Brent method for Dynamic Economic Dispatch
with Transmission Losses
K.Chandram, N.Subrahmanyam,member,IEEE M. Sydulu
Abstract--This paper presents application of Brent method to solve
Dynamic Economic Dispatch (DED) problem with transmission
losses. The algorithm involves the selection of incremental fuel
costs (lambda values) and then the optimal lambda is evaluated
from the power balance equation by Brent method at predicted
power demand. In real time operation, thermal gradients inside
the turbine should be kept within safe limits to avoid shortening the
life of generating units. This mechanical constraint is translated
into a limit on the rate of increase and decreases of the output
power during the variation in the power demand and is known as
ramp rate limits. The constraint of ramp rate limits distinguishes
the DED problem from the traditional static Economic Dispatch
(ED) problem. Due to ramp rate limits, DED problem cannot be
solved for a single value of the power demand. The main objective
is to determine the optimal schedule of output powers of online
generating units with predicted power demands over a certain
period of time to meet power demands at minimum operating cost.
The proposed method has been tested on a power system having 6
and 15generating units. The results of the proposed algorithm are
compared with the conventional lambda iterative method in terms
of solution quality and computational time. It is observed from the
case studies that the Brent method provides qualitative solution
with less computational time compare to lambda iterative method.
Keywords- dynamic economic dispatch, transmission losses,
Brent method and ramp rate limits.
I. INTRODUCTION
Dynamic Economic Dispatch (DED) is one of the main
functions of power system operation and control. It is a
dynamic optimization problem due to the addition of ramp
rate limits of generating units along with the usual system
operating constraints, which are used in static ED problem
[1]. The ramp rate constraint of generating unit such as its
minimum uptime and down time is a dynamic operational
constraint and significantly impacts the operation of power
system. As a result of these dynamic operational constraint,
the operational decision at hour‘t’ may affect the operational
decision at later hour [3]. Inclusion of ramp rate limits may
enlarge the state space of production simulation and thus
increases its computational requirements. The solution of
DED problem is not only the most accurate formulation of
the ED problem but also difficult to solve because of its
large dimensionality. Generally, the DED problem divides
the entire dispatch period into a number of small time
intervals and then static economic dispatch is used to solve
the problem in each interval [2].
__________________
The authors are with the Department of Electrical Engineering, National
Institute of Technology, Warangal, AP, INDIA.
K. Chandram is pursuing Ph. D under the supervision of Dr N. Subrahmanyam
(E mail- chandramk2006@yahoo.co.in)
Dr N Subrahmanyam is working as Assistant Professor. ( Email-
s_manyam2001@yahoo.co.in)
Dr M. Sydulu is working as Professor. ( Email-
sydulumaheswarapu@yahoo.co.in)
978-1-4244-1904-3/08/$25.00 ©2008 IEEE
Earlier efforts of solving the DED problem were using
classical methods such as Lambda Iterative Method (LIM),
gradient projection algorithm, linear programming
[4,5,6],dynamic programming[7] and interior point
method[8]. These methods have some limitations to give
optimal solution due to the non-linear characteristics of
generating units.
For getting qualitative solution, irrespective of the non-
linear characteristics of generators, Gradient type Hopefield
Neural Network (HNN) method [9] has been used to solve
DED problem. The major problem associated with the HNN
is that the unsuitable sigmoid function may increases the
computational time to give optimal solution.
Recently stochastic optimization techniques such as Genetic
Algorithm (GA) [10] and Particle Swarm Optimization
(PSO)[11] methods have been used to solve DED problem.
These algorithms can achieve global optimal solution. One
of the difficulties associated with these algorithms is that the
appropriate control parameters are required. Some times
these algorithms take more computational time due to the
improper selection of control parameters.
More precisely, hybrid methods combining probabilistic and
deterministic methods are found to solve complex
optimization problems [12]. In these methods, initially
probabilistic methods are used for search purpose to find
near optimal solution and then deterministic methods are
used for fine tune that region to get the global optimal
solution.
In this paper, Brent method has been proposed to solve the
DED problem with transmission losses. The proposed
algorithm was implemented in MATLAB on a Pentium IV,
3.06 GHz personal computer with 1GB RAM.
The paper is organized as follows: Formulation of DED
problem is introduced in section II. The description of Brent
method is addressed in section III. Implementation of Brent
method for solving DED is given in Section IV. The
simulation results of power system with various generating
units are presented in Section V. conclusion is finally given
in the last section.
II. DYNAMIC ECONOMIC DISPATCH PROBLEM
The main objective of DED problem is to determine the
optimal schedule of output powers of online generating units
over a certain period of time to meet the predicted power
demands at minimum operating cost. The static economic
dispatch problem assumes that the amount of power to be
supplied by a given set of units is constant for a given
interval of time and attempts to minimize the cost of
supplying this energy subject to constraints on the static
behavior of the generating units.
The objective function of the DED problem is
∑∑ C (P )
T ng
CT = i i
t
(1)
t =1 i =1
C i ( Pi t ) = α i + β i Pi t + γ i Pi t
2
(2) Pi 0 − Pi ≤ DRi (7)
Where Finally generator constraints can be modified as
T is the number of intervals in the study max( Pi min , Pi ,ot − DRi ) ≤ Pi ,t ≤ min( Pi ,ot + URi )
period. (8)
ng is the number of generating units i = 1, 2,.. to ng t=1,2,...T
Pi t is the output power of ith generating unit at The formulation of Lagrange function for the ED problem
and given by
tth hour
χ = Ci (Pi t ) + λ × ⎜⎜ PD t + PL t − ∑ Pi t ⎟⎟
ng
⎛ ⎞
αi , βi ,γ i are the coefficients of the quadratic fuel (9)
cost function ⎝ i =1 ⎠
CT is the total fuel cost The expressions of lambda and output power are
C i ( Pi t ) β i + (2 × γ i × Pi )
is the fuel cost of ith generating unit at tth λi = ng
(10)
⎛ ⎞
hour
The objective function is subjected to the following
1 − ⎜⎜ 2 × ∑B P ij j + Bi 0 ⎟⎟
⎝ i =1 ⎠
constraints,
A. Equality constraint ⎛ ng ⎞
⎜ ⎟
− 2 × ∑ Bij Pj
∑P λi × ⎜1 − Bi 0 ⎟ − βi
ng

i
t
= PDt + PLt (3) ⎜ j =1 ⎟
i =1 ⎝ i≠ j ⎠
Pi = (11)
t
Where PD is the power demand at tth hour. 2 × (γ i + λ i Bii )
Here, the total transmission loss is assumed as a quadratic
function of the generator power outputs [14]. Where
ng ng
λi is incremental fuel cost of i generating unit
th
PLt = ∑∑ Pi Bij Pj + Bi 0 Pj + B00
t t t
(4)
i =1 j1
Where III. BRENT METHOD
Brent method [15],[16] is a root finding method, which
Bij ,B0i ,B00 are the matrices of B-Loss combines root bracketing, bisection and inverse quadratic
coefficient interpolation. It uses a Lagrange interpolation polynomial of
B. Inequality constraints second degree. Brent claims that this method will always
1) Real power operating limits converge as long as the values of the function are
Pi tmin ≤ Pi t ≤ Pi tmax (5) computable within a given region containing a root.
From the three points x1, x2 and x3, Brent method fits x as
3) Ramp rate limits The range of actual operation of a quadratic function of y, then from the interpolation
online generating unit is restricted by its ramp rate limits. formula, the relation between the x and y are obtained as
These limits can impact power system operation. The follows,
operational decision at present hour may affect the
( y − f ( x1 ))( y − f ( x 2 )) x 3
operational decision at a later hour due to these constraints. x= +
In actual operation, three possible situations are happened ( f ( x 3 ) − f ( x1 ))( f ( x 3 ) − f ( x 2 ))
due to variation in power demand from present hour to next
hour [3]. During the steady state operation, the operation of ( y − f ( x 2 ))( y − f ( x 3 )) x1
(12)
online unit is in steady state condition. When the power ( f ( x1 ) − f ( x 2 ))( f ( x1 ) − f ( x 3 ))
demand is increases, the power generation of the generating
unit is increases. Similarly if the power demand is decreases ( y − f ( x 3 ))( y − f ( x1 )) x 2
then the power generation of the generating unit is +
( f ( x 2 ) − f ( x 3 ))( f ( x 2 ) − f ( x1 ))
decreases.
Subsequent estimation of root is obtained by setting y=0
P
Pi(t) Pi(t+1)
x = x2 + (13)
Pi(t+1) Pi(t)
Q
Where
Pi(t) Pi(t+1)
P = S [T (R − T )( x3 − x2 )] − [(1 − R )( x2 − x1 )] (14)
t t+1 t t+1 Q = (T − 1)(R − 1)(S − 1) (15)
t t+1 With
Fig 1 Ramp rate limits of the generating units f ( x2 )
Inequality constraints due to ramp rate limits of generating R= (16)
units are given as f ( x3 )
A. when generation increases f (x2 )
Pi − Pi 0 ≤ URi (6) S= (17)
f ( x1 )
B. when generation decreases
 f ( x1 ) f (λ ) = 0 (22)
T= (18)
f ( x3 ) Where f (λ ) = 0 is non linear relation in λ . The solution
of λ is obtained by Brent method.
III. BRENT METHOD FOR DYNAMIC ECONOMIC 3) Brent method
DISPATCH WITH TRANSMISSION LOSSES The application of Brent method to find the lambda value
In this section, Brent method is proposed for solving from the power balance equation at required power demand
DED problem with transmission losses. The DED problem in the economic dispatch problem is as follows:
divides the entire dispatch period into a number of small At specified power demand, eqn(22) is highly nonlinear
time intervals and then static economic dispatch is used to in terms of lambda and the solution is obtained by Brent
solve the problem in each interval. At each period, generator method.
constraints are modified based on the ramp rate limits by
At the required power demand,
eqn (8). At required power demand, the power balance
equation is highly non linear in terms of lambda. Brent x1 = λ j and f ( x1 ) = SOPj (23)
method evaluates the lambda for all predicted power
demands. x3 = λ j +1 and f ( x3 ) = SOPj +1 (24)
A) Implementation of proposed method
Three steps are involved for solving the DED with
transmission losses. x2 = (λ j + λ j +1 )/2 (25)
1) Modification of generator limits In the first hour,
the generating limits are considered as follows, At x 2 , f ( x2 ) value is evaluated and finally from (13),
P t
i min = max( Pi min
, P − DRi )
0
(19) the optimal lambda is evaluated by Brent method.
i ,t
B) Flow chart of the proposed method
P t i max = min(Pi max , Pi 0,t + URi ) (20)
Input
Similarly for the next hour, the optimal solution of the
first hour becomes the initial output powers for the second
hour. The generator limits are followed by the ramp rate Enter the input data and Set
limits for all power demands. initial Powers
2) Selection lambda value The procedure to find
the two lambda values is as follows, Enter the predicted power
demands for 24 hrs
(i) From the eqn(9), lambda values are evaluated as
follows

β i + (2 × γ i × Pi )
For T=1 to 24 Hrs
λi=
t
ng
at Pi = Pt
i min ,Pt
i max
⎛ ⎞ No
T ≤ 24
1 − ⎜⎜ 2 × ∑B ij Pj + Bi 0 ⎟
⎟
⎝ i =1 ⎠
λt i = λti min at Pi = Pi tmin Conversion of generator limits by adding ramp rate limits

λt i = λti max at Pi = Pi tmax

Lambda values are evaluated at their
(ii) All the lambda values are arranged in ascending order.
minimum and maximum power limits for all
units and these values are arranged in
(iii) PPD(Pre-prepared Power Demand) Table: The output ascending order.
powers and power loss are computed for all values of
lambda. All lambda values, output powers, losses, Sum of
Output Powers minus losses (SOP) are formulated as a Apply Brent method and find new
table. This table is called PPD table. lambda value
(iv) RPPD (Reduced Pre-prepared Power Demand) Table:
At required predicted power demand, the upper and lower No
rows of the PPD table are selected such that the power Error<0.01
demand lies within the SOP limits and these two rows are
formulated in a table is known as Reduced PPD(RPPD)
table. Obtain the optimal solution
With help of RPPD table, two values of lambda are selected. Pi 0 = Pi T +1
At specified hour, the power balance equation can be written
as Stop
ng
f( λ )= ∑ Pi ( λ ) − ( PD + PL ( λ )) (21)
i =1

Since PD is fixed at a particular power demand in ED Flow chart of the proposed method
problems. Therefore equation (21) becomes
 V.CASE STUDIES AND SIMULATION RESULTS TABLE-IV
This section presents numerical examples and simulation SIMULATION RESULT OF 6 GENERATOR SYSTEMS DURING THE
FIRST 5 HOURS
results of two test cases to evaluate the performance of the Load (MW) 955 942 935 930 935
proposed method. The proposed algorithm has been P1 380.18 376.98 375.26 374.03 375.26
implemented in MATLAB and executed on Pentium IV, P2 123.5 121.14 119.87 118.96 119.87
3.06 GHz personal computer with 1GB RAM to solve the P3 211.41 208.93 207.59 206.64 207.59
DED problem of a power system having 6 and 15 generating P4 84.505 81.907 80.507 79.508 80.507
P5 112.82 110.28 108.91 107.94 108.91
units with generator constraints and transmission losses. The P6 50 50 50 50 50
results obtained from the proposed method were compared Power Loss 7.4164 7.2315 7.133 7.0632 7.133
in terms of the solution quality and computation efficiency Generation cost 11421 11259 11171 11109 11171
with lambda iterative method. The simulation results obtained by the proposed method are
During the execution of conventional lambda iterative compared with lambda iterative method in terms of the
method, the initial lambda is chosen such that the lowest solution quality and the statistical data is shown in table-V.
lambda value among all lambda values of the generating x 10
4

1.55
units at their minimum and maximum output powers.
Example-1 The system contains six thermal units, 26 1.5

buses, and 46-transmission line and the data is obtained 1.45

from [16]. The fuel cost data of the six thermal units is

F u e l c o s t($ /H r)
1.4
given in table-I.
1.35
TABLE-I
SIX GENERATORS FUEL COST DATA 1.3
Unit
ai bi ci Pi min Pi max 1.25

1 240 7 0.007 100 500 1.2

2 200 10 0.0095 50 200 1.15

3 220 8.5 0.009 80 300 1.1
0 5 10 15 20 25
4 200 11 0.009 50 150
5
H o ur
220 10.5 0.008 50 200 Figure 2 Fuel cost of at each hour for 6 generating unit system
6 190 12 0.0075 50 120
The data of ramp rate limits is given in table-II.
TABLE-V
TABLE-II
SIMULATION RESULTS OF LAMBDA ITERATIVE METHOD AND
RAMP RATE LIMITS DATA OF SIX GENERATING SYSTEM
THE PROPOSED METHOD
Ramp rate limits
Methods Lambda Iterative method Proposed
Unit o
Pi URi DRi Fuel cost for 24 Hours 313405.542 313405.494
(MW/h) (MW/h) Computational time (Sec) 0.125 0.078
1 340 80 120
2 134 50 90 Example-2 In this example, the system contains 15
3 240 65 100 generating units whose characteristics are obtained
4 90 50 90 from[15]. Also ramp rate limit data and losses were
5 110 50 90
6 52 50 90
obtained from [ 15]. The predicted load demand is given in
The data of predicted power demands is given in table-III. table-VI.
TABLE-VI
TABLE-III
LOAD DEMAND FOR 24 HOURS
DATA OF PRDICTED POWER DEMANDS
Hour 1 2 3 4 5 6
Hour 1 2 3 4 5 6
Load(MW) 955 942 935 930 935 963 Load(MW) 2236 2240 2226 2236 2298 2316
Hour 7 8 9 10 11 12 Hour 7 8 9 10 11 12
Load(MW) 989 1023 1126 1150 1201 1235 Load(MW) 2331 2443 2630 2728 2783 2785
Hour 13 14 15 16 17 18 Hour 13 14 15 16 17 18
Load(MW) 1190 1251 1263 1250 1221 1202 Load(MW) 2780 2830 2953 2950 2902 2803
Hour 19 20 21 22 23 24
Hour 19 20 21 22 23 24
Load(MW) 2651 2584 2432 2312 2261 2254
Load(MW) 1159 1092 1023 984 975 960
In this example, initially lambda values are computed for -
all generating units at their minimum and maximum output
power limits by incorporating the ramp rate limits then
arranged in ascending order. Output powers, power losses
and sum of output power at lambda are evaluated for all
lambda values. The lambda values, output powers and sum
of output powers minus loss are arranged in table and it is
known as PPD table. At required predicted power demand,
RPPD table is formulated. Finally optimal lambda is
evaluated by Brent method. The optimal solution satisfies
the system constraints such as the generator constraints,
ramp rate limits and transmission losses. Table-IV listed the
statistical results that involved generation cost and no of
iterations for first 5 hours predicted power demands.
 x 10
4
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