4 ,1 9 9 , zto,
coefficients,334, 351, M8 321, 387, 434, 436,477, 517, 513,
emission,342, 345, 346, 355, 363, 364, 376, 379 Economicdispatchalgorithm,477
Coefficientof variation,390, 414, 415, 441,447, 461, Economic-emission load dispatch,423
470, 471 Effective head,250
Competitionand selection,508 Effluentdispatchin g, 322
Complement,332 Electricenergy,1,2
Computers,3, 4 Electricalengineering,2
Conflictingobjectives,7 Electricity,2
Constrianedoptimizationproblem, 133, 140, 186, Electrostaticprecipitators,32I
194,200,3353 , 59 Emissioncoefficients,402, 424, 435,471
Constraintscalaroptimization,348 Equality and inequalityconstraints,252. 281,
Convertertransformer,I 06 Equivalentinvertermodel, 107
Conelationcoefficient,414, 415, 419, 450, 461, 470, Exactcoordinationequation,140,514
471 Expected
Cost B-coefficients,391, 409, 415, 419, 493
coefficients,252, 254, 280, 282,306, 368, 390, Coz
401, 413, 435, 446, 470, 513 coefficient,448
of labour, 132 emission,452
of operating,132,274,355,376,379, 389, 413 cost coefficient,390, 414, 447, 470
optimal,345,346 characteristics,
408
Covariance,419, 428, 450, 467, 473 deviations,47|
Crossover dischangecoefficients,402, 424
multipoint,509 fuel cost, 470
 GGDFS,493 Gradientmethod,232, 234
hydro generation,4T3 Grarn{harlier series,388
NOr
characteristics(kgftr), 409
coefficient,U8 Hamilton-Lamonts'smodel, 250
emission, 452, 470, 486 .Harmonicfrequencies,106
operatingcost,452 .Heat energy,I
risk associated,,452 High voltage,2
Soz Highestranking chromosome,505
coefficient,M8 ,Hildebrand's model, 250
emission,452 Hydro model, 252,280
transmissionloss, 391, 414, 425, 450, 471, 472 Hydro plant
coefficients,409 classification,246
water storageequation,472 modelling,299
multi-chain, 246, 303
performancemodels, 249
Fast decoupledload flow, 91, 93 Hydroelectricplant, 245
Fitnessfunction,504, 517, 525 Hydrothermal integration, 245
Fixed-headshort-range,hydrothermalscheduling, 249, Hydrothermalscheduling
251, 254, 259, 263, 266, 269 long-range,248, 249, 310, 479
Fuel long-term,299, 467
coeffrcients,424 multiobjective optimization, 308, 473
cost, 132, 133, 306, 334, 342, 363, 376, 388 optimal scheduling, 469
planning,5 short range
scheduling,5 fixed-head, 249,257,254,258, , 266, 269
switching,322 variable-head,278, 282, 286,288,
Frnzy Hydrothennal systems,306
decisionmaking,469
satisficing,329
set elements,331 Impedancematrix, 18
set membershipfunctions,485 Incremental
set theory, 6,'1, 329, 330, 446, 485 .cost,140, 154,514
sets,6, 330, 350, 418, 460, 469, 485, 487 fuel cost, 134
loss, 204, 207
Inequalityconstraints,335
Inflow, 469
Gauss-Seidelmethod, 49, 52
Initial guess,257, 258, 286
Generalized generation shift distribution (GGSD)
for load flow, l0l
factors, 175, 486
lnteractive,323
Generationshift distribution (GSD) factor, 174
Intersection,332
Geneticalgorithm,501, 502, 504. 505, 506, 517,524,
525
codedvalue, 502 Kirchhoff s current law, I I
coding,502 Kron's approximatedloss formula, 253, l, 450
encodingand decoding,515,524 Kuhn-Tucker conditions,393, 436, 438,
George'sformula, 514
Glimn-Kirchmayer model, 250, 449
Global Lagrangefunction,-134,233
criterion method,326 Lagrangianmultiplier, 133, 200, 215, 340,341,
optimizationtechnique,501 349,359,392,403,407,435,43 439, 453,
Golden section sewch,322 5r4
 570 Index

Limit constraintfixing, 135 Newton-Raphson

Line flows, M, 45, 62
algorithm,426
Lnad
method,62, 67, 68, 234,263. 416
despatch,4 powerflow algorithm,207
flow, 3, 8, 40, 52,62, 68, g0 NO..
forecasts,5
coefficients,
334,357,369,401,M7
Loss
curves,469
coefficients,158, l 6 g , 1 7 2 , 5 1 4
emission,342,345,346,355,363,376,3
formula, 194, 414
Nonlinear
goalprogramming, 32g
Losslesstransformer.1 0 5
Normalizedmembershipfunction,351, 352,3 355,
Lo-metric,327
365,377,379
Normalizedweights,359
Maintenanceand production scheduling,4, 5
Mapping rule, 502
Optimal power flow, 214, ZZ0, 2Zg, Z3O,Z3Z
Matrix inversemethod, 207
Optimalityconditions,34g, 370
Membershipfunctions,3.31,332,350, 351, 355, 367,
Oxidesof
419, 4lg, 460, 461, 497. 490
carbon,321
Microprocessors,4
nitrogen,321,333
Min-max optimum,3Z4
sulphur, 321, 333
Minimization problems,504
Minimum
CO2 emissiondispatch,343 Parametricapproach,324
cost dispatch,343 Parentselection,525
NO, emissiondispatch,343
Paretooptimal, 333
SO2 emissiondispatch, 343 Penalty
Minimum emissiondispatch,4, 3ZZ, 436
factor, l4l, 204,2I0
Modelling, 6
function, 236
Monte Carlo simulation,419
method, 220,235, 236
Multiobjecrive Performanceindex, 489
decisionmaking process,445 Power
non-corlmensurable objectives,346 dispatch,484
optimization,322, 333, 346, 401
flow, 8
power dispatch,400
loss in a line, 173
problem formulation, 333, 3Sg, 43,4,M6, 4gA
stations,2
programming,329
system,2, 3, 6
short-termhydrothermal scheduling, M6 Power balanceequation,307
stochasticoptimizationproblem,3g9, 413,4!5, 446 PQ bus/loadbus, 43, 49
thermal dispatch problem, 333, 346 Pumped storageplants, 305
thermal power dispatchusing ANN, 4g4 PV buVgeneratorbus, 43, 50, 67
Multivariate Gram{harlier, 3gg
Mutation,510, 525
Mutually coupledtransmissionlines. 14
Random
numbergeneration,5l l, Slz
variables,391
Natural inflow, 283
Reactive
Net head,280
power balance,lgg,2l4
Neural network
powers, 4l
application,6
transmissionlosses,357
designj494 Real power,4l
Neurons,485
search,524
Newton method,Zl4, 220
transmissionlosses,357
Rectangularmembershipfunction,489 multiobjective,476
Regressionanalysis,J!,y', problem,469
Regulatingtransforrners, 2, 45 programming,388
Remainderstochasticsampling remainderroulettewheel,518
with replacement,508 sampling
without replacement, 508 algorithm,501
Removalof elements, 3l with partial replacement,508
Reproduction, 506 with replacement, 507
Reservoirdynamics,280 thermalmodel,446
Resourceand equipmentplanning,4 String'sfitness,505
Resurrection,6 SurrogateWorth Trade-off,333, 338,
Risk, 329, 392, M5 SWT
dispersionindex, 446 analysis,340
index,437 function,341, 343, 344,406
Roulette-wheel mechanism,506, 507, 508 System
operation,I
planning,4
Scalar, voltagecontrol, 4
optimization, 324, 347, 358, 369, 416
valued objective function, 333, 433
Scalarizedoptimizationproblem,309 Thermal
Scalingconstant,525 generations, 284
Security model,251,28O
analysis,4 pollution,I
constraints,329 power dispatch,400, 413
Self-admittances, 12 e-constraintmethod.389
Sensitivity,436,M5 Thermocycle, 1
factors, 172, 178 Tie-lines,2
index, 434, 444 Trade-off function, 341, 4A6
fiaf,s-sff, 444 Transferadmittances, 12
Shift Transformers,45
distribution, 486 Transmission
factors,486 l i n e s ,1 , 2 , l 3 l
Short-circuitstudies.3 loss,139, 140, 154, 186, 194,204,208,209,249,
Sigmoidal,491 252, 253, 260, 2gl, 292, 345, 346, 347,359,
Slackbus, 42, 51 363,369, 390, 3gl, 479,514, 516
Soz loss coefficients,180, 376
coefficients,334, 357,369, 447 p:uirmeters, Ml
emission,342, 345, 346,355, 363, 376, 379 power loss, 307
Spillage,301, 302, 304, 307, 472 system,13l
Static load tlow equations,43 Transmissionand distribution planning,5
Steepestdescentmethod,234 Triangularmembershipfunction, 488
Stochastic,400, 423, M6, 467
cost,469
economicdispatch,388 Unconstrainedoptimization problem, 133, 140, 186,
economic-emission problem,423, 485 t94
emissionmodels,447 Unconstrainedscalaroptimization,348
emissionproblem,425 Utility
hydro model, 449 function, 326, 333, 339, 345, 346, 408
model, 446 method,326
572 Index

inflow, 301, 302, 303, 307

storageequption"307
tileighted min+ma,x,326, 469
Weighting
coefficientsb453,474
Water
method,32W,349, 358, 369, 413, 417
conversionthctor,253,455,Z58,284
discharge,rateof, 250, tr07
head,473 Zmgwill' s mefhod, 490
correctionfactor.3012 Zero mean,388