Optimization-Based Methods for Operations
Scheduling
The operations scheduling problem in electric power systems is
to determine which generating units should be on-line and avail-
able for generation at each hour and the associated nominal gen-
eration or dispatch. This paper describes the scope of the opera-
tions scheduling problem, presents mathematical formulations to
the problem, and surveys recent advances in optimization-based
solution methods. It i s mainly concerned with the shorter term
aspects of the problem where the time horizon is of the order of a
week. The unit commitment, short-term hydro scheduling, and
hydro-thermal coordination problems as well as solution methods
are emphasized.
I. lNTRODUCTlON
Operations scheduling in the electric power industry
concerns the scheduling of a utility's generating facilities.
By scheduling, we are concerned with deciding which gen-
erating units should be on-line (committed) and available
for generation, the units'associated nominal generation or
dispatch, and,for units that can burn multiplefuels, which
fuel to use. Most utilities have several sources of power
including thermal plants (steam, gas turbines), hydro and
pumped hydro plants, interchange with neighboring util-
ities, dispersed generation (e.g., wind power or photovol-
taics), etc.In addition, many utilities use load management
to influence the load thereby affecting the amount of gen-
eration required.
The scopeof theoperations schedulingproblem will vary
stronglyfrom utilitytoutilitydependingontheirmixofunits
and particular operating constraints.
The economic consequences of operations scheduling
are very important. Since fuel cost is a major cost com-
ponent, reducing the fuel cost by as little as 0.5 percent can
result in savings of millions of dollars per year for large util-
ities.
The time horizon ofoperations scheduling depends on
a number of factors. Large steam units take several hours
to start u p and bring on-line. They also haveminimum up-
and down-time constraints and startup costs which require
that they be scheduled over a period of several days. The
Manuscript received September 19,1986;revised August25,1987.
The authors are with Systems Control, Inc.,Palo Alto, CA 94304,
USA.
IEEE Log Number 8717880.
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schedule of the thermal units is also influenced by pre-
ventative maintenance schedules, nuclear refueling sched-
ules, or long-term fuel contractswhich involve making deci-
sionson ayearlyor multi-yeartimeframe. Hydroscheduling
also, in general, involves a yearly or multi-year time frame
due to thelarge capacity of many hydro reservoirs. Many
hydro or pumped hydro reservoirs have daily or weekly
cycles. Typically,the commitmentand generatingschedule
is output on an hourly basis.
Although yearly or multi-year factors influence opera-
tions scheduling, the schedules actually produced are often
useful for just several hours. This is becausethe scheduling
requires forecast of many stochastic quantities such as
loads, hydro inflows, and unit availabilities. If theactual val-
uesof thesequantitiesdiffer greatlyfrom theforecasts,then
it is economical to resolve the operations scheduling prob-
lem. (lheoretically, a policytablecould begenerated giving
the scheduledependingonvarious"statevariab1es"which
define the past history of the system-a typical state vari-
able would include the reservoir storages and the avail-
abilityof all the units. However, thisapproach is impractical
since the state space would be extremely large.)
Since the determination of hourly hydro and thermal
schedules over a period of several years is unrealistic and,
asdescribed above, unnecessary, past approaches (e+., [19],
[21], [MI, [71])have developed a hierarchical approach tothe
overall operations scheduling problem.A typical hierarchy
i s shown in Fig. I . The Maintenance Scheduler solves for
thetime forpreventive maintenanceof thegeneratingunits.
Typically, weekly schedules aregenerated over a period of
one to three years. The Maintenance Scheduler coordi-
LONG-TERM MAINTENANCE
HYDRO SCHEDULER
SCHEDULER
SHORT-TERM
HYDRO
COMMITMENT
SCHEDULER
Fig. 1. Typical hierarchy for overall operations scheduling
problem.
0 1987 IEEE
PROCEEDINGS OF THE IEEE, VOL. 75, NO. 12, DECEMBER 1987
nateswith thelong-Term HydroSchedulerwhich produces
hydroschedulesoverthesametimeframe.Thisinsuresthat
the hydro energy is available, as rlkeded, to replace units
down for maintenance. The long-term maintenance and
hydro schedules are inputs to the Unit Commitment and
Short-Term Hydro Schedulers. UnitCommitment pro-
duces commitment and generationschedules for the ther-
mal units while theShort-Term Hydro Scheduler produces
generation schedules for the hydro units. The combined
Unit Commitmentand Short-Term Hydro scheduling prob-
lemoften.referred to as the short-termhydro-thermal
scheduling problem, produces hourly schedules over a
period of several days.
Modern energy management systems often include unit
commitment and, if appropriate, short-term hydro sched-
uling programs. These programs are run, at a minimum,
daily to schedule the generating units ofthe systems. Dif-
ferences between actual and forecasted loads, hydro
inflows and/or unit availabilitywill requirethat the imple-
mented schedules differ from theones generated by com-
puter programs. Largeerrors betweenforecasted and actual
datawill oftenrequire thatthe unit commitment and hydro
scheduling programs be rerun several times during a day.
Thispaperwill bemainlyconcernedwiththeshorterterm
aspects of operations scheduling. Methods for unit com-
mitment and hydro scheduling will be described in detail;
extensions to consider fuel constraints, losses, and trans-
mission constraintswill also be described. The hydro-ther-
mal coordination is presented in the hydro scheduling sec-
tion. The paper will concentrate on operations scheduling
methods that have been developed into production pro-
grams and which are based on optimization methods.
II. UNIT COMMITMENT
A. Problem Description
The Unit Commitment Scheduler calculates the mini-
mum cost hourly generation schedule ofthe thermal units
for a period of up to one week. The schedule is obtained
considering many factors including:
unit operating constraints and costs
generation and reserve constraints
plantstartupconstraints.
Unit Costs: Generating costs typically include fuelcosts,
maintenancecosts, and startupcosts. Thefuel cost for gen-
erating at G; megawatts for uniti can be represented bythe
equation
FC;(G;)= F; * Hi(G;)
whereH;(G,)istheheatratecurvefortheunit(MBTUlh)and
f,is the unit’s fuelcost ($/MBTU).The heat rate curve is mod-
eled differently by different utilities. Typical representa-
tions use polynomial curves (up to fifth order)represent
or
the incremental heat rate curve as piecewise constant or
piecewise linear. The maintenance cost is typically repre-
sented in the form
MC,(G,)= BM, + /Mi . G;
where BM; i s the base cost and /Mi is the incremental cost.
The startup cost includes the cost of bringing the unit on-
line. Typical costs that are included are startup fuel costs,
startup maintenancecosts, and turbine startup energy. The
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startup fuel costs are usually considered afunction of the
numberof hours theunit has been down at startup.
Startup costs can be written
ST, = TS, * F, + (1 - exp (-Dj/ASj)) . BS; f; + MS, (3)
where TS, is the turbine startup energy (MBTU), D, is the
number of hours the unit has been down, ASj is the boiler
cooldown coefficient, BSi is the boiler startupenergy, and
MS; is the startup maintenance cost.
Unit Constraints: The thermal units are subject to avari-
ety of unit constraints. Minimum up-times specify the min-
imum time a unit must be up before it can be shut down;
similarly, minimum down-times specify how long a unit
must bedown before itcan start up. Unitscan onlygenerate
between given limits. Also, many units have ramp rate limits
which specify the amount aunit’s generation can increase
or decrease in an hour. In addition tothese unit constraints,
for selected hoursof thestudy period, units may be unavail-
able (due to planned maintenance or forced outages), or
derated (reduced generating limits), or required to operate
at prespecified generation levels.
Unit TypexThe thermal units are usually divided into the
following unit types: must-rununits,cyclingunits, and
peakers. Must-run unitsarethose unitsthat must beon-line,
if available, due to operating constraints, reliability require-
ments, or economic considerations. Cycling units are units
that can cycle on and off and are subject to minimum u p
and down-time constraints. Both must-run and cycling units
are dispatched economically between theirminimum and
maximum limits. Peakers are units (usually gas turbines)
thatcanstartupquicklyandaretypicallynotsubjecttomin-
imum up- or down-time constraints. Many utilities require
that peakers, when dispatched, operate at their uppergen-
erating limit.
Plant Crew Constraints: Thermal plants may have limits
on the number of units that can be started or shut down
in a given hour due to manpowerlimits.
Generation Requirement:The generation requirement,if
we ignore losses and transmission constraints,can be writ-
ten
G;(t) = GR(t) (4)
i
where CR(t), the generation requirement at time t , is the
load minusthe sum of net interchange, hydro generation,
and other generation(includingcogeneration, net pumped
storage generation, etc.). The effect of losses on the gen-
eration requirement is described in Section Il-C.
Spinning and Supplemental Reserve Requirements: Most
(1) utilities have a spinning reserve requirement which spec-
ifies the amount of on-line generation capacity, in addition
to what is needed to meet the generation requirement, in
order to meet random disturbancesto the system such as
the forced outage of a unit or unforeseen load changes.
Many utilitiesalso have a supplemental reserve requlre-
ment which specifies that amount of additionai reserve that
must be available to the system; however, the system has
a longer time to provide this reserve than the spinning
(2) reserve requirement. Off-line peakers are usually allowed
to contribute to supplemental reserve.
The spinning reserve requirement can be written
min (GSP, - Gj(t), SP,) 1 SPRES(t) (5)
on-line
units;
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on SCHEDULING
where GSP; is the capability
limit,
for the unit,
that can be w !J Y
supplied to spinning reserve and SP, is the maximum con-
tribution
spinning
to reserve for the unit. The supplemental 1.2.3 (1,1,1) o----,-,,oo, 0
reserve requirement is 2.3 (0.1.1) 0 \
units; peakersi
(6)
where GSU; is the capability limit of the unitthat can con-
tribute to supplemental reserve. The unit limits GSP, and
GSUiaredifferentiated becauseutilities havedifferent rules
for determining contributionsto the two reserve require-
0 (0,O.O)
ments. The limits SPRES(t) and SUR€S(t) may be afunction
ofthegeneration requirement, largestavailableuniton-line, TIME = T TIME= T + I
orsomeotherfactor.Anycontributionfrom hydro, pumped Fig. 2. Example dynamic programming
state space for three
hydro, other sources of generation, interchange, or load cycling units.
management, would besubtracted fromthespinning
reserve requirement of the thermal units. is
Unit Commitment Problem: The unit commitmentp r o b u(t + I) = u(t)+ v(t)
lem is then to minimize the production cost (sum of fuel,
startup, and maintenance costs) where U(t)= (U,(t),U,(t), U3(t))is a vector of commitments
and Y(t) = (Y,(t), Y,(t), Y3(t)) is avector of commitment
changes.

subject to the unitconstraints, and generation and reserve

requirements. U,{t) is the commitment decision variable
(it is 1 if unit iis on-line for the tth hour and0 otherwise),
andX;(t)isthecumulativeon-time(ifX;(t) > 0)orcumulative
and
uj(t)=
i 1,
0,
ifunit i is committed
otherwise

1, iftheunit is started up
off-time (if X,(t) c 0). at end of time t
0, ifthe status ofthe unit
6. Solution Methods Y;(t) =
is not changed
The unit commitment problemis a very large nonlinear
-1, iftheunit is shut down
mixed-integer programming problem. For a system of 100
at end of time t .
units, and a time horizonof oneweek, there are over 30 OOO
decision variables. At the present time, thereis no method For reasonswe will discuss, the unit
commitment prob-
that solves the unit commitment problem exactly for large lem requires an approximate forward dynamic program-
problems. ming approach. In this method, thefollowing iterative
Many methodshave been developed for solving the unit equation is solved:
commitment problem.An excellent survey of earlysolution
methods (through 1975), including heuristic methods, is
lfU(t), t) = min {/(g(U(t),Y(t - I)), t - 1)
Y
given in [271.The optimization-based methods for unit com-
mitment have been based on a number of approaches t) + sTc(Y(t - I))}
+ oc(u(t), (8)
including dynamic programming, Lagrangian relaxation, where
integer programming, branch and b w n d methods, and
Benders decomposition. These methods combine mathe-
Ut) ={ u,(n}the vector of commitments,
vt) = { Y ; ( t ) } the vectorshutdown,
of
matical programming approaches with certainapproxi- startup decisions,
mations and assumptions to make the problem tractable.
g(U(t),Y(t - 1)) the backward transition equation:
Dynamic programmingand Lagrangian relaxation have
been used extensively to develop production-grade unit U(t - 1) = U(t) - Y(t - 1)
commitment programs-these methods will therefore be
Wt), t) optimum cost from start totimetwhen
described in some detail; the other methods will then be ending in state U ,
described briefly.
Dynamic Programming: The dynamic
programming
oc(u(t),t) fuel
andmaintenance cost at time t
assuming each unit is in state U,(t),
approaches [Iq, [26], [30], [34], [35] have been around the STC(Y(t - 1) startup cost givendecision Y(t - 1).
longest. In these methods the state space consists of the
commitment status of all the cycling units. Since the com- The calculation of the fuel and maintenance cost OC(U(t),
mitment status of themust-run unitsis known, theydo not t) requires solving the economic dispatch problem since
have to be put into the state space.'Most methods treatthe the commitment U(t) is known. The economic dispatch
commitmentof the peakingunits as a special case as problem involvesminimizingthefueland maintenancecost
described later. subject to the unitgeneration limits and
the generation and
Fig. 2 shows the state space for the case of three cycling spinning reserve requirements. Economic dispatch meth-
units and some example transitions. The dynamic equation ods are discussed in the Appendix.

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 in (8) is straightforward. The
Solving the iterative equation
initial condition is
/(U,
To) = 0, for U = Uo
/(U, To) = a ~ , for all U # Uo
where To i s the timeat the start of the study andUois the
actual state of the system corresponding to the unit status
at time To.Given / ( U t - 11, t - 1)at hour t - 1, for all states
U(t - I), thecalculation of /(U(t),t)involves determiningthe
fuel and maintenance cost OC(U(t),t) and then performing
the minimization (8) in for all transitions to state U(t).Please
refer to [I] [,lll, [I21 for a more detailed discussion of
dynamic programming.
The state space (the number of different values of U at
a given time) can be quite large. For a system having only
10 cycling units, the size of the state space is 2” which is
1024. Calculation of these many economic dispatches for
168 h woulduse a large amount of computerresources. In
reality, all these dispatches do not have to be evaluated
because someof these stateswill be infeasible (either they
have insufficient generating capacity to meet the supple-
mental reserve or the minimumgeneration of the on-line
units exceeds the generation requirement). However, for
typical systems, the number ofstates is still very large. For
this reason, implementations of these methods make cer-
tainapproximations which drasticallyreduce the state
space. One approximation [26] is to assume the units will
be committedand decommitted ina certain priority order.
This priority order is a functionof the units’operating and
startup cost. In this case, the units on-lineare completely
determined if one specifies the last unit to be committed
in the priorityorder. If there are 10 cycling units, then the
maximum state spacewould be 11-obviously much smaller
than 1024.
Users have noticed that this approachcan lead to loss of
optimality since the optimal use of the units may depend
on the relative size of the units (a large unit may be com-
mitted when only small a unit is needed) and on theeffect
of startup cost (it may be best to use a unit with large startup
cost all the time in one case and not at all in another). There-
fore,other approaches have been developed. These
approaches still depend on a priority ardering. A typical
approach [%I, [35] determines some nominal Commitment,
for each hour, which is determined to be good-choices
that have been used are 1)the minimum numberof units,
in the priorityordering, needed to meet the reserve con-
straints and 2) the result of the above priority list optimi-
zation. A set of units, in the priority list, about the nominal
commitment are then chosen for optimization-the units
below (higher priority) that set are assumed to be com-
mitted while the units above that set are assumed to be off.
If this set contains 5 units, then thestate space sizeis 2’or
32which is a reasonable number. Other methodsforchoos-
ing the set of units to consider, each hour, are described
in[x].
Up until nowwe have ignored the time-dependent nature
of the startup costs and the minimum u p and down-time
constraints. To include these constraints and costs in an
optimal manner in theDP approach, we would have to also
include theaccumulated up and down timeof the units in
the state space. Therefore, instead of a state spaceof 21° for
the 10 unit cases we would have a state spaceof MIowhere
COHENANDSHERKATOPTIMIZATION-BASEDMETHODS FOR OPERATIONSSCHEDULING
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M is related to thesum of the minimum upand down times
and the timeconstant in thestartup cost calculation (a t y p
ical value of Mwould be 10). Including theaccumulated up
and down time in thestate space is, therefore, unrealistic
even if we reducethe decision space using one of above- the
mentioned procedures. Instead, an approximate forward
DPapproach is used wherebythe cumulative upldown time
associated with each stateis calculated. This up/down time
corresponds to the optimaltrajectory to this state. The DP
will onlyallow transitionsY(t)that will notviolate any of the
minimum u p and down-time constraints. To be precise, in
calculatingwhich start-stopdecision Yisoptimumfor state
U , in (8), wealso calculatethecumulative upand down time
based on thecumulative up and down time of the previous
state (corresponding to the optimal trajectory to this state)
and the decision Y. If the new cumulative up or down time
does not satisfy the minimum up-or down-timeconstraint,
then we assign an infinite cost to that transition.In this way,
the forwardDP solution willbe feasible. The cumulative up
and down times are also used in the startup cost calcula-
tions. It is important to note that thisis an approximate pro-
cedure and it involves some loss of optimality.
As mentioned earlier, some methods treat the dispatch
of peakers as a special case. The rationale for this is that
peakers have relatively small startup cost and generation
capability and typically do not have any minimum u p or
down-time restrictions. They, therefore, can be used for
short time periods to supply generation. Therefore, even
though their marginal cost may be much higher than a
cycling unit, it may be more economical to use a peaker
because the cycling unit may supply much more energy
than is required or may have to be on for a much longer
period than is required. It, therefore, may be difficult to
specify where to place the peakers in the priority ordering
(this is especially true ofthose methods that require a strict
priority ordering). Hence,some methodsdispatchthe
peakers separatelyfrom the cycling units. A separate prior-
ity list is maintained of justthe peaking units. Referringto
the formulation above, the state U(t) justcontains the
cycling units.Then when evaluatingthe operating cost OC
corresponding to a given state, it is determined ifpeakers
are necessary to meet the generation or reserve require-
ments. If so, these peakers arecommitted according to the
priority order until the generation and reserve require-
ments are met. Peakers will also be committed if they will
reduce the operatingcost.
LagrangianRelaxation:TheLagrangian Relaxation a p
proaches [231, [291, [31], I331 nofe that the unit commitment
problem can be written in terms of 1) a cost function that
is the sum of terms each involving a single unit, 2) a set of
constraints involving a single unit, and 3) a set of coupling
constraints (the generation and reserve requirements), one
for each hour in the study period, involving all the units.
Formally, we can write the unit commitment problem as
follows:
minimize C C lj(ci(t),
ui(t))
t I (9)
subject to the unit constraints
Li(Gi, U ; ) I0 (10)
for all units i f where G; = (Gi(l), * , Ci(T))and Ui =
(Ui(l), * ,U,(T));and thecoupling generation and reserve
1577
constraints
for all times t and requirements n. Everett [4]showed that
an approximate solution to this problem can be obtained
by adjoining the couplingconstraints onto the cost using
Lagrange multipliers. The resulting "relaxed" problem is to
minimize the so-called Lagrangian
where G:W, U:(t) are the solution to the relaxed problem
with multipliers y,(t). That is, the derivative of the Lagran-
gian corresponding to a change in y , ( t ) is equal to the dif-
ference betweenthe requirement andthe value of the left-
hand side of the constraint evaluated at the solution of the
relaxed problem. The subgradient method to update y,(t)
is

where y i ( t ) is the kthupdate ofy,(t) and ak is a step length

subject to the unit constraints (IO),where y,(t) are the mul- given by
tipliers associatedwith the nth requirementfor timet. Since
-the cost function can be written as a sum of terms each
ak = l/(c + d * k) (16)
involvingonlyoneunit,andeachoftheconstraintsinvolves where c and dare constants. Different constants would be
one unit, this problem can be solved by a sequence of prob- given for the different requirements. Other forms of a'
lems each involving a single unit. could be used as long as ak -+ 0 as k 03 and +

Describing the Lagrangian relaxation method requires 0)

answering the following questions: 1) how dowe find the C ak -+ m.

multipliers y,(t) so that the solution to therelaxed problem
is near the optimum, 2) how close to the optimum is the
solution, and 3)how dowesolve the relaxed problem?Ever-
ett [4]and dualitytheory [A, [IO]give us insight to the first
two questions. Everett shows that if we solve this relaxed
problem, with any sets of multipliers y,(t), and the right-
hand side evaluates to R:(t); that is,
where G:(n and U : ( t ) are the solution, then G:(t), is u:(n
the optimum solutionof the original problem with REQ,(t)
replaced by R,*(t). Therefore, if we could find y,(t) so that
the resultingR,*(t)were equal to REQ,(t) we would achieve
our objective. Unfortunately, this cannotalways be done.
Duality theory has shown that for nonconvex problems
k=l
Lauer et a/. [29]use a different approach to minimizing
the dual function that uses second derivative information.
Different authorsuse variations of the above Lagrangian
methods to ensure that the generation andreserve require-
ments are met and that the algorithms converge to near
optimal solutions. These variations include replacing the
spinning and supplemental reserve requirements by con-
straints that just involvethe units' upper limits, and using
modifications to the subgradient formulas. Please refer to
[23], [?9], for[31]details of these methods.
The single unit relaxed problem i s to minimize
[li(ci(t),u m - m ( t ) R,,,(GA~),u,(t))] (17)

there will typically be a "duality gap" between the cost subject to the unit limits
obtained by solving the relaxed problem and the optimum
cost for the original problem.Since the commitmentdeci- GL, I C,(t) I CU,, if U,(t) = 1 (181
sion variables U i ( t )are discrete, the unit commitment
prob
G;(t) = 0, if U , ( t ) = 0 (19)
lem is nonconvex. The duality gap, however, has been
shown [29]to go to zero as the problem size gets bigger. and the minimum u p and down-time constraints
For large problems, the dualitygap is less than 0.5 percent
~91.
U,(t) = 1, if 1 I X,(t) < MNUP, (20)
Duality theoryalso gives us some information on how to U,(t) = 0, if -MNDN, < X,(t) 5 -1 (21)
change the multipliers m ( t ) so that the solution to the
relaxed problem is near the optimumsolution. Let D(y,,(t)) where X,(t) is the cumulative up time if X,(t) > 0 and the
be the value of theLagrangian at the solutionto therelaxed cumulative down time ifX i ( t ) < 0. MNUP, and MNDN, are
problem, then good values of the multipliers m ( t ) can be the unit's minimum up and down times, respectively. X,(t)
obtained by maximizing D(y,(t)) for all positive y,(t). Basi- can be relatedto U j ( t )bythe followingdifference equation:
cally, two approaches have been used to maximize the dual r

function D( ). The first [IO], [23], [31]involves using the

subgradient method. This is a generalization, for nondif-
ferentiable functions, of the gradient or steepest descent
method ( D is, in general, nondifferentiable). First note that
thesubgradientofD()withrespecttooneofthemultipliers if X,(t) 5 1, U,(r) = 0.
y,(t) is
(22)
This formulation leads naturallytoadynamic programming
solution approach. The state variables are just X,(t). The
number of required upstates is MNUP, and the number of

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required down states is max(MNDNj, COOLi)whereCOOLi
is the time required for a unit to cool down
completely so
that the startup cost i s independent of down time for down
times greater than COOL,.The allowed state transitions are
shown in Fig. 3. Classical dynamic programming can now
be used to solve the single unit problem.
UP 3 ables aremodeled as having the values 0 and 1correspond-
2
STATES
I
-1
-2
DOWN -3
STATES -4
-5
-6
-7
-8
TIME =T TIME = T* I
Fig. 3. State transitions for single-unit dynamic program-
ming [27.
Other Solution Approaches: Several authors have used
branch-and-bound methodsto solve the unit commitment
problem. Branch-and-bound is a technique tosolve a dis-
crete variable problem by solving a sequence of simpler
problems derivedfrom the originalproblem. The searchi s
organized via a branch-and-bound tree. The top node on
the tree is a relaxation ofthe problem(typically the integer
constraints are replaced by interval constraints) thatis rel-
atively easy to solve. The successorsof the top node are a
set of problems (also relaxations of the original problem)
each having a disjoint solutionspace; the unionof the solu-
tion spaces of these successors is the solutionspace of the
top node problem. Each of these ,nodes is also separated
into a set of problems with disjoint solutionspaces having
the property that the union of the solution spaces is the
solution space of the parent node. This process is repeated
until the solutionspace for the endnodes of the tree con-
sists of an enumeration of all the discrete variables. Since
the solution space of the parent node is a relaxation of all
the successor nodes, the optimum solution of the parent
(assuminga minimization problem) must be lower thanthe
solution ofany of the successors. Therefore, the optimum
solution of the parent (or a lower bound on that solution)
is a lower bound on any descendant node. The basic idea
of branch-and-boundis that if, at anytime in the procedure,
one obtains a solution the of problemat a node (or a lower
bound on the solution) thatis greater than aknown feasible
solution to the original problem, then all feasible solutions
corresponding to descendants of that node are known to
be nonoptimal. It, therefore, is unnecessary to evaluate
these descendant nodes. Defining the branch-and-bound
method requires defining 1) the problems in the branch-
and-bound tree, 2) the methodof solving each problem in
the tree, and 3) the method of searching the tree. The
branch-and-boundtree is completelydescribed if one
defines the problemcorresponding to the topnode of the
tree and the method ofobtaining the successors of any node
(thismethod is called the separationrule). More back-
ground onthe branch-and-bound method i s given in [6] and
[I 31.
Branch-and-bound can be used with any optimization
approach for solving the problems corresponding to a node
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on the branch-and-bound tree. Three methods appear in
the literature. Dillon eta/. [25] and Pang eta/. [42] formulate
the unit commitment problem as a linear mixed-integer
programming problem and then use standard integer pro-
gramming algorithms to solve for the commitmentsched-
ule. In this approachthe cost function and constraints are
written as linear functions of the generation and commit-
ment decision variables. The commitment decision vari-
ing to a unit beingoff or on at a given time.The relaxation
corresponding to the topnode of the decision treeallows
all the commitment decisionvariables to take on any value
in the interval[0,I]. Each descendant of a node corresponds
to restricting some of the commitment decisions to 0 and
1. The problem at any node of the treeis a linear program-
ming problem whichcan be solved using a modern linear
programming package. Dillon et a/. [25] describe several
problemapproximations and extensions tothe basic
branch-and-boundalgorithm thatwereneeded to make the
solution approach tractable for this problem.
Cohen and Yoshimura [24] formulate the problem as a
nonlinearmixed-integerprogramproblem. They define
start and stop intervals foreach unit which limits the hours
a unit can start up or shut down for each day. At the top
node thestart and stop intervals for the units are the entire
day. The successorsof this node restrictthe start and stop
intervalsforoneunittobeasubsetoftheday.Thenextleve1
of nodes restricts the start and stop intervals for the first
unit further.This restriction continues until,at the bottom
set of nodes, the start and stop intervals each consist of a
single hour. They use an economic dispatch algorithm to
obtain lowerboundson the solution corresponding to each
node. Since each day is considered separately, they have
to use a heuristic approachto couple theschedules for sev-
eral days. They do not discuss how they would deal with
the case where the units start and stop more thanonce in
a day.
Lauer et a/. [29] as well as Mucstadt and Koenig [33] pro-
pose using branch-and-boundalongwith Lagrangian relax-
ation to reduce the “duality gap” in the Lagrangian relax-
ation approach. This isa natural approach since maximizing
the dual function D( ) with respect to nonnegative y J t ) is
a lowerbound onthe solutionto the original problem. The
branch-and-bound treeis formed, at each level, by restrict-
ing some of the commitment decision variables to be 0 or
1.
Recently, Habibollahzadeh and Bubenko [28] havedevel-
oped a methodbased on Benders decomposition. Benders
decompositionrequiresthattheunitcommitmentproblem
be formulated as a mixed-integer linear programming prob-
lem. Bendersdecomposition is a way to decompose the unit
commitment problem into master a problem involving only
thediscrete commitment variables and a subproblem
involving the continuous generation variables. The sub-
problem corresponds to the economic dispatch problem
witha givencommitment. The marginal costs(system
lambda), for each hour, from the subproblem are used to
constrain the allowed commitmentsin themaster problem
(this master problem can be decomposed into a sequence
of problems each involving a single unit). The masterprob-
lem provides commitments to theeconomic dispatch prob-
lem. The master problem and the economic dispatch sub-
problem are solved iteratively until the solutionconverges.
1579
More details on Benders decomposition can be found in lation is to useafirst-order Taylor expansion of theloss term
PI,
[IO], [281, and [67l.

C. Extensions to Unit Commitment

Multi-Area Constraints: Many utilities and power pools (25)
have limits on the power flow between regions of theirsys- where Gf are the generations at which thepenalty factors
tem or limits on the power flow between their system and are calculated. Combining this equation with (23) gives
neighboring systems. Each region may also have separate
spinning or supplemental reserve constraints.
The solution procedures that have been used to incor-
porate multi-area constraints have been based onthe
dynamic programming solutionmethod. The solution pro-
cedure has been to determine a set of units, in each area,
to consider for commitment/decommitment at each hour. or
These units are chosen so that the reserve requirements
GJPF; = GR*
and transmission constraints will be satisfied. A subset of I

the units from all areas is then used for the dynamic pro-
gramming procedure (using all combinations of unitsmay
require too much computation time).Two methods have
been used to determine the generations and costs asso-
ciated with a set of units. Pang et a / . [34] essentially model
the transmission constraints as linear flow constraints (i.e.,
the Kirchhoff’s voltage law is ignored). The resulting con-
strained economic dispatch problem is solved by a heu-
ristic method; however, nonlinear programming methods
such as the reduced gradient method or transshipment
methods [8], [IO] can also be used. VanMeeteren eta/. 1321
use a similar approach to that in [34], however, instead of
ignoring thevoltage constraints, they use a dc power flow
model to relate line flows and bus injections. The coeffi-
cients of thedc power flow model are set by a power flow
program.
Losses: Line losses havebeen ignored so far in thepaper.
They canbe quite important in determining the economic
dispatch. Ifweadd losses, then thegeneration requirement
equation, at a given hour, becomes
c
I
c; = L +
LOSS (23)
where L is the load and LOSS is the losses. Applying the
necessaryconditionofoptimality(with/(G,)thethermalcost
function for unit i ) gives the following equation that the
optimal generations Gi must satisfy for generations between
their minimum and maximum limits:
= X/PF, (24)
where PF, is the penalty factor for uniti[ I 7 and X is the sys-
tem lambda resulting from the economic dispatch. The
penalty factor is a measure of how close the unit is to the
load center. This i s the equation thatis typically used in the are limited or which
economic dispatch algorithm (see the Appendix).
Many unit commitment programs use the penalty factors
in calculating theeconomicdispatch but do not include the straints, which can be translated into hourlyconstraints for
loss terms in the generation requirement equation(4).This
leads to an inconsistency between the economic dispatch
problem and thesolution approach. Including losses
explicitly would require incorporating a load flow whichis
not computationally feasible for large problems. One
method of incorporating losses into the problem formu-
where GR* is the right-hand side of (26).
Thepenaltyfactorforagivenunitisgoingtobeafunction
of the specific power flow solution at the optimum dis-
patch, however, it does not change that much for small
changes in load. It i s standard practice to store different sets
of penalty factors to be used by the unit commitment for
different conditions of the system (e.g., load, amount of
impotdexport, unit availabilities) at each hour.
Ramp Limits: Many unitshave limits on the amount their
generation can change in an hour. The allowed generations
in the next hour can be a function of the unit’s current gen-
eration, the number of hours a unit has been on-line, and
whether the unit‘s generationis increasing or decreasing.
Ramp limits are difficult to beconsidered optimally if one
is also going to consider spinning reserve constraints of the
form (5)and losses as in (27).The approachesto ramp limits
in the literature have been limited to the economic dispatch
problem where the unit commitments are assumedknown
(see [22], [36], and [41]).These papers also do notconsider
problems where allthree constraints are present.
To the authors’ knowledge, the ramp rate constraints are
usually included in a heuristic manner. This is done by using
the results of the economic dispatch in one hour to limit
the generation in the following hour. isIteasy to show that
this approach is suboptimal [36]. Some dynamic program-
ming based programsalso have logicwhich insures,foreach
hour, that thereis enough ramping capabilityin theon-line
units plus the units being started or shut down tomeet the
change in the load. This is a necessarycondition butit only
solves part of the problem.Proper consideration of ramp-
ing timits i s an important open problem in unit commit-
ment.
Fuel Constraints: Many utilities have fuel supply con-
straints that affect the commitment of units. The type of
constraints are varied. Someutilities have gas supplies that
have take-or-payrequirements. Other
fuelscan belimited due to supply problems, limited storage
facilities,orother reasons.Theconstraints maybeflowcon-
unit commitment, or they can be constraints for usage over
several hours, days, weeks, or months. If some fuels are
constrained over a period longer thana week, then a long-
term fuel dispatch problem [42], [a], [45] must be solved
to allocate the long-term contracts to the unit commitment
study period.

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 Adding fuel constraints severely complicates the unit
commitment problem. For example, a unit that would be
committed for all hours in theabsence of fuel constraints
would havetohave itscommitment limitedif tight fuelcon-
straintsare present. For dual-fuel units, several factors
influence the dispatch including thecosts fuelof bothfuels
and how the heat rate depends on the fuelused.
The optimization methods applied to this problem fall
into two classes:
methods thatdecompose the problem into a unit com-
mitment problemand a fuel dispatch problem that are
very weakly coupled [32], [43];
integrated approaches to solving the problem [23].
and time-dependent startup costs. Further research is,
therefore, required to determine if this is a viable method
for a range of unit commitment problems.
Future advances in unit commitment will come in two
areas. First, it is important to findmethods thatcan obtain
schedules that are very close to optimum. The availability
of cheaper and faster computers shouldmakethis possible.
Theother challenge in unit commitment is to include more
aspects of the generating system in the formulation. This
includesfindingbetter ways to handle ramp rate con-
straints, multi-area constraints, and fuel constraints as well
asspecial unit types suchas dual-boiler unitsandcombined
cycle units.

The decomposition methods can solve fuel dispatch prob-
lems that are quite general involving multiple sources of
fuel each of which can supply multiple units; however,
decoupling the fuel dispatch from the unit commitment
problem can lead to commitments thatare farfrom optimal.
The integrated approach is limited as to the types and num-
bers of fuel constraints that it can consider efficiently but
itcan beexpectedtogivecommitmentsthataremuchcloser
to the optimum.
D. Summary
Dynamic programming was the earliest optimization-
based method to be appliedto the unit commitment prob-
lem. It is used extensively throughout the world. Ithas the
advantage of being able to solve problems of a variety of
sizes and to be easily modified to modelcharacteristics of
specific utilities. It i s relatively easy to add constraints that typically to maximize the overall hydro energy production
affect operations at anhour (such as area constraints) since
these constraints mainly affect the economic dispatch
problem and solution method.It is more difficult to include energy output to the total potential
constraints that affect a single unit’s operation over time.
Thedisadvantages of the dynamic programming areits
requirement to limit the commitments considered at any
hour and its suboptimal treatment of minimum up- and
down-time constraints and time-dependent startup costs.
These disadvantages can lead to suboptimal schedules.
Lagrangianrelaxation isalso being used regularly by some
utilities. I t s utilization in production unit commitment pro- i s done as part of hydro-thermal coordination. The hydro-
grams i s much morerecent than thedynamic programming
methods. It is much more beneficial for utilities with
numbers of unitssince the degree of suboptimality (in rel-
ative terms) goes to zero as the numberof units increases.
It also hasthe advantage of being easily modified to model
characteristics of specific utilities. It is relativelyeasy toadd
unit constraints (such as fuel constraints over the study)
since theseconstraints mainlyaffect thesingle unit dynamic
programming problem(see Section1143). The disadvantage
of Lagrangian relaxation is its inherent suboptimality.
Theauthorsarenotfamiliarwithanyutilitiesthatareusing
branch-and-bound or Benders decomposition to obtain
commitment schedules on a regular basis.Branch-and-
bound methods have only been demonstrated on prob-
lems with relatively few units over a short study period.
Benders decomposition has just recently been applied to
unitcommitment. It hasthedisadvantageof requiringalin-
ear problem formulation.Also, the problem formulation
[28] did not directly model minimum up and down times
Ill. SHORT-TERM
HYDROSCHEDULING
A. Problem Description
The problem of short-term hydro schedulingis to deter-
mine the optimum hourlygeneration (MW) production of
hydro unitsand, in most applications, other quantitiessuch
as water flows through generating stations, reservoir
releases, and storage levels. The objective of short-term
hydro scheduling is to maximize the ”value” of electrical
energy production from hydro, over a scheduling period
of up toone week. The scheduling resolution is typically
1 h; shorter (half-hour) or longer (multiple-hours) resolu-
tions may also be used.
The “value” of hydro energy takes on different forms
depending on thecharacteristics of the hydrosystem, and
the type and mix of generation resources. For an all-hydro
or predominantly hydro system, the objective function is
or tomaximize the overall efficiency of the system. The lat-
ter may bedefined asthe ratioof the totalactual gross hydro
energy contained in the
water discharged through the turbines.For a system with
sales and purchases,the objective function can include the
net cost of sales and purchases. The forecasted load and
other generation requirements are considered as a mini-
mum requirement to be satisfied for each time increment
of the study period.
In a hydro-thermal system, short-term hydro scheduling
thermal coordination problemrequires the solution for the
large thermal unit commitments and generation dispatch as well
as the hydro schedules. The objective i s typically to min-
imize thermalproduction cost subject to meeting the load
and other generation requirements. The physical and oper-
ational characteristics of the hydroand thermalproduction
system are modeled, as well as other operatingconstraints
(e.g., limits on area interchange). Hydro-thermal coordi-
nation is a more complex anddifficult problemthan hydro
scheduling for a purely or predominantly hydro system.
Almost all of the existingpractical methods for solving the
hydro-thermal coordination problemare basedon decom-
position methods involving the unit commitment and hydro
scheduling subproblems. The overall problem solution is
obtained bycoordinating between the solutionof the unit
commitment and hydro scheduling subproblems. The
coordination procedure depends on the decomposition
in method used. In some applications, the hydro scheduling
subproblem may be formulated as a short-term hydro-ther-

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mal dispatch problem with both thermal and hydro deci-
sion variables present as part of a single
optimization prob-
lem. This is the case, for example, when area interchange
or minimum generation requirements are present.
Sincethe state (water content) ofthe reservoirsat the end
of the scheduling period affects future operation, the short-
term hydro scheduling problem usually includes a target
value for the reservoirs’ contents at the end of the study
period. As an alternative to modeling thereservoir final tar-
gets as hard constraints, the objective function may be
appended by aterminal hydrocost which is a function of
the reservoir terminal contents. The target reservoir con-
tentsor the reservoir terminal cost function is usually
obtained from ahigher level (mediumor long-term) hydro
scheduling optimization [71].The terminal hydro cost may
also be modeled as a penalty cost for target deviations.
In thefollowing, we describe the hydroscheduling prob-
lem (or subproblem)in terms of the hydrogeneration and
flow models andother constraints normally present as part
of
the
problem formulation. Solution
methods are
addressed in Section Ill-B.
Hydro Unit Generation Characteristics;The electrical
output (MW)of a hydro unitis a function of the water flow
throughtheturbine and the net head (thedifference
between the station forebayelevation, and the station tail-
water, or afterbay elevation). In some cases, it may also be
a function of the hydro unit loading combination in the
power station. Different models have been used to char-
acterize hydro unitgeneration characteristics as a function
of flow,head, and other variables. Some investigators have
used simple models which ignore head dependence and
nonlinearities. A number ofreferences on the hydro sched-
uling problem included in the Reference Section of this
paper (in particular[471) contain typicalcurves which have
been used to model unit generation characteristics.
A general form of the modelis given by
PH; = k f(Ui, HNi)
PMlN; (HN,) IPH; I PMAX; (HN;)
where PH; is the hydro unit M W output, uiis the turbine
discharge rate (e.g., in cubicmeters per second), and HNi
is the net head calculated as the difference between the
station forebay and the station afterbay elevation. k is an
appropriate unit conversion factor, and i designatesthe unit
index (theperiod index t has-been omitted for thesake of
simplicity). In calculating the net head HN;, some models
also account for head loss which is modeled as a function
of theturbine discharge u;,and, in some cases, alsoa func-
tion of the hydro unit loading combination (that is, a func-
tion of which hydro unitsare on-line within thestation).
The minimum and maximum stationflows, and thusthe
minimum (PMIN,) and maximum (PMAX,) unit electrical
output limits, can be headdependent. For this reason, the
unit M W limits in (28b) are stated as a function of the net
head. Furthermore, theremay be hydro turbineoperating
restrictions which are modeled as forbidden M W operating
regions (bands) i n the range between the unit’s lower and
upper M W limits. Pumping units havecharacteristicswhich
are similar to hydro generating units, with the exception
that while pumping, they increase load by their M W con-
sumption.
Since reservoir elevationcan be expressed as a nonlinear
1582
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function of reservoir storage content, the hydro unitgen-
eration model(28a), (28b) canbe represented as a function
of the reservoir discharge and storage variables (i.e., the
adjacent upstream, and, when applicable, the downstream
storage variables). Thus, for example, when no tailwater
effects are present, (28a) can be written as
PHi(t) = k - g(u;(t),X A t ) , x , ( t + 1)) (29)
+
where xi@) and x ; ( t 1) are the storage variables for the
upstream reservoir representingthe storage content at the
beginning of time periodrand t +
1, respectively.
In general, hydro units do not have commitment con-
straints in terms of minimum up or down times as do ther-
mal units. Also, there are usually no costs modeled forhydro
unit startup or shutdown.However, in order to discourage
frequent startups and shut-downs and unnecessary plant
output variations, penalty cost terms can be added to the
objective function to discourage such phenomena. Some
hydro plants may have a limitation onthe rate of change
in plant output (MW) which is due to the physics of the
hydraulic system. The maximum rate of change (increase
or decrease) in plant output may be a function of head and
other plant loading conditions. One of the most common
features of hydrogenerating or pumping unitsis their dis-
creteoperatingcharacteristics which is either dueto
restricted loading bands, or due to operating efficiencies
at discrete output levels.
Since the number of hydro units is usually much greater
than the number of hydroplants, in theshort-term hydro
scheduling .optimization problem, hydro generation is
modeled at the plant levelin order to reduce problem size
and solution times. In practice, actual unit schedules are
normally obtained from a very-short-term (every 5 min)
hydro economic dispatchoptimization whichuses the gen-
eration models at the unit level and the prevailing hydro
conditions.Thevery-short-termproblem reoptimizes hydro
unit generation subjectto hydro plant targets calculated by
(28a) the short-term (hourly) optimization problem.
(28b) The equivalent hydro plant model for the short-term
problem can be obtainedin several ways. One approachis
to generate, for each head value, an “optimum” plant gen-
eration curve which is a function of total plantdischarge.
This requires the solution of a series of hydro economic
dispatch subproblems forthe units within a plant, in order
to generate the plant generation curve in a point-wiseman-
ner. The objective is to maximize plant generation (or aver-
age output efficiency) subjectto unitoperating character-
istics and plantflow constraints. The optimization problem
includes discrete variables due to the unitdiscrete oper-
ating characteristics.
In practice, however, most of the methods for deter-
mining the hydro plant model are more approximate in
nature. Typically, these methods sum up the unit capacities
within theplant and represent the plant generation (input/
output) characteristics by aform similar to the unit char-
acteristics. Forbidden unit operatingregions are often
neglected, as is the dependence ofhydro unit efficiencyon
the hydro unit loadingcombination. These methods may
be justifiedif, as earlier stated, the actual hydro unitsched-
ules are obtained from avery-short-term (e+, every I m i n )
unit-level optimization problem.
Water Flow Balance Equations: The water flow balance
equations describethe conservation of flowsat the nodes
PROCEEDINGS OF THE IEEE, VOL. 75, NO. 12, DECEMBER 1987
inthehydrosystem.Thesenodesmaybeofthestorage(i.e.,
reservoir) or nonstorage (i.e., simple hydro junction)type.
The general form of the water balance equations is given
by
Xi(t + 1) = x ; ( t ) + Wi(t)
+ c U j ( t - Tj,)
/Eli
where xi(t)is the storage content of node i (reservoir i ) at
the beginning of period t, wi(t)is the sum of all natural
inflows into nodei during periodt, u,(t) is the controlled
flow along flow branch m, sk is the spilled flow along flow
branch & .I
and j index sets corresponding to thecon-
Miare
trolled flows into and out of nodei,respectively, and Ni and
Kj are index sets correspondingto the spilled flowsinto and
out of node i,respectively. Ti is the water travel time for
branchj. There are limits on the storage and flow variables
given by
& ( t ) IXj(t) 5 FjCt)
&(t) 5 u,(t) 5 U,(t)
sk(f) 2 0.
For a nodewith nostorage content, thewater flow equation
is simplified in that the storage content variable xi(t)does
not appear in the equation. In practice, a reservoir with
downstreamgeneration has asingleimmediate down-
stream plant; thus there is only a singlecontrolled outflow
(and spillage) in thewater balanceequation. The set of water
balanceequations (30)form a linearset of constraints which
haveanetworkflowstructure.Asdescribedlater,thisstruc-
ture is exploited in many of the short-term hydro sched-
uling algorithms to achieve fast solution times.
Generation and Reserve Constraints: For a purely hydro
system, the generation constraint may be stated in terms
of a minimum generation requirement given by
PH(t) B D(t)
where
PH(t) = PHi(t)
I
is the total hydro generation for period t.
The generation constraint in a hydro-thermal system is
of the form
PH(Q + PT(t) = D(t)
where PH(t)and PT(t) represent the total hydro and thermal
generation (MW), respectively, and at)
is the load, for
period t, including losses. Lossesare either modeledas con-
stant or as a linear function of generation (see Section II-
C).
Different types of reserve constraints may be modeled
depending on the system requirements. Area and system
spinning,supplemental, emergency, orother types of
reserve requirements lead to constraints of thegeneral
form
(written here for a hydro-thermalsystem)
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where HR,and TR,designatethe setof hydroplants(because
of modeling at the plant level) and thermal units contrib-
uting toreserve type r, RH, and RT, represent the function
used for evaluating the contribution of a hydro plant and
thermal unit, respectively, to reserve type r, and RES,(t) is
the reserve type r requirement for time period t. The spe-
cific form of the functions RH, and RT, is dependent on the
type of reserve being modeled. A linear form is obviously
most desirable from a solution method standpoint. HCw-
ever, as described in Section 11-A, for thermal units, the
model for spinningreserve is nonlinear dueto the limit on
a unit's maximum reserve contribution.
Hydro plantreserve contribution is calculated as the dif-
ference between a plant capability limit (usually defined as
a function of the type of reserve being modeled) and the
plant generation. In most cases, however, the maximum
reserve that can be suppliedby a hydro plant is limited due
to the physics of the hydraulic system and characteristics
of the turbine. For this reason, a maximum permissible
reserve canbe assigned to the hydro plant. This maximum
reserve may be a function of head and the rate of change
in plant loading. Therefore, RH, may have to be modeled
as a nonlinear function. This further complicatesthe prob-
(31a) lem and theauthorsare not awareof any existing short-term
hourly hydromodel which includes such nonlinear models.
(31b) Othersystem Consfraints:A number of other constraints
(31~) may be modeled for the hydro scheduling problem. Area
interchange constraintis one of the more important ones.
It is used to model network transmission capacity limita-
tions. It is usually modeledas a constrainton thenet inter-
change of each areawith therest of the system (i.e., in terms
of limits on the difference between area total generation
and load).
Hydro Scheduling Problem: For the hydro scheduling
problem, the general form of the objective function is
I= 7 L,(PH(O) + b! (47)) (35)
where
PH(t) =
I
PH;(t), t = 1, - * * ,7
(32) with PHj(t) given by(29). L, represents the value of the hydro
energy production for period t. $ is the function repre-
senting the value placed on the terminal reservoir contents.
In a purelyor predominantly hydro system, the problemis
to maximize] subjectto the hydro generation and flow con-
straints (28)-(32). In a hydro-thermal system, L, represents
the value of the hydro energy which is determined based
on the replaced thermal production cost for period t. In
either case, reserve and area constraints mayalso be
(33)
included.
When the only coupling constraint between the hydro
and thermal subsystems is through the load (total gener-
ation) constraint equation (33), then it is possible, by means
of a thermal pre-dispatch, to represent L, as a function of
the total hydro generation PH(t). If, however, other con-
straints (e.&, reserve constraints of the form (M), or area
interchange constraints)which couple the hydroand ther-
mal subsystemsare present, then boththermal and hydro
decision variables and constraintsare explicitly present in
the problem formulation.In this case, the thermal cost C,
which i s a function of the thermal generation variables,
replaces L, in theobjective function. For the remainder of
1583
 this paper, we assume that the objective function for the
hydro scheduling problem has theform given i n (35).
B. Solution
practical
Methods
The basic hydro scheduling problem has been formu-
lated as the followinglarge-scaleoptimization problem (this
formulation is primarily suited for a nonlinear program-
ming solution method).
min F(x, u)
subject to
Ax+Bu+Cs=w
X S X S X
-
u 5 u S ax)
s r o
where x is the state vector corresponding to thereservoir
storage content variables, u is the control vector corre-
sponding to the water flow variables, and s is the vector cor-
responding to water spillage. The negative of the function
F being minimized represents the total value of hydro
energygeneratedin the system overthe entire study period.
TheformofthefunctionF,andthetermsitcontains,depend
on the original objective function being maximized (e.&
hydro energy production), or minimized(e.& thermal pro-
duction cost), and as stated earlier, may include a terminal
cost term which is a function of the state of the reservoirs
at the end ofthe short-term period.Since hydro plant energy
production is a function of plant discharge and net head
(which, in turn, is afunction of reservoirstorage contents),
F is, therefore, a function of bothx and u. The function F
is in general not convex (although it may nearly be so), and
thus onecan only expect a localoptimum (F may not even
be differentiable). The objective function is also generally
not separable.This is because, for most problems, the func-
tion L, in (35) is a function of the total hydro energy pro-
duction PH(t).
The water flow balance equations (30), and the bounds
on reservoir storage contents andwater flow variables (31),
form the linear.set of constraints in (37) and the lower and
upperboundsonthevectorsx,ufsin(38).In(38b),forhydro
plants with headdependentgeneration charactetistics, the
upper bound onplant discharge is a nonlinear function of
head, and thus the corresponding reservoir storage vari-
ables. Other constraints(e.g., areainterchange, reserve) can
also be added to the above problem formulation, but for
the purpose of discussing basic solution methods these
constraints wili notbe presentlyconsidered. Also note that
the above mathematical modeldoes not address hydro unit
commitment which may require the modeling of hydro
generation efficiency as a function of the configuration
(number) of hydro units online. Nor does it consider the
modeling of discrete gaps in hydro unit MW operating
range, and hydro unitdiscrete loading level considerations
due to unit efficiency characteristics.
Different optimization methods have been reported in
the literature for solving the short-term hydro scheduling
problem. Comprehensivesurveys are presented in [63]and
[a]. These methods include dynamic programming, linear
and nonlinearprogramming, and decomposition-based
methods. Inthefollowingwewill brieflyreviewthesemeth-
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ods. More emphasis is put on describing nonlinear pro-
grammingapproaches based on reduced-gradient-type
methods, since they have been used to solve large-scale
hydro
problems.
scheduling
Dynamic ProgrammingMethods: Dynamic programming
(DP) methods were among the earliest methods applied to
the hydro-thermal scheduling problem [46], [ a ] , [61], and
have continued tobe used [52], [55], [56], [74], [75]. With the
exception ofmodeling water flow delays, DP hasthe advan-
(36) tage that it can directly handle nonconvex, nonlinear, and
even discrete characteristics present in the hydro and ther-
mal models. Since DP methodscan accommodate complex
(37) models andare sometimes easier to implement (compared
(384 to large-scale linear and nonlinear programmingmethods),
they are ideally suited for hydro systems with few hydro
(38b) storage plants. Application of DP for scheduling a large
pumped storage plant is described in [52].This paper models
(3&)
many characteristics ofthe plant including: discrete pump
ing loads, discretegenerating regions, generating limitsand
cycle efficiency as a function of head, andfinally, an objec-
tive function whichis dependent on the thermalunit com-
mitment and thus not necessarily convex.
For hydro systems with more than two or three storage
plants, direct application ofDP is impractical due to exces-
sive computationtimes and thewell-known curse of dimen-
sionality. Successive approximation methods [56], [61], 1741
are usedto convert the solution of the original DP problem
which involvesa highdimensional statespace, into a
sequence of problems with lower dimensional state space
(usually involvinga single reservoir).These methods con-
verge monotonically to a local optimum which is depen-
dent an the initial starting solution.These methods, how-
ever, are not ideally suited for hydro systems with many
coupled storage plants [19].Linear and nonlinear program-
ming methods are, therefore, superior to dynamic pro-
gramming methods for these kinds of systems and gen-
erally for hydro systems with more than three (orat most
four) reservoirs.
Linear and Nonlinear Programming Methods: Linear and
nonlinear programming methods have been widely used
for solving the short- (and medium-) term hydro-thermal
schedulingproblem. Linear programming (LP) methods
requirethat either linear models bused (i.e., ignoring non-
linearities), or that the objective Ll
ction and constraints
be linearized about anominal operating point, or that the
nonlinearities be modeled using piecewise-linear, convex
approximations (e.& [72], [73]). Most nonlinear program-
ming methods applied to the hydro scheduling problem
solve an, optimization problem witha nonlinear objective
function (which may include some or all of the nonlinear
constraints addedto the original objective function as pen-
alty terms) and a largeset of linear constraints.
One of the earlier applications of nonlinear program-
ming methods tothehydro scheduling problem was
reported i n [SI . approach uses the flowbalance equa-
The
tions (37) (spillage is not explititlymodeled in [SI) to elim-
inate the reservoir releases and obtain a problem withan
objective entirely in terms of the reservoir storage vari-
ables. All of the remaining constraints,with the exception
of simple bounds on the reservoir storage variables, are
appended to the objective function as penalty terms. The
resulting problem is then solved by a conjugate gradient
type method [14]. However, in [@I, it was later shown that
PROCEEDINGS OF THE IEEE, VOL. 75, NO. 12, DECEMBER 1987
reduction of the flow equations in the state space of the
reservoir storage variables leads to a solution witha slower
convergence rate than if the problem were reduced in the
control space (i.e., with respect to the release variables).
This fact is shown through eigenvalue analysis of the Hes-
sian of a typical hydro scheduling objective functionwith
respect to therelease and storage variables.
Reduced-gradient-type methods constitute a basic
approach for solving the hydro scheduling problem for-
mulated in (36)-(38). For simplicity, assuming a fixed upper
bound for the release vector u, and no explicit modeling
of the spillagevector (the spillageand releasevariables may
sometimes be combined in the form aofsingle variable as
done in [49] or [67J then the problem (36)-(38)can be
restated as
min F(x, u) (39)
subject to
Ax+Bu=w (40)
gsxsji a) (41
- resents a network withnodes corresponding to hydro facil-
u s u s u .
- (41b)
A reduced-gradient-type method partitions, at each itera-
tion, the current feasible point (x, u) into a set of m basic
variables(strict1ywithin their bounds)whoseassociated set
of independent columns M form a basis of [A B], and a set
of n - m nonbasic variables ( n is the total dimension of x
and u combined) associated with the remainingset of col-
umns N in [A 4.
Partitioning [A s] by the set of basic and nonbasic col-
umns (M and N, respectively) and denoting the vector of
basic variablesby y and the vector of nonbasic variables by
z, where
y = M-' w - M-' N Z
then (39)-(41) can be restated as
min f(M-' w - M-' N z,z) b f(z) (42)
subject to
y ~ M - ' w - M - ' N z s y
- (434
- 3(node3)to hydro-plant3(node6).In Fig.4(b),a"fictitious"
gszsz. (43b)
Let Vf(z)denote thereduced gradient ofF with respect to
z. When the projection -Vf(z) of onto thecone of feasible
directions defined by the set of active bounds in (43b) is
nonzero, then a "better" (i.e., smaller cost) feasible point
can be found by movingalong this direction. In so doing,
if a basic variable hits one of its bounds, it must become
nonbasic through an appropriate basis change. This pro-
cess is repeated until the optimumis found.
Assuming that from one point on, in each iteration of the
above method nobasic variable hits a bound (i.e., no basis
change), then thesubset of theeigenvalues of thereduced
Hessian of f with respect to z, corresponding to the set of
active bounds at the solution point, govern the conver-
gence rate of the above procedure. Since the reduced
Hessians of f w i t h respect to different subsets of nonbasic
variables may have very different sets of eigenvalues, the
rateof convergenceof the method can depend on thebases
used in theabove iterative process.Thisfact has been inves-
tigated in detail in [60]. To improve problem conditioning,
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Hanscom et a/. [5fl as well as Lafond [60] reduce the prob-
lem in terms of the release variables and apply a gradient
projection method[18]. This approach has led toa solution
method with superior convergence rate, at least for thetest
problems considered in [60], and with core requirements
comparable to a reduced-gradient-type algorithm.
Many variations exist in thepractical implementation of
the basic reduced-gradient-type method in terms of
approaches for handlingnonbasic variables at bounds and
the definition offeasible search directions. In [15], in addi-
tion to the basic and nonbasic variables, a third type of
variable called superbasics is defined. These variables can
lie between their bounds. Their introduction is motivated
by the fact that the solution to a nonlinear optimization
problem does not necessarily lie at a vertex of the linear
constraints set. The details of thecorresponding algorithm
and its implementation are described in [15]. A number of
investigators in the hydroscheduling area ([50], [62]) have
used this approach.
NetworkMethods: In the hydro scheduling problem for-
mulated in (39)-(41), the linear set of constraints (40) r e p
ities such as reservoirs, hydro-junctions (diversionpoints),
and hydro-plants, and arcs corresponding to flows on riv-
ers, canals, pipes, and hydro conduits.Each column of the
node-arc incidence matrix [A B] (corresponding to the set
of constraints in (40))characterizing the hydro network has
exactly two nonzero entries, one beinga +I and the other
a -1. The graph of the hydro network can be displayed by
meansof a labeled drawing in terms of its nodes (reservoirs,
hydro-plants, hydro-junctions) and directed arcs (flows on
rivers, canals, etc.). Most recent applications of linear and
nonlinear programming methods for the hydro scheduling
problem reported by other investigators ([53], [54], [59], [62],
[64], [69], [73], [76]) have exploited the underlying network
structure associated with the hydro constraints to develop
computationally efficient optimization algorithms.
An example of a hydro network with three reservoirs,
three hydro-plants, and two hydro-junctions is shown in
Fig. 4(a). The graph of this hydro network is shown in Fig.
4(b) for a length of two time periods. In this example, there
is a delay of one time periodin water flow from reservoir
sink nodes is defined whichabsorbs the sum of all hydro-
plant and spillage flows, over all time periods, flowing to
their final destinations. Note that for this example hydro
network, it is not necessaryto specifically define nodes for
plants 1 or 2 (corresponding to flows u1 and u 2 ) .A node is,
however, required forhydro-plant 3 (node 6) to model the
flow delay between the upstream reservoir and the hydro-
plant.
The hydro scheduling problem is, therefore, a network
flow problem with a nonlinear objectivefunction. For such
problems, network optimization methods are computa-
tionally superior to other methods. On test problems, at
least anorder of magnitude, and u p taofactor of morethan
25, in solution time difference i s reported [3] between using
a nonlinear network flow optimizationpackage and a gen-
eral optimization package [16].Even when non-network
constraints such as generation and area constraints are
present in the hydroscheduling problem formulation,net-
work flow methods are stilt computationally superior t o
other methods.
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1585
 P : Reservoir

9cv : Hydro-Plant

-
---
S : Sink node.
: Arcs in the spanning tree.
: Arcs out of the rpanning
tree.

1586 PROCEEDINGS
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IEEE, Xplore. NO. 12, DECEMBER
Restrictions apply. 1987
 The concept of a spanning tree is key to network opti-
mization algorithms. A tree is a connected acyclic graph,
ormoresimplystated,agraphinwhichapathcanbeformed
between any two distinct pair of nodes and in which no
cycles (loops) exist. A spanning tree for network
a is a tree
which has all the nodes contained in its graph. The span-
ningtreefortheexamplehydronetworkof Fig4a)isshown
in Fig. 4b).
The concept of a spanning tree is important because it
can beshownthatforagraphcorrespondingtothenetwork
node-arc incidence matrix, thereexistsaspanningtree such
that its arcs correspond to a maximal set of linearly inde-
pendent columns in the node-arc incidence matrix. Thus
a basis has a graph-theoretic characterization and is defined
intermsofaspanningtreeoftheassociatednetworkgraph.
A reduced-gradient-typemethod, as described earlier,
requires changes of bases which affect the columns of the
basis matrix (or equivalently, i t s corresponding spanning
tree). For network problems, calculations in each iteration
of a reduced-gradient-type algorithminvolving a basis
matrix, or its inverse, arecarried out via labelingoperations
on the graph of the networkand the associated spanning
tree. Efficient computational techniques and algorithms
using compact data structures are used for network opti-
mization. The interested reader is referred to [9] and [69] for
more details.
Theconstraints in theshort-term hydro scheduling prob-
lem are often not of the purely network type. Non-network
side constraints may include the minimum hydro gener-
ation constraint (see (32)), area constraints, hydro reserve
constraints, and head-dependent flow limits. In the hydro-
thermalschedulingproblem,non-networkconstraints
include thegeneration constraint(33), and may alsoconsist
of reserve constraints (34), and area interchangecon-
straints.
The non-network constraints are often linearized, or
piecewise linearized, such that the feasible region is
bounded by a convex polytope. The resulting set of non-
network side constraints, added to the hydro scheduling
problem given in (39)-(41), are of the form
Cu+Dusr.
Different approacheshave been used for handling non-
network side constraints of the form given in (44). One
approach is based on using a specializationofnetwork
algorithms. This approach partitionsthe basis for the set of
constraints (40)and (441, such that a portion of the
basis cor-
responds to a spanning tree associated with the network
part ofthe constraints. The calculations involving this por-
tion of the basis are carried out using the labeling opera-
tions and efficient computational techniques of network
algorithms. Detailsof thisapproach are described in [9] and
its application to the hydro scheduling problem is reported
by a number ofinvestigators, including Brannlund eta/.[50]
and Ea and Monti [%I.
A number of otherapproaches have been used for han-
dling non-network side constraints.Dembo [3]uses a
Lagrangian relaxation algorithmforthe linear network
problem with linear side constraints. The price vector is
definedforthesideconstraintswhichareaugmentedtothe
objective functiontoformthe Lagrangian. Another
approach is the onereported in [59].The problem for-
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mulation in[59] includes a general nonlinear objective for
maximizing the value of hydro energy production subject
to mostly linear constraints.A set of nonlinear constraints,
representing forced spill conditions, is appended to the
objective function using the exact penalty method[8]. Only
a small part ofthe constraint set (corresponding to a piece-
wise-linear model representing the maximum hydro-plant
flow as a function of head) has a non-network structure. A
two-step methodi s used. In the first step, a relaxed version
of the original problem is solved where the non-network
linear constraintsare omitted and the nonlinear objective
is approximated by a linear function. An efficient primal
simplex algorithm [9] is used to solve the network flow opti-
mization problem. The solution to the relaxed problem is
then used as the starting point for solving the nonlinear
programming problemin thesecond step, usingtheMlNOS
[I61 optimization package. Thelinear set of constraintsare
handled inMlN0Susingsparsitytechniques.Thisapproach
can use available optimization software (inthe case of [59],
the network optimizationcode NETFLO [9],and thegeneral
optimization package MINOS [16]) to solve the large-scale
hydro scheduling problem.
C. Hydro-Thermal Coordination
The hydro-thermal coordination problemsolves for both
the thermalunit commitments and generation dispatch and
the hydro schedules. It is, therefore, a more complex prob-
lem than eitherthe thermal unit commitment or the hydro
scheduling problem considered alone. Existing methods
for hydro-thermalcoordination decompose the problemat
the outset into two subproblems: hydro-thermal sched-
uling with known unit commitment, and thermal unit com-
mitment. Coordination between thetwo subproblems
depends on the overall solution method.
Heuristicdecomposition schemes[50],[52],[53],[55],
decompose the hydro-thermal coordination problem into
hydro and thermal subproblems. The hydro scheduling
function uses the thermal cost function where the thermal
generation requirement is the load minus the generation
supplied by the hydro system. The thermal subproblem
(44)
solves the standard unit commitment problemwhere the
hydro generation and hydro reserve contributions are sub-
tracted from the load and reserve requirements. These
schemes iterate between the two subproblems until the
solutions converge. The decomposition scheme [50] is
basedon separating the hydroandthermal schedulingsub-
problems and coordinating the two through updating the
hydro cost function and the thermal generation require-
ment as each subproblem is solved iteratively. Brannlund
et a/. [50] use a fast heuristic solution method for the ther-
mal subproblem which uses priority lists. A reduced gra-
dient algorithm [I41 which exploits the network structure
of the constraints is used for the hydro scheduling. Non-
network side constraints associated with transmission lim-
itations are handled by special partitioning techniques[9].
Lagrangian relaxation methodshave alsobeen appliedto
solving the hydro-thermal coordination problem[54], [70].
In [54], the generation and reserve constraints are the cou-
pling constraints which are adjoined onto thecost to form
the Lagrangian. Thethermal unit commitmentsubproblem
is solved using Lagrangian relaxation (describedin Section
onSCHEDULING
I I ofthis paper).The hydro schedulingsubproblem is
decomposed in terms of independent valleys and solved
using network flow linear programming techniques. Due
to the nonuniqueness property of the solution, which is
inherent in the linear hydro optimizationsubproblem for-
mulation, a pelnalty term for deviation of the current solu-
tion from the solution obtained in thelast iteration is added
to the hydro subproblem objectivefunction. According to
the authors in 1:54],this approach is effective for alleviating
convergence problems in the Lagrangian relaxation
scheme, since it tends to prevent oscillations between two
successive hydro optimizationsubproblem solutions(and,
consequently, in thevaluesof the shadow pricesin between
iterations).
Other decomposition methodshave alsobeen proposed
for solving hydro scheduling and hydro-thermal coordi-
nation problems[28], [66],[67. Pereiraand Pinto [66] use the
Benders,decomposition method to coordinate the medium-
and short-term scheduling problemswhich are formulated
as one problem.The medium-term formulation models the
constraints asslociated with hydrostorage at a weekly time
frame. The short-term formulationmodels the hourlygen-
eration requirement, generation limits, and limits on the
active plower fllows(the latter is evaluated based on thedc
load flow model). The coupling between short and medium
term is through plant generation targets determined by
the mediumterm, which imposes constraints on theshort-
term scheduler;. Pereira and Pinto [66] use Dantzig-Wolfe
decomposition to solve theshort-termhourly dispatch
problem. The overall method is applied to a predominantly
hydro system with reasonably good solutiontimes. In [28],
the Benders method is used to decompose the problem into
a master problem involving the thermal unit commitment,
and asubproblem involvinghydro-thermal scheduling(dis-
patch) with a fixed unit commitment.
C. Summary
During thelast ten years, large-scale optimization meth-
ods have been applied for solving the short-term hydro
scheduling and hydro-thermal coordination problems. Lin-
ear and nonlinear programming methodswhich exploit the
network structure of the problem have been used for prac-
tical applications. These methods are computationally effi-
cient, and at th'e present time, form thestate of the art for provide reserve in case of an unscheduled unit outage or
short-term hydro scheduling problems. Implementation of
methods that can effectively handle non-networkside con-
straints andcomputational experience with these methods
applied to re<al-world problems need to be further
addressed. Another areawhich can be improved i s the area
of modeling. Almost all of theexisting optimization models
for short-term scheduling eitherneglect, or approximate,
the hydro unit discrete operating characteristics, or the
dependence of efficiency on unit loading combination
within the hydro plant. Similarly, the limits on hydro
reserve a forced outage later in the period[20].
contribution may not be correctly modeled. We suspect
that in practice, these problems are either dealt with by
using heuristic methods outside of the main optimization
loop, or, that theyare accounted for in the very-short-term ECONOMIC DISPATCH
time frame by a hydro economic dispatch model.
Hydro-thermal coordination has been solved by decom-
position methods. Heuristic methods which decompose
the problem into hydro-thermal scheduling and thermal
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unit commitment, and coordinatethe twosubproblems by
means of a hydro cost function and thermal generation
requirements, have been more widely used than other
decomposition methods. This weak coupling of the hydro
scheduling and unit cornmitmerlt subproblemsworks well
in most cases. There are areas where tight coordination is
beneficial for certain utilities.
For example, the fast ramping
capability of hydro unitscan be used to compensate for the
relativelyslow rampingof manythermal units.Also, utilities
with area constraints may be able to coordinate the hydro
and thermal generation toproducemore economical
schedules. Therefore, development of better hydro-ther-
mal coordination methods is an important research area.
Applications of Lagrangian relaxation, Benders decompo-
sition, and other methods to real hydro-thermal systems are
slowly emerging;however, more experience with these
methods for real systemsis needed before evaluating their
success.
IV. CONCLUSIONS
This paper has summarized the state of theart of short-
term operations scheduling. Algorithms have been
described forsolvingtheunitcommitmentandhydro
scheduling problems as well as methods for solving the
combined hydro-thermal scheduling problem.In the sum-
mary sections to the unit commitment and hydro sched-
uling sections of this paper, we have described some areas
requiring attention.
As far as the general operations scheduling problem is
concerned, there are also a number of deficiencies. One
very important area is the scheduling of interchange. Most
utilities haveextensivetransactions with other utilities.The
methods to schedule transactions or evaluate potential
transactions being used are very ad hoc. This i s because
transactions often have a wide variety of constraints such
as take-or-pay or energy limitations. Anotherarea that has
not been integrated very well into the short-term sched-
uling problemis load management. This includes the con-
trol of residential appliances and industrial interruptible
loads.
Another research issueis the treatment of uncertainty in
short-termscheduling ([37 contains several shortnote
reports on this topic). The reserveconstraint is included to
errors in the loadforecast; however,modeling the unit out-
age and repair distributions indetail may result in cost sav-
ings. (Somemethods that incorporate outage rates arepre-
sented in [24] and [25].)It is evident thatsystems with energy
storage, such as hydro and pumped hydro systems, may
benefitgreatlyfromconsidering unitoutage ratesand hydro
inflow uncertainty. Stored energy used early in thesched-
uling period, when outages are not considered, possibly
should be held in reserve to provide energy in thecase of
APPENDIX
The calculation of the fueland maintenance cost OC(u(r),
t ) involves solving the economic dispatch since the com-
mitment u(r)i s known. The economic dispatch problem
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involves minimizing the fueland maintenance cost
c I;(G,(t)) = c FC,(G,(t)) + MC,(G,(t))
subject totheunit generation limits, the generation
requirement (4), and the spinning reserve requirement (5).
Several methods have been used tal solve this problem. If
we ignore the spinning reserve reqluirement,then themost
widely used method i s the equal incremental cost method.
This method uses the first-order necessary condition of
optimality which requires that the marginal cost of gen-
eration of all units, not at their limits, must be equal; that
is, G,(t) must solve
d l ,(GI(r))ldGi = Wt).
This leadsto the following methodsolution. of Let GEN (X(t))
be the resulting generation when all unitsare dispatched
according to (A2). If (A2) is satisfied for generation outside
a unit’s generating limits, then the unit’s generation is set
to theclosest bound. The optimum generation is then found
by solving
CEN (X(t)) = CR(t).
This is a straightforward root-finding problem that can be
solved by the bisection algorithm.
Wood [38] has extended this procedure to dispatch to
meet thespinning reserve constraint. Theabove equal
incremental cost method is solved first ignoring the spin-
ning reserve constraint. If the resulting dispatch does not
satisfy the spinning reserve then the following procedure
is used to reallocate generations to provide more spinning
reserve:
1) First consider those units that can pic’k u p reserve by
lowering generation (these are units whose reserve con-
tribution is less than their maximum allowedcontribution).
Let G€N1bethegeneration fromthese units after the initial
dispatch. Redispatch these units, using the incremental cost
method, so that their generation sums to CElVl - DEL where
DEL is the additional spinning reserve required.
2) Now consider those units whose generations can be
increased without affectingreserve. These areunits whose
reserve contribution is at the maximum alltowed value. Let
GEN2 be the generation from these units after the initial
dispatch. Redispatch these units,usingthe equal in-
cremental cost method, so that their generation sums to
GEN2 + DEL. For this dispatch, the unit upper limits are
modified to GSP, - SPi.
If these steps can be carried out successfully, then the
resulting generations will satisfy the spinningreserve con-
straints.
Linear programming methods [IO], [40] can also be used
to solve for theeconomic dispatch. To uselinear program-
ming, the heat rate function must be represented as a piece-
wise-1inearfunction.The spinning reserve requirement can
be represented by the following set of linear inequalities:
c R,(t) 2 SPRES (t)
I
R,(t) 5 SP,
R,(t) + G;(t) 5 GSP;
where R,(r) i s the contribution of unit
ito spinning reserve
(the other variables are defined inSection 11-A). Nonlinear
COHEN AND SHERKAT:
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programming methods such as the reduced gradient
method [il,[IO] can also be used.
(AI )
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COHENANDSHERKAT:licensed
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use limited to: Universidad deOPERATIONS SCHEDULING
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Arthur I.Cohen (Member, IEEE) received the
B.S. and MS. degrees in electricalengi-
neering from Cornell University, Ithaca, NY,
and the Ph.D. degree from the University
of California, Berkeley.
He isaSenior Principal Consultant at Sys-
tems Control, Inc., Palo Alto, CA. He has
developed optimization methods for avari-
ety of real-world problems, including the
design of electrical distribution networks,
thescheduling of thermal and pumped
hydro plants, and the development of automobile controls. He
received the WilliamBendix Automotive Electronics Award forhis
work in developing controls for cold engine operation. His current
interests are in developing methods for scheduling load manage-
ment and interchange transactions.
Dr. Cohen is a member of the Power Engineering Society.
Vahd R. Sherkat (Member, IEEE) received
theB.S.,M.S.,andPh.D.degrees,allinelec-
trical engineering, in 1973, 1975, and 1978,
respectively, from Cornell University, Ith-
aca, NY.
He has been employed at Systems Con-
trol, Inc., Palo Alto, CA,
for nearly ten years,
and is presently managing agroup working
on applications of optimization methods to
power systems network and operations
scheduling and planning problems. In the
past he had worked in the areas of power system dynamic mod-
eling and stability analysis. His current interestsare in developing
methods for operations planningin large hydro-thermal systems,
and in developing software for power system scheduling and net-
work optimization applications.
Dr. Sherkat is a member of the Power Engineering Society.