ECSE 6140 Power Generation and Control Generators With Limited Fuel Supply

ECSE 6140 Power Generation and Control
Generators with Limited Fuel Supply
Prof. Joe H. Chow
Rensselaer Polytechnic Institute

ECSE Department
September 19, 2021

Operation of Generators with Limited Fuel Supply
Under normal operation, a generator has purchased some fuel. It

will supply energy to a power grid according to dF (P )/dP = λ,
the incremental cost
However, for some gas-turbine generators, the fuel that they will
use is on a “take-or-pay” agreement. In this arrangement, one
pays the fuel cost regardless of whether the fuel is used or not,
which could be due to:
Fuel purchased at a lower cost well ahead of time
A fuel supplier has some spare pipeline capacity tomorrow and is
willing to sell some fuel really cheap today.
Question – how do we optimally use up this “finite” supply of fuel in
our cost optimization?
This situation is similar to ramp rate limits, except that gas quantity is
used here. The end result is that there will be a cost modifier.
J.
c H. Chow Fuel Schd September 19, 2021 2 / 19
Note that this type of optimization is not possible in deregulated
electricity markets. So in reality, a generator has to bid in its expected
generation over a period of time at a sufficiently low energy price
(guessing the peak price periods):
J.
Problem Formulation
Consider a power system consisting of N units with unlimited fuel
supply and 1 unit PG with cost FG (PG ) and limited fuel supply.
For the N units, we build a composite cost function FS (PS ) for the
generators P1 , P2 , ..., PN .
UC problem is
T T
!
X X
t t
min nt FS (PS ) + nt FG (PG )
t=1 t=1
subject to generation and load balance (no losses) (T constraint

equations)
φt = Pload
t
− (PSt + PGt ) = 0, for all t
and fuel constraint (1 equation)
T
X
t
ψ= n t qG − qtot = 0
t=1
J.
where
t is the fuel input for unit P at time interval t
qG G
nt is the number of hours in the t time period
qtot is the total fuel supply
Note that Tt=1 nt FG (PGt ) is a constant because the fuel supply is fixed
P
(pre-paid). Thus this term can be omitted.
Lagrangian:
T
X T
X XT
L= nt FS (PSt ) + λt (Pload
t
− (PSt + PGt )) + γ( t
n t qG − qtot )
t=1 t=1 t=1
Note: the number of λt variables is T and the number of γ variable is 1

γ is the same of all t; also has an interpretation of a shadow price.
How does one put equality constraints in the Lagrangian?
J.
Optimality Conditions
Optimality at period t
∂L dFS (PSt ) dFS (PSt ) λt

= n t − λt = 0, ⇒ =
∂PSt dPSt dPSt nt
t t
∂L t qG dqG 1 λt
= −λ + γnt = 0, ⇒ =
∂PGt dPGt dPGt γ nt
t in ft3 , related to BTU and power output.
Note: qG
Let nt = 1 hr, so we can skip nt from this point on.
J.
Overview of Problem
We have 2 sets of constraints to meet:

Load − Generation = 0 for each period
Fuel consumption of PG is equal to qtot .
We have 2 sets of prices (Lagrange multipliers) that we can

adjust/control:
λt
γ - this will be a multiplicative modifier (see optimality
expression) (c.f. µ - additive modifier)
We consider 2 methods to solve this problem:
λ-γ iteration
Relaxation techniques
J.
λ-γ Iteration
This is an algorithm using alternating search of λ and γ.

Start by assuming a value of γk > 0 (where k is the iteration count
with k = 0 as the first value). Solve for the optimal dispatch for each
period t using
FS (PSt ) t
qG λt
t = λtk , t = k
dPS dPG γk
such that
t
Pload − (PSt + PGt ) = 0
This part can be solved using the λ-iteration method discussed earlier
(zero-crossing, bisection, steepest descent, Newton, etc.).
J.
Fuel Supply Error
Once this part is solved, calculate the fuel supply error:
T
X
t
εk = qG − qtot
t=1
If εk > 0 (using too much fuel), increase γk (decrease 1/γk ), that is,
increase the marginal cost of qG t .
If εk < 0 (using too little fuel), decrease γk (increase 1/γk ).

The γ-iteration part can also be solved using zero-crossing, bisection,
steepest descent, ...
J.
Repeat the γ and λ search until the load-gen balance and fuel supply
constraints are within the desired tolerance.
Summary of λ-γ algorithm:
Search through γk , k = 0, 1, 2, ...
For each γk
Find PSt and PGt at each value of t
such that load-gen balance constraint is satisfied
End
Update
PT γk based on the sign of
t=1 qG (t) − qtot
J.
Relaxation Methods
As the name implies, such methods relax some conditions to start the
iterative process. At convergence, all the optimality conditions will be
satisfied. For this fuel supply problem, the approach is to ensure that
ψ (fuel supply condition) is always satisfied. As a result, γ t will not be
the same at every time period. Then adjustment to the fuel use at each
period is made so that eventually all γ t s are the same.
Starting procedure
1 , q 2 , ..., q T such that
PT t
Select qG G G t=1 qG = qtot .
Find PSt = Pload t − PGt and compute λt = dFS (PSt )/dPS .
If there are many generators, perform λ-iterations to find optimal
λt for each period.
Compute for each period t
γ t = λt /(dqG
t
/dPGt )
These γ t s are not necessarily all equal.
Adjust γ t so that all γ t are equal. Many ways to do this step.
J.
Pairwise adjustment scheme
Suggested by W&W in second edition of the textbook

Find the max(γ t̂ ) period and the min(γ t̄ ) period.
Increase qGt̂ for the period with max(γ t̂ ) so that γ t̂ will decrease.
Let the fuel use become qG t̂ + ∆q t̂ .
Simultaneously decrease qG t̂ for the period with min(γ t̄ ) so that γ t̄
will increase. Let the fuel use become qG t̄ − ∆q t̂ .

PT t =q
This will preserve the t=1 qG tot condition.
∆q can be the result of the averaging max(γ t̂ ) and min(γ t̄ ).
t̂
Loop through all the γ t until max(γ t̂ ) = min(γ t̄ )
This is probably not a very efficient algorithm.
J.
Participation Factor Approach
Assumption: start from a non-optimal solution with not all γ t equal
but with the fuel supply condition satisfied. Instead of just perturbing
∆qGt , we will perturb all independent variables simultaneously.
Unknown variables: all together 4T variables
∆γ t , ∆λt , ∆PSt , ∆qG

t
Derived variables: T variables

t −1
dqG
∆PGt = t
∆qG
dPGt
The equations required to solve the perturbations

1 equation:
XT
t
∆qG =0
t=1
J.
T equations (times the number of generators if > one generator):
t
dqG
∆PSt + ∆PGt = ∆PSt + t
∆qG =0
dPGt
T equations: (these are approximate equations)
00
∆λt = FS t ∆PSt
00
Note that FS t is the second derivative of FSt , also known as the
participation factor.
T equations: γ modification equations
t −1
t dPGt t dqG
∆γ = t ∆λ = ∆λt
dqG dPGt
T − 1 equations for equal γ:
γ 1 + ∆γ 1 = γ 2 + ∆γ 2 = · · · = γ T + ∆γ T (= γ)
that is,
∆γ 1 − ∆γ T = γ T − γ 1 , · · ·
J.
Thus there are 4T equations, matching the number of unknown
variables.
This is also an iterative process. This iterative scheme should be quite
efficient. Can also be applied to hydro-thermal scheduling.
J.
Matrix Formulation
Ax = b
Can use a stepsize α < 1 to update the solution:

new variables = old variables + αx
This will still result in satisfying the fuel supply equation.
J.
Fuel Supply and Management
Generators need to be supplied with fuel

To make problem more interesting, consider a batch of fuel
supplied over time being delivered to multiple generators, thus
requiring additional constraints.
WWS Example 5C, p. 197
2 coal units to supply a combined load over 3 weeks
Week (t) Load (MW)
1 Pload (1) = 1200 MW
2 Pload (2) = 1500 MW
3 Pload (3) = 800 MW
Problem: Supply coal to these two units such that they can meet load
and satisfy generation constraints.
J.
Fuel Management Problem Constraints
(1) Generator limits: (i is generator number)
Pi min ≤ Pi ≤ Pi max
(2) Fuel consumption:
qi (Pi ) = Hi (Pi )/(energy available in coal in MBTU/ton)
where Hi (Pi ) is the heat rate of unit i.

(3) Generation = load in each period
P1 (t) + P2 (t) = Pload (t)
(4) Fuel delivery to 2 units at each period (assuming that

transportation cost constant, regardless of the split in delivery)
D1 (t) + D2 (t) = D(t)
J.
(5) Coal pile (storage) Vi transition
Vi (t + 1) = Vi (t) + Di (t) − qi (t)
where Vi (t) ≥ 0 for all i and t.

(6) Boundary conditions: initial condition Vi (1) given; final Vi (t + 1)
may or may not be specified.
Optimization problem:
T X
X 2
min J = Fi (Pi (t))
t=1 i=1
subject to these 6 sets of constraints
J.

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ECSE 6140 Power Generation and Control

Generators with Limited Fuel Supply

Prof. Joe H. Chow

Rensselaer Polytechnic Institute

September 19, 2021

Under normal operation, a generator has purchased some fuel. It

subject to generation and load balance (no losses) (T constraint

Note: the number of λt variables is T and the number of γ variable is 1

∂L dFS (PSt ) dFS (PSt ) λt

We have 2 sets of constraints to meet:

We have 2 sets of prices (Lagrange multipliers) that we can

This is an algorithm using alternating search of λ and γ.

If εk < 0 (using too little fuel), decrease γk (increase 1/γk ).

Suggested by W&W in second edition of the textbook

Let the fuel use become qG t̂ + ∆q t̂ .

Simultaneously decrease qG t̂ for the period with min(γ t̄ ) so that γ t̄

will increase. Let the fuel use become qG t̄ − ∆q t̂ .

Loop through all the γ t until max(γ t̂ ) = min(γ t̄ )

This is probably not a very efficient algorithm.

Unknown variables: all together 4T variables

∆γ t , ∆λt , ∆PSt , ∆qG

Derived variables: T variables

The equations required to solve the perturbations

Can use a stepsize α < 1 to update the solution:

Generators need to be supplied with fuel

(2) Fuel consumption:

qi (Pi ) = Hi (Pi )/(energy available in coal in MBTU/ton)

where Hi (Pi ) is the heat rate of unit i.

P1 (t) + P2 (t) = Pload (t)

(4) Fuel delivery to 2 units at each period (assuming that

D1 (t) + D2 (t) = D(t)

Vi (t + 1) = Vi (t) + Di (t) − qi (t)

where Vi (t) ≥ 0 for all i and t.

subject to these 6 sets of constraints

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