You are on page 1of 12

IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS, VOL. 64, NO.

6, JUNE 2017 5095

A Distributed Algorithm for Economic


Dispatch Over Time-Varying Directed
Networks With Delays
Tao Yang, Member, IEEE, Jie Lu, Member, IEEE, Di Wu, Member, IEEE, Junfeng Wu,
Guodong Shi, Member, IEEE, Ziyang Meng, Member, IEEE, and Karl Henrik Johansson, Fellow, IEEE

Abstract—In power system operation, the economic dis- an optimization problem, where the objective is to minimize the
patch problem (EDP) aims to minimize the total generation total generation cost while meeting total demand and satisfying
cost while meeting the demand and satisfying generator ca- individual generator output limits. There exist many centralized
pacity limits. This paper proposes an algorithm based on the
gradient push-sum method to solve the EDP in a distributed approaches for solving the EDP, such as the lambda-iteration
manner over communication networks potentially with time- method and the gradient search method [1]. The centralized
varying topologies and communication delays. This paper methods require a single control center that accesses the entire
shows that the proposed algorithm is guaranteed to solve network’s information and, therefore, may be subject to per-
the EDP if the time-varying directed communication network
formance limitations, such as high communication requirement
is uniformly jointly strongly connected. Moreover, the pro-
posed algorithm is also able to handle arbitrarily large but and cost, substantial computational burden, and limited flexibil-
bounded time-varying delays on communication links. Nu- ity and scalability, and disrespect of privacy. It is thus desirable
merical simulations are used to illustrate and validate the to develop distributed approaches to overcome these limitations
proposed algorithm. and accommodate various resources in the future smart grid.
Index Terms—Distributed algorithm, economic dispatch, During the past few years, due to the rising of distributed
gradient push-sum method, time-varying delays, time- control and multiagent systems research [2]–[6], various dis-
varying networks.
tributed algorithms have been developed for power system ap-
I. INTRODUCTION
plications [7]–[10]. As for the EDP, various consensus-based
HE economic dispatch problem (EDP) is one of the impor-
T tant problems in power system operation. It is essentially
distributed algorithms have been proposed by choosing the gen-
eration incremental cost as the consensus variable. In these algo-
rithms, each agent maintains a few variables and updates them
Manuscript received February 6, 2016; revised May 11, 2016 and July through the information exchange with its neighboring agents.
23, 2016; accepted October 3, 2016. Date of publication October 18, For instance, Zhang and Chow [11] propose a leader–follower
2016; date of current version May 10, 2017. This work was supported
in part by the Laboratory Directed Research and Development Program consensus-based algorithm, where the leader collects the mis-
through the Control of Complex Systems Initiative at the Pacific North- match between demand and generation, and then leads the up-
west National Laboratory, in part by the Knut and Alice Wallenberg Foun- dates of marginal cost in the system. To avoid the requirement
dation, in part by the Swedish Research Council, in part by the National
Natural Science Foundation of China under Grant 61503249, in part by of a leader, a two-level consensus-based algorithm is proposed
the Natural Science Foundation of Shanghai under Grant 16ZR1422500, in [12], where the upper level is the consensus and gradient
and in part by the Shanghai Pujiang Program under Grant 16PJ1406400. algorithm, and the lower level executes the classical consensus
(Corresponding author: Di Wu.)
T. Yang is with the Department of Electrical Engineering, University of by choosing the local mismatch as the consensus variable. In
North Texas, Denton, TX 76203 USA (e-mail: Tao.Yang@unt.edu). the algorithm proposed in [13], in addition to consensus part, an
J. Lu is with the School of Information Science and Technology, innovation term is introduced to ensure the balance between sys-
ShanghaiTech University, Shanghai 200031, China (e-mail: lujie@
shanghaitech.edu.cn). tem generation and demand. All these three algorithms are only
D. Wu is with the Pacific Northwest National Laboratory, Richland, WA applicable to undirected communication networks, i.e., the in-
99352 USA (e-mail: di.wu@pnnl.gov). formation must be exchanged bidirectionally. Because directed
J. Wu and K. H. Johansson are with the ACCESS Linnaeus Centre,
School of Electrical Engineering, Royal Institute of Technology, Stock- communication networks cost less than their undirected coun-
holm 10044, Sweden (e-mail: junfengw@kth.se; kallej@kth.se) terparts [2], it is desirable to develop control and coordination
G. Shi is with the Research School of Engineering, The Aus- algorithms that only require directed information flow. The capa-
tralian National University, Canberra, ACT 0200, Australia (e-mail:
guodong.shi@anu.edu.au). bility of utilizing low-cost communication networks is favorable
Z. Meng is with the Department of Precision Instruments and in the future smart grid. Realizing such a need, distributed algo-
the State Key Laboratory of Precision Measurement Technology and rithms have been proposed in [14] and [15] to solve the EDP over
Instruments, Tsinghua University, Beijing 100084, China (e-mail:
ziyangmeng@mail.tsinghua.edu.cn). both undirected and directed communication networks. In [14],
Color versions of one or more of the figures in this paper are available a ratio consensus based algorithm, which relies on two linear
online at http://ieeexplore.ieee.org. iterations, has been proposed. The one in [15] estimates the
Digital Object Identifier 10.1109/TIE.2016.2617832

0278-0046 © 2016 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.
See http://www.ieee.org/publications standards/publications/rights/index.html for more information.

Authorized licensed use limited to: NATIONAL INSTITUTE OF TECHNOLOGY SILCHAR. Downloaded on August 22,2022 at 14:18:37 UTC from IEEE Xplore. Restrictions apply.
5096 IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS, VOL. 64, NO. 6, JUNE 2017

mismatch with all the agents being participated. Yang et al. [16] the centralized Lagrangian-based approach. In Section IV, a
propose minimum-time consensus-based algorithm to solve the distributed algorithm based on the gradient push-sum method is
EDP in a minimum number of time steps. As for generation cost proposed to solve the EDP over communication networks with
functions, most of existing studies assume quadratic functions, imperfections, such as time-varying topologies and time delays.
whereas general convex functions are considered in [17]. Case studies are presented in Section V to illustrate and validate
One common assumption on communication networks in the the proposed algorithm. Finally, concluding remarks are offered
literature is that the communication links are time invariant and in Section VI.
are not subject to time delays. However, in practice, commu-
nication network topology may vary due to unexpected loss of II. PRELIMINARIES AND NOTATIONS
communication links. In addition, time delays are ubiquitous
This section first presents some background on graph theory
in communication networks [18]. Therefore, it is desirable to
[23], which is needed to describe the communication network.
investigate the potential impacts of imperfect communications
Let G = (V, E) denote a directed graph (digraph) with the set of
on the existing distributed EDP algorithms, and develop algo-
nodes (agents) V = {1, . . . , N } and the set of edges E ⊆ V × V.
rithms that are robust to imperfect communications in the future
A directed edge from node i to node j is denoted by (i, j) ∈ E.
smart grid. In [19], the impacts of communication delays on
For notational simplification, we assume that the digraph does
the two-level consensus algorithm have been studied, and it is
not have any self-loop, i.e., (i, i) ∈ / E for all i ∈ V, although each
found that the algorithm may fail to converge due to time de-
node i has an access to its own information. A directed path
lays. Yang et al. [20] investigate the impacts of communication
from node i1 to node ik is a sequence of nodes {i1 , . . . , ik },
time delays on the algorithm proposed in [15]. Several poten-
such that (ij , ij +1 ) ∈ E for j = 1, . . . , k − 1. If there exists
tial negative impacts of time delays have been found, such as
a directed path from node i to node j, then node j is said
slower convergence rate, convergence to incorrect value, and
to be reachable from node i. A digraph G is said to be
divergence. Xu et al. [21] propose a nonnegative-surplus-based
strongly connected if every node is reachable from every other
distributed algorithm to solve the EDP over time-varying di-
node.
rected communication networks, but without time delays.
In this paper, an agent is assigned to each bus in the power
The existing literature is inadequate to solve the EDP in im-
system. The topology of communication network could be dif-
perfect communication networks that are subject to time-varying
ferent from the physical network, and is modeled as a time-
topologies and time delays. In order to better handle these prac-
varying directed graph G(t) = (V, E(t)), where the edge set
tical restrictions, this paper proposes a distributed algorithm
changes over time due to unexpected loss of communication
based on the gradient push-sum method. Compared with the
links. All agents that can transmit information to node i di-
existing EDP studies, the main contributions of this paper are
rectly at time t are said to be its in-neighbors and belong to
summarized as follows.
the set Niin (t) = {j ∈ V | (j, i) ∈ E(t)}. The nodes that receive
1) We propose a distributed algorithm to solve the EDP over
information from agent i at time t belong to the set of its
time-varying directed communication networks that are
out-neighbors, denoted by Niout (t) = {j ∈ V | (i, j) ∈ E(t)}.
uniformly jointly strongly connected. This is a mild con-
The cardinality of Niout (t) is called its out-degree at time
dition on the connectivity of communication topologies,
t and is denoted by di (t) = |Niout (t)|. The joint graph of
since the network can be disconnected at any time in-
G(t) in the time interval [t1 , t2 ) with t1 < t2 ≤ ∞ is denoted
stance as long as the joint graph over a period of time
as G([t1 , t2 )) = ∪t∈[t 1 ,t 2 ) G(t) = (V, ∪t∈[t 1 ,t 2 ) E(t)). A time-
is strongly connected. Therefore, the requirement on net-
varying directed network G(t) is said to be uniformly jointly
work topologies is more general compared to the fixed
strongly connected if there exists a constant T > 0 such that
strongly connected topologies considered in the existing
G([t0 , t0 + T )) is strongly connected for any t0 ≥ 0.
studies [11]–[17], [22].
Notations: In this paper, variables in boldface represent vec-
2) While time-varying communication networks are also
tors or matrices. For a matrix A, we use Aij or [A]ij to denote
considered in [21], the proposed algorithm in this paper
its (i, j)th entry and AT to denote its transpose. A matrix is
can handle the EDP with general convex cost functions,
nonnegative if all its entries are equal to or greater than zero.
which are more general compared to the quadratic cost
A vector is a stochastic vector if all entries are nonnegative and
functions considered in [21].
sum up to 1. For a vector x, we use xi to denote its ith entry.
3) The proposed algorithm can also handle arbitrarily large
0 and 1 denote the column vectors with all entries being 0 and
but bounded time-varying delays in addition to time-
1, respectively. 0 and I denote the matrix with all entries being
varying directed topologies, which is a distinguishing
0 and the identity matrix, respectively. The set of real (integer)
feature compared with many existing studies, such as
numbers is denoted by R (Z) and the set of nonnegative real
[11], [12], [15], [16], [21]. To the best of our knowledge,
(integer) numbers is denoted by R+ (Z+ ).
this is the first algorithm that is capable to solve the EDP
over time-varying directed communication networks with
communication delays. III. PROBLEM FORMULATION AND
The remainder of the paper is organized as follows: In LAGRANGIAN-BASED APPROACH
Section II, some preliminaries on graph theory and notations This section first presents the mathematical formulation and,
are introduced. Section III presents the EDP formulation and then, the centralized Lagrangian-based approach for the EDP.

Authorized licensed use limited to: NATIONAL INSTITUTE OF TECHNOLOGY SILCHAR. Downloaded on August 22,2022 at 14:18:37 UTC from IEEE Xplore. Restrictions apply.
YANG et al.: DISTRIBUTED ALGORITHM FOR ECONOMIC DISPATCH OVER TIME-VARYING DIRECTED NETWORKS WITH DELAYS 5097

A. Formulation of EDP optimal solution of the primal EDP is given by


The goal of EDP is to minimize the total generation cost
x∗i = xi (λ∗ ) ∀i = 1, 2, . . . , N (5)
while meeting total demands and satisfying individual generator
output limits, formulated as where λ∗ is any dual optimal solution.

N For any given λ ∈ R+ , because of the uniqueness of xi (λ),

min Ci (xi ) (1a) the dual function N i=1 Ψ
i (λ) + λD is differentiable at λ and
xi
i=1 its gradient is given by −( N i=1 xi (λ) − D) [26]. We can then

N apply the gradient method to solve the dual problem in (2) as
subject to xi = D (1b) follows:
i=1 N 

xi ∈ Xi := [xm
i
in
, xm
i
ax
], i = 1, . . . , N (1c) λ(t + 1) = λ(t) − γ(t) xi (λ(t)) − D (6)
i=1
where N is the number of generators, xi is the power gener-
ation of generator i, Ci (·) : R+ → R+ is the cost function of where λ(0) ∈ R can be arbitrarily assigned and γ(t) is the step
generator i, xmi
in
and xm
i
ax
are, respectively, the lower and up- size at time step t. When designing a distributed algorithm based
per bounds of the power generation
 m in
 i, andm ax
of generator D is on
N(6), the main challenge is how to obtain the global quantity
the total demand satisfying N i=1 xi ≤D≤ N i=1 xi in i=1 xi (λ(t)) − D in a distributed manner. In this paper, we
order to ensure the feasibility of problem (1a). will propose a distributed algorithm to avoid the need of the
Compared to most studies [11]–[16], [21], [24] in the EDP global quantity.
literature, where cost functions are assumed to be quadratic,
this paper considers general convex cost functions that satisfy
IV. MAIN RESULTS
Assumption 1.
Assumption 1: For each i ∈ {1, . . . , N }, the cost func- This section proposes an algorithm that is capable to solve the
tion Ci (·) : R+ → R+ is strictly convex and continuously EDP in a distributed fashion over time-varying communication
differentiable. networks potentially with arbitrarily large but bounded time de-
lays. In Section IV-A, the dual problem in (2) is first converted to
B. Centralized Lagrangian-Based Approach an agent-based distributed convex optimization problem. Then,
a distributed algorithm is proposed for the EDP based on the
Since each cost function Ci (·) is convex, the constraint (1b) gradient push-sum method [27]. Section IV-B shows that the
is affine, and the set X1 × · · · × XN is a polyhedral set, if we proposed algorithm is able to solve the EDP over time-varying
dualize problem (1) with respect to the constraint (1b), there is directed communication networks. Finally, Section IV-C shows
zero duality gap. Moreover, the dual optimal set is nonempty that the proposed algorithm is also robust to communication
[25]. Consequently, solutions of the EDP can be obtained by time delays.
solving its dual problem.
For convenience, let x = [x1 , . . . , xN ]T ∈ RN
+ . Then, define
the Lagrangian function as follows: A. Distributed Gradient Push-Sum Algorithm
N  The dual problem in (2) can be converted into

N 
L(x, λ) = Ci (xi ) − λ xi − D .
i=1 i=1

N
max Φi (λ) (7)
λ∈R
The corresponding Lagrange dual problem is i=1


N
where
max Ψi (λ) + λD (2)
λ∈R+
i=1 Φi (λ) = min Ci (xi ) − λ(xi − Di ) (8)
x i ∈X i
where
and Di is a virtual local demand at each bus, such that

Ψi (λ) = min Ci (xi ) − λxi . (3) N
x i ∈X i i=1 Di = D. The gradient of Φi (λ) is

Under Assumption 1, for any given λ ∈ R+ , the right-hand side ∇Φi (λ) = − (xi (λ) − Di ) . (9)
of (3) has a unique minimizer given by
xi (λ) = min{max{∇Ci−1 (λ), xm in
}, xm ax
} (4) Motivated by the gradient push-sum method [27], a dis-
i i
tributed algorithm is proposed in Algorithm 1 to solve the equiv-
where ∇Ci−1 denotes the inverse function of ∇Ci , which exists alent dual problem (7). In the proposed algorithm, each agent i
over [∇Ci (xm i
in
), ∇Ci (xm
i
ax
)] since ∇Ci is continuous and maintains scalar variables vi (t), wi (t), yi (t), λi (t), and xi (t),
strictly increasing due to Assumption 1. Furthermore, there is at where xi (t) and λi (t) are estimations of the primal and dual
least one optimal solution to dual problem (2), and the unique optimal solution, respectively. At each time step t, each agent

Authorized licensed use limited to: NATIONAL INSTITUTE OF TECHNOLOGY SILCHAR. Downloaded on August 22,2022 at 14:18:37 UTC from IEEE Xplore. Restrictions apply.
5098 IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS, VOL. 64, NO. 6, JUNE 2017

Algorithm 1: Distributed algorithm for the EDP. i (t) ≤ N − 1, where N is the size of the
t. Note that din
communication network.
1: Input: The time-varying graph G(t) = (V, E(t)), the 2) Only one division is performed in (10c).
step-size γ(t), an arbitrarily assigned vi (0), and yi (0) = 1 3) For quadratic cost functions Ci (xi ) = ai x2i + bi xi + ci
for all i ∈ V. where ai > 0, bi and ci are cost parameters, the update
2: Output: The optimal incremental cost λ∗ and the optimal equation (10d) has a closed-form expression as
generation x∗i .
3: repeat    
4: for i = 1 to N do λi (t + 1) − bi m in
xi (t + 1) = min max , xi , xm ax
5: Run the update rule (10). 2ai i

6: Return λi (t + 1) and xi (t + 1).


7: end for therefore, only one multiplication is performed in (10d).
8: Update t as t := t + 1. For general convex cost functions, the update equation
9: until |λi (t) − λi (t − 1)| < 1 and maxi,j ∈V |λi (t)− (10d) may not have a closed-form expression. Neverthe-
λj (t)| < 2 . less, its numerical solution can be obtained in a finite
number of time steps by using the bisection method due
to the continuity and strict monotonicity of ∇Ci−1 (·).
i ∈ V updates its variables as 4) Only one multiplication is performed in (10e).
Moreover, it requires a finite number of time steps for the
vi (t)  vj (t)
wi (t + 1) = + (10a) algorithm to converge based on the stopping criteria. There-
di (t) + 1 dj (t) + 1 fore, the computational complexity of the proposed algorithm
j ∈Ni (t)
in
is O(N ).
yi (t)  yj (t)
yi (t + 1) = + (10b)
di (t) + 1 dj (t) + 1
j ∈Ni (t)
in
B. Robustness to Time-Varying
wi (t + 1) Communication Networks
λi (t + 1) = (10c)
yi (t + 1) In this section, we will show that the proposed distributed
xi (t + 1) = min{max{∇Ci−1 (λi (t + 1)), xm
i
in
}, xm
i
ax
} Algorithm 1 is capable to solve the EDP over time-varying
(10d) directed communication networks that satisfy Assumption 2, as
stated in Theorem 1.
vi (t + 1) = wi (t + 1) − γ(t + 1)(xi (t + 1) − Di ). (10e) Assumption 2: The time-varying directed communication
network G(t) is uniformly jointly strongly connected, i.e., the
The step size γ(t + 1) satisfies the following decay
jointly communication network G([t0 , t0 + T )) is strongly con-
conditions:
nected for any t0 ≥ 0 with some constant T > 0.

 ∞
 Theorem 1: Under Assumptions 1 and 2, distributed
γ(t) = ∞, γ 2 (t) < ∞ Algorithm 1 with the step size γ(t) satisfying conditions in (11)
t=1 t=1
solves the EDP, i.e., λi (t) → λ∗ , and xi (t) → x∗i as t → ∞ for
γ(t) ≤ γ(s) for all t > s ≥ 1. (11) all i ∈ V.
Proof: Note that the equivalent dual problem (7) has the same
One typical selection is γ(t) = t+b a
, where a > 0 and b ≥ 0. In form as the optimization problem considered in [27]. The only
this algorithm, each agent i needs to know its out-degree di (t) difference is that the dual problem is a maximization problem,
i (t) i (t)
and sends the quantities d iv(t)+1 and d iy(t)+1 to all the agents j while the problem in [27] is a minimization problem. In order
in its out-neighbors set. In initialization, vi (0) is assigned with to apply [27, Th. 1] to show Theorem 1, we need to verify that
an arbitrary value and yi (0) = 1 for all i ∈ V. all the following conditions are satisfied.
According to (9), −(xi (t + 1) − Di ) in (10e) is the gradient 1) The first condition is that the network is uniformly jointly
of the function Φi (λ) at λ = λi (t + 1). Without (10d) and the strongly connected, which is satisfied in our case as as-
gradient term in (10e), the algorithm would be reduced to a par- sumed in Assumption 2.
ticular version of push-sum algorithm [28], or ratio consensus 2) The second condition is that each function in the min-
algorithm [29], [30] for computing the average of initial values imization problem is convex and the optimal set is
in directed graphs. In this case, all λi (t + 1) converge to a com- nonempty. This is also satisfied in our case since each
mon value. The inclusion of the gradient term in the update of function Φi (λ) in the maximization problem (7) is con-
vi (t + 1) is to ensure that all λi (t + 1) converge to the optimal cave and the optimal set is nonempty, which is guaranteed
incremental cost λ∗ . by Assumption 1.
Remark 1: Note that at each step t, agent i runs the update 3) The third condition is that the (sub)gradient of each
rule (10): function in the problem is uniformly bounded. This is
i (t) + 1 multiplications are performed in each of (10a)
1) din indeed satisfied in our case since it follows from (9)
and (10b), where dini (t) is the in-degree of agent i at time that the gradient of each function Φi (λ) is uniformly

Authorized licensed use limited to: NATIONAL INSTITUTE OF TECHNOLOGY SILCHAR. Downloaded on August 22,2022 at 14:18:37 UTC from IEEE Xplore. Restrictions apply.
YANG et al.: DISTRIBUTED ALGORITHM FOR ECONOMIC DISPATCH OVER TIME-VARYING DIRECTED NETWORKS WITH DELAYS 5099

bounded, i.e., some finite τ̄ ∈ Z+ . Moreover, each agent has access to its own
    value without any time delay, i.e., τii (t) = 0 for all i ∈ V and
   
∇Φi (λi (t + 1)) = −(xi (λi (t + 1)) − Di ) for all time steps t ∈ Z+ .
Note that in the proposed algorithm (10), only the updates
≤ max xm ax
+ max Di . (12)
i∈V
i
i∈V of wi (t + 1) and yj (t + 1) rely on communications among the
Therefore, all the conditions are satisfied and the result agents, while the updates of λi (t + 1), xi (t + 1), and vi (t + 1)
follows.  are executed locally without the need of further communica-
Remark 2: The key result used in the proof of [27, Th. 1] tions. When communications are subject to time delays, each
is [27, Lemma 3]. It shows that the matrix A(t), which cap- agent i updates the values of wi (t + 1) and yi (t + 1) by com-
tures the weights used in the update equations (10a) and bining its own values and the delayed information received from
(10b), defined as its in-neighbors. More specifically, under time-delays, executing
⎧ the update rule (10) results in
⎪ 1
⎨ , if j ∈ Niin (t) ∪ {i} 
Aij (t) = d j (t) + 1 (13) vi (t) vj (t − τji (t))
⎪ wi (t + 1) = + (15a)
⎩ di (t) + 1 dj (t) + 1
0, otherwise inj ∈Ni (t)

has the special property under Assumption 2, i.e., for each s ∈ yi (t)  yj (t − τji (t))
yi (t + 1) = + (15b)
Z+ , there is a stochastic vector φ(s) such that for all i, j and di (t) + 1 dj (t) + 1
inj ∈Ni (t)
t≥s
  wi (t + 1)
 T 
[A (t)AT (t − 1) · · · AT (s + 1)AT (s)]ij − φj (s) ≤ αβ t−s λi (t + 1) = (15c)
yi (t + 1)
with
xi (t + 1) = min{max{∇Ci−1 (λi (t + 1)), xm in
}, xm ax
}
1  NT
1 i i
α = 2, β = 1 − NT (14) (15d)
N
vi (t + 1) = wi (t + 1) − γ(t + 1)(xi (t + 1) − Di ). (15e)
where T is the bound on the intercommunication interval given
in Assumption 2. The following theorem shows that the proposed Algorithm 1
Remark 3: In the proof of Theorem 1, we have built upon is able to solve the EDP over time-varying directed communi-
the recent developed result in [27]. However, our work is sub- cation networks even when communication links are subject to
stantially different. arbitrarily large but bounded delays.
1) We consider the EDP, which is a constrained optimization Theorem 2: Under Assumptions 1, 2, and 3, distributed
problem as shown in (1a). We have converted the problem Algorithm 1 with the step size γ(t) satisfying conditions in
to an equivalent dual problem (7), which has the same (11) solves the EDP even when communication links are sub-
form as the unconstrained problem considered in [27]. ject to arbitrarily large but bounded delays, i.e., λi (t) → λ∗ , and
2) In order to apply the result in [27], there are substantial xi (t) → x∗i as t → ∞ for all i ∈ V.
details need to be verified, as shown in Theorem 1. Proof: We first note that under our modeling on communica-
3) We will show in Theorem 2 that the proposed algorithm is tion time delays, executing the update rule (10) results in (15).
also robust to arbitrarily large but bounded time-varying The proof is based on an augmented digraph representation,
communication delays, which are not considered in [27]. which allows us to reduce the original system with bounded
Remark 4: Theorem 1 shows that the proposed distributed delays (15) to a system without delays. More specifically, for
Algorithm 1 solves the EDP over time-varying directed commu- each agent i in the original graph, we introduce τ̄ virtual agents
nication networks that are uniformly jointly strongly connected. i(1) , i(2) , . . ., i( τ̄ ) , where at each time step t, virtual agent i(r )
This is a mild condition on the connectivity of communication holds information that is destined to arrive to node i in r steps.
topologies, since the network can be disconnected at any time in- Since time delays are bounded by τ̄ , there are in total N (τ̄ + 1)
stance as long as the joint graph over a period of time is strongly agents in the augmented digraph. In the augmented digraph, we
connected. Therefore, the requirement on network topologies is enumerate the agents in the original digraph first and then the
more general than the existing studies [11]–[17], [22], where virtual agents. Moreover, the virtual agents are indexed so that
the fixed strongly connected topologies are required. the first N agents model the delay of 1 time step, the next N
agents model the delay of 2 time steps, and so on.
C. Robustness to Communication Time Delays We now describe how these agents communicate in the aug-
This section studies the impact of time delays on the proposed mented digraph. In particular, at time step t, for each edge (j, i)
Algorithm 1. We first model time delays in the directed commu- in the original network, that edge also exists in the augmented
nication networks. In particular, the communication link (j, i) digraph along with edges (j, i(1) ), (j, i(2) ), . . ., (j, i( τ̄ ) ), and
at time step t undergoes a priori unknown delay τji (t) ∈ Z+ . edges (i(1) , i), (i(2) , i(1) ), . . ., (i( τ̄ ) , i( τ̄ −1) ).
We impose the following assumption on time-varying delays. For each virtual agent i(r ) , where r = 1, . . . , τ̄ , we asso-
(r ) (r ) (r )
Assumption 3: The time-varying delays are uniformly ciate it with the states vi , yi , and wi . We then de-
(r ) (r ) (r )
bounded at all times, i.e., 0 ≤ τji (t) ≤ τ̄ for all t ∈ Z+ with fine v (t), y (t), and w (t) as the column stack vec-

Authorized licensed use limited to: NATIONAL INSTITUTE OF TECHNOLOGY SILCHAR. Downloaded on August 22,2022 at 14:18:37 UTC from IEEE Xplore. Restrictions apply.
5100 IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS, VOL. 64, NO. 6, JUNE 2017

(r ) (r ) (r )
tors of vi , yi , and wi , where i ∈ V, respectively. For for all i, j ∈ {1, . . . , N (τ̄ + 1)} and t ≥ s,
(r ) (r )
example, v(r ) (t) = [v1 (t), . . . , vN (t)]T . Finally, we define  
 T 
(1) ( τ̄ )
ṽ(t) = [v(t) , v (t) , . . . , v (t)T ]T . Similarly, we define
T T [Ã (t)ÃT (t − 1) · · · ÃT (s + 1)ÃT (s)]ij − φ̃j (s) ≤ αβ̃ t−s
w̃(t) and ỹ(t). For the agent in the original network i ∈ V,
the initial states are given by vi (0) and yi (0) = 1, while for all with
the virtual agents, the initial states are given by v(r ) (0) = 0 and   NB
1
1
y(r ) (0) = 0 for all r = 1, 2, . . . , τ̄ . α = 2, β̃ = 1−
In the augmented digraph, the original system with delays N NB
(15) can be rewritten in a more compact form without delays as where B = T + τ̄ , T is the bound on the intercommunication
w̃(t + 1) = Ã(t)ṽ(t) (16a) interval given in Assumption 2 and τ̄ is the upper bound of
the communication time delays in Assumption 3. Therefore,
ỹ(t + 1) = Ã(t)ỹ(t) (16b) the special property given in Remark 2 is satisfied with the
wi (t + 1) matrix Ã.
λi (t + 1) = , i∈V (16c) The rest of the proof follows from the proof of Theorem 1 by
yi (t + 1)
noticing that in the update equation (16e), the gradient of each
xi (t + 1) = min{max{∇Ci−1 (λi (t + 1)), xm
i
in
}, xm
i
ax
} function Φi (λ) for the original agent is uniformly bounded,
(16d) as shown in (12), and there is no perturbation for the virtual
agents. 
ṽ(t + 1) = w̃(t + 1) − γ(t + 1)[xT (t) − D̃T , 0TN τ̄ ]T (16e) Remark 5: Theorem 2 shows that the proposed distributed
where x(t) = [x1 (t), . . . , xN (t)]T , D̃ = [D1 , . . . , DN ]T , and Algorithm 1 also solves the EDP even when time-varying di-
rected communication links are subject to arbitrarily large but
⎡ ⎤
A(0) (t) IN ×N 0 ... 0 bounded time-varying delays. In the EDP literature, various
⎢ ⎥ distributed algorithms have been proposed for fixed networks
⎢ A(1) (t) 0 IN ×N . . . 0 ⎥
⎢ ⎥ without time delays, e.g., [11], [13], [15], [17]. As shown in [19]
⎢ .. ⎥
Ã(t) = ⎢

..
.
..
.
..
.
..
. . ⎥.
⎥ and [20], these algorithms fail to converge when the estimate
⎢ ⎥ of the mismatch is subject to time delays and when the time
⎢ ( τ̄ −1) ⎥
⎣A (t) 0 0 . . . IN ×N ⎦ delays on the estimate of the optimal incremental cost are large.
A( τ̄ ) (t) 0 0 ... 0 Xu et al. [21] propose a nonnegative-surplus-based distributed
algorithm to solve the EDP over time-varying communication
Note that in (16a), the update equations (16c) and (16d) are networks, but without time delays. To the best of our knowledge,
only for the agents in the original graph, which are identical to our proposed algorithm is the first algorithm that is capable to
the update equations (10c) and (10d), respectively, for the case solve the EDP over switching networks with arbitrarily large
without communication delays. Also note that ỹi (t + 1) > 0 but bounded time-varying delays.
for all t ∈ Z+ and for all original agents i ∈ V. This is not Remark 6: Note that the convergence rate of the existing
necessarily true for the virtual agents. Therefore, λi (t + 1) for algorithms for the EDP over fixed topologies in [11]–[13], [15],
i ∈ V in (16c) is a finite quality for all t ∈ Z+ . xi (t + 1) for [17] depends on the real part of the dominant eigenvalue of
i ∈ V is then updated according to (16d). These resulting values the Laplacian matrix associated with network topology and the
are finally used in the update equation (16e) for the agents in step size. In this paper, we consider switching topologies with
the original graph, while for the virtual agents, update equation time-varying communication delays; therefore, the convergence
(16e) reduces to ṽi (t + 1) = w̃i (t + 1). rate of our proposed algorithm also depends on the nature of
Herein, A(0) (t), A(1) (t), . . ., A( τ̄ ) (t) are appropriately de- switching sequence and the nature of time delays. The explicit
fined nonnegative matrices that depend on the communication relationship is thus more complicated and is left as an interesting
link delays, which are experienced by messages sent at time step future direction.
t. Specifically, A(r ) (t) for r = 0, . . . , τ̄ is a matrix associated Remark 7: Although the distributed Algorithm 1 is proposed
only with the communication links for which the message was to solve the EDP over switching communication networks with
delayed by r steps at time step t, and satisfies time-varying delays, it can also be applied to solve a particular
⎧ type of the optimal resource allocation problem [32], [33], which
⎨Aij (t), if τij (t) = r, (i, j) ∈ E(t)
(r ) can be formulated as (1a).
Aij (t) =
⎩0, otherwise
V. CASE STUDIES
with Aij (t) given by (13). In this section, various case studies are presented in order
Notice that at time step t, for each edge (j, i), only one of to illustrate and validate the proposed algorithm. Test systems
(0) ( τ̄ )
Aij (t), . . ., Aij (t) is nonzero and is equal to Aij (t). Thus, the have been developed and studied for distributed EDP algorithms
special structure of the matrix Ã(t) allows us to analyze their in existing works, e.g., the IEEE 14-bus system and the IEEE-
products. More specifically, it follows from [31, Lemma 5] that 118 bus system for fixed communication networks [13], [15],
Ã(t) has the special property under Assumptions 2 and 3, that [17] and a 4-bus system for time-varying communication net-
is, for each s ∈ Z+ , there is a stochastic vector φ̃(s) such that works [21]. These test systems are adopted to study the proposed

Authorized licensed use limited to: NATIONAL INSTITUTE OF TECHNOLOGY SILCHAR. Downloaded on August 22,2022 at 14:18:37 UTC from IEEE Xplore. Restrictions apply.
YANG et al.: DISTRIBUTED ALGORITHM FOR ECONOMIC DISPATCH OVER TIME-VARYING DIRECTED NETWORKS WITH DELAYS 5101

TABLE I
IEEE 14-BUS SYSTEM GENERATOR PARAMETERS

Bus a i (MW2 h) b i ($/MWh) Range (MW)

1 0.04 2.0 [0, 80]


2 0.03 3.0 [0, 90]
3 0.035 4.0 [0, 70]
6 0.03 4.0 [0, 70]
8 0.04 2.5 [0, 80]

algorithm with the corresponding type of communication net-


works, considering both without and with time delay scenarios.

A. Fixed Communication Networks


First, the IEEE 14-bus system is used to demonstrate the
implementation of the proposed algorithm for a fixed di-
rected communication network, which is modeled as a di-
rected graph G = (V, E), with the edge set E = {(i, i + 1),
(i, i + 2)|1 ≤ i ≤ 12} ∪ {(13, 14), (13, 1), (14, 1), (1, 7),
(2, 8), (3, 2), (3, 9), (4, 10), (5, 2), (5, 11), (6, 12)}. Note that
generator buses are {1, 2, 3, 6, 8}, and load buses are {2, 3,
4, 5, 6, 9, 10, 11, 13, 14}. The generator parameters, including
the parameters of the quadratic cost functions, are adopted from
[13], [15], and [17], which are given in Table I. When a bus does
not contain generators, the power generation at that bus is set to
zero. Thus, the update in (10d) simply becomes xi (t + 1) =
0 for i ∈ / {1, 2, 3, 6, 8}. The virtual local demands at each
bus are given as D1 = 0 MW, D2 = 9 MW, D3 = 56 MW,
D4 = 55 MW, D5 = 27 MW, D6 = 27 MW, D7 = 0 MW, Fig. 1. Simulation results for the IEEE-14 bus over fixed commu-
D8 = 0 MW, D9 = 8 MW, D10 = 24 MW, D11 = 53 MW, nication networks without time delays. (a) Incremental cost ($/MWh).
D12 = 46 MW,  D13 = 16 MW, and D14 = 40 MW. The total (b) Generation (MW). (c) Total generation versus demand (MW).
demand is D = 14 i=1 Di = 380 MW, which is unknown to the
agent at each bus.
1) Without Delay: This case represents ideal communica- tions. In particular, we adopt the following case from [17],
tion network, where the communication links are time invariant where the generator at bus 6 is replaced with a fixed genera-
and not subject to time delays. This most basic case has been tion x6 = 100 MW and the cost function of generators at bus 1
used in many existing studies, and therefore is selected as a and 3 become
starting point for testing the proposed algorithm. The results  
with a step size of γ(t) = 0.15 (x1 + 25)2 x1 + 40
t are plotted in Fig. 1, where (a) C1 (x1 ) = + 50 exp
shows the evolution of incremental cost λi (t), (b) shows the 25 100
evolution of power generation xi (t), and (c) shows the evolu- (x3 + 57.14)2
tion of the total generation in comparison of total demand. As C3 (x3 ) = + 7 × 10−6 x43 .
28.58
can be seen, the incremental cost λi (t) computed at each agent
converges to the optimal value λ∗ = 8.52 $/MWh. In particular, Using the proposed algorithm, the incremental cost at each
at time step t = 300, the maximum difference between all the λi bus converges to 8.85 $/MWh, the generation at each generator
is 0.0045 $/MWh, which is quite small. The generation at each bus, respectively, converges to x1 = 67.85 MW, x2 = 90 MW,
generator bus also converges to their optimal values, which are x3 = 41.47 MW, x6 = 100 MW, and x8 = 79.96 MW, which
x∗1 = 80 MW, x∗2 = 90 MW, x∗3 = 64.65 MW, x∗6 = 70 MW, agrees with the centralized solution and the one found in [17].
and x∗8 = 75.31 MW. As λi (t) and xi (t) converge to their op- 2) With Time-Varying Delays: In this case, the pro-
tima, the total generation meets total demand D = 380 MW. posed algorithm is studied using the same communication net-
The proposed algorithm is able to handle the power output con- work topology but with time delays. While there exist works that
straints of individual generator and find the correct optimal so- study the impacts of uniform fixed time delays on distributed
lutions. For example, generators 1, 2, and 6 are at the upper EDP algorithm [19], [20], this paper considers more general and
bounds of their power output because they are cheaper than the challenging cases, where delays could be arbitrary time varying
other two generators and, therefore, provide generation as much with an upper bound. In this case study, we assume that the
as possible. upper bound is τ̄ = 20. In particular, at each time step, the time
For this communication network, the proposed algorithm has delay of each link has a probability of 1/21 to be any integer
also been studied for generators with nonquadratic cost func- in {0, 1, . . . , 20}. Since time delays are stochastic, the iteration

Authorized licensed use limited to: NATIONAL INSTITUTE OF TECHNOLOGY SILCHAR. Downloaded on August 22,2022 at 14:18:37 UTC from IEEE Xplore. Restrictions apply.
5102 IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS, VOL. 64, NO. 6, JUNE 2017

TABLE II
GENERATOR PARAMETERS

Type A (Gen. 1&2) B (Gen. 3) C (Gen. 4)

Range (MW) [150, 600] [100, 400] [50, 200]


a i (MW2 h) 0.00142 0.00194 0.00482
b i ($/MWh) 7.2 7.85 7.97
c i ($/h) 510 310 78

Fig. 3. Time-varying directed communication network.

where s ∈ Z+ . It is easy to check that each of the fixed topolo-


gies G1 , G2 , and G3 is not strongly connected. For exam-
ple, there is no directed path from agent 2 to agent 4 in G1 .
However, the time-varying directed graph G(t) is uniformly
jointly strongly connected since the joint graph G([t0 , t0 +
T )) is strongly connected for any t0 ≥ 0 with T = 3. Thus,
Assumption 2 is satisfied with T = 3. According to Theorems
1 and 2, the proposed algorithm solves the EDP over the time-
Fig. 2. Simulation results for the IEEE-14 bus over fixed communica- varying communication network without delays and with de-
tion networks with time-varying delays. (a) Incremental cost ($/MWh). lays, respectively. To implement the proposed algorithm, we first
(b) Generation (MW). (c) Total generation versus demand (MW).
choose the virtual local demands at each bus as D1 = 500 MW,
D2 = 500 MW, D 3 = 350 MW, and D4 = 150 MW. The total
demand is D = 4i=1 Di = 1500 MW, which is unknown to
results at each agent vary from one simulation to another. Never- the agent at each bus.
theless, the proposed algorithm always converges to the optimal 1) Without Delay: First, we consider the case where com-
solutions. As an example, Fig. 2 plots the simulation results for munication links are not subject to delays. With a step size
a particular run. As can be seen, even in the presence of com- of γ(t) = 0.01
t , the simulation results are shown in Fig. 4. As
munication time delays, each variable eventually converges to can be seen, λi (t) converge to the optimal incremental cost
the same value as the case without time delays. In particular, λ∗ = 8.84 $/MWh, and xi converges to the optimal generation
at time step t = 5000, the maximum difference between all the x∗1 = 577.46 MW, x∗2 = 577.46 MW, x∗3 = 255.16 MW, and
λi is 0.412 $/MWh, which is only 0.48% of the optimal incre- x∗4 = 90.25 MW as shown in Fig. 4(b), which agree with the
mental cost λ∗ . Compared with the results in Fig. 1, the optimal centralized solution and the one obtained in [21]. In particular,
solutions are obtained with a slower rate. at time step t = 250, the maximum difference between all the
λi is 0.0126 $/MWh, which is quite small. The total generation
B. Time-Varying Communication Networks gradually meets the total demand 1500 MW.
The test system and the communication topology are adopted 2) With Time-Varying Delays: Note that the
from [21] for comparison purpose. Four generators are selected nonnegative-surplus-based algorithm proposed in [21]
from three types, and the power output ranges and parameters of cannot handle time delays since it is built upon the algorithm
quadratic cost functions for each generator type are given in Ta- in [15], which is not robust to even uniformly constant delays
ble II. The communication network is modeled as a time-varying as shown in [20]. On the other hand, the proposed algorithm
directed graph G(t) switching among three fixed topologies G1 , in this paper is robust to time-varying delays in addition to
G2 , and G3 shown in Fig. 3 at each time step. In particular, time-varying topologies, as shown in Theorem 2. In order to
⎧ demonstrate this distinguishing feature, we herein consider

⎪ G1 , if t ∈ [0, 1) ∪ [3, 4) · · · ∪ [3s, 3s + 1) · · ·

⎨ the same time-varying communication topology but with time
G(t) = G2 , if t ∈ [1, 2) ∪ [4, 5) · · · ∪ [3s + 1, 3s + 2) · · · delays. In this case study, we consider the case where time-

⎪ varying delays are upper bounded by τ̄ = 3 and the probability

⎩G , if t ∈ [2, 3) ∪ [5, 6) · · · ∪ [3s + 2, 3s + 3) · · ·
3 mass function of time delay on any communication link is

Authorized licensed use limited to: NATIONAL INSTITUTE OF TECHNOLOGY SILCHAR. Downloaded on August 22,2022 at 14:18:37 UTC from IEEE Xplore. Restrictions apply.
YANG et al.: DISTRIBUTED ALGORITHM FOR ECONOMIC DISPATCH OVER TIME-VARYING DIRECTED NETWORKS WITH DELAYS 5103

Fig. 5. Simulation results for the system of four generators over time-
varying communication networks with time delays. (a) Incremental cost
($/MWh). (b) Generation (MW). (c) Total generation versus demand
(MW).
Fig. 4. Simulation results for the system of four generators over time-
varying communication networks without time delays. (a) Incremental
cost ($/MWh). (b) Generation (MW). (c) Total generation versus demand
(MW).
39.38 $/MWh, which agrees with the result obtained by running
the MATPOWER [34]. The generation at each generator bus
also converges to the same optimal values as obtained by the
given by Pτ (τ ) = 0.5 for τ = 0, Pτ (τ ) = 0.35 for τ = 1, MATPOWER. As λi (t) and xi (t) converge to their optima, the
Pτ (τ ) = 0.1 for τ = 2, and Pτ (τ ) = 0.05 for τ = 3. total generation meets total demand D = 4242 MW.
Since time delays are stochastic, the dynamics at each agent 2) Time-Varying Topologies With Time-Varying De-
vary from one simulation to another. Nevertheless, the proposed lays: In this case, the proposed algorithm is evaluated using
algorithm always converges to the optimal solutions. Simulation a time-varying communication network with time delays. The
results for a particular run are plotted in Fig. 5. As can be communication network is modeled as a time-varying graph
seen, even in the presence of communication time delays, each switching between two fixed topologies. In particular,
variable still converges to the same value as the case without ⎧
time delays. In particular, at time step t = 600, the maximum ⎨G1 , if t ∈ [0, 1) ∪ [2, 3) · · · ∪ [2s, 2s + 1) · · ·
difference between all the λi is 0.0126 $/MWh, which is quite G(t) =
⎩G , if t ∈ [1, 2) ∪ [3, 4) · · · ∪ [2s + 1, 2s + 2) · · ·
small. Compared with the results in Fig. 4, the optimal solutions 2
are obtained with a slower rate.
where s ∈ Z+ , G1 is the graph obtained by disconnecting Zone
1 and Zone 2 in [35, Fig. 6], where IEEE 118-bus system have
C. IEEE-118 Bus System
been partitioned into three different zones, and G2 is the graph
In this case, we test our algorithm to the IEEE 118-bus system obtained by disconnecting Zone 2 and Zone 3 in [35, Fig 6].
to further show the effectiveness of the proposed algorithm. It is easy to check that each of the fixed topologies G1 and
1) Fixed Topologies Without Delays: We first assume G2 is not connected. However, the time-varying graph G(t) is
that the communication topology is the same as the physical uniformly jointly connected since the joint graph G([t0 , t0 +
network. The results with a step size of γ(t) = 0.6 t are plotted T )) is connected for any t0 ≥ 0 with T = 2. Thus, Assumption
in Fig. 6, where (a) shows the evolution of incremental cost 2 is satisfied with T = 2. According to Theorem 2, the proposed
λi (t), (b) shows the evolution of power generation xi (t), and algorithm solves the EDP over the time-varying communication
(c) shows the evolution of the total generation in comparison network with arbitrary time-varying communication delays with
of total demand. As can be seen, the incremental cost λi (t) an upper bound. In this case study, we assume that the upper
computed at each agent converges to the optimal value λ∗ = bound is τ̄ = 3. In particular, at each time step, the time delay of

Authorized licensed use limited to: NATIONAL INSTITUTE OF TECHNOLOGY SILCHAR. Downloaded on August 22,2022 at 14:18:37 UTC from IEEE Xplore. Restrictions apply.
5104 IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS, VOL. 64, NO. 6, JUNE 2017

Fig. 7. Simulation results for the IEEE 118-bus over time-varying net-
works with delays. (a) Incremental cost ($/MWh). (b) Generation (MW).
(c) Total generation versus demand (MW).
Fig. 6. Simulation results for the IEEE 118-bus over fixed networks.
(a) Incremental cost ($/MWh). (b) Generation (MW). (c) Total generation
versus demand (MW).
interesting direction is to extend the proposed distributed al-
gorithm to accommodate additional physical constraints, such
each link has a probability of 1/4 to be any integer in {0, 1, 2, 3}. as transmission line loss and power flow and transmission line
Since time delays are stochastic, the dynamics at each agent flow constraints.
vary from one simulation to another. Nevertheless, the proposed
algorithm always converges to the optimal solutions. Simulation REFERENCES
results for a particular run are plotted in Fig. 7. As can be seen, [1] A. Wood and B. Wollenberg, Power Generation, Operation and Control,
even in the presence of both time-varying communication links 2nd ed. New York, NY, USA: Wiley, 1996.
[2] R. Olfati-Saber and R. M. Murray, “Consensus problems in networks of
and communication time delays, each variable still converges to agents with switching topology and time-delays,” IEEE Trans. Autom.
the same value as the case for the fixed communication network Control, vol. 49, no. 9, pp. 1520–1533, Sep. 2004.
without time delays. [3] W. Ren and R. W. Beard, “Consensus seeking in multiagent systems
under dynamically changing interaction topologies,” IEEE Trans. Autom.
Control, vol. 50, no. 5, pp. 655–661, May 2005.
VI. CONCLUSION [4] R. Gupta and M.-Y. Chow, “Networked control system: Overview
and research trends,” IEEE Trans. Ind. Electron., vol. 57, no. 7,
This paper proposed a distributed algorithm based on the gra- pp. 2527–2535, Jul. 2010.
[5] J. Qin, C. Yu, and H. Gao, “Coordination for linear multiagent systems
dient push-sum method to solve the EDP over time-varying di- with dynamic interaction topology in the leader-following framework,”
rected communication networks with time-varying delays. The IEEE Trans. Ind. Electron., vol. 61, no. 5, pp. 2412–2422, May 2014.
cost functions were assumed to be convex rather than quadratic [6] Y. Cao, W. Yu, W. Ren, and G. Chen, “An overview of recent progress
in the study of distributed multi-agent coordination,” IEEE Trans. Ind.
as in most existing studies. The proposed algorithm is fully
Informat., vol. 9, no. 1, pp. 427–438, Feb. 2013.
distributed, without requiring global information of the system. [7] C. Zhao, U. Topcu, and S. Low, “Optimal load control via frequency
Both theoretical proofs and simulation results showed that the measurement and neighborhood area communication,” IEEE Trans. Power
Syst., vol. 28, no. 4, pp. 3576–3587, Nov. 2013.
proposed algorithm can solve the EDP over time-varying di-
[8] P. Yi, Y. Hong, and F. Liu, “Distributed gradient algorithm for constrained
rected communication networks provided that the network is optimization with application to load sharing in power systems,” Syst.
uniformly jointly strongly connected. Moreover, the proposed Control Lett., vol. 83, pp. 45–52, 2015.
[9] M. Liu, Y. Shi, and X. Liu, “Distributed MPC of aggregated heteroge-
algorithm is also robust to arbitrarily large but bounded time-
neous thermostatically controlled loads in smart grid,” IEEE Trans. Ind.
varying communication delays. One future work will focus on Electron., vol. 63, no. 2, pp. 1120–1129, Feb. 2016.
the robustness of the proposed distributed algorithm against un- [10] F. Dörfler, J. W. Simpson-Porco, and F. Bullo, “Breaking the hierarchy:
Distributed control & economic optimality in microgrids,” IEEE Trans.
reliable communication links that may drop packets. Another
Control Netw. Syst., vol. 3, no. 3, pp. 241–253, Sep. 2016.

Authorized licensed use limited to: NATIONAL INSTITUTE OF TECHNOLOGY SILCHAR. Downloaded on August 22,2022 at 14:18:37 UTC from IEEE Xplore. Restrictions apply.
YANG et al.: DISTRIBUTED ALGORITHM FOR ECONOMIC DISPATCH OVER TIME-VARYING DIRECTED NETWORKS WITH DELAYS 5105

[11] Z. Zhang and M.-Y. Chow, “Convergence analysis of the incremental cost Tao Yang (M’12) received the B.S. degree in
consensus algorithm under different communication network topologies computer science from Harbin University of Sci-
in a smart grid,” IEEE Trans. Power Syst., vol. 27, no. 4, pp. 1761–1768, ence and Technology, Harbin, China, in 2003,
Nov. 2012. the M.S. degree with distinction in control en-
[12] Z. Zhang, X. Ying, and M.-Y. Chow, “Decentralizing the economic dis- gineering from City University, London, U.K., in
patch problem using a two-level incremental cost consensus algorithm in 2004, and the Ph.D. degree in electrical engi-
a smart grid environment,” in Proc. North Amer. Power Symp., Aug. 2011. neering from Washington State University, Pull-
[13] S. Kar and G. Hug, “Distributed robust economic dispatch in power sys- man, WA, USA, in 2012.
tems: A consensus+innovations approach,” in Proc. IEEE Power Energy Between August 2012 and August 2014, he
Soc. Gen. Meeting, Jul. 2012. was an ACCESS Postdoctoral Researcher with
[14] A. Dominguez-Garcia, S. Cady, and C. N. Hadjicostis, “Decentralized the ACCESS Linnaeus Centre, Royal Institute
optimal dispatch of distributed energy resources,” in Proc. 51st IEEE. of Technology, Sweden. He is currently an Assistant Professor in the
Conf. Decision Control, Dec. 2012, pp. 3688–3693. Department of Electrical Engineering, University of North Texas (UNT),
[15] S. Yang, S. Tan, and J.-X. Xu, “Consensus based approach for economic Denton, TX, USA. Prior to joining the UNT, he was a Scientist/Engineer
dispatch problem in a smart grid,” IEEE Trans. Power Syst., vol. 28, II with the Energy and Environmental Directorate, Pacific Northwest Na-
no. 4, pp. 4416–4426, Nov. 2013. tional Laboratory. His research interests include distributed control and
[16] T. Yang, D. Wu, Y. Sun, and J. Lian, “Minimum-time consensus based optimization in power systems, cyber physical systems, networked con-
approach for power system applications,” IEEE Trans. Ind. Electron., trol systems, and multi-agent systems.
vol. 63, no. 2, pp. 1318–1328, Feb. 2016.
[17] H. Xing, Y. Mou, M. Fu, and Z. Lin, “Distributed bisection method
for economic power dispatch in smart grid,” IEEE Trans. Power Syst.,
vol. 30, no. 6, pp. 3024–3035, Nov. 2015. Jie Lu (M’13) received the B.S. degree in in-
[18] K. Aström and P. Kumar, “Control: A perspective,” Automatica, vol. 50, formation engineering from Shanghai Jiao Tong
no. 1, pp. 3–43, 2014. University, Shanghai, China, in 2007, and the
[19] Z. Zhang and M.-Y. Chow, “The influence of time delays on decentralized Ph.D. degree in electrical and computer engi-
economic dispatch by using incremental cost consensus algorithm,” in neering from the University of Oklahoma, Nor-
Control and Optimization Methods for Electric Smart Grids, vol. 371. man, OK, USA, in 2011.
London, U.K.: Springer-Verlag, 2012, pp. 313–326. From 2012 to 2015, she was a Postdoctoral
[20] T. Yang, D. Wu, Y. Sun, and J. Lian, “Impacts of time delays on distributed Researcher with KTH Royal Institute of Tech-
algorithms for economic dispatch,” in Proc. IEEE Power Energy Soc. Gen. nology, Stockholm, Sweden, and with Chalmers
Meeting, Jul. 2015. University of Technology, Gothenburg, Sweden.
[21] Y. Xu, K. Cai, T. Han, and Z. Lin, “A fully distributed approach to resource Since 2015, she has been an Assistant Profes-
allocation problem under directed and switching topologies,” in Proc. 10th sor in the School of Information Science and Technology, ShanghaiTech
Asian Control Conf., May 2015. University, Shanghai, China. Her research interests include distributed
[22] W. Zhang, W. Liu, X. Wang, L. Liu, and F. Ferrese, “Online optimal optimization, optimization theory and algorithms, and networked dynam-
generation control based on constrained distributed gradient algorithm,” ical systems.
IEEE Trans. Power Syst., vol. 30, no. 1, pp. 35–45, Jan. 2015.
[23] C. Godsi and G. Royle, Algebraic Graph Theory (ser. Graduate Texts in
Mathematics), vol. 207. New York, NY, USA: Springer-Verlag, 2001. Di Wu (M’12) received the B.S. and M.S. de-
[24] C. Li, X. Yu, W. Yu, T. Huang, and Z.-W. Liu, “Distributed event-triggered grees in electrical engineering from Shanghai
scheme for economic dispatch in smart grids,” IEEE Trans. Ind. Informat., Jiao Tong University, Shanghai, China, in 2003
to be published, doi: 10.1109/TII.2015.2479558. and 2006, respectively, and the Ph.D. degree in
[25] D. P. Bertsekas, A. Nedić, and A. Ozdaglar, Convex Analysis and Opti- electrical and computer engineering from Iowa
mization. Belmont, MA, USA: Athena Scientific, 2003. State University, Ames, IA, USA, in 2012.
[26] D. P. Bertsekas, Nonlinear Programming. Belmont, MA, USA: Athena He is currently a Senior Power System Engi-
Scientific, 1999. neer in the Electricity Infrastructure Group at the
[27] A. Nedić and A. Olshevsky, “Distributed optimization over time- Pacific Northwest National Laboratory (PNNL),
varying directed graphs,” IEEE Trans. Automat. Control, vol. 60, no. 3, Richland, WA, USA. His research interests in-
pp. 601–615, Mar. 2015. clude distributed control and coordination in
[28] D. Kempe, A. Dobra, and J. Gehrke, “Gossip-based computation of ag- power systems, operational planning and optimization of energy stor-
gregate information,” in Proc. 44th Annu. IEEE Symp. Found. Comput. age, production cost models, and power system dynamic simulation.
Sci., Oct. 2003, pp. 482–491. Before joining PNNL, his research mainly focused on the impact of plug-
[29] A. Dominguez-Garcia and C. N. Hadjicostis, “Distributed strategies for in electric vehicles on power systems and planning of the national energy
average consensus in directed graphs,” in Proc. 50th IEEE Conf. Decision and transportation infrastructure.
Control, Dec. 2011, pp. 2124–2129. Dr. Wu serves as an Associate Editor of the IEEE POWER AND ENERGY
[30] T. Charalambous, Y. Yuan, T. Yang, W. Pan, C. N. Hadjicostis, and TECHNOLOGY SYSTEMS JOURNAL.
M. Johansson, “Distributed finite-time average consensus in digraphs in
the presence of time-delays,” IEEE Trans. Control Netw. Syst., vol. 2,
no. 4, pp. 370–381, Dec. 2015. Junfeng Wu received the B.Eng. degree from
[31] A. Nedić and A. Ozdaglar, “Convergence rate for consensus with delays,” the Department of Automatic Control, Zhejiang
J. Global Optim., vol. 47, no. 3, pp. 437–456, Jul. 2010. University, Hangzhou, China, in 2009, and the
[32] L. Xiao and S. Boyd, “Optimal scaling of a gradient method for distributed Ph.D. degree in electrical and computer engi-
resource allocation,” J. Optim. Theory Appl., vol. 129, no. 3, pp. 469–488, neering from the Hong Kong University of Sci-
Jun. 2006. ence and Technology, Hong Kong, in 2013.
[33] B. Johansson, T. Keviczky, M. Johansson, and K. H. Johansson, “Sub- From September to December 2013, he was a
gradient methods and consensus algorithms for solving convex optimiza- Research Associate in the Department of Elec-
tion problems,” in Proc. 47th IEEE Conf. Decision Control, Dec. 2008, tronic and Computer Engineering, Hong Kong
pp. 4185–4190. University of Science and Technology. He is cur-
[34] R. D. Zimmerman, C. E. Murillo-Sánchez, and R. J. Thomas, rently a Postdoctoral Researcher with the AC-
“MATPOWER: Steady-state operations, planning, and analysis tools for CESS Linnaeus Center, School of Electrical Engineering, KTH Royal In-
power systems research and education,” IEEE Trans. Power Syst., vol. 26, stitute of Technology, Stockholm, Sweden. His research interests include
no. 1, pp. 12–19, Feb. 2011. networked control systems, state estimation, wireless sensor networks,
[35] D. Zhang and S. Li, “Optimal dispatch of competitive power markets by and multi-agent systems.
using PowerWorld simulator,” Int. J. Emerg. Elect. Power Syst., vol. 14, Dr. Wu received the Guan Zhao-Zhi Best Paper Award at the 34th
no. 6, pp. 535–547, Oct. 2013. Chinese Control Conference in 2015.

Authorized licensed use limited to: NATIONAL INSTITUTE OF TECHNOLOGY SILCHAR. Downloaded on August 22,2022 at 14:18:37 UTC from IEEE Xplore. Restrictions apply.
5106 IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS, VOL. 64, NO. 6, JUNE 2017

Guodong Shi (M’15) received the B.Sc. degree Karl Henrik Johansson (SM’08–F’13) received
in mathematics and applied mathematics from the M.Sc. and Ph.D. degrees in electrical engi-
the School of Mathematics, Shandong Univer- neering from Lund University, Lund, Sweden.
sity, Jinan, China, in July 2005, and the Ph.D. He is the Director of the ACCESS Linnaeus
degree in systems theory from the Academy Centre and a Professor at the School of Elec-
of Mathematics and Systems Science, Chinese trical Engineering, KTH Royal Institute of Tech-
Academy of Sciences, Beijing, China, in July nology, Stockholm, Sweden. He is a Wallenberg
2010. Scholar and has held a Senior Researcher Posi-
From August 2010 to April 2014, he was a tion with the Swedish Research Council. He also
Postdoctoral Researcher at the ACCESS Lin- heads the Stockholm Strategic Research Area
naeus Centre, School of Electrical Engineering, ICT The Next Generation. He has held visiting
KTH Royal Institute of Technology, Stockholm, Sweden. He held a vis- positions at the University of California at Berkeley, California Institute of
iting position from October 2013 to December 2013 in the School of In- Technology, Nanyang Technological University, and the Institute of Ad-
formation and Engineering Technology, University of New South Wales, vanced Studies, Hong Kong University of Science and Technology. His
Canberra, Australia. Since May 2014, he has been with the Research research interests include networked control systems, cyber-physical
School of Engineering, The Australian National University, Canberra, as systems, and applications in transportation, energy, and automation
a Lecturer and a Future Engineering Research Leadership Fellow. His systems.
current research interests include distributed control systems, quantum Prof. Johansson has been a member of the IEEE Control Systems So-
networking and decisions, and social opinion dynamics. ciety Board of Governors and the Chair of the IFAC Technical Committee
on Networked Systems. He has been on the Editorial Boards of several
journals, including Automatica, IEEE TRANSACTIONS ON AUTOMATIC CON-
Ziyang Meng (M’14) received the B.S. degree
TROL, and IET Control Theory and Applications. He is currently a Senior
with honors in measurement technology and in-
Editor of the IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS and
strument engineering from Huazhong University
an Associate Editor of the European Journal of Control. He has been a
of Science and Technology, Wuhan, China, in
Guest Editor for a special issue of the IEEE TRANSACTIONS ON AUTOMATIC
2006, and the Ph.D. degree in instrument sci-
ence and technology from Tsinghua University, CONTROL on cyber-physical systems and one of the IEEE Control Sys-
tems Magazine on cyber-physical security. He was the General Chair of
Beijing, China, in 2010. He was an exchange
the ACM/IEEE Cyber-Physical Systems Week 2010 in Stockholm and
Ph.D. student at Utah State University, Logan,
IPC Chair of many conferences. He has served on the Executive Com-
UT, USA, from September 2008 to September
2009. mittees of several European research projects in the area of networked
embedded systems. He received the Best Paper Award of the IEEE In-
From 2010 to 2015, he held Postdoctoral
ternational Conference on Mobile Ad-hoc and Sensor Systems in 2009
Researcher, and Humboldt Research Fellow positions at, respectively,
and the Best Theory Paper Award of the World Congress on Intelligent
Shanghai Jiao Tong University, Shanghai, China, KTH Royal Institute of
Technology, Stockholm, Sweden, and the Technical University of Munich, Control and Automation in 2014. In 2009, he was awarded as a Wallen-
berg Scholar, as one of the first ten scholars from all sciences, by the
Munich, Germany. Since September 2015, he has been with the Depart-
Knut and Alice Wallenberg Foundation. He was awarded as a Future
ment of Precision Instrument, Tsinghua University, as an Associate Pro-
Research Leader from the Swedish Foundation for Strategic Research
fessor. His research interests include multi-agent systems, small satellite
in 2005. He received the triennial Young Author Prize from IFAC in 1996
systems, distributed control and optimization, nonlinear systems, and in-
and the Peccei Award from the International Institute of System Analysis,
formation fusion techniques.
Austria, in 1993. He received Young Researcher Awards from Scania in
Dr. Meng was elected to the national 1000-Youth Talent Program of
China in 2015. 1996 and from Ericsson in 1998 and 1999.

Authorized licensed use limited to: NATIONAL INSTITUTE OF TECHNOLOGY SILCHAR. Downloaded on August 22,2022 at 14:18:37 UTC from IEEE Xplore. Restrictions apply.

You might also like