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1 Mathematical Preliminaries

1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.2 Unconstrained Optimization . . . . . . . . . . . . . . . . . . . . . . . .

1.2.1 Single Variable Optimization . . . . . . . . . . . . . . . . . . . .

1.2.2 Multi-Variable Optimization . . . . . . . . . . . . . . . . . . . .

1.3 Constrained Optimization . . . . . . . . . . . . . . . . . . . . . . . . .

1.3.1 Multi-variable optimization with equality constraints . . . . . .

1.3.2 Inclusion of inequality constraints in multi-variable optimization

1.4 Search for the Optimal Solution . . . . . . . . . . . . . . . . . . . . . .

1.5 Gradient Search Method . . . . . . . . . . . . . . . . . . . . . . . . . .

1.6 Linear Programming . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.7 Dynamic Programming . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.7.1 Formulation of the Problem . . . . . . . . . . . . . . . . . . . .

1.7.2 Solution Procedure . . . . . . . . . . . . . . . . . . . . . . . . .

1.8 Optimization by Computational Intelligence . . . . . . . . . . . . . . .

1.8.1 Particle Swarm Optimization (PSO) . . . . . . . . . . . . . . .

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Chapter 1

Mathematical Preliminaries

1.1

Introduction

This chapter presents brief introduction to some of the mathematical techniques required

for complete understanding of the course material. The economic operation of the electric

power systems depends heavily on the use of optimization techniques for ecient allocation

of available resources. For example, to meet certain load demand, one has to judiciously

allocate the outputs of the participating generators, so that the total cost of production is

minimized. Coordinating various control actions to ensure secure operation of the system

is another example where optimization tools are needed. Dedicated programs such as

optimal power ows incorporating production-grade optimization tools are integral parts

of a modern day energy management system.

1.2

Unconstrained Optimization

The optimization problem without any constraint on the independent variables is known as

unconstrained optimization problem. Following discusses the unconstrained optimization

problem for single and multiple (independent) variables.

1.2.1

Following is the necessary condition that a function f (x) satises if it has a minimum or

maximum at some point x = x in some interval a < x < b.

Necessary condition for minimum of a function

If the derivative f (x) exists at x = x , then

f (x) = 0

2

(1.1)

Note: Condition (1.1) does not guarantee that f (x) has a minimum at x = x . The point

x = x can also be a point of maximum or a point of inection.

Sucient condition

If f (x ), f (x ),. . . ,f (n) (x ) exist, and f (x ) = f (x ) = . . . = f (n1) (x ) = 0; but

f (n) (x ) = 0, then the following holds:

If f (n) (x ) > 0 and n is even, then x is a minimum.

If f (n) (x ) < 0 and n is even, then x is a maximum.

If n is odd, then x is a point of inection.

Proof : Using Taylor series expansion of f (x) at x = x + h, where h is a small number,

f (x + h) = f (x ) + hf (x ) +

h2

hn1 (n1)

hn

f (x ) + . . . +

f

(x ) + f (n) (x + h), (1.2)

2!

(n 1)!

n!

Since f (x ) = f (x ) = . . . = f (n1) (x ) = 0, one gets,

f (x + h) f (x ) =

hn (n)

f (x + h).

n!

(1.3)

Since f (n) (x ) = 0, for some interval a < x < b that includes x +h, sign of f (n) (x +h)

is the same as that of f (n) (x ). If n is even, f (x +h)f (x ) will be positive if f (n) (x ) > 0,

and therefore x will be a minimum. On the other hand, if n is even and f (n) (x ) < 0,

x will be a maximum. If n is odd in the interval a < x < b, sign of f (x + h) f (x )

changes with the sign of h. Hence, x is a point of inection in this case.

Example 1.1 :

Examine the extrema of the following function:

f (x) = x5 5x4 + 5x3 + 5.

Solution:

The rst derivative of the function is given by,

f (x) = 5x4 20x3 + 15x2

= 5x2 (x 1)(x 3)

Above equation implies that f (x) = 0 at x = 0, x = 1 and x = 3.

3

(1.4)

At x = 0, f (x) = 0.

Therefore, to determine the nature of the point, we have to nd f (x):

Now, f (x)

= 30 = 0

x=0

At x = 1, f (x) = 20 60 + 30 = 10 < 0. Hence, x = 1 is a relative maximum point.

At x = 3, f (x) = 540 360 + 30 = 210 > 0. Hence, x = 3 is a relative minimum point.

1.2.2

Multi-Variable Optimization

In this section we discuss multi-variable optimization problem with no constraints. Let the

function f (x) be a single-valued function of n variables denoted by x = [x1 , x2 , . . . , xn ]T .

Let the optimal solution be denoted by, x = [x1 , x2 , . . . , xn ]T . The Taylor series expansion

of f (x) around x is given by,

f (x) = f (x ) + df (x ) +

1 2

d f (x ) + . . .

2!

1 N

d f (x ) + RN (x , h),

N!

where the last term in the above equation is the remainder, and is given by,

... +

1

dN +1 f (x + h),

(N + 1)!

RN (x , h) =

(1.5)

(1.6)

The dierentials ds in (1.5) are dened as,

dr f (x ) =

n

n

...

i=1 j=1

{z

hi hj . . . hk

k=1

r f (x )

.

xi xj . . . xk

(1.7)

r summations

2

d f (x ) = d

f (x1 , x2 , x3 )

i=1 j=1

2

hi hj

2 f (x )

xi xj

f (x )

2 f (x )

2 f (x )

+

h

+

h

2

3

x21

x22

x23

2 f (x )

2 f (x )

2 f (x )

+ 2h1 h2

+ 2h2 h3

+ 2h1 h3

.

x1 x2

x2 x3

x1 x3

2

= h21

3

3

(1.8)

The necessary condition that f (x) has an extremum (maximum or minimum) at x = x

is given by,

f (x )

f (x )

f (x )

=

= ... =

= 0.

(1.9)

x1

x2

xn

Sucient condition for minimum or maximum

Assuming all the partial derivatives of f (x) up to the order k to be existing and continuous

in the neighborhood of a stationary point x , and if

dr f (x ) = 0, r = 1, . . . , k 1,

(1.10)

dk f (x ) = 0,

(1.11)

but

then the following hold:

2. If k is even, x is a relative maximum if dk f (x ) is negative.

3. If dk f (x ) is zero, no general conclusion can be made.

4. if k is odd, x is a not an extremum.

5. If dk f (x ) takes both positive and negative values, then x is a saddle point.

Cases with non-zero second order dierential

Referring to the above discussion, when a multi-variable function has non-zero second order

dierential, the nature of the point under consideration depends on the sign of d2 f (x ),

which is given by,

n

n

1

2 f (x )

2

d f (x ) =

hi hj

.

(1.12)

2! i=1 j=1

xi xj

The quantity inside the summations can be written as,

Q=

n

n

2 f (x )

i=1 j=1

xi xj

= hT Hh,

(1.13)

where H is the called the Hessian matrix. The Hessian matrix of f (x) at x = x is given

by,

2

2f

2f

f

.

.

.

2

x1 x2

x1 xn

1

x

2f

2f

2f

. . . x2 x

2

x

x

x

n

2

1

2

.

(1.14)

H(f ) =

.

.

.

.

.

.

.

.

.

.

.

.

2f

2f

2f

...

xn x1

xn x2

x2

x=x

Depending on the nature of the Hessian matrix H (matrix of second partial derivatives)

of f (X), a sucient condition for X = X to be an extremum is the following:

1. X is a minimum point, if H is positive denite.

2. X is a maximum point, if H is negative denite.

Note: A matrix A is called positive denite, if for all non-zero vectors z with real entries,

zT Az > 0. Similarly, A is called negative denite, if zT Az < 0.

1.3

Constrained Optimization

The preceding sections describe optimization techniques for problems where there were no

constraints on the independent variables. In this section, we will discuss the optimization

problem for multiple variables, including constraints on some or all of the variables.

1.3.1

The general formulation of the multi-variable optimization problem with equality constraints is as follows:

Minimize

f (x)

(1.15)

Subject to

gi (x) = 0, i = 1, . . . , m,

(1.16)

of equality constraints that need to be satised in the process of minimizing f (x).

For the time being it is assumed that m n. There are methods of solving overdetermined systems for which m > n. Those will be discussed later. In this section we

will discuss method of Lagrange multipliers for solving equality constrained multi-variable

optimization problems.

Let us rst concentrate on the problem of minimizing a function of two variables with one

equality constraint. We will then generalize the method for any number of variables.

For two variables, the optimization problem becomes,

Minimize

Subject to

f (x1 , x2 )

(1.17)

g(x1 , x2 ) = 0.

(1.18)

f

f

=

= 0.

x1 (x ,x ) x2 (x ,x )

1

)

(

f

f

dx1 +

dx2

= 0.

df =

x1

x2

(x ,x )

1

g

x2

(1.20)

(

)

g

g

dg =

dx1 +

dx2

= 0.

x1

x2

(x ,x )

Assuming

(1.19)

(1.21)

{

x1

g g

/

x1 x2

}

f

dx1 = 0.

x2

(1.22)

Since dx1 can be chosen arbitrarily, one gets following after rearranging (1.24),

{

(

)

}

f

f g

g

/

= 0.

(1.23)

x1

x2 x2 x1

A quantity is now dened as,

f /x2

=

g/x2 (x ,x )

1

g

f

+

x1

x1

(1.24)

(x1 ,x2 )

= 0.

(1.25)

(

)

f

g

+

= 0.

x2

x2 (x ,x )

1

Also,

(1.26)

g(x1 , x2 ) = 0.

(1.27)

Equations (1.27) to (1.29) represent the necessary conditions for (x1 , x2 ) to be an extremum. The quantity is called the Lagrange multiplier. Following function is called the

Lagrange multiplier:

L(x1 , x2 , ) = f (x1 , x2 ) + g(x1 , x2 ).

(1.28)

Necessary Conditions for any Number of Variables

The general minimization problem involving equality constraints can be stated as,

Minimize

Subject to

f (x)

(1.29)

gj (x) = 0, j = 1, . . . , m.

(1.30)

number of equality constraints that need to be satised in the optimization process.

The Lagrange function in this case is constructed as follows:

L(x1 , x2 , . . . , xn , 1 , 2 , . . . , m ) = f (x) + 1 g1 (x) + 2 g2 (x) + . . . + m gm (x)

(1.31)

necessary conditions for extremum of L at a point x is given by,

{

}

m

f

L

gj

=

+

j

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

(1.32)

xi

xi j=1 xi x

L

= gj (x) = 0; j = 1, . . . , m,

j

x

(1.33)

Sucient Condition

Assuming the second derivative of Lagrange function to be non-zero, the sucient condition

for f (x) to be a minimum of x is that the quadratic, Q, given by the following is positive

denite.

n

n

2L

(1.34)

Q=

dxi dxj

xi xj

x

i=1 j=1

8

1.3.2

The general multi-variable optimization problem including both equality and inequality

constraints can be described as follows:

Minimize

Subject to

f (x)

(1.35)

gj (x) 0, j = 1, . . . , m.

(1.36)

in the process of optimization.

The inequalities in (1.36) can be transformed into equality constraints by adding squares

of slack variables (to ensure positive quantities are being added), as shown below.

gj (x) + yj2 = 0; j = 1, . . . , m.

(1.37)

In the above equation, yj s corresponding to the equality constraints in (1.36) are zero.

Now, including the slack variables, (1.37) can be written as,

Gj (x, yj ) = 0; j = 1, . . . , m.

(1.38)

The Lagrange function for the optimization problem can now be written as,

L(x, , y) = f (x) +

j Gj (x, yj ),

(1.39)

j=1

Similar to (1.32) and (1.33), the necessary conditions for f (x) to have a stationary

point at (x , , y ) are given by,

}

m

f

gj

+

j

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

xi j=1 xi x , ,y

(1.40)

L

= Gj (x) = 0; j = 1, . . . , m,

j

x

(1.41)

L

Gj

= j

= 2j yj = 0; j = 1, . . . , m,

yj

yj

(1.42)

L

=

xi

j yj = 0; j = 1, . . . , m,

9

(1.43)

does not aect the solution. The corresponding constraint is therefore called inactive.

On the other hand, a constraint gk (x) at x is called active, if it satises the condition

gk (x ) = 0. In the feasible region of the decision variables, both active and inactive

constraints can satisfy gk (x) 0. Let A be the set of indices of active constraints from

(1.36). Equation (1.40) can then be written as,

gj

f

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

(1.44)

=

j

xi

x

i x ,

jA

The equations above can be collectively represented as,

f (x ) =

j gj (x ).

(1.45)

jA

For a small change s = [dx1 , dx2 , . . . , dxn ]T in x in its feasible region, the following

holds for the equality and active inequality constraints:

gj (x + s) gj (x ) + sT gj (x ) 0; j A.

(1.46)

sT gj (x ) 0; j A.

Multiplying both sides of (1.45) by sT ,

sT f (x ) = sT

j gj (x ) =

j sT gj (x ).

jA

(1.47)

(1.48)

jA

positive or zero for any x in the feasible region. Using (1.47) and (1.48), it is clear that,

such change in f is possible only if the following holds:

j 0, j A.

(1.49)

Kuhn-Tucker conditions

To summarize the discussions in the preceding section, the necessary conditions for a

minimum of the optimization problem described in (1.35) and (1.36) are as follows:

gj

f

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

(1.50)

+

j

xi jA xi x

j 0, j A.

(1.51)

The above equations are called Kuhn-Tucker conditions, after the name of the mathematicians who proposed them.

10

1.4

The mathematical techniques discussed so far are good for determining whether a given

point is stationary (maximum or minimum) or not. They do not help in reaching the

optimal solution starting from some other (non-optimal) point. There are basically two

approaches to search for the optimal solution, starting from any location: direct search

methods, and derivative based methods. Linear programming, interior point algorithm,

and computational intelligence based methods such as genetic algorithm, particle swarm

optimization etc. are examples of direct search methods, where only function values are

required at each iteration. Gradient search method is an example of derivative based

method of searching for the optimal solution.

1.5

A function f (x) has the maximum rate of increase along its gradient, i.e., f (x). The

basic idea of gradient search method is that , the minimum of a function f (x) can be found

by taking a series of steps in the direction of its steepest descent, i.e., along f (x). Given

a starting point x0 , the new value of x is obtained as,

x1 = x0 f (x)x0

(1.52)

For the kth iteration,

xk = xk1 f (x)xk1

f (x)

(1.53)

(1.54)

1.6

Linear Programming

Linear programming is a method of solving optimization problems for which the objective

and the constraints are linear functions of the decision variables. All of the constraints

can be expressed as equality constraints, as seen in Section 1.3.2, by adding non-negative

slack variables. A wide range of non-linear optimization problems also can be solved by

linear programming, after suitably linearizing the problem around the operating point of

interest. Following is the normal form of the linear programming problem.

Minimize

f (x) = c1 x1 + c2 x2 + . . . + cn xn

11

(1.55)

Subject to

a11 x1 + a12 x2 + . . . + a1n xn

a21 x1 + a22 x2 + . . . + a2n xn

..

.

= b1

= b2

..

.

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

bj 0; j = 1, . . . , m

(1.56)

In the above equations, x1 , . . . , xn may include slack variables also, as mentioned before,

to convert inequality constraints into equality constraints. The equality constraints in

(1.56) are assumed to be linearly independent. Then, using the equality constraints one

can solve for m variables. The values of the remaining n m variables have to be chosen.

An n-tuple, x = [x1 , . . . , xn ]T that satises all the constraints in (1.56) is called a

feasible solution. A feasible solution is called an optimal solution if it minimizes f (x).

A solution for which at least n m decision variables are zero, is called a basic feasible

solution. A fundamental theorem in linear programming is that there is at least one basic

feasible solution which is optimal. This

to search in the space of basic feasible

( n )allows us

n!

solutions only. However, there are nm = (nm)!m! ways of setting n m variables to

zero from a set of n variables. This number can easily become very big, and one needs a

systematic way to look for the optimal solution. The Simplex method proposed by Dantzig

in 1948 provides a systematic way of moving from one basic feasible solution to the other,

such that the value of f (x) always reduces. Please see the references for details of the

Simplex method.

1.7

Dynamic Programming

or maximize certain objective is known as the combinatorial optimization problem. Dynamic programming, developed by Richard Bellman in 1950s, nds frequent application

in solving combinatorial optimization problems. We will learn the basics of dynamic programming while solving a problem of nding the shortest route among existing alternate

routes between a starting point and a destination. In Figure 1.1, the circles represent

cities, and arrows (not to scale) represent the distances between two connected cities. The

problem is to nd the shortest distance between the cities A and J.

Before we discuss the details of the dynamic programming technique, let us get ourselves

familiar with the following denitions of frequently used terms.

Stages: The problem can be divided into a number of stages. Each stage consists of

a number of available policies or alternative actions. For the current problem, I to

IV are the stages.

12

states

7

2

4

B

4

6 6

3

2

4

6

I

3

Policies

II

III

IV

stages

States: Each stage consists of a number of states to begin with. One such stage

belongs to the optimal path. For example, stage II in the current problem consists

of states B, C, and D.

Policy: A policy is chosen at each stage, to move from a state to another state. In

the present case, policies are the available paths at each stage.

1.7.1

in going from A to J is given by, A x1 x2 x3 x4 , where x4 = J. Let

fn (s, xn ) be the total cost for the overall policy for the remaining stages (not only for that

particular stage). Here s is the current state; stage n is about to be started, and xn is the

immediate destination. Let xn minimizes fn (s, xn ), and the corresponding minimum value

is designated by,

(1.57)

fn (s) = min fn (s, xn ) = fn (s, xn ),

xn

Now, the total cost for the overall policy for the remaining stages can be decomposed

as,

fn (s, xn ) = immediate (transition) cost at stage n

+ minimum future cost (stage n + 1 onwards)

(xn ),

= csxn + fn+1

13

(1.58)

Note that the second part in the right hand side of (1.58) is the minimum cost for stages

n + 1 onwards. This is the main principle of dynamic programming. The formulation that

is being described here is backward dynamic programming. In this method, one starts

with nding the optimal path for the last stage, and moves backwards. The information

regarding the best policy in the remaining stages is conveyed backwards, which saves the

computational eort of nding the optimal path for the remaining stages.

Principle of optimality

Given the current state, an optimal policy for the remaining stages is independent of the

policy decisions adopted in the previous stages. Therefore, an optimal immediate decision

depends only on the current state, and not on how one gets there.

1.7.2

Solution Procedure

The use of backward dynamic programming for solving the minimal path problem described

in Figure 1.1 is described in the following.

Consider the case for n = 4, where the traveler has one more stage to go, i.e., x4 = J;

s can be either H or I. The policies are described in the following table:

Table 1.1: n=4

f4 (s) x4

f4 (s, x4 )

For n = 3, when the traveler has 2 more stage to go, following table is valid.

Table 1.2: n = 3

s

f3 (s)

x3

1+3=4

4+4=8

6+3=9

3+4=7

3+3=6

3+4=7

14

Table 1.3: n = 2

f2 (s, x2 ) = csx2 + f3 (x2 )

s

E

f2 (s)

x2

7 + 4 = 11 4 + 7 = 11 6 + 6 = 12

11

E or F

3+4=7

2+7=9

4 + 6 = 10

4+4=8

1+7=8

5 + 6 = 11

E or F

f1 (s)

x1

11

C or D

Table 1.4: n = 1

f1 (s, x1 ) = csx1 + f2 (x1 )

s

B

B

2 + 11 = 13 4 + 7 = 11 3 + 8 = 11

E H J, or A D F I J.

1.8

Computational intelligence (CI) is the rational or intelligent behavior emerging as a result of some mathematical operations on individual or group of entities. Articial neural

network (ANN), fuzzy logic, and evolutionary algorithm come under the paradigm of

computational intelligence. The ability to learn from experience and making decisions,

generalizing a known problem, adapting to changing operating conditions are some of the

common properties of CI. Genetic algorithm (GA), particle swarm optimization (PSO),

ant colony optimization (ACO) are some of the frequently used CI based optimization

techniques. PSO has been used recently in a number of power system applications. We

will discuss the basics of PSO in the next section.

1.8.1

The basic principles of PSO are taken from the collective movement of a ock of bird, a

school of sh, or a swarm of bees. A number of agents or particles are employed in nding

15

the optimal solution for the problem under consideration. The movement of the particles

towards nding the optimal solution is guided by both individual and social knowledge of

the particles. As shown below, the position of a particle at any instant is determined by

its velocity at that instant and the position at the previous instant.

xi (t) = xi (t 1) + vi (t),

(1.59)

where xi (t 1) and xi (t) are the position vectors of the ith particle at the instants t and

t 1 respectively, and vi (t) is the velocity vector of the particle at t.

The velocity vector is updated by using the experience of the individual particles, as

well as the knowledge of the performance of the other particles in its neighborhood. The

velocity update rule for a basic PSO is,

vi (t) = vi (t 1) + 1 r1 (pbesti xi (t 1)) + 2 r2 (gbest xi (t 1)),

(1.60)

where 1 and 2 are adjustable parameters called individual and social acceleration constant respectively; r1 and r2 are random numbers in the range [0, 1]; pbesti is the best

position vector found by the ith particle; gbest is the best among the position vectors

found by all the particles.

The vectors pbesti and gbest are evaluated by using a suitably dened tness function.

1 and 2 are usually dened such that 1 + 2 = 4, with 1 = 2 = 2. The maximum

and minimum values of the components of velocity are limited by the following constraints

to avoid large oscillations around the solution.

{

vmax if vij vmax ,

vij =

(1.61)

vmax if vij vmax .

16

Bibliography

[1] R. Flecher, Practical Methods of Optimization. New York: John Wiley & Sons, Inc., second ed., 1987.

[2] S. S. Rao, Engineering Optimization: Theory and Practice. New York: John Wiley & Sons,

Inc., third ed., 1996.

[3] A. Ravindran, K. M. Ragsdell, G. V. Reklaitis, Engineering Optimization: Methods and

Applications. Wiley India, second ed., 2006.

[4] F. S. Hillier, G. J. Lieberman, Introduction to Operations Research. New Delhi: Tata

McGraw-Hill Publishing Company Limited, seventh ed., 2001.

[5] Y. del Valle, G. K. Venayagamoorthy, S. Mohagheghi, J. C. Hernandez, and R. G. Harley,

Particle swarm optimization: basic concepts, variants and applications in power systems,

IEEE Trans. Evolutionary Computation, vol. 12, no. 2, pp. 171-195, Apr. 2008.

[6] S. Chakrabarti, G. K. Venayagamoorthy, and E. Kyriakides, PMU placement for power

system observability using binary particle swarm optimization, Australasian Universities

Power Engineering Conference (AUPEC 2008), Sydney, Australia, December 2008.

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