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oObjective function: Fγ = ∑ Fi ( Pi )
i =1
note that any transmission losses are neglected and any operating limits
are not explicitly stated when formulating this problem
• Problem may be solved using the Lagrange function
( )
N
L = Fγ + λφ = ∑ Fi ( Pi ) + λ Pload − ∑ i =1 Pi
N
i =1
The Economic Dispatch Problem
Principles
• The Lagrange function establishes the necessary conditions for finding an
extrema of an objective function with constraints
• Taking the first derivatives of the Lagrange function with respect to the
independent variables allows us to find the extreme value when the derivatives
are set to zero
o There are NF + Nλ derivatives, one for each independent variable and one for
each equality constraint
o The derivatives of the Lagrange function with respect to the Lagrange
multiplier λ merely gives back the constraint equation
o The NF partial derivatives result in:
∂L dFi ( Pi )
= = −λ 0
∂Pi dPi
The Economic Dispatch Problem
Example
• Determine the economic operating point for the three generating
units when delivering a total of 850 MW
o Input-output curves
• Unit 1: coal-fired steam unit : H1 =510 + 7.2 P1 + 0.00142 P12
• Unit 2 : oil-fired steam unit : 310 + 7.85 P2 + 0.00194 P22
H2 =
• Unit 3 : oil-fires steam unit : 78 + 7.97 P3 + 0.00482 P32
H3 =
o Fuel costs
• Coal :$ 3.30 / MBtu
• Oil :$ 3.00 / MBtu
o The individual unit cost rate functions
Fi ( Pi ) = 1683 + 23.76 P1 + 0.004686 P12
Fi ( H i ) *3.3 =
Fi ( Pi ) = 930 23.55 P1 + 0.00582 P12
Fi ( H i ) *3.0 =+
Fi ( Pi ) = 234 + 23.70 P1 + 0.01446 P12
Fi ( H i ) *3.0 =
The Economic Dispatch
Example dF1
dP1
23.76 + 0.009372 P1
= λ
=
dispatch dF2
λ
23.55 + 0.01164 P2 =
=
dP2
(27.41 − 23.76)
=P1 = 389.8
0.009372
(27.41 − 23.55)
2. Then solving for the =P2 = 331.8
0.01164
generator power values
(27.41 − 23.70)
=P3 = 128.4
0.02892
The Economic Dispatch Problem
In addition to the cost function and the equality constraint
• Each generation unit must satisfy two inequalities
o The power output must be greater than or equal to the minimum
o Power permitted:
Minimum heat generation for stable fuel burning and temperature
The power output must be less than or equal to the maximum
o Power permitted:
Maximum shaft torque without permanent deformation
Maximum stator currents without overheating the conductor
• Then the necessary conditions are expanded slightly
dFi dFi dFi
= λ ∀Pi : Pi ,min ≤ Pi ≤ Pi ,max dP ≥ λ ∀Pi =
Pi ,max ≤λ ∀Pi =
Pi ,min
dPi i dPi
The Economic Dispatch Problem
Example
• Reconsider the previous example with the following generator
• Limits and the price of coal decreased to $2.90 / MBtu
Generator limits
Unit 1 : 150 ≤ P1 ≤ 600 MW
Unit 2 : 150 ≤ P2 ≤ 400 MW
Unit 3 : 150 ≤ P3 ≤ 200 MW
New fuel cost rate function for unit 1:
F1 ( P1 ) = 1377 + 19.44 P1 + 0.003834 P12
H1 ( P1 ) * 2.7 =