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IEEE Transactions on Power Systems, Vol. 12, No.

2, May 1997 961

Dynamic Economic Dispatch

Using The Extended Security Constrained Economic Dispatch Algorithm

Wayne R. Barcelo*, Member, IEEE Parviz Rastgoufard, Member, IEEE

Department Of Electrical Engineering Department Of Electrical Engineering
Tulane University Tulane University
New Orleans, LA 701 18 USA New Orleans, LA 70 1 18 USA

Abst~ct-An algorithm for solving the multi-stage dynamic ed in [ I I]. Thus all the advantages of the ESCED algorithm
economic dispatch (MDED) problem in real-time is presented. as noted in [ 1 11 are preserved in the solution of the multi-stage
The MDED problem is formulated by formally adding ramp rate dynamic economic dispatch problem.
constraints to the extended security constrained economic
The speed and convergence reliability of the ESCED
dispatch (ESCED) problem for all stages beyond the first stage.
The MDED problem is then so,ved using the ESCED a,gorithm algorithm with its ability to coordinate regulating margin and
Ill] with ramp rate constraint sensitivity coefficients. A new constraints in conjunction with network
two-component method of observing regulating margin constraints makes it ideally suited for real-time economic
constraints is also introduced and test results are presented dispatch operation over multiple stages. The capabilities of the
comparing the one and two-stage dynamic EDC results. ESCED algorithm in multi-stage operation were demonstrated
and tested using the Bulk Power Management System (BPMS)
I. INTRODUCTION and power system data of a major power company. A sample
of the test results obtained are presented in this paper.
Dynamic Economic Dispatch may be considered as the
latest development in economic dispatch. In its purest form, 11. THE DYNAMIC ECONOMIC DISPATCH PROBLEM
Dynamic Economic Dispatch combines the areas of static WITH NETWORK SECURITY, REGULATING MARGIN
economic dispatch, including optimal power flow, Load AND RAMP RATE CONSTRAINTS
Frequency Control (LFC) and Automatic Generation Control
(AGC) into ajoint design process considering the dynamics of In [ 111 the Extended Security Constrained Economic
the problem. This is the most accurate formulation of the Dispatch (ESCED) problem was defined as including the
economic dispatch problem but also the most difficult to solve security constrained problem plus the addition of system
because of its large dimensionality. The first paper in this area regulating margin constraints up and down and the addition of
appeared in 1972 [ l ] by Bechert and Kwatny. Additional generating unit ramp rate constraints up and down. It was
papers in this area did not appear until the 1980's [2-91 further defined to be the problem of determining the optimum
covering various approaches to solving the dynamic prcblem. trajectories required to follow "Base Generation Requirement"
Papers by Innorta [9] in 1988 and Somuah and Khunaizi [IO] where Base Generation Requirement is the low frequency
in 1990 include nehvork security constraints in the problem component of Generation Requirement which equals Control
formulation. The paper by Innorta also introduced a Area Generation minus ACE where ACE < 0 implies a
discretization approach for solving the problem. generation deficit. The addition of ramp rate constraints
The research results presented in this paper use the required estimating the change in base generation requirement
discretization approach of Innorta and add regulating margin at a future time t + Te where t is the time of execution of the
constraints to the network security and generating unit ramp last EDC and Te is the period of the EDC execution
rate constraints. The algorithm used is the Extended Security frequency. Neglecting wear and tear costs due to ramping a
Constrained Economic Dispatch (ESCED) algorithm present- unit up and down, the objective function to be minimized was
the integral of the production cost function from t to t - Te.
However, taking the unit trajectories to be linear bemeen t
96 SM 580-1 PWRS A paper recommended and approved by the
IEEE Power System Engineering Committee of the IEEE Power and t + Te , since the cost function of a unit is an increasing
Engineering Society for presentation at the 1996 IEEEIPES Summer function, minimization of the integral is equivalent to
Meeting, July 28 - August 1, 1996, in Denver, Colorado. Manuscript minimization of the production cost at time t Te. Thus the
submitted July 28, 1995; made available for printing June 25, 1996.
ESCED problem is essentially a one-stage dynamic economic
dispatch problem. By considering additional stages, that is the
production cost at times t + 2Te , t + 3Te ... t + kTe and
imposing ramp rate constraints between the stages we obtain
the multi-stage dynamic economic dispatch problem. The
*Dr. Wayne R. Barcelo i s presently an Assistant Prokssor of Electrical En- major difference between the one-stage and the multi-stage
. .
ginecrtng at the Universie ofNew Orleans. New 0rle:lns. L A 70145 USA.

0885-8950/97/$10.00 0 1996 IEEE


problems is that in the multi-stage problem the ramp rate FI+ = The Network Security And Regulating Margin Constraint
constraints beyond the first stage must be added formally Upper Limit Column Vector, Stage I
since the generation level for the second and succeeding Fir+ = TeP+ = The Generating Unit Rate Limit Up, Stage I

stages is not known a priori. = -TeP- = The Generating Unit Rate Limit Down, Stage I
?&tation Convention: To simplify the formulation of the
multi-stage problem we indicate the stage dependence of a
In the last two definitions given above, P' and P - are column
variable by adding a capital I to all variable names where I
varies from 1 to K, K equaling the number of stages. For vectors of the upper and lower generating unit ramp rate
example, the vector P becomes PI and for the first, second and limits, respectively.
third stages, PI is represented by P1, P2 and P3, respectively. Network security constraints represented by (6) are Line
The jth component of PI is represented by PIj where I = 1,2, 3, Mva, Line Mw, Line Group Mw and Area Mw Import
..., K for a K-stage problem. Using this convention, we can constraints [ 1 11. Sensitivity coefficients @Ii) for these
formulate the multi-stage problem as follows: constraints are easily calculated from a real-time power flow
Jacobian matrix which is available on a modem BPMS.
Generating unit ram^ rate constraints given by
Minimize PI; I P I j IPI; ,where P I j is the ramp rate of the jrhunit (Irh
I=l 1=1 jeEI stage) and P I ; , PI; are the lower and raise ramp rate limits
respectively, are most efficiently implemented for the first
Subject to the following constraints for all stages 1=1 to I=K:
stage as dynamic high/low dispatch limits (Pld+/Pld-) as in (4)
to avoid adding a large number of additional functional
1. Power Flow : (sI)GPI= 6GI, (2) constraints. Using Te as previously defined, the dynamic
dispatch limits are calculated as in (7)
2. Unit Dispatch Limits:

3. Ramp Rate Constraints (1st stage Only):

For stages beyond the first, ramp rate constraints are im-
(Pld') 5 I(Pld') (4) plemented as in ( 5 ) . If we let fIJ, where J = 1-1, be the gener-
ating unit ramp rate vector between stages I and I+l, then flJ =
4. Ramp Rate Constraints (after 1st stage):
PJ - PI = SPJ - &PI. The ramp rate constraints can then be writ-
Fir- IPJ - PI 5 FI,? , J= I+1 (5) ten in terms of the ramp rate constraint sensitivity mamces pIJ
and pJI between stages I and J as flJ = (p1J)GPI f (uJI)6PJ
5 . Network Security and Regulating Margin Constraints:
where pIJ and pJI are the sensitivities with respect to PI and
PJ, respectively. Note that pIJ consists only of-1's and 0's and
pJI consists only of +l's and 0's. See the definition of p in
(10) for further clarification.
= Generating Unit Cost Curve Of The j* Unit
j' Regulating margin constraints are expressed in the stan-
PIj = Generating Unit Power Output Of The jth Unit I* Stage
dard form of (6) as explained in [ l l ] with sensitivity
PI = n-Dimensional Column Vector Of Grnerating Unit Power For
coefficients of either 0, -1 or +1 depending on the following
The I* Stage
PI0 = Initial Value Of PI= PI,
E1 = Set Of Control Area Units Participating In E X At Stage I
dMIuj/dPIj= 0 , PIj I BIujf (sa)
SI = n-Dimensional Row Vector Of Inverse Penalty Factors, Stage 1
6PI = PI - P1, dMIuj/dPIj = -1 , PIj BIuj" (8b)
6GI, = Estimated Change In Generation Requirement At Stage I
(Including The Effect Of Variations In sf From SI) where MIuj is the regulating margin up for the jth unit, I*
PI- = Generating Unit Low Dispatch Limit Column Vector. Stage I stage and BIuj'= PI.'1 - Tm-pl; is a new limit called the
PI+ = Generating Unit High Dispatch Limit Column Vector, Stage I
regulating margin up sensitivity coefficient breakpoint for the
Pld- = Generating Unit Low Dynamic Dispatch Limit Column Vector,
jth unit as explained in [ 1 I]. T, is the time interval over which
First Stage
the regulating margin is calculated, usually I O minutes.
PI,+ = Generating Unit High Dynamic Dispatch Limit Column Vector,
Similar results will be obtained for the regulating margin
First Stage
down sensitivity coefficients except for a change of s i n .
fl0 = m-Dimensional Network Security And Regulating htargin
When the number of stages is small. the power flow
Constraint Initial Value Column Vector, Stage I (see Appendix)
constraint sensitivity vector s and the nenvork constraint
11I = The i n s 11 Constraint Sensitivity Coefficient hlatris, Stage I
sensitivities may be assumed to remain constant with little pl 0 ..' 0 FI'
error. Similarly, 6G, the change in generation requirement
may be estimated by a simple regression analysis using 0 p2 "' 0 F2'
previous generation requirement data. When a large number of
stages is considered, resulting in a significant look-ahead .. ..
. ..
period, a short term load forecast program may be required to
estimate SG for stages significantly in the future. Also, the s
and network constraint sensitivities for future stages may 0 0 ... pK FK +

either have to be calculated by a study mode power flow at the .... ... ........................ ... . .

start of the day and updated periodically or saved from the .l12 p21 .'. 0 F12'
previous day's calculations. Either approach is considered
satisfactory considering the uncertainty in all data when the 0 p 2 3 ... 0 F23'
look ahead period is large.
. . .. ..
0 0 ... pKJ FJK'
A . Derivation Of The Multi-Stage Hessian Matrix

An algorithm for solving the Extended Security PIR ... 0 F',

Constrained Economic Dispatch (ESCED) problem was
presented in [ I 11. The only difference between the ESCED
problem as formulated in [ I I ] and the multi-stage dynamic
0 ... 0 F2 ,
EDC problem is the formal introduction of ramp rate . .
. .
constraints between adjacent stages. To use the ESCED we
need to formulate the multi-stage problem as an equivalent 1-
0 FK;
stage problem. This equivalence can be obtained fairly easily
by writing the Lagrangian for the multi-stage problem in terms
of vectors and matrices including the terms for constraint re-
laxation [ 1 I]. The resulting equivalent one-stage Lagrangian is

L = C( P ) + X{paP + f,- F' } + 3Ltmax (pR6P+ fOH -F i}

. .
(9) . .

where we define the following vector and matrix quantities:

0 ... pKJ,

More details of this development are presented in the .lp-

pendix. Substituting the equivalent one-stage sensitivity
? - ,
P1 coefficient matrix p as defined in ( I O ) and C" = dC/SP'. a
diagonal matrix, into (12) produces the multi-stage Hessian
matrix. The sensitivity coefficient matrix p is arranged so h a t
P2 each PI includes the power flow constraint sensitivity vecror
P= , h= fo = -SI as its first row and each column vector hI includes systzm
lambda (Asl) as its first element.

B. Derivation Of The Pre-Eliminated Sollition Eqiration

- PK -
From (9) we find the gradient of L to be
and the Hessian matrix H to be constraints are added to the ramp rate constraints using a one-
stage dynamic EDC. In the one-stage formulation, production
cost is minimized over one interval at a time. Table 3 defines
the meanings of the symbols used in Table 1 to facilitate
interpretation of the data. The area Mw import constraint was
set at 1800 Mw with units 5 , 7, 9 and 20 inside the closed area
constraint boundary. This constraint is mapped into the
original constraint set as a network security constraint via (6).
where zo = (Po, h,) and all other vectors and matrices are as
The regulating margin (RM) up and down constraints
defined in (10). By Newton's method we wish to solve HAz =
were both established using a two component method. In this
-g or using (1 1) and (12) we get
method the base regulating margin requirements are set equal
to the sum of the expected base generation requirement
change over the next 10 minutes (for the ramp load profile this
would be 400 Mw up) and an operator entered regulating
margin reserve requirement which was set at 200 Mw for this
test. So during the load ramp the regulating margin up (down)
requirement was 400+200 = 600 (-400+200 = -200) Mw.
where Cot= X / a P evaluated at Po. Multiplying the first block In Table 1, the first three time intervals t = 0, t = 0-1,
in (13) by (C'4)-1 , eliminating p and making the other and t = 0-2 are used to establish steady state conditions before
substitutions given in [ 1 11 leads to the Hessian pre-elimination starting the load ramp. Time t = 0 corresponds to the uncon-
equation strained case, that is, it is the dispatch that results with the area
and regulating margin constraints removed. Time t = 0- 1 is the
dispatch that results when the regulating margin and area
constraint are first applied using the dispatch at t = 0 as the
starting point. Note that U3 is rate limited. To remove this rate
limit condition a second dispatch was n e c e s s q corresponding
to the t = 0-2 case which resulted in the desired steady state
where subscript v emphasizes we are writing L with respect to conditions. Note the shift in generation behveen U3 and U4
free units only [ l l ] . For a problem with a few stages (14) can and the relaxation of the Regulating Margin Down constraint
be solved using standard Guassian elimination techniques. If at times t = 0- 1 and t = 0-7.
the problem to be solved contains many stages. py(Cyo")-lpyt Notice also in Table 1 that various units are rate limited
will be sparse and so sparse matrix techniques should be used at several times during the load ramp, that the area constraint
to solve (1 4) quickly. is binding from t=5 through t=25 minutes, and that the regu-
lating margin up constraint is binding at t=25 and 30 minutes
IV. SIMULATION RESULTS and then relaxed for the remainder of the load ramp.
Table 2 shows the results obtained for a ?-stage d>namic
Test results for a large scale problem were compiled on EDC using the identical constraints and test configuration. In
the software development machine of a major power compa- the 2-stage formulation, production cost is minimzed over 2
ny's BPMS. The Test System was a model of the company's intervals but only the dispatch results for the first sta,oe are
actual power system which is on the order of 1200 buses, used and presented in Table 7 . To highlight the differences.
1700 lines and 85 generating units. As noted in [ 111, timing only variations from the results shown in Table 1 are
tests indicated that the algorithm took about 6 msec wall clock presented and rows without any differences are omitted.
time per iteration on a 5 to 6 MIPS machine. Comparison of Tables 1 and 2 shows that for this test case
To test the ramp rate constraints a 40 Mw/Min load there is very little difference between the 2-stage and rhe 1-
profile was developed starting at 1900 Mw and ramping up to stage results. the major difference being that the 2-stage EDC
3900 Mw in 50 minutes. After selecting eight units to starts ramping U20 a little sooner. These results primarily
participate in the test, starting at 1900 Mw, the ESCED was demonstrate that the proposed method works.
executed every 5 minutes corresponding to load increments of In general one expects the addition of extra stages to the
700 Mw until 3900 Mw was reached and the unit trajectories EDC to enhance performance since the further ahead the EDC
stabilized. This test also simulates realistic conditions when can see, the more opportunity it has to make adjustnimts in
one considers the load profile as occurring on top of a the present to avoid problems in the future. In addition. there
sufficiently large base load supplied by fixed base generation. are some constraints. fuel constraints for instance, thst can
Table 1 shows a sample of the resulting baseline only be observed b\. considering multiple stages.
trajectories when network security and regulating margin
TABLE I ~ ~~~~ ~


Note: In the above table, a blank entry means the last entry in the row is repeated.


TABLE 1 SYMBOL CONVENTION DEFINITIONS A method of formulating the multi-stage dynamic EDC
I Convention I Definition 1 problem with network security, regulating margin and ramp
Superscript + (-) I High (Low) Dispatch Limit
Superscript +u (+d) I Regulating Margin U p (Dn) Breakpoint
Superscript +r (-r) Ramp Rate Up (Dn) Limit
I rate constraints as a single stage problem so that it could be
solved using the ESCED algorithm [ l I ] was presented. The
R Constraint Relayed
ESCED algorithm was used to solve a 2-stage dynamic EDC
Superscript +R Ramp Rate Up Limit Relaxed problem and simulation results were compared to the I-stage
LA ($ / Mwh) Area Constraint Lambda solution results. For the load profile used, the ?-stage results
k f in ($ / Mwh) Regulating Margin Up Constraint Lambda showed a small improvement over the I-stage results. -4two-
kni ($ / Mwh) Regulating Margin Dn Constraint Lambda component method of implementing regulating margin
A( I ) ($ / Mwh) System Lambda including the penalty cost constraints was introduced and appears to be the ideal way to
I I o f r e l m i n r a constraint I
implement regulatins margin constraints in real-time. The
ESCED algorithm appears to be a viable method for perform-
ing multi-stage dynamic EDC in real-time. Exploiting the VII. APPENDIX
symmetry and sparsity in the Hessian Pre-Elimination solution
approach was not performed in this research but should be The Lagrangian for the multi-stage problem is:
investigated to optimize solution time for dynamic EDC
problems with a large number of stages. L = C(P1) + C(P2) + ... + C(PK)

T. E. Bechert and H. G. Kwatny, "On the Optimal Dynamic dispatch of + h2t (ao+ p26P2- F2+) + hztmax [ a ,+~p2R36132 - F ~ R + ]
Real Power", IEEE Trans PAS, May/June 1972, p 889.
D.W. Ross and S. Kim, "Dynamic Economic Dispatch of
Generation", IEEE Trans PAS, Nov/Dec 1980, p 2060.
W. G. Wood, "Spinning Reserve Constrained Static and Dynamic + hKt ( fKo + pK6PK - FK+ )
Economic Dispatch", IEEE Trans PAS, Feb 1982, p 381.
H. Mukai, "A Reevaluation of the Normal Operating State Control of + hKtmax [ f K o +~ ~ K R 1~- FK,+
P ]
the Power System Using Computer Control and System Theory Part
111. Dispatch Targeting", IEEE Trans PAS, Jan 1981, p 309.
J. Zaborszky, et al, "Stabilizing Control in Emergencies Part 1. + h12t [ (p12)6P1 + (p21)6P2 - F12+]
Equilibrium Point and State Determination", IEEE Trans PAS, May
1981, p 2374. + h12',,, [ (p12)R6P1 (P21)R6P2 - F 1 2 ~ + ]
P. Kambale, et al, "A Reevaluation of the Normal Operating State
Control (AGC) of the Power System Using Computer Control and
System Theory Part 111. Tracking the Dispatch Targets with Unit + h 2 j t [ (p23)SP2 + (p32)6P3 - F23+ ]
Control", /E€€ Trans P.-lS, June 1983. p 1903.
+ h23tmax [ (p23)R6P2 + (p32)R6P3 - F23Rf ]
P. P. J . Van Den Bosch. "Optimal Dynamic Dispatch Owing to
Spinning-Reserve and Power-Rate Limits"./EEE Trans PAS. Dec
1985, p 3395.
A. Kuppurajulu and P. Osso&ki, "An Integrated Real-Time Closed- .
Loop Controller for Normal and Emergency Operation of Power + hJKt [ (pJK)GPJ - (pKJ)GPK - FJK+ ]
Systems". /EE€ Trans PlVRS, Feb 1986, p 242.
M. Innorta, et al. "Security Constrained Dynamic Dispatch of Real +hJKfm, [ (~JK)RGPJ+ (~KJ)RGPK- FJKR'] (A1)
Power for Thermal Groups".IEEE Trans PIVRS. May 1988. p 774.
C. B. Somuah and N. Uunaizi, "Application of Linear where hIJ is the Lagrange multiplier vector for the ramp rate
Programming Redispatch Technique to Dynamic Generation constraints between stages I and J; and FIJ+ = FI,' or -FI; is
Allocation", /€€E Tram P WRS. Feb 1990, p 20.
the rate limit vector . When FIJ' = -FI/. the siens of uIJ and
W. R. Barcelo and P.Rastgoufard. "Control Area Performance pJI are reversed. Combining P1, P2: h'l. h2: et;. ( A l j can be
Improvement By Extended Security Constrained Economic Dispatch ", writ- ten in the form of(AJ) which is reducible to (9).
Paper No. 96 W M 1971-PWRS, Presented at the 1996 IEEE Winter A constraint fl at stage I is obtained as follows:
Power Pvleeting Januar). 24, 1996.
fl = fl,+ pl(Pl-Pl,) + p2(P2-P1)
+ . . . + pJ(PJ-PJ-1) + pI(PI-PJ) (A')
Wayne R. Barcelo (BSEE. hlSEE. MBA, MS-Math. Ph.D.) is currently an
Assistant Professor of Electrical Engineering at The University Of New where J = 1-1. Assuming only that adjacent pM's are equal
Orleans. H e has over 75 years experience in electric power systems control, [pM+l = pM], (A?) is a telescoping sum reducing to:
engineering, planning, operations and research with a major power company.
fl = f l o - ( p I ) ( P l o ) + (pI)(PI) = flo+(pl)(SPI) (A3)
Parviz Rastgoufard received his BSEE from SUNY/Buffalo in 1976. He
received his MS and Ph.D from Michigan State University in 1978 and 1983 where GPI=PI-PI, and flo = f l o + ( P I - p1)PIo which reduces
respectively. From I983 - 19S7 he was a faculty member ofthe EE Dept. at to flo = f l o if it is assumed that all the pM's are equal.
North Carolina State University. In 1957 he joined the EE Dept. faculty of For the power flow constraint a similar result is obtained with
Tulane Universtiy where he presently serves as the Director of the Center for (sI)GPI= 6GIr, - (sl-sl)Pl, = &GIr as in (2) where 6GIra is
Electrodynamics Systcms Research. His research interests are in the area of the actual estimated change in generation requirement.
I : q c scale systcnis decision =id control in general and p o w r systcms
stcurit!' nnd rcliabilit! i n particular.
L = C ( P I ) + C ( P 2 ) + ... + C ( P K )
f ' 0
p1 0 "' 0 FI'

f20 0 p2 '.' 0 F2'

. ... .. 6P 1

0 0 ... pK 6P2 FK'
...... ........
+[11' 1 2 ' ... hK' i h12' 123' ... UK']
0 112 p21 ... 0 F12'

0 0 p23 ... 0 5PK F23'

. .. .

0 0 0 FJK'

floK '

f20 R 0 J.llR F';

. .
6P 1

K O ,
0 0 ... pKR 6P2 FK ;
........ .........

0 F12;

0 6PK F2Z;

0 0 0 ... pKJ, FJK;