2003-A Niched Pareto Genetic Algorithm For Multiobjective Environmental-Economic Dispatch
2003-A Niched Pareto Genetic Algorithm For Multiobjective Environmental-Economic Dispatch
www.elsevier.com/locate/ijepes
Abstract
A niched Pareto genetic algorithm (NPGA) based approach to solve the multiobjective environmental/economic dispatch (EED) problem
is presented in this paper. The EED problem is formulated as a non-linear constrained multiobjective optimization problem. The proposed
NPGA based approach handles the problem as a multiobjective problem with competing and non-commensurable cost and emission
objectives. One of the main advantages of the proposed approach is that there is no restriction on the number of optimized objectives. The
proposed approach has a diversity-preserving mechanism to overcome the premature convergence problem. A hierarchical clustering
algorithm is developed and imposed to provide the decision maker with a representative and manageable Pareto-optimal set. In addition,
fuzzy set theory is employed to extract the best compromise solution. Several optimization runs of the proposed approach are carried out on
the standard IEEE 30-bus test system. The results demonstrate the capabilities of the proposed approach to generate well-distributed Pareto-
optimal non-dominated solutions of the multiobjective EED problem in one single run. The comparison with the classical methods
demonstrates the superiority of the proposed approach and confirms its potential to solve the multiobjective EED problem. q 2002 Elsevier
Science Ltd. All rights reserved.
Keywords: Economic dispatch; Environmental impact; Multiobjective optimization; Evolutionary algorithms
be given to simplify the problem. Furthermore, this utions. A hierarchical clustering technique is implemented
approach does not give any information regarding the to provide the power system operator with a representative
trade-offs involved. and manageable Pareto-optimal set. A fuzzy-based mech-
In other research direction, the multiobjective EED anism is employed to extract the best compromise solution.
problem was converted to a single objective problem by The potential of the proposed approach to handle the
linear combination of different objectives as a weighted sum multiobjective EED problem is investigated. Several runs
[7 –10]. The important aspect of this weighted sum method are carried out on a standard test system and the results are
is that a set of non-inferior (or Pareto-optimal) solutions can compared to the classical techniques. The effectiveness of
be obtained by varying the weights. Unfortunately, this the proposed approach to solve the multiobjective EED
requires multiple runs as many times as the number of problem is demonstrated.
desired Pareto-optimal solutions. Furthermore, this method
cannot be used in problems having a non-convex Pareto-
optimal front. To avoid this difficulty, the 1-constraint 2. Problem formulation
method was presented in Refs. [11 –13]. This method
optimizes the most preferred objective and considers the The EED problem is to minimize two competing
other objectives as constraints bounded by some allowable objective functions, fuel cost and emission, while satisfying
levels 1. The most obvious weaknesses of this approach are several equality and inequality constraints. Generally the
that it is time-consuming and tends to find weakly non- problem is formulated as follows.
dominated solutions.
The recent direction is to handle both objectives 2.1. Problem objectives
simultaneously as competing objectives. A fuzzy multi-
objective optimization technique for EED problem was Minimization of fuel cost. The generator cost curves are
proposed [14]. However, the solutions produced are sub- represented by quadratic functions with sine components to
optimal and the algorithm does not provide a systematic represent the valve loading effects. The total $/h fuel cost
framework for directing the search towards Pareto-optimal F(PG) can be expressed as
front. An evolutionary algorithm based approach evaluating h i
X
N
the economic impacts of environmental dispatching and fuel FðPG Þ ¼ ai þ bi PGi þ ci P2Gi þ di sin ei Pmin
Gi 2 PGi
switching was presented in Ref. [15]. However, some non- i¼1
dominated solutions may be lost during the search process ð1Þ
while some dominated solutions may be misclassified as
non-dominated ones due to the selection process adopted. A where N is the number of generators, ai, bi, ci, di, and ei are
fuzzy satisfaction-maximizing decision approach was the cost coefficients of the ith generator, and PGi is the real
successfully applied to solve the biobjective EED problem power output of the ith generator. PG is the vector of real
[16]. However, extension of the approach to include more power outputs of generators and defined as
h iT
objectives is a very involved question. A multiobjective
PG ¼ PG1 ; PG2 ; …; PGN ð2Þ
stochastic search technique (MOSST) for the multiobjective
EED problem was presented in Ref. [17]. However, the Minimization of emission. The total ton/h emission E(PG)
technique is computationally involved and time-consuming. of atmospheric pollutants such as sulphur oxides SOx and
In addition, there is no effort to avoid the search bias to some nitrogen oxides NOx caused by fossil-fueled thermal units
regions in the problem space that may result in premature can be expressed as
convergence. This degrades the Pareto-optimal front and
more efforts should be done to preserve the diversity of the X
N
EðPG Þ ¼ 1022 ai þ bi PGi þ gi P2Gi þ zi exp li PGi ð3Þ
non-dominated solutions. i¼1
Recently, the studies on evolutionary algorithms have
shown that these methods can be efficiently used to where ai, bi, gi, zi, and li are coefficients of the ith generator
eliminate most of the difficulties of classical methods emission characteristics.
[18 –21]. Since they use a population of solutions in their
search, multiple Pareto-optimal solutions can, in principle, 2.2. Problem constraints
be found in one single run. A non-dominated sorting genetic
algorithm was presented for EED problem [22]. However, Generation capacity constraint. For stable operation,
the technique is computationally involved due to ranking of real power output of each generator is restricted by lower
all population members into different fronts. and upper limits as follows:
In this paper, a niched Pareto genetic algorithm (NPGA) Pmin max
i ¼ 1; …; N ð4Þ
Gi # PGi # PGi ;
based approach is proposed to solve the EED optimization
problem. The proposed approach has a diversity-preserving Power balance constraint. The total power generation
mechanism to find widely different Pareto-optimal sol- must cover the total demand PD and the real power loss in
M.A. Abido / Electrical Power and Energy Systems 25 (2003) 97–105 99
transmission lines Ploss. Hence, x 1 dominates x 2 if the following two conditions are
satisfied:
X
N
PGi 2 PD 2 Ploss ¼ 0 ð5Þ
i¼1
;i [ {1; 2; …; Nobj } : fi ðx1 Þ # fi ðx2 Þ ð12Þ
Security constraints. For secure operation, the trans- ’j [ {1; 2; …; Nobj } : fj ðx1 Þ , fj ðx2 Þ ð13Þ
mission line loading Sl is restricted by its upper limit as
If any of the above condition is violated, the solution x 1
Sli # Smax
li ; i ¼ 1; …; nl ð6Þ does not dominate the solution x 2. If x 1 dominates the
where nl is the number of transmission lines. solution x 2, x 1 is called the non-dominated solution. The
solutions that are non-dominated within the entire search
2.3. Problem statement space are denoted as Pareto-optimal and constitute the
Pareto-optimal set or Pareto-optimal front.
Aggregating the objectives and constraints, the problem
can be mathematically formulated as a non-linear con- 4. The proposed approach
strained multiobjective optimization problem as follows.
Recently, the studies on evolutionary algorithms have
Minimize ½FðPG Þ; EðPG Þ ð7Þ
PG shown that these algorithms can be efficiently used to
eliminate most of the difficulties of classical methods such
Subject to as multiple runs and sensitivity to the shape of the Pareto-
gðPG Þ ¼ 0 ð8Þ optimal front. In general, the goal of a multiobjective
optimization algorithm is not only guide the search towards
hðPG Þ # 0 ð9Þ
the Pareto-optimal front but also maintain population
where g and h are the equality and inequality constraints, diversity in the set of the non-dominated solutions.
respectively. Unfortunately, a simple GA tends to converge towards a
single solution due to selection pressure, selection noise,
and operator disruption [23].
3. Principles of multiobjective optimization To overcome these difficulties, the NPGA based
approach is proposed in this work. The elements of the
Many real-world problems involve simultaneous optim- proposed approach can be described as follows.
ization of several objective functions. Generally, these 4.1. Niched Pareto genetic algorithm
functions are non-commensurable and often competing and
conflicting objectives. Multiobjective optimization with Horn et al. [24] proposed a tournament selection scheme
such conflicting objective functions gives rise to a set of based on Pareto dominance principles. Unlike the technique
optimal solutions, instead of one optimal solution. The presented in Ref. [22], only two individuals are randomly
reason for the optimality of many solutions is that no one selected for tournament. To find the winner solution, a
can be considered to be better than any other with respect to comparison set that contains a number of other individuals
all objective functions. These optimal solutions are known in the population is randomly selected. Then, the dominance
as Pareto-optimal solutions. of both candidates with respect to the comparison set is
A general multiobjective optimization problem consists tested. If one candidate only dominates the comparison set,
of a number of objectives to be optimized simultaneously he is selected as the winner. Otherwise, implement sharing
and is associated with a number of equality and inequality procedure to specify the winner candidate. Generally, the
constraints. It can be formulated as follows tournament selection is carried out as follows.
Minimize fi ðxÞ i ¼ 1; …; Nobj ð10Þ Pareto domination tournaments. Consider a set of N
x
( population members, each having Nobj objective function
gj ðxÞ ¼ 0 j ¼ 1; …; M values. The following procedure can be used to find the non-
Subject to : ð11Þ dominated set of solutions:
hk ðxÞ # 0 k ¼ 1; …; K
where fi is the ith objective functions, x is a decision vector Step 1: Begin with i ¼ 1:
that represents a solution, Nobj is the number of objectives. Step 2: Pick randomly two candidates for selection x 1
M and K are the numbers of equality and inequality and x 2.
constraints, respectively. Step 3: Pick randomly a comparison set of individuals
For a multiobjective optimization problem, any two from the population.
solutions x 1 and x 2 can have one of two possibilities: one Step 4: Compare each candidate, x 1 and x 2, against each
dominates the other or none dominates the other. In a individual in the comparison set for domination using the
minimization problem, without loss of generality, a solution conditions for domination given in Eqs. (12) and (13).
100 M.A. Abido / Electrical Power and Energy Systems 25 (2003) 97–105
Step 5: If one candidate is dominated by the comparison represented by a real number within its lower limit ai and
set while the other is not, then select the later for upper limit bi, i.e. xi [ ½ai ; bi : The RCGA crossover and
reproduction and go to Step 7, else proceed to Step 6. mutation operators are described as follows.
Step 6: If neither or both candidates are dominated by the Crossover. A blend crossover operator (BLX-a ) has
comparison set, then use sharing to choose the winner. been employed in this study. This operator starts by
Step 7: If i ¼ N is reached, stop selection procedure, else choosing randomly a number from the interval ½xi 2 aðyi 2
set i ¼ i þ 1 and go to Step 2. xi Þ; yi þ aðyi 2 xi Þ; where xi and yi are the ith parameter
values of the parent solutions and xi , yi : To ensure the
Sharing procedure. To prevent the genetic drift problem, balance between exploitation and exploration of the search
a form of sharing should be carried out when there is no space, a ¼ 0:5 is selected. This operator can be depicted as
preference between two candidates. This form of sharing shown in Fig. 1.
maintains the genetic diversity along the population fronts Mutation. The non-uniform mutation operator has been
and allows the GA to develop a reasonable representation of employed in this study. In this operator, the new value x0i of
the Pareto-optimal front. Generally, the basic idea behind the parameter xi after mutation at generation t is given as
sharing is: the more individuals are located in the (
neighborhood of a certain individual, the more its fitness 0
xi þ Dðt; bi 2 xi Þ if t ¼ 0
xi ¼ ð17Þ
value is degraded [23,24]. xi 2 Dðt; xi 2 ai Þ if t ¼ 1
The sharing procedure is performed in the following way
for the candidate i: and
b
Step 1: Begin with j ¼ 1: Dðt; yÞ ¼ y 1 2 rð12t=gmax Þ ð18Þ
Step 2: Compute a normalized Euclidean distance
measure with another individual j in the current where t is a binary random number, r is a random number
population, as follows r [ ½0; 1; gmax is the maximum number of generations, and
vffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
!
b is a positive constant chosen arbitrarily. In this study,
u Nobj
uX Ji 2 Jj 2
t k
b ¼ 5 was selected. This operator gives a value x0i [ ½ai ; bi
k
dij ¼ u l
ð14Þ such that the probability of returning a value close to xi
k¼1 Jk 2 Jk
increases as the algorithm advances. This makes uniform
where Nobj is the number of problem objectives. The search in the initial stages where t is small and vary locally
parameters Jku and Jkl are the upper and lower values of at the later stages.
the kth objective function Jk.
Step 3: This distance dij is compared with a prespecified 4.3. Reducing Pareto set by clustering
niche radius sshare and the following sharing function
value is computed as: In some problems, the Pareto-optimal set can be
8 extremely large or even contain an infinite number of
>
<1 2 dij 2 solutions. In this case, reducing the set of non-dominated
; if dij # sshare
Shðdij Þ ¼ sshare ð15Þ solutions without destroying the characteristics of the trade-
>
:
0; otherwise off front is desirable from the decision maker’s point of
view. An average linkage based hierarchical clustering
algorithm [26] is employed to reduce the Pareto set to
Step 4: Set j ¼ j þ 1: If j # N; go to Step 2, else calculate manageable size. It works iteratively by joining the adjacent
niche count for the candidate i as follows: clusters until the required number of groups is obtained. It
X
N can be described as: given a set P whose size exceeds the
mi ¼ Shðdij Þ ð16Þ maximum allowable size N, it is required to form a subset
j¼1 P p with the size N. The algorithm is illustrated in the
following steps.
Step 5: Repeat the above steps for the second candidate.
Step 6: Compare m1 and m2. If m1 , m2 ; then choose the
first candidate, else choose the second candidate.
Step 1: Initialize cluster set C; each individual i [ P order to make it suitable for solving real-world non-linear
constitutes a distinct cluster. constrained optimization problems. The following modifi-
Step 2: If number of clusters # N, then go to Step 5, else cations have been incorporated in the basic algorithm.
go to Step 3.
Step 3: Calculate the distance of all possible pairs of
(a) To satisfy the problem constraints, a procedure is
clusters. The distance dc of two clusters c1 and c2 [ C is
imposed to check the feasibility of the initial
given as the average distance between pairs of individ-
population individuals and the generated children
uals across the two clusters
through GA operations. This ensures the feasibility of
1 X Pareto-optimal solutions.
dc ¼ dði ; i Þ ð19Þ
n1 n2 i1 [c1 ;i2 [c2 1 2 (b) A procedure for updating the Pareto-optimal set is
developed. In every generation, the non-dominated
where n1 and n2 are number of individuals in clusters c1 solutions in the first front are combined with the
and c2, respectively. The function d reflects the distance existing Pareto-optimal set. The augmented set is
in the objective space between individuals i1 and i2. processed to extract its non-dominated solutions that
Step 4: Determine two clusters with minimal distance dc. represent the updated Pareto-optimal set.
Combine these clusters into a larger one. Go to Step 2. (c) A hierarchical clustering procedure based on the
Step 5: Find the centroid of each cluster. Select the average linkage method is incorporated to provide
nearest individual in this cluster to the centroid as a the decision maker with a representative and manage-
representative individual and remove all other individ- able Pareto-optimal set without destroying the charac-
uals from the cluster. teristics of the trade-off front.
Step 6: Compute the reduced non-dominated set P p by (d) A fuzzy-based mechanism is employed to extract the
uniting the representatives of the clusters. best compromise solution over the trade-off curve and
assist the decision maker to adjust the generation levels
4.4. Best compromise solution efficiently.
Upon having the Pareto-optimal set of non-dominated 5.2. Settings of the proposed approach
solution, the proposed approach presents one solution to the
decision maker as the best compromise solutions. Due to The techniques used in this study were developed and
imprecise nature of the decision maker’s judgment, the ith implemented on 133 MHz PC using FORTRAN language.
objective function is represented by a membership function On all optimization runs, the population size and the
mi defined as [8] maximum number of generations were selected as 200 and
8
> 1 Fi # Fimin 500, respectively. The maximum size of the Pareto-optimal
>
>
>
< F max 2 F set was chosen as 50 solutions. If the number of the non-
i i
mi ¼ Fimin , Fi , Fimax ð20Þ dominated Pareto-optimal solutions exceeds this bound, the
>
> F max
2 F min
clustering technique is called. Crossover and mutation
>
>
i i
:
0 Fi $ Fimax probabilities were selected as 0.9 and 0.01, respectively, in
all optimization runs.
For each non-dominated solution k, the normalized
membership function m k is calculated as
X
Nobj 6. Results and discussions
mki
mk ¼ i¼1
ð21Þ In this study, the standard IEEE 30-bus 6-generator test
X X
M N obj
system is considered to investigate the effectiveness of the
mki proposed approach. The single-line diagram of this system
k¼1 i¼1
is shown in Fig. 2 and the detailed data are given in Refs. [6,
where M is the number of non-dominated solutions. The 11]. The values of fuel cost and emission coefficients are
best compromise solution is the one having the maximum given in Table 1.
value of m k. Initially, the effect of comparison set size on the
proposed approach performance is investigated. The effec-
tiveness of the proposed approach to produce a representa-
5. Implementation of the proposed approach tive Pareto-optimal front is examined for different sizes
starting from a size of 5 to 75% of the population size. Fig. 3
5.1. The basic modifications shows the Pareto-optimal front with different comparison
set sizes. It is clear that the performance is degraded with the
In this study, the basic NPGA has been developed in increase of comparison set size. It was observed that 10%
102 M.A. Abido / Electrical Power and Energy Systems 25 (2003) 97–105
Table 1
Generator cost and emission coefficients
G1 G2 G3 G4 G5 G6
Cost a 10 10 20 10 20 10
b 200 150 180 100 180 150
c 100 120 40 60 40 100
Emission a 4.091 2.543 4.258 5.426 4.258 6.131
b 25.554 26.047 25.094 23.550 25.094 25.555
g 6.490 5.638 4.586 3.380 4.586 5.151
z 2.0 £ 1024 5.0 £ 1024 1.0 £ 1026 2.0 £ 1023 1.0 £ 1026 1.0 £ 1025
l 2.857 3.333 8.000 2.000 8.000 6.667
M.A. Abido / Electrical Power and Energy Systems 25 (2003) 97–105 103
Table 2
The best solutions for cost and emission optimized individually
Table 3
Test results of best fuel cost of the proposed approach
Table 4
Test results of best emission of the proposed approach
Table 5
Best compromise solutions of the proposed approach
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