Electric Power Systems Research 64 (2003) 11
/15

www.elsevier.com/locate/epsr

Hopfield neural networks for optimal scheduling of fixed head

hydrothermal power systems
M. Basu
Department of Power Plant Engineering, Jadavpur University, 2nd Campus Salt Lake, Calcutta 700 098, India

Received 27 December 2001; received in revised form 22 April 2002; accepted 22 May 2002

Abstract

This paper highlights a simple and effective approach of scheduling thermal plants in coordination with fixed head hydro units. It
uses Hopfield neural network formulation to determine the optimal schedules of hydro and thermal power plants. The method is
demonstrated by its application to a test system. The results determined by the proposed method are compared to those found by
Newton’s method.
# 2002 Elsevier Science B.V. All rights reserved.

Keywords: Hydrothermal dispatch; Fixed head; Hopfield model; Energy function; Sigmoidal function

1. Introduction achieved will still be of local optimality. Nevertheless, an

Optimum scheduling of power plant generation is of
great importance to electric utility systems. Because of
insignificant marginal cost of hydroelectric power, the
problem of minimizing the operational cost of a hydro-
thermal system essentially reduces to that of minimizing
the fuel cost for thermal plants under the constraints of
the water available for hydro generation in a given
period of time. Several conventional methods such as
Newton’s method [1], mixed integer programming [2],
dynamic programming (DP) [3], etc. have been widely
used to solve hydrothermal scheduling problem. Among
these methods, DP appears to be the most popular.
However, a major disadvantage of the DP method is
that the computational and dimensional requirements
grow drastically with increasing system size and plan-
ning horizon. The successive DP [3] approach was
therefore resorted to, approximating the optimization
process at the expense of worse solutions. Recently,
Simulated Annealing [4], stochastic optimization ap-
proach has been devoted to obtain the optimal solution
to the hydrothermal scheduling problem. In practice, the
annealing schedule should be carefully tuned. If the
annealing is not appropriately scheduled, the solution
E-mail address: mousumibasu@yahoo.com (M. Basu).
0378-7796/02/$ - see front matter # 2002 Elsevier Science B.V. All rights reserved.
PII: S 0 3 7 8 - 7 7 9 6 ( 0 2 ) 0 0 1 1 8 - 9
appropriate annealing schedule often requires tremen-
dous computational time.
More recently neural networks have become the
popular tool for solving optimization problem involving
complex objective function and have been applied to
many areas of power system engineering such as security
assessment, load forecasting, economic dispatch. Park et
al. [5] present economic load dispatch for piecewise
quadratic functions using the Hopfield neural network.
King et al. [6] applied the Hopfield neural network in
economic and environmental dispatching of electric
systems. Though the Hopfield network formulation
gives sub-optimal solutions to some optimization pro-
blems, it handles easily minimum and maximum con-
straints on the outputs of each neuron or in the
traditional case the value of each unknown. In the
Hopfield model each variable is modeled in a sigmoidal
fashion which prevents the variable from violating either
its maximum and minimum limits. This present paper
extends these contributions, by applying the Hopfield
neural network to optimal hydrothermal scheduling.
This paper considers systems with fixed head hydro
plants. The water discharge versus the electrical power
output function is modeled as a piecewise linear curve.
The fuel cost curve is modeled as a quadratic function in
the thermal active power generation. Here scheduling
12 M. Basu / Electric Power Systems Research 64 (2003) 11
/15

period is divided into a number of subintervals each Thus the values of neuron inputs Ui and the outputs Oi
having a constant load demand. The proposed method change with time and form a dynamic system. It is
is validated by applying it to a test system. The results important to ensure that the system will converge to a
obtained by the proposed method are compared to those stable solution. This requires finding an energy function
found by the Newton’s method [1]. of the state variables such that all state changes result in
a decrease in energy.
The Hopfield dynamic model can be described by,
2. Problem formulation
dUi X
N
 Tij Oi Ii
The discharge of each hydro unit has been expressed dt j1
as an L segmented piecewise linear function of output
power. The hydrothermal scheduling problem with N1 and an energy function can be described by,
thermal units and N2 hydro units over M time
subintervals is described mathematically as follows: 1X
N X
N X
N
E  Tij Oi Oj  Ii O i (5)
M X
X N1 2 i1 j1 i1
Minimise CT  tk (as bs Psk gs P2sk ) (1)
k1 s1 and
subject to
(i) Power balance constraints: Oi  gi (lUi )

XN 1 N2 
X XL  where, N /N1 /M/N2 /M /L ; Ui , the input of
Psk  Pmin
h  P hjk PDk PLk 0 neuron i; Tij , the inter connection conductance from
s1 h1 j1
(2)
the output of neuron j to the input of neuron i; Tii , the
for k 1; . . . ; M selfconnection conductance of neuron i; Ii , the external
and input to neuron i; Oi, the output of neuron i.

1 N2 NX
NX 1 N2

PLk  Pik Bij Pjk for k 1; . . . ; M (3)

i1 j1
4. Mapping to the Hopfield neural network
(ii) Water availability constraints:
X
M  XL  An energy function mapping the optimal hydrother-
tk qh (Pmin
h ) dhj Phjk Wh 0 mal scheduling to the Hopfield domain is obtained in
k1 j1 (4)
this section. The Hopfield network is created with (N1 /
for h1; . . . ; N2 M/N2 /L /M ) neurons. First (N1 /M ) neurons
represent thermal power outputs and rest (N2 /L /
(iii) Generation limits:
M) neurons represent hydropower outputs. The sigmoid
Pmin max
s 0Psk 0 Ps for s1; . . . ; N1 and k 1; . . . ; M function of each neuron is modified to limit the output
and value of each neuron between its minimum and max-
imum limits. The form used by Park et al. [5] is given by:
Pmin max
h 0Phk 0Ph

for h1; . . . ; N2 and k 1; . . . ; M (Pmax

s  Pmin
s )
Oi  Psk  (1tanh(lUi ))Pmin
s
2

where i/{(s/1) /M/k } and s/1,. . .,N1 and k /

1,. . .,M
3. The Hopfield neural network
(Pmax min
hj  Phj )
Oi  Phjk  (1tanh(lUi ))Pmin
hj
The Hopfield model is a single layer recursive neural 2
network, where the output of each neuron is connected
to the input of every other neuron. There is an external where i /{N1 /M/(h/1)/M /L/(k/1) /L/j}
input to each neuron denoted by Ii . In a Hopfield and h /1,. . .,N2 and k /1,. . .,M and j/1,. . .,L .
network all connective weight values and external inputs In order to solve optimal hydro thermal scheduling,
are calculated from system data. Then as patterns or the following energy function is defined by augmenting
input values are applied, the network goes through a the objective function Eq. (1) with constraints Eq. (2),
series of iterations until it stabilizes on a final output. Eq. (3) and Eq. (4):
 M. Basu / Electric Power Systems Research 64 (2003) 11
/15 13

A updated with respect to a change in input Ui . The

E
2 proper value of l depends on the data being processed.
Too large a value of l will cause the network to behave
M X
X N1 N2 
X X
L 
min like a discrete system producing values at the upper and
 Psk  Ph  Phjk PDk
lower limits of each neuron. Too small a value for l will
k1 s1 h1 j1
2 cause the network to converge very slowly. For larger
systems with a greater number of neurons, the values for
PLk
each Ui will increase and as such l will have to decrease
in order to maintain a continuous output for each
N2 X   2
BX X neuron.
M L
C
 tk qk (Pmin
h ) d P
hj hjk W h 
2 h1 k1 j1 2
M NX
X 1 N2 NX
1 N2

 Pik Bij Pjk
k1 i1 j1
5. Simulation results

M X  The proposed method has been applied to the test

D X N1
 tk (as bs Psk gs P2sk ) (6) system with two thermal plants and two hydro plants
2 k1 s1 having the following characteristics:
The first two terms represent the load and water C1 (P1 )3806:75P1 0:00225P21 ; dollars per h
volume constraints respectively. The first two terms are
squared to minimize the mismatch to zero. In the load 47:5 MW0 P1 0 450 MW
constraint loss is treated as constant. This will not force
C2 (P2 )6005:28P2 0:0055P22 ; dollars per h
the losses to a minimum and the network can not
distinguish between losses and increased load require- 100 MW 0P2 51000 MW
ments. To rectify this problem third term is added to the q3 (P3 ) 2608:5P3 0:00986P23 ; acre-ft per h
objective function representing the system losses. The
last term is the fuel cost function. The coefficients A, B, 0 MW 0P3 0250 MW
C and D are weighting factors indicating the relative q4 (P4 ) 2509:8P4 0:0114P24 ; acre-ft per hr
importance of each term. Selecting proper values for
0 MW 0P4 0500 MW
these coefficients is the key for obtaining precise
solution. The first term represents load constraint and The transmission loss formula coefficients are:
is assigned the highest priority over the other terms. The 2 3
0:000040 0:000010 0:000015 0:000015
final step is to map the objective function to the 60:000010 0:000035 0:000010 0:0000127
Hopfield network. The connective conductances and B6
40:000015 0:000010 0:000039 0:0000205per MW
7
external input of each neuron may be determined by 0:000015 0:000012 0:000020 0:000049
equating the like terms from Eq. (5) and Eq. (6). The
expressions have been given in the appendix. The allowable volumes of water for a dispatch period
of 48 h are
4.1. Use of momentum W3 125 000 acre-ft and W4 286 000 acre-ft
Table 1 and Table 2 show characteristics of hydro
The speed of convergence can be accelerated by
plants. Table 3 shows the load demand together with the
adding momentum in the update processes. The mo-
optimal solution obtained using the proposed method.
mentum can be used when calculating the change in
Table 4 shows the optimal solution found by Newton’s
activation level DUi (t): To apply a momentum, a
method. The costs obtained by the two methods are
fraction of the previous change, DUi (t1) is added
almost identical and the percentage difference in costs
such that Ui is updated according to,
determined by both is only 0.0477.
Ui (t1)Ui (t)DUi (t)hDUi (t1)
The value of h was selected through experimentation. Table 1
Hydro unit break point MWs
In this problem the author has chosen h /0.95.
Unit Break point 1 Break point 2 Break point 3
4.2. Selection of l (unit min) (unit max)

3 0.0 200.0 250.0

The parameter l determines the shape of the sigmoi- 4 0.0 400.0 500.0
dal function and the rate at which the output, Oi , is
14 M. Basu / Electric Power Systems Research 64 (2003) 11
/15

Table 2
Hydro unit minimum discharge and segment limits and segment slopes of water discharge curves

Unit Hydro unit minimum discharge acre-ft/h Segment Min MW Max MW Slope of water discharge curve acre-ft/MW h

3 q3 (Pmin
/
3 )260/ P31 0 200.0 d31  10.472
P32 0 50.0 d32  12.937
4 q4 (Pmin
/
4 )250/ P41 0 400.0 d41  14.36
P42 0 100.0 d42  20.06

Table 3
Optimal dispatch solution from proposed method

Duration (h) PD (MW) P1 (MW) P2 (MW) P3 (MW) P4 (MW) Cost (dollars)

12 1200 389.8005 312.9412 189.0172 334.3956 377554.94

12 1500 448.1707 467.8136 226.7089 400.2239
12 1400 447.9053 393.6361 211.6869 385.3765
12 1700 449.0638 615.8626 246.8705 449.2181

Table 4
Optimal dispatch solution from Newton’s method

Duration (h) PD (MW) P1 (MW) P2 (MW) P3 (MW) P4 (MW) Cost (dollars)

12 1200 387.9938 307.3479 189.6802 346.6586 377374.67

12 1500 450.0000 465.7533 227.1552 407.3148
12 1400 450.0000 395.1500 210.6935 387.0060
12 1700 450.0000 616.9585 250.0000 448.2197

6. Conclusion
This paper presents a new approach for the economic
operation of hydrothermal power systems. It uses
Hopfield neural network model to determine the opti-
mal scheduling of fixed head hydroelectric and thermal
power plants. Numerical results show that highly near-
optimal solutions can be obtained by the proposed
method. The algorithm requires small computing re-
sources. It is fast and efficient and has the potential for
application to on line economic load dispatch in
hydrothermal power systems.
Appendix A
The following expressions for connective conduc-
tances and external input of each neuron have been
derived by comparison of Eq. (5) and Eq. (6).
Tii (ADgs tk CBss )
where i/{(s/1) /M/K } and s/1,. . .,N1 and k /
1,. . .,M
Tii (ABd2hr t2k CBpp )
where i/{N1 /M/(h/1) /M /L/(k/1) /L/r}
and p/(N1/h ) and h /1,. . .,N2 and k /1,. . .,M and
r /1,. . .,L
Tij (ACBis )
where j/{(s/1) /M/i} and s/2,. . .,N1 and i/
1,. . .,M
Tij (ACBsp )
where i/{(s/1) /M/k } and j/{N1 /M/(h/1) /
M /L/(k/1) /L/r and p /(N1/h) and s /1,. . .,N1
and k /1,. . .,M and h /1,. . .,N2 and r/1,. . .,L
Tij (ACBpu )
where i /{N1 /M/(h/1) /M /L/(k/1) /L/r}
and j/{N1 /M/h /M /L/(k/1) /L/v } and
p /(N1/h ) and u /(p/1) and k /1,. . .,M and h/
1,. . .,(N2/1) and r /1,. . .,L and v/1,. . .,L
Tij (ABdhr dhv t2k CBpp )
where i/{N1 /M/(h/1) /M /L/(k/1) /L/r}
and j/{N1 /M/(h/1) /M /L/(k/1) /L/v}
and p/(N1/h ) and h /1,. . .,N2 and k /1,. . .,M and
r /1,. . .,L and v/1,. . .,L
Tij Bdhr dhv tk tk2
where i /{N1 /M/(h/1) /M /L/(k/1) /L/r}
 M. Basu / Electric Power Systems Research 64 (2003) 11
/15 15

and j/{N1 /M/(h/1) /M /L/k /L/(k1/1) / /PDk/ load demand in interval k
L/v } and k 2 /(k/k 1) and h/1,. . .,N2 and k / /PLk/ transmission loss in interval k
1,. . .,(M/1) and r/1,. . .,L and k 1/1,. . .,(M/k ) /q (P )/
h h water discharge function for hydro unit h
and v /1,. . .,L /a ;
s bs ; gs/ cost coefficients for thermal unit s
/d /
hj slope of jth segment of the piecewise linear
D
Ii A(RDk RLk ) t k bs water discharge function for hydro unit h
2 tk/
/ duration of subinterval k
where i /{(s/1) /M/k } and s /1,. . .,N1 and k / Wh/
/ prespecified volume of water available for
1,. . .,M generation by hydro unit h during the
scheduling period
 XM 
min
Ij A(PDk PLk )Bdhr tk Wh qh (Ph ) tk1
k11

where i/{N1 /M/(h/1) /M /L/(k/1) /L/r}

References
and h /1,. . .,N2 and k /1,. . .,M and r/1,. . .,L .
The Hopfield network can now be completely defined [1] M.F. Zaghlool, F.C. Trutt, Efficient methods for optimal schedul-
based on system data from the optimum hydrothermal ing of fixed head hydrothermal power systems, IEEE Transactions
scheduling problem. on Power Systems 3 (1) (1988).
[2] O. Nilsson, D. Sjelvgren, ‘Mixed-integer programming applied to
short-term planning of a hydro-thermal system’, Proceedings of the
1995, IEEE PICA, Salt Lake City, UT, USA, May 1995 158
/163.
Appendix B: Nomenclature [3] L. Engles, R.E. Larson, J. Peschon, K.N. Stanton, ‘Dynamic
programming applied to hydro and thermal generation scheduling’,
Bij loss formula coefficients in: IEEE tutorial course text, 76CH1107-2-PWR, IEEE, New
Psk output power of thermal unit s in interval k York, 1976.
min max [4] K.P. Wong Y.W. Wong, ‘Short-term hydrothermal scheduling,
/P ; P / lower and upper generation limits for
s s
part 1: simulated annealing approach’, IEE Proceedings-C 141
thermal unit s (1994) 497
/501.
/P / output power of hydro unit h [5] J.H. Park, Y.S. Kim, I.K. Eom, K.Y. Lee, Economic load dispatch
h
min max
/P ; P / lower and upper generation limits for hydro for piecewise quadratic cost function using hopfield neural net-
h h
unit h works, IEEE Transactions on Power Systems 8 (3) (1993) 1030
/
/P / output power of jth segment of hydro unit h 1038.
hjk
[6] T.D. King, M.E. El-Hawary, F. El-Hawary, Optimal environmen-
in interval k tal dispatching of electric power system via an improved hopfield
min max
/P
hj ; Phj / lower and upper generation limits of the jth neural network model, IEEE Transactions on Power Systems 1 (3)
segment for hydro unit h (1995) 1559
/1565.