5320 Joumal of Electrical Engineering & Technology, Vol. 3. No. 3, pp. 320-330, 2008 An Improved Dynamic Programming Approach to Economic Power Dispatch with Generator Constraints and Transmission Losses Balamurugan’ and S. Subramanian* Abstract — This paper presents an improved dynamic programming (IDP) approach to solve the economic power dispatch problem including transmission losses in power systems. A detailed ‘mathematical derivation of recursive dynamic programming approach for the economic power dispatch problem with transmission losses is presented, The transmission losses are augmented with the objective function using price factor. The generalized expression for optimal scheduling of thermal generating units derived in this article can be implemented for the solution of the economic power dispatch problem of a large-scale system, Six-unit, fifteen-unit, and forty-unit sample systems with non-linear characteristics of the generator, such as ramp-rate limits and prohibited operating zones are considered to illustrate the effectiveness of the proposed method, The proposed method results have been compared with the results of genetic algorithm and particle swarm optimization methods reported in the literature, Test results show that the proposed IDP approach can obtain a higher quality solution with better performance. Keywords: Dynamic programming, Eeonomic power dispatch, Optimization, Prohibited operating zones, Ramp-rate constraints 1. Introduction ‘The main objective of the economic dispatch problem is to determine the optimal combination of power outputs for committed generating units, which minimizes the total fuel cost while satisfying load demand and operating constraints, This makes the economic power problem a large-scale non-linear constrained optimization problem. ‘Traditional methods such as Lambda-iteration method, the ‘base point and participation factors methods and the gradient method [1-4] are well known for the economic dispatch of generators. In these numerical methods, an cessential assumption is that the whole of the generating ‘unit operating range is available for operation. Conventional techniques offer good results but when the search space is non-linear and it has discontinuities they become very complicated with a slow convergence ratio and not always seeking the optimal solution. Ina practical system, the generating units have prohibited ‘operating zones between their minimum and maximum. gencration limits and the operating range of online units are restricted by their ramp-rate limits due to physical ‘operational limitations. Unit operation in prohibited operating, F Conesponding Autor Deparment of Eleaeal Emginooings ‘Annamalai Universi, Aanamlai Nagar, Taina, laa (Gala_aucdim@yshon com) * Departnent of Electrical Engineering, Annamala University, Atamalal Nags, Tanna, Ii, Received 29 February, 2008: Accepied 28 May, 2008 ‘zones may cause amplification of vibrations in shaft bearings, which should be avoided in practice. The probibited operating zones of a unit divide the operating range between its minimum to maximum generation limits into several disjoint convex sub-regions. Hence, conventional ‘methods cannot be directly applied to solve the economic dispatch problem with prohibited operating zones. Several methods ave been reported for the solution of the economic power dispatch problem with prohibited operating zones, The dynamic programming approach [5, 6] is one of the most widely employed methods for the solution of the nonconvex economie power dispatch problem. Unlike the Lambda iteration approach, the dynamic programming, ‘method has no restrictions on generator cost function and performs a direct search of solution space. However, for a practical sized system, the fine step size and the large unit ‘umber often cause the ‘curse of dimensionality” problem cr local optimality in the dynamic programming solution process. Lee etal. [7] decomposed the nonconvex decision space into a small number of subsets such that each of the associated dispatch problems, if feasible, is solved through the conventional Lagrangian relaxation approach. This approach requires fairly extensive computational time when a system owns more units that have probibited operating zones, Ref. [8] defined a small advantageous set Of decision spaces with respect to the system demand and utilized the iterative method to find the feasible2 Balamurugan and. Subramanian 321 ‘optimal solution. This method may not be applicable if the problem contains too many nonlinear constraints for large- scale nonconvex systems, The stochastic search algorithms such as genetic algorithm (GA) [9], evolutionary programming (FP) {10}, 11}, simulated annealing (SA) [12], tabu search algorithm (TSA) [13], and particle swarm optimization (PSO) [14, 15], may prove to be effective in solving nonlinear ED problems without any restriction on the shape of the cost curves. Although these heuristic methods do not always guarantee discovering the globally optimal solution in finite time, they often provide a reasonable solution. Further, the stochastic searching algorithms take a longer time for convergence, Neural network [16. 17] models were applied to the economic power dispatch problem, These methods also required tremendous amounts of time for training the network. This paper presents a novel mathematical approach based on the recursive dynamic programming approach for the solution of the economie power dispatch problem with non-linear constraints. A generalized expression derived in this paper directly expresses the optimal generations in terms of cost and loss coefficients for the given load demand, which can be easily implemented for the system consisting of a great number of generators. The transmission losses are blended with the actual fuel cost through the price factor. The proposed IDP method converged to a superior optimal solution with lesser number of iterations. ‘Test results are provided to illustrate the performance of the proposed IDP algorithm. Problem Formulation The economic power dispatch problem with ramp-rate limits and prohibited operating zones ean be formulated as 4} Minimize F, = FP.) = Ya,P? + bP +e, $m 1) where i denotes index of units; F, Fuel cost function of unit 4,6; and care cost coetTicients of generator fis the number of generators commited to the operating system; isthe power generated by the ih unit subject to () the power balance constraints: @) where Pp is the system load demand and P;, is the transmission loss which ean be found through the use of B-matrix loss coefficients, (Gi) generating capacity constraints: prince pm n @) where P™ and Pare the minimum and maximum power outputs of the ith unit (Gil) the additional constraints for units with prohibited ‘operating zones are: ope se stl, ™ a where jis the number of prohibited zones of unit and w denote the lower bound and upper bound of the prohibited zone of the generator, iv) ramp-rate constraints: sax 729,62 Da) SA smi AP 4 UR) — (5) where P, i the curent output power, and? isthe previous output power. UR: is the upsamp limit of the ith generator (MWotime-period), and DR, i the down-rampelimit ofthe ‘th generator (MWitime-periog). ‘The transmission losses are represented by: 1 SS n9,r, So By 6 ‘The total transmission Joss of the system is given by: Py Py HPs tort Pip ” whore Pig = PyBPy #PpBig Py onc Bin Py * BoP, +(Bgp faE 1 = Worst ‘The modified loss formula for the first generator can be written as: P= ABA + Bg Pa A) + PPB SC / D+ + PEBiy (Py /FA)+ Boy +4Bon !)322 An Inproved Dynamic Programming Approach to Economie Power Dispatch with Generator Constraints and Transmission Lasses = FEB [1+ (Bi By MPS!) + (By (By MPR) + (Bin! By Py! AYN BorR +(B9!) PBL +42 +813 tone + Oud BorF + (Bog (2) adh +e fi 8) where dy = Bld) +12 +09 toon OD 412 Bo f Byy (ni) In general, the modified loss coeffi generator can be expressed as: (, ) 148, /B,1P,/P) 0) (10) 0! ay The cost of transmission losses in between plants is accounted with the actual fuel cost by using a price factor g. The price factor g of each generator is the ratio between the fuel costs at its maximum power output to its maximum power output: (oP + Pi 7, i) (12) The modified form of the cost equation of the m-generator system is given by: = Lar? +h be + ed? +R +f) $m (13) ‘The analytical nature of the above problem formulation leads to the high possibility of an accurate solution for the economic power dispatch problem including transmission losses. An Improved Dynamic Programming Approach for Economic Power Dispatch The economic dispatch problem can be solved through «conventional dynamic programming approach, Conventional, ‘dynamic programming has the following disadvantage; the computational requirements of the conventional dynamie programming based method depend on the size of the discrete capacity used. With a capacity step of one MW, which is the usual accuracy required in the economic dispatch calculation, the number of states at each stage is quite large for even a small system, Increase in the number of states at each stage is the curse of dimensionality in the literature of dynamic programming. In contrast to this, a generalized dynamic programming based recursive expression derived in this article directly expresses the optimal generation of each unit for the specified load demand by using fuel and loss coefficients. The proposed IDP approach simplifies the task of evaluating the optimal generation schedule of thermal generating units in the ‘economic dispatch problem of a power system. PF f y Es fed ee es Bal Fig. 1. Multistage decision problem The dynamic programming technique represents a ‘multistage decision problem as a sequence of single-stage decision problems. As applied to dynamic programming, a multistage decision process is one in which a number of single-stage processes are connected in series so that the output of one stage is the input of the succeeding stage. ‘Thus, an 7 variable problem is represented as a sequence of m single-variable problems that are solved successively. ‘The computational advantage is that instead of n-variable ‘optimization, single variable problem optimization is required A serial multistage decision process applied economic dispatch of thermal units is represented schematically as shown in Fig, 1. In the proposed approach, the objective of a multistage decision process is to find the optimal generation of committed generating units Py, Ps, ... , Py $0 as to minimize the objective function F;, In a serial multistage decision process, the individual stages are connected head to tail with no recycling, For the ih stage, the input state vector is denoted by S., and the output state vector is denoted as SS). The output from stage /1 is equal to the input to stage é, Therefore the output of each stage is given by: Si =P, =S:-P,S:=Pi + Spe PyHPytP sos Pa Sy-Pyy ‘The output of the first stage in a multistage decision problem is given by: SP iss 4)Balamurugan and S. Subramanian 323 AUS) = mina FE + BF Hey + BARE HEF + AD) AUS) = mina, + R14 FF +0, + BER +e +e) (1S) For cost minimization, using dynamie programming, a recursive expression is presented as 553) = ing + ea) PB Abs + enV Hex +8294 FAS) (Sq) =milas + aad) J He: teh) (16) Hoy + yd XS = AF HOH e,eXS2~PaPPE, AAD Cert ‘The optimum generation of a second generator is obtained by differentiating Equation (16) with respect 10 P2 and equating to zero: Day g2da)Ps +s 4 8263)= 2a, + dP 2a, + Bd Sz ~ (0+ Bye) = 0 ‘The expression for optimal generation ofa second generator is given by: Py = ar sus So (by + Byer) (bn tt2e2) 1) ay + Bid) + 2a + 8242) oe From Equation (14): «sy Substituting Equation (17) in Equation (18) gives the expression for Py p= 2a tad): —th +8) +8) (Igy 2a + eidh) Day + Bady Substituting Equations (17) & (19) in Equation (16) and then simplifying gives: £353) «min (ata arash) 4 Bla tid ye), Ki tg362)-th sag) (20) (Glos) Blog“ eads)? | Ha. yd) Ha) satelite teh where K = ~by. Substituing. s) =~, in Equation 20): LIS )= mings, — 7) — | 936 ae en BBE a hooee (Bia me) Bay) aid oe) Btn #9) 0+ 8) By gd) + as) BYE Ee The objective f5(Ss) is given by: FS) = minas + gydy VPP + (bs + B30))P + 3+ asfet fi) 22) Differentiating Equation (22) with respect to Ps and ‘equating to zero gives: op, = 2028s + Bs lbs + 8569) 3) Day + 2ay + 834s) and p, [eH , bs 4 Fad | ay Fa rad) tere) ‘The general expression for the optimal generation of the ith generator for a given load demand can be expressed as: 24,5, + Bes “(bs + 8:0) 24,4 +24, +844) oo) for B= DB yoo csad where L and g,,-(S.%* Bee ),, (a, ed) In the backward recursion development, the optimum generation scheduling fr the given load demand is obtained by proceeding from the last stage of the multistage decision process where the output of 8,-Pp+Py is specified. The optimal generation of each unit for the given power demand can be effortlessly computed using Equation (24) The overall procedure of the proposed methodology can be summarized in an algorithmic form as (@) Read the system data (i) Initialize the recursive process for a given demand neglecting the transmission losses. Calculate the ‘optimum generation of each generating unit forthe given load demand using the genetalized recursive ‘equation n QS) where5324 An Improved Dynamic Programming Approach to Economic Power Dispatch with Generator Constraints and Transmission Losses ‘The loss coefficients d, and e, in Equation (24) should be neglected while calculating the optimum generation schedule of committed units neglecting transmission Tosses. (iii) Using the optimal generation schedule, calculate the total transmission loss of the system, (iv) Oblain the modified form of self-coefficients through Equation (8). (¥) Find the modified cost equation for each unit using price factor and modified loss coefficients for inclusion of the transmission loss. (vi) Calculate the total generation required using elation: SP, = Demand + Losses) = Pray 26) (sil) Using generalized recursive Equation (24), calculate the generation of each unit for new demand Poy. (vii) Determine the total transmission loss of the system using the new generation schedule. (ix) Check ¥°7,-(Demand + Losses)KI -0.N 0.800 .0010 08002 (00007 0.9013 0.0076 -0.00H1-0. 0013-469 -0 401 6001-0 9K- 99012-09017 -9tE0 -D.OI26 0.0311 -0.028 20001 eo00 C0001 09054-94007 -0.008 HADES GoNDY DGOH2-D.HOIL CHAU 0.01 0.OWOL os -00t03 -1.0n0$ -09013-0.9007 2.0090 40014-0.003-0.9012-00019-88013 D710. 00002-40024 -0.0n08 % 05 -0.4004 96012 0.032 0000) 04092 -0GON -0.00 0.014 M.0%6-O00-0.606-0,01-0.008 0011 0.000 0902-0017 0.4008, 180} 4090-11) -10903-0:K 0.015 BT DOOIS DDI -0.95 0.9007 {101 94001 86090 0.059 -09012 -0.09R 0017 BOISE HANK? 0.1N79-00N2 -DONE OHIO! OMeDS -060TS 0.0} -0.910 -0.008 00929 =.0020-C_O50S OGOrS O4NKE 0.029 4O1NS-O>N21 BANDS GON -0.00I2 0000 -0.002 0.0008 ‘oo72 0013-49008 9 G09 0.0078 8.0116 26200-00N27 -94034 .9K-A.001t -C.8s 00001 -0.0004 -0.017 -4.0811 8.0007 9011-@.e005-0.4023-0.021-0—NE7 B.A HN CND-DIME 0168 8062-0. 1.09% 48-0020. 0901 1. -.36-~09825-D.NT YOKDI OONSE 0-008 0.0028 20001 0.04 0.9025 Ho -.0m2-0.9m02-N IKE O.OHNI HADNT ApH DEGE-CEOO CIES -AoIOI BOmD® 60003 @o01D 9111 o.¢on! -as02 0017-04002 0.0008-0.0012-0911-0005k-0.M04. -1910) 94578 -DODH4 0001-09012 -96025-0.26 -0.000 0103-000 -0NTH-O.72-0.08K OAK 10NDS CON -OOINH 0.1288 ‘y= [aan ote 24-0201 ote 1058-02 cone 050% 9% 0407-00-00 mK 0.) Boo = 0.0058328 An Improved Dynamic Programming Approach to Economic Power Dispatch with Generator Constraints and Transmission Losses Appendix-2 Particle Swarm Optimization Kennedy and Eberhart introduced the PSO method [19], motivated by social behavior of organisms such as fish schooling and bird flocking. PSO, an optimization tool, provides a population-based search procedure in which individuals called particles change their position with time. Jn a PSO system, particles fly around in @ multidimensional search space. During flight, cach particle adjusts its position according to its own experience, and the experience of neighboring particles, making use of the best position encountered by itself and its neighbors. The swarm direction of a particle is defined by the set of particles neighboring the particle and its history experience. Let x and v denote a particle’s coordinates (position) and its corresponding flight speed (velocity) in a search space, respectively. Therefore, the ith particle is represented 5 ¥,=(05,%g,--0%y) im the d-dimensional space. The best previous position of the ith particle is recorded and represented by the phest, =(pbest. pestis... Pbesis) ‘The index of the best particle among al the particles inthe group is represented by the gbests The rate of the velocity for particle iis represented as (%y,vguea¥y)- The modified velocity and position of cach particle can be calculated using the current velocity and the distance from pbesty to gbest as given in the following relations: 1) yay @) 2G awa vl ey # rand, # (pbesty — x! i 2 (bests 82) ogy +c) *rand, *(ghesty —x{})), cs 2 yah yt my? = x eye, 09) V2reeami d=12, where number of particles in a group; m number of members ina particle; pointer of iterations; w inertia weighting factor; c.€2 acceleration constants; rand, rand; random numbers between 0 and 1; velocity of individual iat iteration & Vp cok ove; x! current position of particle i at iteration k. In the above procedure, the parameter /** determined the resolution, or fitness, with regions 10 be searched between the present position and the target position. If Vis too high, particles might fly past good solutions. If Vis too small, particles may not explore sufficiently beyond local solutions. The constants ¢; and represent the weighting ofthe stochastic acceleration terms that pull cach particle toward the phest and gbest positions. The acceleration constants c, and ¢: were often set to be 2.0 according to past experiences. In general, the inertia ‘weight wis set according to the following equation: — Manx —Winio ipo 30) iter, where iernay iS the maximum number of iterations and iter is the current number of iterations ‘The above iterative process on the population will continue until there is no appreciable improvement in the fitness value or predefined maximum number of iterations reached. Genetic Algorithm AA genetic algorithm is a robust search and optimization algorithm developed by John Holland, GA mimies the evolutionary principles and chromosomal processing in natural genetics fo seek solutions from a vast search (20], [21], A GA is an iterative procedure, and consists of @ constant size population of individuals. Each individual is represented by a finite array of symbols, known as a string, Fach individual string encodes a possible solution in a given problem space, Every sting is assigned a fitness value derived from a performance measure defined by the criteria to be optimized in the problem. The algorithm starts with an initial population of individuals that is ‘generated at random. At every evolutionary step, the population of solutions is modified toa new population by applying three operators similar to natural genetic operators: ‘reproduction, crossover, and mutation. ‘The reproduction generates a mating pool by selecting ‘good fitness strings ftom the population. GA employs toumament selection for its simplicity In atypical toumament selection two strings are randomly chosen from the population, and the fitter of the two is selected for insertion into the mating pool. After the reproduction, the ‘rossover operator is applied to strings ofthe mating pool In a single-point crossover operation, a crossover site is ‘chosen at random and all bits to the right of the crossover site are exchanged between two strings. In a two-point crossover operator, two sites along the string are chosen atR Balamurugan and S. Subramanian 329 random and the sub-strings included between these sites are exchanged between the parents. The uniform crossover, exchanges every bit between parents witha certain probability. Normally, crossover is not performed on the entire population. A crossover probability of P. dictates that P-x 100 percent string in the population are used in the crossover operation and that the best (I~ ,) x 100 percent ‘of the population are simply copied tothe new population. In adlition tothe crossover operator, a mutation operator is used 10 enhance the search in a GA, The mutation operation fips abit ina string with a very small mutation probability, Py. Mutation is necessary to maintain diversity in the population. In each generation, the population is evaluated and tested for termination of the algorithm, If the termination criterion is not satisfied, the population is operated upon by the three genetic operators and then re-evaluated. This procedure is continued until the termination criterion is met Acknowledgements The authors gratefully acknowledge the authorities of Annamalai University, Annamalai Nagar, Tamilnadu, Indi, for their continued support, encouragement, and the extensive facilities provided to conduct this research work, References [IL A.J, Wood and B. E, Wollenberg, Power generation, ‘operation and control, New York: John Wiley Inc., 1984 (21K. Kitchmayer, Economic operation of power systems, New York: John Wiley 8 Sons, 1958 (3]_ CL. Chen and $. C. Wang, “Branch and bound scheauling for thermal generating units,” EEE Trans Energy Conversion, vol. 8, no. 2, pp. 184-189, June 1993 [4] KY. Lee, “Fuel cost minimization for both real and reactive power dispatches,” IEE Proceedings - Generation Transmission Distribution, wol. 131, n0. 3, pp. 85-93, May 1984. 5] _R. Bellman, Dynamic programming, Princeton University Press, 1957, [6] ZX. Liang and J. D. 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J, Short, “Neural networks approach for solving economic dispatch problem with transmission capacity constraints,” IEEE Trans. Power Systems, vol. 13, no. 2, pp. 307-313, May 1998 T. Yaleinoz, B.J. Cory and M. J. Short, “Hopfield neural network approaches to economic dispatch problems,” International Journal of Electrical Power and Energy Systems, vol. 23, no. 6, pp. 435-442, Aug, 2001 Naresh, J, Dubey and J, Sharma, “Two-phase neural network based modeling framework of constrained economic load dispatch.” JEE Proceedings - Generation Transmission Distribution, vol. 151, no. 3, pp. 373+ 378, May 2004. 4. Kennedy and R. Eberhart, “Particle swarm optimization,” Proceedings of IEEE Int. Conf. Neural Networks, vol 4, Perth, Australia, 1995, pp. 1942-1948.330 An Improved Dynamic Programming Approach to Economie Power Dispatch with Generator Constraints and Transmssion Lasses [20] Z. Michalewiez, “Genetic Algorithms + Data structures = Evolutionary Programs”, Springer, 1996. [21] DE. Goldberg, “Genetic algorithm in search, optimization and machine learning”, Addition Wesley, Reading, MA, 1989, R. Balamurugan He eocived his BIE degree in Electrical and Electronics and his M.E degree in Power Stems fon Annaraai Universi, ‘Annamalai Nagar, Tamilnadu, India in ee i 1994 and 1997, respectively. He is working oo towards his Ph.D. in the area of Power System Economics. His areas of interest include Digital Simulations of Power Systems, Control Systems, Applications ‘of Computational Intligence Techniques in Power System Engineering, and Electrical Machines. He is currently a Lecturer in Electical Engineering, Annamalai University, Annamalai Nagar, Tamilnadu, Indi, S. Subramanian He received his B.E degree in Electrical Engineering and his M.E degree in Power Systems from Madurai Kamaraj University, India, in 1989 and 1990, respectively. He obtained his Doctoral © dogree from Annamalai University, India, in 2001. He is currently a Professor with the Department of Electrical Engineering at Annamalai University, India His fields of interest include Power System Economics, Electrical Machine Design, State Estimation and Security Control of Power Systems, and Voltage Stability.