Soluciones de Diferentes Tipos Económicos Al Cargado Del Dispatch
Soluciones de Diferentes Tipos Económicos Al Cargado Del Dispatch
Abstract Direct search (DS) methods are evolutionary algorithms used to solve
constrained optimization problems. DS methods do not require information about the
gradient of the objective function when searching for an optimum solution. One such
method is a pattern search (PS) algorithm. This study presents a new approach based
on a constrained PS algorithm to solve various types of power system economic load
dispatch (ELD) problems. These problems include economic dispatch with valve point
(EDVP) effects, multi-area economic load dispatch (MAED), companied economic-
environmental dispatch (CEED), and cubic cost function economic dispatch (QCFED).
For illustrative purposes, the proposed PS technique has been applied to each of
the above dispatch problems to validate its effectiveness. Furthermore, convergence
characteristics and robustness of the proposed method has been assessed and inves-
tigated through comparison with results reported in literature. The outcome is very
encouraging and suggests that PS methods may be very efficient when solving power
system ELD problems.
1. Introduction
Scarcity of energy resources, increasing power generation costs, and ever-growing de-
mand for electric energy necessitates optimal economic dispatch (ED) in today’s power
systems. The main objective of ED is to reduce the total power generation cost while
satisfying various equality and inequality constraints. Traditionally, in ED problems, the
cost function for generating units has been approximated as a quadratic function.
A variety of optimization techniques has been applied in solving ELD problems.
Some of these techniques are based on classical optimization formulations, while others
are based on artificial intelligence methods or heuristic algorithms. Many references
present the application of classical optimization methods, such as linear or quadratic
programming, to solve ELD problems [1, 2]. Classical optimization methods are reported
to be highly sensitive to the selection of the starting points and sometimes converge to a
250
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local optimum or diverge altogether. Linear programming methods are fast and reliable,
but have disadvantages associated with the piecewise linear cost approximation. Non-
linear programming methods are known to have problems of convergence and algorithmic
complexity. Newton-based algorithms struggle with handling a large number of inequality
constraints [3]. Methods based on artificial intelligence techniques, such as artificial
neural networks, are also presented [4, 5]. Heuristic search techniques, such as particle
swarm optimization [3] and genetic algorithms [6], have also been successfully applied
to ELD problems. Finally, hybrid methods have been developed, where the conventional
Lagrangian relaxation approach, a first-order gradient method, and multi-pass dynamic
programming (DP) are combined in [7].
Recently, a particular family of global optimization methods, originally introduced
and developed by researchers in the 1960s [8], has attracted special attention. Known
as DS methods, they are simply designed to explore a set of points around the current
position, looking for a location that has a better objective value than the existing one.
This family includes PS algorithms, simplex methods (different from the simplex used
in linear programming), Powell optimization, and others [9].
DS methods, in contrast to more standard optimization methods, are often called
derivative-free as they do not require information about the gradient or higher derivatives
of the objective function to search for an optimal solution. Thus, DS methods are a popular
choice to solve non-continuous, non-differentiable, and multimodal (i.e., multiple local
optima), optimization problems. Since the ED is one such problem, the proposed method
appears to be a good candidate to achieve efficient solutions [10].
The main objective of this study is to introduce the use of a PS optimization technique
in application to the power system ELD. The performance, effectiveness, and robustness
of the proposed method are assessed via intensive testing and comparison with results
reported in literature. The article is organized as follows: Section 2 introduces the problem
formulation, Section 3 presents a description of the proposed PS algorithm, analysis and
test results are presented in Section 4, followed by concluding remarks.
2. Problem Formulation
Generally, depending on the type of the ELD considered, the traditional formulation is
basically a minimization of summation of the fuel costs of the individual dispatchable
generators, subject to the real power balanced with the total load demand as well as with
the limits on generators’ outputs. The mathematical form of each type of ED problem
considered in this study may be described as in the following subsections.
N
X
F D Fi .Pi /: (1)
i D1
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The incremental fuel-cost function of the generation units with valve-point loadings are
represented as follows [11]:
2
Fi .Pi / D ai Pgi C bi Pgi C ci C jei sin.fi .Pgi.min/ Pgi //j (2)
subject to
N
X
Pgi D PD C PL (3)
i D1
where
F is the system overall cost function;
N is the number of generators in the system;
ai , bi , and ci are the constants of fuel function of generator number i ;
ei , fi are the constants of the valve-point effect of generator number i ;
Pgi is the active power generation of generator number i ;
PD is the total power system demand;
PL is the total system transmission losses;
Pgi.min/ is the minimum limit on active power generation of generator i ;
Pgi.max/ is the maximum limit on active power generation of generator i ; and
Ns is the set of generators in the system.
subject to
X X X
Pgi C tkj tj k Dm D 0 (6)
i 2˛m j 2ˇm j 2ˇm
where
F .Pgi / is the fuel-cost function of generator Pgi ,
G.tj k / is the cost of transmission of line tj k ,
tj k is the economic flow on the tie line from area j to k,
˛m is the set of generating units in area m,
ˇm is the set of tie lines in area m,
Pgi is the active power generation of generator number i ,
Dm is the total load demand of area m,
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N
X
2
ED di Pgi C hi Pgi C ui (kg/h) (9)
i D1
where di , hi , and ui are emission coefficients of generator i . Thus, the overall objective
function for the combined emission–economic dispatch is
.1 w/
min F C E (10)
w
where w is a weighting factor, w 2 Œ0; : : : ; 1, which represents the relative importance
or the trade-off between the fuel-cost function F and the emission-cost function E. The
objective function of Eq. (10) is minimized, subject to the constraints given by Eqs. (3)
and (4), where the transmission losses are given by
N X
X N
PL D Pgn Bn;k Pgk (11)
nD1 kD1
where B is a matrix of loss coefficients and Pgn and Pgk are the active power generation
of generators n and k, respectively.
subject to
N
X
Pgi D PD C PL (13)
i D1
where ˛i;1 , ˛i;2 , ˛i;3 , and ˛i;4 are the coefficients of the cubic fuel-cost function.
System Losses Representation. It important to mention at this stage that the B-coefficients,
or loss coefficients, have been adopted for the modeling of the system losses in the
previous formulations. The representation of the system losses by B-coefficients is indeed
constant and suitable for actual interpretation of the real power system losses under
certain conditions. If the actual operating conditions are close to the base case where
B-constants were computed, then the B-coefficients method should compute the system
losses with reasonably high accuracy [20, 21]. In other words, the use of constant values
for the loss coefficients in the transmission losses equation yields practically precise
results when the coefficients are calculated for some average operating condition and if
extremely wide shifts of load between plants or in total load do not occur. In practice,
large systems are economically loaded by calculations based on just one set of loss
coefficients that are sufficiently accurate throughout the daily variations of load on the
system [21].
First: The PS begins at the initial point X0 that is given as a starting point by the user.
At the first iteration, with a scalar D 1 called the mesh size, the pattern vectors are
constructed as Œ0 1, Œ1 0, Œ 1 0, and Œ0 1; they may be called direction vectors.
Then the PS algorithm adds the direction vectors to the initial point X0 to compute the
following mesh points:
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X0 C Œ1 0I X0 C Œ0 1
X0 C Œ 1 0I X0 C Œ0 1
Figure 1 illustrates the formation of the mesh and pattern vectors. The algorithm computes
the objective function at the mesh points in the order shown.
The algorithm polls the mesh points by computing their objective function values
until it finds one whose value is smaller than the objective function value of X0 . If
there is such a point, then the poll is successful and the algorithm sets this point equal
to X1 .
After a successful poll, the algorithm steps to iteration 2 and multiplies the current
mesh size by 2. (This is called the expansion factor and has a default value of 2.)
The mesh at iteration 2 contains the following points: 2 Œ1 0 C X1 , 2 Œ0 1 C X1 ,
2 Œ 1 0 C X1 , and 2 Œ0 1 C X1 . The algorithm polls the mesh points until it finds
one whose value is smaller the objective function value of X1 . The first such point it
finds is called X2 , and the poll is successful. Because the poll is successful, the algorithm
multiplies the current mesh size by 2 to get a mesh size of 4 at the third iteration because
the expansion factor D 2.
Second: If in iteration 3 (mesh size D 4) none of the mesh points have a smaller objective
function value than the value at X2 , the poll is declared unsuccessful. In this case the
algorithm does not change the current point at the next iteration, which is X3 D X2 . At
the next iteration, the algorithm multiplies the current mesh size by 0.5, a contraction
factor, so that the mesh size at the next iteration is smaller. The algorithm then polls
with a smaller mesh size.
The PS optimization algorithm will repeat the illustrated steps until it finds the
optimal solution for the minimization of the objective function. The algorithm stops
when any of the following conditions occurs:
the mesh size is less than mesh tolerance,
the number of iterations performed by the algorithm reaches a predefined maxi-
mum,
Constraint Handling
Many ideas were suggested to insure that the solution will satisfy the constraints [24].
Currently, the only minor weakness in the nonlinear constraints handling procedure
is due to the lack of specific information related to first-order derivatives. Although
many systematic approaches have been employed to handle the nonlinear constraints, the
augmented Lagrangian approach, which has been utilized by PS method, has overcome
such shortcomings in dealing with nonlinear constraints. Lewis and Torczon [25] stated
that, despite the absence of an explicit estimation of any derivatives (a characteristic of PS
methods), PS-augmented Lagrangian approach exhibits all of the first-order convergence
properties of the original algorithm advocated by Conn, Gould, and Toint [26, 27]. Lewis
and Torczon [25] were able to overcome such drawbacks by proceeding with successive,
inexact minimization of the augmented Lagrangian via PS methods, even without knowing
exactly how inexact the minimization is. As a result, the size of the problem will increase
by introducing new parameters.
The augmented Lagrangian pattern search (ALPS) has been used to solve nonlinear
constraint problems in PS algorithm. ALPS proceeds to solve a nonlinear optimization
problem with nonlinear constraints, linear constraints, and bounds [25, 28–30]. The
variables bounds and linear constraints are handled separately from nonlinear constraints,
in which a sub-problem is constructed and solved (having the objective function and
nonlinear constraint function) using the Lagrangian and the penalty factors. Such a sub-
problem is minimized using a PS method, where the linear constraints and bounds are
satisfied. ALPS starts with an initial value for the penalty parameter, where the PS
algorithm minimizes a series of the subproblem, which estimates the original problem. If
the required accuracy and feasibility conditions are met, then the Lagrangian estimates
are updated. If not, a penalty factor is added to the penalty parameter. This, in turns,
leads to a new formation of a subproblem and ultimately results in a new minimization
problem. The above steps are repeated until one of the stopping criteria is reached. For
further explanation on how PS handles constraints, refer to [25–27, 31].
4. Numerical Results
A set of Matlab files, incorporated in the GA and DS toolbox, implementing the proposed
PS method, have been used to solve various ED problems. Thus, cost coefficients of the
fuel cost and the combined objective function for all test cases have been coded in Matlab
environment.
Initially, several runs have been carried out with different values of the key parameters
of PS, such as the initial mesh size and the mesh expansion and contraction factors. In
this study, the mesh size and the mesh expansion and contraction factors are selected as
1, 2, and 0.5, respectively. In addition, a vector of initial points, i.e., X0 , was randomly
generated (each initial point is bounded within the generators limits) to provide an initial
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guess for the PS to proceed. As for the stopping criteria, all tolerances were set to 10 6 ,
and the maximum number of iterations and function evaluations set to 1000.
Case I: EDVP
This test case consists of 13 generating units with a quadratic cost function combined
with the effects of valve-point loading. The unit’s data (upper and lower bounds) along
with the cost coefficients for the fuel cost (a, b, c, e, and f ) for the 13 generators with
valve-point loading are given in [32, 33]. Note that losses are ignored in this case.
The PS algorithm has been executed 50 times with different starting points to study
its performance and effectiveness. The solution of the PS method and the execution times
for the 50 runs were compared with the outcome of other evolutionary methods applied
to the same test system as reported in [33]. This numerical experiment compares the
performance of the PS with the other methods in terms of the dispatching costs and
convergence speed. Table 1 shows the optimal solutions determined by PS for the 13
generators, while the execution time and cost comparison are shown in Table 2.
As can be seen from Table 2, the optimum solution of the PS is better than the solu-
tions of all the other evolutionary methods. Moreover, the execution time is significantly
shorter than for the other methods [33].
The convergence of the PS process is shown in Figure 2, where only 70 iterations
were needed to locate the optimal solution. However, PS may be allowed to continue
the search in the neighborhood of the optimal solution to increase the confidence in the
result. In this case, the PS terminates after 52 further iterations (a total of 122).
Figure 3 illustrates the mesh size throughout the convergence process. It is apparent
that the mesh size decreases until the algorithm terminates, in this case at a mesh size
Table 1
Generator loading and fuel cost determined by
PS with total load demand of 1800 MW
Generator production
Generator (MW)
Pg1 538.5587
Pg2 224.6416
Pg3 149.8468
Pg4 109.8666
Pg5 109.8666
Pg6 109.8666
Pg7 109.8666
Pg8 109.8666
Pg9 109.8666
Pg10 77.4666
Pg11 40.2166
Pg12 55.0347
Pg
P13 55.0347
Pgi D 1800 MW Total cost: $17,969.17
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Table 2
Comparison of PS, GA, and EP
Evolution Mean time Best time Mean cost Maximum cost Minimum cost
method (s) (s) ($) ($) ($)
of 1.5259e–005, which is more than the stopping criteria, indicating that this particular
run did not terminate on the mesh size tolerance. Figure 3 shows that the polling was
initially successful, leading to enlarging the mesh size. At iteration number 8, the mesh
size has decreased, indicating an unsuccessful poll in the previous iteration. This scenario
continues throughout until reaching one of the termination criteria.
The PS has determined the optimal solution for 50 different initial points. The
solutions of each run are shown in Figure 4. The total execution time for the 50 runs
was 294.06 s. For this test case, looking at the maximum, mean, and minimum costs in
Table 2, it may be clearly seen that PS outperforms GA and evolutionary programming
(EP) by reaching a lower value of the maximum and mean costs for 50 different runs.
Table 3
Comparison of PS and other heuristic methods (16 generators)
Optimization techniques
Table 4
Comparison of PS and other heuristic methods (tie lines)
Table 5
Comparison of PS and other heuristic methods
Optimization techniques
Table 6
Comparison of PS and DP with total demand
1400 MW
Optimization technique
Generator DP PS
5. Conclusions
This paper introduces a new approach based on PS optimization to solve various prob-
lems of power system ELD. The proposed method has been applied to four types of
problems, including the EDVP effects, MAED, CEED, and QCFED. Through extensive
comparisons, it has been demonstrated that the PS approach outperforms other heuristic
methods in terms of reaching a better optimal solution; at the same time, the simplicity of
the PS process makes the algorithm computationally more efficient. However, the PS is
more sensitive than the GA or EP to the initial guess (starting point) and appears to rely
more heavily on how close the given initial point is to the expected optimum. This, in
turn, makes the PS method more susceptible to getting trapped in local minima. Overall,
the PS approach has been found to be a very efficient technique to study a wide range
of optimization problem in the area of power system.
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Acknowledgment
This work has been supported by the government of The State of Kuwait, Public Authority
of Applied Science & Training, Kuwait (Project # TS-06-02).
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