Economic Dispatch & Optimization Techniques

Dr R. N. Sharma EED, NIT Hamirpur

Simple Economic Dispatch Problem

SEDP(Continued)

SEDP(Continued)

SEDP(Continued)

Include power generator limits

Generator limits included

Generator limits included

Generator limits included

Network losses considered

Network losses considered

Optimization
Unconstrained Constrained

Continuous

Discrete

Smooth

Non-smooth Search Based

Gradient Based Method

Optimization (continued)
Search

Gradient Based

Tree-Based

Stochastic

Heuristic

Based on Decomposition Subproblems Search

Gradient Based

Tree-Based

Stochastic

Heuristic

Optimization
Min f(x) f() continuous and differentiable scalar function X real variable Stationarity condition df/dx=0 For min d2f/dx2>0 max df/dx=0

df/dx=0

Local Min Global Min

Convex function has a unique global minimum

Lambda-iteration method

Lambda-iteration method

Gradient method

Gradient method (continued)

Gradient method

Newtons method

Gradient method Limitation

Dynamic Programming

Dynamic Programming (continued)

DP Advantage

Genetic Algorithm
GAs work with a coding of the parameter set, not the parameters themselves. GAs search from a population of points, not a single point. GAs use payoff information, not derivatives or auxiliary knowldege. GAs use probablistic transition rules, not deterministic rules.

Vocabulary
Gene An single encoding of part of the solution space. Chromosome A string of Genes that represents a solution. Population - The number of Chromosomes available to test.

Simple Example
f(x) = {MAX(x2): 0 <= x <= 32 } Encode Solution: Just use 5 bits (1 or 0). Generate initial population.
A 0 B 1 C 0 D 1 1 1 1 0 1 0 0 0 0 0 0 1 1 0 0 1

Evaluate each solution against objective.

Sol. A B C D String 01101 11000 01000 10011 Fitness 169 576 64 361 % of Total 14.4 49.2 5.5 30.9

SGA reproduction cycle

1. Select parents for the mating pool (size of mating pool = population size) 2. Shuffle the mating pool 3. For each consecutive pair apply crossover with probability pc , otherwise copy parents 4. For each offspring apply mutation (bit-flip with probability pm independently for each bit) 5. Replace the whole population with the resulting offspring

Simple Example (cont.)

Create next generation of solutions
Probability of being a parent depends on the fitness.

Ways for parents to create next generation

Reproduction Use a string again unmodified. Crossover Cut and paste portions of one string to another. Mutation Randomly flip a bit. COMBINATION of all of the above.

GA operators: 1-point crossover

Choose a random point on the two parents Split parents at this crossover point Create children by exchanging tails Pc typically in range (0.6, 0.9)

N-point Crossover
Choose n random crossover points Split along those points Glue parts, alternating between parents Generalisation of 1 point (still some positional bias)

GA operators: mutation
Alter each gene independently with a probability pm pm is called the mutation rate Typically between 1/pop_size and 1/ chromosome_length

SGA operators: Selection

Main idea: better individuals get higher chance

Chances proportional to fitness Implementation: roulette wheel technique
Assign to each individual a part of the roulette wheel Spin the wheel n times to select n individuals
1/6 = 17%

A
3/6 = 50%

fitness(A) = 3 fitness(B) = 1 fitness(C) = 2

2/6 = 33%

The Basic Genetic Algorithm

[Start] Generate random population of n chromosomes (suitable solutions for the problem) [Fitness] Evaluate the fitness f(x) of each chromosome x in the population [New population] Create a new population by repeating following steps until the new population is complete [Selection] Select two parent chromosomes from a population according to their fitness (the better fitness, the bigger chance to be selected) [Crossover] With a crossover probability cross over the parents to form new offspring (children). If no crossover was performed, offspring is the exact copy of parents. [Mutation] With a mutation probability mutate new offspring at each locus (position in chromosome). [Accepting] Place new offspring in the new population [Replace] Use new generated population for a further run of the algorithm [Test] If the end condition is satisfied, stop, and return the best solution in current population [Loop] Go to step 2

Thanks