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Toi-Uu-Hoa-Van-Hanh-He-Thong-Dien - Vo-Ngoc-Dieu - Chapter-3 - Economic-Dispatch - (Cuuduongthancong - Com)
Toi-Uu-Hoa-Van-Hanh-He-Thong-Dien - Vo-Ngoc-Dieu - Chapter-3 - Economic-Dispatch - (Cuuduongthancong - Com)
Chapter 3:
ECONOMIC DISPATCH AND SOLUTION
METHODS
om
.c
Dr. Vo Ngoc Dieu
Department of Power Systems
Ho Chi Minh City University of Technology
ng
Email: vndieu@gmail.com
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Primal Problem :
Min f(x1 , x 2 ) = 0.25x12 + x 22
s.t. h(x1 , x 2 ) = 5 - x1 - x 2
om
L(x1 , x 2 , λ ) = 0.25x12 + x 22 + λ(5 - x1 - x 2 )
If we define a dual function q(λ )
q(λ ) = Min L(x1 , x 2 , λ ) (fix λ )
.c
x1 , x 2
∂L
= 0.5x1 − λ = 0 ⇒ x1 = 2λ
∂x1
u
∂L λ
cu
= 2x 2 − λ = 0 ⇒ x 2 =
∂x 2 2
λ λ
2
q(λ ) = 0.25(2λ ) 2 + + λ 5 − 2λ −
2 2
λ2 λ2 λ
= λ2 + + 5λ − 2λ2 − or 0 = 5 − x1 − x 2 = 5 − 2λ −
4 2 2
5 2 5λ
= − λ + 5λ = 5−
4 2
∂q(λ ) 5λ
= − +5 ⇒ λ = 2
∂λ 2
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We first optimize on λ
q * ( λ ) = Max q( λ )
λ ≥0
om
We don' t have explicit function in λ ,
dq( λ )
λ ′ = λ0 + ⋅ α ⇒ Gradient adjustment
dλ
.c
dq( λ )
α = 0.5 when is positive
dλ
dq( λ )
and α = 0.1 when
dλ
is negative ng
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The closeness to the final solution in the dual optimizaiton is the relative
" gap" between primal function and dual funciton.
u
cu
J* − q*
Relative duality gap =
q*
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Iteration 1 : λ(1) = 0
x1(1) = 2λ(1) = 0
λ(1)
2 =
x (1) =0
2
h(x1 , x 2 ) = 5 - x1(1) − x (1)
2 = 5.0
5
q* (λ ) = - λ2 + 5λ = 0
4
om
J −q
* *
5-0
= =?
q* 0
.c
dq 5
= - λ +5 =5
dλ 2
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dq
λ(2) = λ(1) + ⋅ α = 0 + 5(0.5) = 2.5
du
Iteration 2 :
dλ
x1(1) = 5
2 = 1.25
u
x (1)
h(x1 , x 2 ) = −1.25
cu
5
q* (λ ) = - ( 2.5) 2 + 5( 2.5) = 4.6875
4
J* − q * 5 - 4.6875
= = 0.0666
q* 4.6875
• For convex problem with continuous variables, the duality gap will become zero at the
final iteration.
• For nonconvex and non - continuous variables, the duality gap will never actually go to
zero ⇒ λ search technique.
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J* − q*
Iteration λ x1 x2 h(x) J *
q*
q*
1 0 0 0 5.0 5.0 0 -
2 2.5 5.0 1.25 -1.25 5.0 4.6875 0.0666
3 2.375 4.75 1.1875 -0.9375 5.0 4.8242 0.0364
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4 2.2813 4.5625 1.1406 -0.7031 5.0 4.9011 0.0202
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20 2.0028 4.0056 1.0014 -0.007 5.0 5.0 0
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