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Economic Dispatch

Antonio J. Conejo
UNIV. CASTILLA - LA MANCHA

2002

Economic Dispatch
Basic economic dispatch: no generating limits,
no losses
Generating limits, no losses
Losses
Losses and bus balances
Network constrained economic dispatch
Optimal power flow
Antonio J. Conejo

Basic Economic Dispatch


Generation Units
Ci (PGi )

Ci (PGi )

min
Gi

max
Gi

PGi

Antonio J. Conejo

min
Gi

max
Gi

PGi

Basic Economic Dispatch

Minimize

C (P ) = C(P )
i

Gi

i =1

Subject to

Gi

total
D

=P

i =1

Antonio J. Conejo

Basic Economic Dispatch


PG = [PG1, PG2 ,...,PGn ]

C(PG ) = Ci (PGi )
i =1

total
D

= PGi
i =1

Antonio J. Conejo

Basic Economic Dispatch


No Generation Limits, No Losses

n
total
L (PG , ) = Ci (PGi ) PGi PD
i =1
i =1

L()
PGi
L()

= CIi (PGi ) = 0 ; i = 1,..., n


total
D

= P

PGi = 0
i =1

dCi (PGi )
= CIi (PGi ) =
dPGi
Antonio J. Conejo

Basic Economic Dispatch


No Generation Limits, No Losses

dC(PG ) =

dC (P )
n

Gi

i =1

CI (P ) dP
n

Gi

Gi

i =1

i =1

i =1

total

dP
dP
dP
D
Gi Gi

dC(PG )
=
dPDtotal
Antonio J. Conejo

Basic Economic Dispatch


No Generation Limits, No Losses

1
2
Ci (PGi ) = C0i + aiPGi + biPGi
2
C0 [C01, C02 ,..., C0n ]
a

[a1, a2 ,..., an ]

b [b1,b2 ,...,bn ]
B diag (b)
e

[1,1,...,1]

T
T

PG [PG1,PG2 ,...,PGn ]

PD [PD1,PD2 ,...,PDn ]
Antonio J. Conejo

Basic Economic Dispatch


No Generation Limits, No Losses
Total cost

1 T
C(PG ) = e C0 + a PG + PG BPG
2
T

Power balance
T

total

e PG = PD

Optimality Conditions

a + BPG = e
T
T
total
e PG = e PD = PD

Solution

PG = B 1e B 1a
PDtotal + e TB 1a
=
e TB 1e
Antonio J. Conejo

Basic Economic Dispatch


No Generation Limits, No Losses
Also
total

PG = PD

total

dPG = dPD
where

B 1e
= T 1
e B e

B 1e e TB 1a
1
=

B
a
T 1
e B e
Note that

eT = 1
Antonio J. Conejo

10

Basic Economic Dispatch


No Generation Limits, No Losses
Example 1
PGmin (MW ) PGmax (MW )

Unit

C0(/h)

a(/MWh)

b(/MW2h)

100

20

0.05

400

200

25

0.10

300

total

PD

+ 650
/ MWh
30

2 total 100
3 PD + 3
PG =
MW

1 total 100

PD
3
3
Antonio J. Conejo

11

Basic Economic Dispatch


No Generation Limits, No Losses
Example 1

increases linearly with total demand

Load

allocated

to

generators

in

different

proportions
The least expensive generator gets more load
Feasibility for 100 PDtotal 550

Antonio J. Conejo

12

2.4. Ejemplos Ejemplo 1 (1)


Datos de entrada

Generador
1
2
Solucin

C0 [/h]
100
200

a [/MWh]
20
25

PDtotal + 650
/ MWh
=
30

Lmites de factibilidad:

b [/MW 2h]
0.05
0.1

PGmin [MW]
0
0

PGmax [MW]
400
300

2 total 100
3 PD + 3
PG =
MW

1 total 100

PD
3
3

100 PDtotal 550 MW


Antonio J. Conejo

13

2.4. Ejemplos Ejemplo 1 (2)


Potencia generada

Antonio J. Conejo

14

2.4. Ejemplos Ejemplo 1 (3)


Evolucin de

Antonio J. Conejo

15

2.4. Ejemplos Ejemplo 1 (4)


Coste total del sistema

1 .8

x 10

1 .6

C O ST E T O T AL (EUR O S)

1 .4

1 .2

0 .8

0 .6

0 .4

0 .2
100

150

200

400
350
300
250
D E M A ND A D E P O T E NC IA ( M W )

Antonio J. Conejo

450

500

550

16

2.4. Ejemplos Ejemplo 2 (1)


Datos de entrada
Generador C0[/h] a[/MWh]

1
40
2
2
50
3
3
60
4
4
75
6
5
100
7
6
150
9
7
200
10
8
275
12
9
300
14
Lmites de factibilidad:
10
350
15

b[/MW2h]

PGmin [MW]

PGmax [MW]

0.0350
0.0450
0.0525
0.0625
0.0750
0.0850
0.1000
0.1250
0.1500
0.2000

0
0
0
0
0
0
0
0
0
0

800
725
650
575
500
450
350
275
225
175

1249.5 PDtotal 3358.6 MW


Antonio J. Conejo

17

2.4. Ejemplos Ejemplo 2 (2)


Resultados
165
812
55

348
55
406
33

290
11

PG = 116
165

1972
33
464
33

580
11
232
33
928

6111

52

45314

655

10425

259

67

37

875

total
74
P D + 3634

107

6491

167

3485

74

23345

444

5732

129

MW

= 33

Antonio J. Conejo

43837
51
4640

PDtotal +

/MWh

18

2.4. Ejemplos Ejemplo 2 (3)


Potencia generada

Antonio J. Conejo

19

2.4. Ejemplos Ejemplo 2 (4)


Evolucin de

Antonio J. Conejo

20

2.4. Ejemplos Ejemplo 2 (5)


Coste total del sistema

x 10

C O ST E T O T AL (EUR O S)

1
1000

1500

2500
2000
D E M A ND A D E P O T E NC IA ( M W )

Antonio J. Conejo

3000

3500

21

Economic Dispatch
Generation Limits, No Losses

Minimize

C (P ) = C(P )
i

Gi

i =1

Subject to

Gi

total
D

=P

i =1

min
Gi

max
Gi

PGi P

Antonio J. Conejo

22

Economic Dispatch
Generation Limits, No Losses

n
total
L (PG , ) = Ci (PGi ) PGi PD
i =1

i =1
n


i =1
n

max
i

L()
PGi
L()

min
i

i =1

(P
(P

Gi

Gi

max
Gi

= CIi (PGi )
total
D

= P

min
Gi

max
i

)
)

min
i

= 0 ; i = 1,..., n

PGi = 0
i =1

Antonio J. Conejo

23

Economic Dispatch
Generation Limits, No Losses
max

0 if PGi = PGi

max

= 0 if PGi < PGi

min

0 if PGi = PGi

i
i
i

min
i

max

max

min

min
Gi

= 0 if PGi > P

Antonio J. Conejo

24

Economic Dispatch
Generation Limits, No Losses

CI i (PGi ) = + imin if PGi = PGimin


CI i (PGi ) =

min
Gi

if P

CI i (PGi ) = +
=

max
i

dC(PG )
total
D

dP

max
Gi

PGi P
max
Gi

if PGi = P

still valid

Antonio J. Conejo

25

Economic Dispatch
Generation Limits, No Losses
CI

CI2

CI1
A
B
C

MW
Antonio J. Conejo

26

Economic Dispatch
Generation Limits, No Losses
Example 2

Case

total

PD

(MW )

PG1(MW)

PG2(MW)

CI1(/MWh)

CI2(/MWh)

(/MWh)

C(/h)

A2

40

40

0(min)

22

25

22

1140

B2

250

200

50

30

30

30

6675

C2

300

233.3

66.7

31.67

31.67

31.67

8217

D2

600

400(max)

200

40

45

45

19300

Antonio J. Conejo

27

3.4. Ejemplos - Ejemplo 1 (1)


Datos de entrada

Generador
1
2

C0 [/h]
100
200

a [/MWh]
20
25

b [/MW2h]
0.05
0.1

PGmin [MW]
0
0

PGmax [MW]
400
300

Resolucin

Caso
A
B
C
D

PDTotal
[MW]
40
250
300
600

PG 1
[MW]
40
200
233.3
400

PG 2
[MW]
0
50
66.7
200

CI 1
[/ MWh]
22
30
31.67
40
Antonio J. Conejo

CI 2
[/ MWh]
25
30
31.67
45

[/ MWh]
22
30
31.67
45

C
[/h]
1140
6675
8217
19300
28

3.4. Ejemplos - Ejemplo 1 (2)


Caso D: Interpretacin de
1) Resultados obtenidos

Caso
D

PG1
[MW]
400

PDTotal
[MW]
600

Generador [i]
1
2

CI1
[/ MWh]
40

PG 2
[MW]
200

[/MWh]
max
i
-5
0

CI2
[/ MWh]
45

[/MWh]
min
i
0
0

[ / MWh]
45

C
[/h]
19300

Ci [/h]
12100
7200

2) Clasificacin de la generacin

I1 PGimin ; I 2 PGilibre ; I 3 PGimax


G 2 I 2 ; G1 I 3
Antonio J. Conejo

29

3.4. Ejemplos - Ejemplo 1 (3)


3) Nuevo problema

1
Minimizar C(PG ) = c 02 + a 2 PG 2 + b 2 PG2 2
2
s.a.
PG 2 = PDtotal PGmax
:
1

4) Nuevos resultados

PDTotal PG2
Caso
[MW] [MW]
D
200
200

CI2
[/ MWh]
45

[/ MWh]
45

Antonio J. Conejo

mx
2
[/ MWh]
0

mn
2
[/ MWh]
0

C2
[/h]
7200

30

3.4. Ejemplos - Ejemplo 2 (1)


Datos de entrada

Generador C0 [/h]
1
200
2
200
3
150

b [/MW2h]
0.05
0.10
0.07

a [/MWh]
25
20
15

PGmin [MW]
250
150
50

PGmax [MW]
1500
1500
1000

PDtotal [MW]

3000

Resultados

Generador
[i]
1
2
3

PGi
[MW]
1300
700
1000

[ / MWh]
90

max
i
[/MWh]
0
0
-5

Antonio J. Conejo

min
i
[/MWh]
0
0
0

CIi
[ / MWh]
90
90
85

Ci
[/h]
74950
38700
50150

31

3.4. Ejemplos - Ejemplo 2 (2)


Interpretacin de

1
Minimizar C(PG ) = c 01 + a 1 PG1 + b1 PG21
2
1
+ c 02 + a 2 PG 2 + b 2 PG2 2
2
s.a.
PG 2 = PDtotal PGmax
:
3
PDTotal
[MW]
2000

PG1
[MW]
1300

PG2
[MW]
700

CI1
[ / MWh]
90
Antonio J. Conejo

CI2
[/ MWh]
90

[/ MWh]
90

C
[/h]
113650
32

Economic Dispatch
Generation Limits, No Losses
Lambda Iteration
1. Approximate by k
2. Compute output power

( )>
)<
CI (P
min
Gi

if

CI i P

if

max
Gi

Gi

i=1

min
Gi

then PGi = P

max
Gi

then PGi = P

CI i (PGi ) = , then PGi


k

else if
3. If

total
D
,

=P

ai
=
bi

stop, optimal solution found.

Otherwise, continue in step 4


k +1

4. Update k ,

k 1

+
2

, and go to step 2

Antonio J. Conejo

33

Economic Dispatch
No Generation Limits, Losses

Minimize

C (P ) = C(P )
i

Gi

i =1

Subject to

Gi

total
D

=P

+ Ploss (PG , PD )

i =1

Antonio J. Conejo

34

Economic Dispatch
No Generation Limits, Losses

n
total
L (PG , ) = Ci (PGi ) PGi PD Ploss (PG , PD )
i =1

i =1
n

L()
PGi
L()

Ploss

= CIi (PGi ) 1
PGi

total
D

= P

s
= 0 ; i = 1,..., n

+ Ploss (PG , PD ) PGi = 0


n

i =1

CIi (PGi )
=
Ploss
1
s
PGi

Antonio J. Conejo

35

Economic Dispatch
No Generation Limits, Losses

CIi (PGi )
=
Ploss
1
s
PGi
The notation

indicates that the slack bus is bus s

Antonio J. Conejo

36

Economic Dispatch
No Generation Limits, Losses, Bus Balances

PG PD = P( )
Voltage magnitude in all buses assumed to be 1
P() is the vector of power injections
P() dimension is n

dimension is n-1 ( =0 for reference bus)

Antonio J. Conejo

37

Economic Dispatch
No Generation Limits, Losses, Bus Balances
Example 3
From bus

to bus

r (pn)

x (pn)

b (pn)

0.1

0.1

0.1

PG1 PD1 = 10 sin(1 2 ) + 10 sin(1 0 )


PG2 PD2 = 10 sin( 2 1 ) + 10 sin( 2 0 )
PG3 PD3 = 10 sin(0 1 ) + 10 sin (0 2 )
Antonio J. Conejo

38

Economic Dispatch
No Generation Limits, Losses, Bus Balances

P
dP

= PG PD

= P( )

= dPG dPD

P( 0 )
=
d

also

Ploss

= e P( )

dPloss

P( 0 )
=e
d

0 is a linearization point
Antonio J. Conejo

39

Economic Dispatch
No Generation Limits, Losses, Bus Balances

P( 0 )

is n x (n-1)

PG

is PG eliminating slack bus entry; its dimension is n-1

PD

is PD eliminating slack bus entry; its dimension is n-1

P( 0 )
s

is

P( 0 )

eliminating the row corresponding


to the slack bus; its dimension is
(n-1) x (n-1)

Antonio J. Conejo

40

Economic Dispatch
No Generating Limits, Losses, Bus Balances

P( 0 )
dP s = dPG s dPD s =
s d

T P( 0 )
dPloss = e
d


Combining the above equations

dPloss
dPloss

P( 0 )
=e

T P( 0 )
=e

P( 0 )
s (dPG s dPD s )

1
P( 0 )
s dP s

Antonio J. Conejo

41

Economic Dispatch
No Generating Limits, Losses, Bus Balances

dPloss
P

P( 0 ) P( 0 )
s = e
s

dPloss
ITL =
P

P( 0 )
s =
s

Antonio J. Conejo

P( 0 )
e

42

Economic Dispatch
No Generation Limits, Losses, Bus Balances
The total loss differential can be computed as

dPloss

n
Ploss
Ploss
=
s dPi =
i =1 Pi
i =1 Pi
n

Antonio J. Conejo

(dPGi dPDi )

43

Economic Dispatch
No Generating Limits, Losses, Bus Balances
Total Cost Differential

Ploss

s dPGi
dC = CIi dPGi = 1
PGi

i =1
i =1
n

For fixed loads

Ploss
PGi

Ploss
s =
Pi

Then

n
n
Ploss
dC = dPGi
Pi
i =1
i =1
Antonio J. Conejo

s dPGi

44

Economic Dispatch
No Generating Limits, Losses, Bus Balances
Total Cost Differential
Taking into account that
n

dP

Gi

i =1

= dPDi + dPloss
i =1

The cost differential becomes

n Ploss
dC = dPDi + dPloss
i =1

i=1 Pi

s dPGi

Using the expresion for the total loss diferential


n
n
Ploss
dC = dPDi +
i =1 Pi
i =1

n Ploss

s (dPGi dPDi )
s dPGi

i =1

Antonio J. Conejo

45

Economic Dispatch
No Generating Limits, Losses, Bus Balances
Total Cost Differential

Ploss

dC = 1
s dPDi
Pi
i =1
n

The marginal cost at every bus becomes

dC
Ploss

i =
= 1
s
dPDi
Pi

Antonio J. Conejo

46

Economic Dispatch
No Generating Limits, Losses, Bus Balances
Slack Bus Indifference
n

dP = dP

loss

i =1

dPloss

Ploss
=
i =1 Pi
n

dPi

Therefore

Ploss

s dPi = 0
1

Pi
i =1

For slack s

Ploss

r dPi = 0
1

Pi
i =1

For slack r

Antonio J. Conejo

47

Economic Dispatch
No Generation Limits, Losses, Bus Balances
s (slack)

Ploss
P1

dP1 + ... + 1

Dividing by

Ploss
Pr

Ploss
Pr

dPr + ... + 1 + ... + 1

Ploss
Pi
Ploss
1
Pi

Therefore

dPn = 0

Ploss
1
s
1
P1 dP + ... + 1 + ... +
1
P
Ploss
s
1
1 loss
r (New slack)
Pr
Pr

Ploss
Pn

Ploss
= 1
Pi
Antonio J. Conejo

Ploss
1
Pn
+ ... +
P
s
1 loss
Pr

=0
s

48

Economic Dispatch
No Generation Limits, Losses, Bus Balances
Example 4
~ G1
G2 ~
1

3
D
From bus

To bus

r (pn)

x (pn)

b (pn)

0.02

0.1

0.02

0.1

0.02

0.1

Economic Dispatch
No Generation Limits, Losses, Bus Balances
Example 4

No losses
Caso

PD(MW) PG1(MW)

PG2(MW)

1(/MWh) 2(/MWh)

3(/MWh)

C(/h)

B2

250

200.0

50.0

30.00

30.00

30.00

6675

C2

300

233.3

66.7

31.67

31.67

31.67

8217

3(/MWh)

C(/h)

Losses
Caso

PD(MW) PG1(MW)

PG2(MW)

1(/MWh) 2(/MWh)

B4

250

200.4

53.3

30.00

30.02

30.98

6786

C4

300

234.4

70.8

31.72

32.08

32.92

8383

Antonio J. Conejo

50

Network-Constrained Economic Dispatch


No Generating Limits, No Losses

Minimize

C (P ) = C(P )
i

Gi

i =1

Subject to

(P
n

Gi

PDi = 0

i =1

max
F

max
F

PG PD P

Antonio J. Conejo

51

Network-Constrained Economic Dispatch


No Generating Limits, No Losses

Only one line with limited capacity!


CIi (PGi ) = + i
n

PF = i (PGi PDi )
i =1

max
F

P
n

(P

Gi

(PG PD ) P

PDi ) = 0

max
F

i =1

Antonio J. Conejo

52

Network-Constrained Economic Dispatch


Example 5

No losses, No transmission limits


Caso

PD(MW) PG1(MW)

PG2(MW)

1(/MWh) 2(/MWh)

3(/MWh)

C(/h)

B2

250

200

50

30

30.00

30.00

6675

C2

300

233.3

66.7

31.67

31.67

31.67

8217

No losses, Transmission limit in line 1-3: 140 MW


Caso

PD(MW) PG1(MW)

PG2(MW)

1(/MWh) 2(/MWh)

3(/MWh)

C(/h)

B5

250

170.06

79.94

28.50

32.99

37.49

6742

C5

300

119.94

180.06

26.00

43.01

60.07

9181

Antonio J. Conejo

53

Optimal Power Flow


Minimize

C (P )
n

Gi

i =1

Subject to PG PD = P( )
min
G

max
G

PG P

PF ( ) P

max
F

Antonio J. Conejo

54

Optimal Power Flow


Example 6
Generation limits, No losses, No transmission constraints
Caso PD(MW)

PG1(MW)

PG2(MW)

1(/MWh)

2(/MWh)

3(/MWh)

C(/h)

A2

40

40

0(min)

22

22

22

1140

B2

250

200

50

30

30

30

6675

C2

300

233.3

66.7

31.67

31.67

31.67

8217

D2

600

400(max)

200

45

45

45

19300

Generation limits, No losses, Transmission constraints


Caso PD(MW)

PG1(MW)

PG2(MW)

1(/MWh)

2(/MWh)

3(/MWh)

C(/h)

B5

250

170.06

79.94

28.50

32.99

37.49

6742

C5

300

119.94

180.06

26.00

43.01

60.07

9181

Generation limits, Losses, Transmission constraints


Caso PD(MW)

PG1(MW)

PG2(MW)

1(/MWh)

2(/MWh)

3(/MWh)

C(/h)

A6

40

40.11

0(min)

22.01

22.07

22.13

1142

B6

250

166.4

87.0

28.32

33.70

39.78

6874

C6

300

115.55

189.31

25.78

43.93

64.17

9469

D6

600

Caso infactible

Optimal Power Flow


Piecewise linear cost
Ci (PGi) (/h)

s3

s2
s1
1max

PGi

PGi

2 max

PGi

3 max

PGi

PGi

min

PGi
max

P Gi

PGi
Antonio J. Conejo

PGi (MW)
56

Optimal Power Flow


Piecewise linear cost
1
Gi

2
Gi

3
Gi

PGi = P + P + P
1
1max
0 PGi
PGi
2

2 max

3 max

0 PGi PGi

0 PGi PGi
1
Gi

2
Gi

3
Gi

Ci = s 1 P + s 2 P + s 3 P
Antonio J. Conejo

57

Optimal Power Flow


Piecewise linear cost
nb

PGi = P

b
Gi

b =1

b
Gi

b max
Gi

0P P
nb

Ci = sb P

b
Gi

b, i
i

b =1

Antonio J. Conejo

58

Optimal Power Flow


No losses, Linear cost

Minimize

i =1

Subject to

B (
ik

i ) + PGi = PDi : i i

k i

max
max
PFik
Bik (i k ) PFik

i, k i

min
max
PGi
PGi PGi

Antonio J. Conejo

59

Optimal Power Flow


Example (1/3)
0.1 PG1 0.4
C1= 7

0.15 PG2 0.6

~
1

C2= 6

B 12 = 2.5
P Fmax
12 = 0.3

B 23= 3.0
P Fmax
23 = 0.4

B 13= 3.5
P Fmax
13 = 0.5

3 = 0
3

0.85
Antonio J. Conejo

60

Optimal Power Flow


Example (2/3)

Minimize

6PG1 + 7PG2

Subject to 0.15 PG1 0.6


0.10 PG2 0.4
0.3 2.5(1 2 ) 0.3
0.4 3.0( 2 0 ) 0.4
0.5 3.5(1 0 ) 0.5
3.5(1 0 ) + 2.5( 2 1 ) + PG1 = 0
3.0(0 2 ) + 2.5(1 2 ) + PG2 = 0
3.5(1 0 ) + 3.0( 2 0 ) = 0.85
Antonio J. Conejo

61

Optimal Power Flow


Example (3/3)
Cost = 5 .3845240
PG1 =

0 .565476

PG 2 =

0 .284524

1 =

0 .142857

2 =

0 .116667

1 =

6 .0

2 =

7 .0

3 =

7 .833333
Antonio J. Conejo

62

Optimal Power Flow


Locational marginal prices

cost
i =
PDi
Production cost increment as a result of an
increment in the demand of bus i

Antonio J. Conejo

63

Optimal Power Flow


Losses, Linear cost
Minimize

i =1

Subject to

B (
ik

i ) + PGi = PDi +

k i

ik

i ) : i i

k i

PFik Bik (i k ) PFik


max

min

G [1 cos(

max

max

PGi PGi PGi

Antonio J. Conejo

i, k i
i

64

Optimal Power Flow


Losses, Linear cost
Minimize

i =1

Subject to

Gik
2
(
)
(
)
Bik k i + PGi = PDi + k i : i

k i

max
Fik

min

k i

Bik (i k ) P

max
Fik

max

PGi PGi PGi

Antonio J. Conejo

i, k i
i

65

Optimal Power Flow


Linearization of losses
nb

PLik = G ik

b
ik

b
ik

b =1

ik =
ik =

i k
nb

b
ik

b =1

Antonio J. Conejo

66

Optimal Power Flow


Linearization of losses
+

i k = ik = ik + ik
+

i k = ik ik
+

ik 0

ik 0

Antonio J. Conejo

67

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