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Using The Extended Security Constrained Economic Dispatch Algorithm

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.

962

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

FI;

?&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:

P I - I PI IPI+

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

Where

(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

conditions:

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

963

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.

. . .. ..

111. SOLVING THE MULT-STAGE DYNAMIC EDC

PROBLEM USING THE ESCED ALGORITHM

0 0 ... pKJ FJK'

A . Derivation Of The Multi-Stage Hessian Matrix

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

. .

(9) . .

0 ... pKJ,

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.

- PK -

From (9) we find the gradient of L to be

964

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

965

TABLE I ~ ~~~~ ~

OPTIMUM TRAJECTORIES BY I-STAGE DYNAMIC EDC WITH SECURITY. REGULATING MARGIN AND RAMP RATE CONSTRAINTS

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

TABLE 2

OPTIMUM TRAJECTORIES BY 2-STAGE DYNAMIC EDC WITH SECURITY. U M P RATE & REGULATING MARGIN COSSTRAIIU’TS

4. CONCLUSIONS

TABLE 3

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-

966

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)

VI. BIOGRAPHY

+ . . . + 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'

. ... .. 6P 1

fK0

0 0 ... pK 6P2 FK'

...... ........

+[11' 1 2 ' ... hK' i h12' 123' ... UK']

0 112 p21 ... 0 F12'

. .. .

0 0 0 FJK'

floK '

F1;

. .

6P 1

K O ,

0 0 ... pKR 6P2 FK ;

........ .........

0 F12;

0 6PK F2Z;

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