Unit Commitment

Daniel Kirschen

Economic Dispatch
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Given load Given set of units on-line How much should each unit generate to meet this load at minimum cost?

Load

Unit Commitment
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Given load profile (e.g. values of the load for each hour of a day) Given set of units available When should each unit be started, stopped and how much should it generate to meet the load at minimum cost?

Load Profile

Typical Summer And Winter Demands

Why try to optimise?

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Energy traded through the Electricity Pool of England and Wales: ~ 7 billion per year 0.1% cost reduction through better scheduling: ~ 7 million

A Simple Example
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Unit 1:
PMin = 250 MW, PMax = 600 MW C1 = 510.0 + 7.9 P1 + 0.00172 P12 /h

Unit 2:
PMin = 200 MW, PMax = 400 MW C2 = 310.0 + 7.85 P2 + 0.00194 P22 /h

Unit 3:
PMin = 150 MW, PMax = 500 MW C3 = 78.0 + 9.56 P3 + 0.00694 P32 /h

What combination of units 1, 2 and 3 will produce 550 MW at minimum cost? How much should each unit in that combination generate?

Cost of the various combinations

1 Off Off Off Off On On On On

2 Off Off On On Off Off On On

3 Off On Off On Off On Off On

Pmin
0 150 200 350 250 400 450 600

Pmax
0 500 400 900 600 1100 1000 1500

P1

P2 P3 Infeasible Infeasible Infeasible 0 400 150 550 0 0 400 0 150 295 255 0 Infeasible

Ctotal

5418 5389 5613 5471 5617

Observations on the example:

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Far too few units committed: Cant meet the demand Not enough units committed: Some units operate above optimum Too many units committed: Some units below optimum Far too many units committed: Minimum generation exceeds demand No-load cost affects choice of optimal combination

Another Example
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Optimal generation schedule for a load profile Decompose the profile into a set of period Assume load is constant over each period For each time period, which units should be committed to generate at minimum cost during that period?

Load
1000

500

Time
0 6 12 18 24

Optimal combination for each hour

Load 1100 1000 900 800 700 600 500 Unit 1 On On On On On On On Unit 2 On On On On On Off Off Unit 3 On Off Off Off Off Off Off

Matching the combinations to the load

Load

Unit 3

Unit 2 Unit 1

12

18

24

Time

Issues
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Must consider all constraints

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Unit constraints System constraints

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Some constraints create a link between the periods Starting up a generating unit costs money in addition to the running cost considered in economic dispatch Curse of dimensionality

Unit Constraints
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Constraints that affect each unit individually:

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Maximum generating capacity Minimum stable generation Flexibility Minimum up time Minimum down time Ramp rate

Flexible Plants
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Power output can be adjusted (within limits) Examples:

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Coal-fired Oil-fired Open cycle gas turbines Combined cycle gas turbines Hydro plants with storage

Thermal units

Status and power output can be optimised

Inflexible Plants
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Power output cannot be adjusted for technical or commercial reasons Examples:

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Nuclear Run-of-the-river hydro Renewables (wind, solar,) Combined heat and power (CHP, cogeneration)

Output treated as given when optimising

Notations
X i ( t ) : Status of unit i at period t X i ( t ) = 1: Unit i is on during period t

X i ( t ) = 0: Unit i is off during period t Pi ( t )

: Power produced by unit i during period t

Unit Constraints
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Minimum up time
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Once a unit is running it may not be shut down immediately:

If Xi (t) = 1 and tiup < tiup,min then X i (t + 1) = 1

Minimum down time

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Once a unit is shut down, it may not be started immediately

If Xi (t) = 0 and tidown < t idown ,min then Xi (t + 1) = 0

Unit Constraints
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Maximum ramp rates

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To avoid damaging the turbine, the electrical output of a unit cannot change by more than a certain amount over a period of time:

Maximum ramp up rate constraint:

Pi (t + 1) Pi (t ) Piup ,max

Maximum ramp down rate constraint:

Pi (t) Pi (t + 1 ) Pidown ,max

System Constraints
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Constraints that affect more than one unit

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Load/generation balance Reserve generation capacity Crew constraints Emission constraints Network constraints

System Constraints: Load/generation balance

iC ( t )

Pi (t ) = L (t ) X i (t) = 1}: Set of units committed at time t

C (t) = {i

System Constraint: Reserve Capacity

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Unanticipated loss of a generating unit or an interconnection causes unacceptable frequency drop if not corrected Need to increase production from other units to keep frequency drop within acceptable limits Rapid increase in production only possible if committed units are not all operating at their maximum capacity

iC ( t )

Pimax L (t) + R (t )

R (t): Reserve requirement at time t

How much reserve?

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Protect the system against credible outages Deterministic criteria:

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Capacity of largest unit or interconnection Percentage of peak load Takes into account the number and size of the committed units as well as their outage rate

Probabilistic criteria:
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Types of Reserve
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Spinning reserve
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Primary
quick response for a short time

Secondary
slower response for a longer time

High frequency
ability to reduce output when frequency is high

Scheduled or off-line reserve

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Unit that can start quickly (e.g. gas turbines) Pumped hydro plants Demand reduction

Other sources of reserve

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Reserve must be spread around the network

Cost of Reserve
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Reserve has a cost even when it is not called

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More units scheduled than required

Units not operated at their maximum efficiency Extra start up costs

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Must build units capable of rapid response Cost of reserve proportionally larger in small systems
Important driver for the creation of interconnections between systems

Crew Constraints
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It may not be possible to start more than one generating unit at a time in a power station because of the number of people required to supervise the start-up Less of a problem than it use to be thanks to automation

Emission Constraints
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Amount of pollutants that generating units can emit may be limited Pollutants:
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SO2, NOx Limit on each plant at each hour Limit on plant over a year Limit on a group of plants over a period

Various forms:
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Network Constraints
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Transmission network may have an effect on the commitment of units

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Some units must run to provide voltage support The output of some units may be limited because their output would exceed the transmission capacity of the network

Cheap generators May be constrained off

More expensive generator May be constrained on

Start-up Costs
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Thermal units must be warmed up before they can be brought on-line Warming up a unit costs money Start-up cost depends on time unit has been off
SC i (t OFF ) = i + i (1 e i ) i
t OFF i

i + i i
tiOFF

Start-up Costs
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Need to balance start-up costs and running costs Example:

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Diesel generator: low start-up cost, high running cost Coal plant: high start-up cost, low running cost How long should a unit run to recover its start-up cost? Start-up one more large unit or a diesel generator to cover the peak? Shutdown one more unit at night or run several units partloaded?

Issues:
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Conclusion
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Some constraints link periods together Minimising the total cost (start-up + running) must be done over the whole period of study Generation scheduling or unit commitment is a more general problem than economic dispatch Economic dispatch is a sub-problem of generation scheduling

Solving the Unit Commitment Problem

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Decision variables:
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Status of each unit at each period: Xi (t )

Xi (t ) {0,1} i, t
Output of each unit at each period: Pi ( t )
min max Pi (t ) 0, Pi ; Pi

i, t

Combination of integer and continuous variables

Optimisation with integer variables

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Continuous variables
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Can follow the gradients Any value within the feasible set is OK

Discrete variables
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There is no gradient Can only take a finite number of values Must try combinations of discrete values

How many combinations are there?

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111 110 101 100 011 010 001 000

Examples n 3 units: 8 possible states N possible states n N units: 2

How many solutions are there anyway?

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Optimisation over a time horizon divided into intervals A solution is a path linking one combination at each interval How many such path are there?

T=

How many solutions are there anyway?

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Optimisation over a time horizon divided into intervals A solution is a path linking one combination at each interval How many such path are there? Answer:

(2 N )( 2 N ) K ( 2 N ) = (2 N )T
T= 1 2 3 4 5 6

The Curse of Dimensionality

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Example: 5 units, 24 hours

(2 N )T = (2 5 ) 24 = 6.2
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10 35 combinations

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Processing 109 combinations/second, this would take 1.9 1019 years to solve There are over 100 units in England and Wales... Many of these combinations do not satisfy the constraints

How do you Beat the Curse?

Brute force approach wont work!
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Need to be smart Try only a small subset of all combinations Cant guarantee optimality of the solution Try to get as close as possible within a reasonable amount of time

Main Solution Techniques

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Priority list / heuristic approach Dynamic programming Lagrangian relaxation Mixed Integer Programming Characteristics of a good technique
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Solution close to the optimum Low computing time Ability to model constraints