Available online at www.sciencedirect.

com

Mathematics and Computers in Simulation 79 (2009) 3136–3147

Improved differential evolution approach based on cultural

algorithm and diversity measure applied to solve economic
load dispatch problems
Leandro dos Santos Coelho a,∗ , Rodrigo Clemente Thom Souza a ,
Viviana Cocco Mariani b
a Industrial and Systems Engineering Graduate Program, Pontifical Catholic University of Paraná, Imaculada Conceição,
1155, 80215-910, Curitiba, PR, Brazil
b Department of Mechanical Engineering, Pontifical Catholic University of Paraná, Imaculada Conceição,

1155, 80215-910, Curitiba, PR, Brazil

Received 17 June 2008; received in revised form 16 January 2009; accepted 10 March 2009
Available online 21 March 2009

Abstract
Evolutionary algorithms (EAs) are general-purpose stochastic search methods that use the metaphor of evolution as the key element
in the design and implementation of computer-based problems solving systems. During the past two decades, EAs have attracted
much attention and wide applications in a variety of fields, especially for optimization and design. EAs offer a number of advantages:
robust and reliable performance, global search capability, little or no information requirement, and others. Among various EAs,
differential evolution (DE), which characterized by the different mutation operator and competition strategy from the other EAs, has
shown great promise in many numerical benchmark problems and real-world optimization applications. The potentialities of DE are
its simple structure, easy use, convergence speed and robustness. To improve the global optimization property of DE, in this paper, a
DE approach based on measure of population’s diversity and cultural algorithm technique using normative and situational knowledge
sources is proposed as alternative method to solving the economic load dispatch problems of thermal generators. The traditional and
cultural DE approaches are validated for two test systems consisting of 13 and 40 thermal generators whose nonsmooth fuel cost
function takes into account the valve-point loading effects. Simulation results indicate that performance of the cultural DE present
best results when compared with previous optimization approaches in solving economic load dispatch problems.
© 2009 IMACS. Published by Elsevier B.V. All rights reserved.

Keywords: Optimization; Evolutionary algorithms; Economic dispatch; Cultural algorithm; Differential evolution

1. Introduction

The economic dispatch problem (EDP) is one of the important problems in operation and control of modern power
systems. The objective of the EDP of electric power generation is to schedule the committed generating unit outputs
so as to meet the required load demand at minimum operating cost while satisfying all unit and system equality and
inequality constraints [30].

∗ Corresponding author. Tel.: +55 4132711345; fax: +55 4132711345.

E-mail addresses: leandro.coelho@pucpr.br (L.D.S. Coelho), usinadesolucoes@gmail.com (R.C.T. Souza), viviana.mariani@pucpr.br
(V.C. Mariani).

0378-4754/$36.00 © 2009 IMACS. Published by Elsevier B.V. All rights reserved.

doi:10.1016/j.matcom.2009.03.005
 L.D.S. Coelho et al. / Mathematics and Computers in Simulation 79 (2009) 3136–3147 3137

In traditional EDPs, the cost function of each generator is approximately represented by a simple quadratic function
and the valve-points effects [5,31] are ignored. These traditional EDPs are solved using mathematical programming
based on deterministic optimization techniques.
However, the EDP with valve-point effects can be represented as a nonsmooth optimization problem having complex
and nonconvex features with heavy equality and inequality constraints [5]. Moreover, this kind of optimization problem
is hard, if not impossible, to solve using deterministic optimization algorithms. Recently, as an alternative to the
conventional optimization approaches, modern stochastic optimization techniques based on evolutionary algorithms
(EAs) [5,7,8,10,11,14,16,31,35,37] have been given much attention by many researchers due to their ability to find
potential solutions.
EAs, derived from biological adaptation paradigms, are stochastic population based methods that have proven to be
powerful and robust techniques to solve complex optimization problems. The advantages of EAs include global search
capability, effective constraints handling capacity, reliable performance and minimum information requirements, make
it a potential choice for solving EDPs.
In this paper, an alternative hybrid method based on EAs is proposed. The proposed hybrid method combines the
differential evolution (DE), an EA, with cultural algorithm (CA) based on normative and situational knowledge sources
to solve the EDPs associated with the valve-point effect.
DE as developed by Storn and Price [26] is one of the best EAs, and has proven to be a promising candidate to solve
real valued optimization problems [27]. The DE is a method based on stochastic searches, in which function parameters
are encoded as floating-point variables. The DE algorithm presents also simple structure, convergence speed, versatility,
and robustness, with only a few parameters required to be set by a user. Nevertheless, this faster convergence of DE
results in a higher probability of searching toward a local optimum or getting premature convergence. The application
of CAs in DE is an alternative strategy to improve the convergence performance and local search.
CAs were proposed in Reynolds [18] as a complement to the metaphor adopted by EAs. The CA was introduced
as a vehicle for modeling social evolution and learning in agent based societies. CAs are classes of models based on
some theories proposed in sociology and archaeology to model cultural evolution, which extract information from the
domain of the problem during the evolutionary process itself. In this context, a CA can incorporate domain knowledge
to render a search process more efficient. Cultural algorithms have been successfully applied to global optimization of
unconstrained [1], constrained functions [21], and scheduling problems [19,36].
In this paper, a new cultural DE approach inspired in a measure of population’s diversity for crossover rate tuning
and selection of mutation operation is proposed. The EDPs with 13 and 40 thermal generators with nonsmooth fuel
cost functions [11,30] are employed in this paper to validate the efficiency of the proposed cultural DE approach.
Simulation results obtained with the traditional DE and cultural DE approaches were compared to those obtained using
other optimization methods presented in recent literature.
The remainder of this paper is organized as follows. Section 2 describes the formulation of the EDP, while Section
3 explains the concepts of optimization methods based on DE approaches. Simulations and comparisons are provided
in Section 4. Last, Section 5 outlines the conclusion with a brief summary of results and future research.

2. Description of economic dispatch problem

The objective of the EDP is to minimize the total fuel cost at thermal power plants subjected to the operating con-
straints of a power system. Therefore, it can be formulated mathematically as an optimization problem (minimization)
with an objective function and constraints. The equality and inequality constraints are represented by Eqs. (1) and (2)
given by:
n
X
Pi − PL − PD = 0 (1)
i=1

Pimin ≤ Pi ≤ Pimax (2)

In the power balance criterion, an equality constraint must be satisfied, as shown in Eq. (1). The generated power
should be the same as the total load demand plus total line losses. The generating power of each generator should lie
between maximum and minimum limits represented by Eq. (2), where Pi is the power of generator i (in MW); n is
3138 L.D.S. Coelho et al. / Mathematics and Computers in Simulation 79 (2009) 3136–3147

the number of generators in the system; PD is the system load demand (in MW); PL represents the total line losses (in
MW) and Pimin and Pimax are, respectively, the minimum and maximum power outputs of the i-th generating unit (in
MW). The total fuel cost function fc is formulated as follows [34]:
n
X
min fc = Fi (Pi ) (3)
i=1

where Fi is the total fuel cost for the generator unity i (in $/h), which is defined by equation:

Fi (Pi ) = ai Pi2 + bi Pi + ci (4)

where ai , bi and ci are cost coefficients of generator i.

A cost function is obtained based on the ripple curve for more accurate modeling. This curve contains higher order
nonlinearity and discontinuity due to the valve point effect, and should be refined by a sinusoidal function. Therefore,
Eq. (4) can be modified, as:

F̃i (Pi ) = F (Pi ) + |ei sin(fi (Pimin − Pi ))| (5)

or

F̃i (Pi ) = ai Pi2 + bi Pi + ci + |ei sin(fi (Pimin − Pi ))| (6)

where ei and fi are constants of the valve point effect of generators. Hence, the total fuel cost that must be minimized,
according to Eq. (3), is modified to:
n
X
min fc = F̃i (Pi ) (7)
i=1

where F̃i is the cost function of generator i (in $/h) defined by Eq. (6). In the case study presented here, we disregarded
the transmission losses, PL ; thus, PL = 0. The Eq. (7) represents the fitness function. We are minimizing the fitness
function in this paper.

3. Differential evolution approaches

In general, all EAs work as follows: a population of individuals is randomly initialized where each individual
represents a potential solution to the problem. The quality of each solution is evaluated using a fitness function. A
selection process is applied during each iteration of an EA in order to form a new population. The selection process is
biased toward the fitter individuals in order to increase their chances of being included in the new population. Individuals
are altered using unary transformation (mutation) and higher-order transformation (crossover). This procedure is
repeated until a stopping criterion is met is reached. The best solution found is expected to be a near-optimum solution
[2].
Meanwhile, the DE combines simple arithmetic operators with the classical events of recombination (crossover),
mutation and selection to evolve from randomly generated initial population to final individual solution. The key idea
behind DE is a scheme for generating trial parameter vectors. Mutation and crossover are used to generate new vectors
(trial vectors), and selection then determines which of the vectors will survive the next generation.
The different variants of DE are classified using the following notation: DE/α/β/δ, where α indicates the method for
selecting the parent chromosome that will form the base of the mutated vector, β indicates the number of difference
vectors used to perturb the base chromosome, and δ indicates the recombination mechanism used to create the off-
spring population. The bin acronym indicates that the recombination is controlled by a series of independent binomial
experiments.
This section describes the evaluated DE approaches. First, a brief overview of the traditional DE is provided, and
then the proposed DE approach with normative and situational knowledge sources is detailed.
 L.D.S. Coelho et al. / Mathematics and Computers in Simulation 79 (2009) 3136–3147 3139

3.1. The traditional DE algorithm

In DE, individuals are represented as floating-point (real-valued) vectors. In each step, the DE mutates vectors by
adding weighted, random vector differentials to them. If the fitness function of the trial vector is better than that of the
target, the target vector is replaced by the trial vector in the next generation. The variant implemented here was the
DE/rand/1/bin, which involved the following steps and procedures for a minimization problem:

Step 1: Design of the parameters setup: The user must choose the key parameters that control the DE, i.e., population
size (N), boundary constraints of optimization variables, mutation factor (fm ), recombination or crossover rate
(CR), and the stopping criterion (tmax ).
Step 2: Initialize the initial population of individuals: Initialize the generation’s counter, t = 1, and also initialize
a population of individuals (solution vectors) x(t) with random values generated according to a uniform
probability distribution in the n-dimensional problem space.
Step 3: Evaluate the fitness function value: For each individual, evaluate its fitness (objective function) value. We are
minimizing, rather than maximizing, the fitness function in this paper. The fitness function is given by Eq. (7)
considering the equality and inequality constraints given by Eqs. (1) and (2).
Step 4: Mutation operation (or differential operation): Mutate individuals in according to equation:
zi (t + 1) = xi,r1 (t) + fm [xi,r2 (t) − xi,r3 (t)] (8)
In the above equations, i = 1, 2, . . ., N is the individual’s index of population; j = 1, 2, . . ., n is the decision
variable (component) in i-th individual; t is the generation (time-step); xi (t) = [xi1 (t), xi2 (t), ..., xin (t)]T
stands for the position of the i-th individual of population of N real-valued n-dimensional vectors; zi (t) =
[zi1 (t), zi2 (t), ..., zin (t)]T stands for the position of the i-th individual of a mutant vector; r1 , r2 and r3 are
mutually different integers and also different from the running index, i, randomly selected with uniform
distribution from the set {1, 2, . . ., i−1, i+1, . . ., N}; fm > 0 is a real parameter, called mutation factor, which
controls the amplification of the difference between two individuals so as to avoid search stagnation and it is
usually taken form the range [0.1, 1].
Step 5: Crossover (recombination) operation: Following the mutation operation, crossover is applied in the population.
For each mutant vector, zi (t + 1), an index rnbr(i) ∈ {1, 2, . . ., n} is randomly chosen using a uniform distribution,
and a trial vector, ui (t + 1) = [ui1 (t + 1), ui2 (t + 1), . . . , uin (t + 1)]T , is generated with

 zij (t + 1), if randb(j) ≤ CR or j = rnbr(i),
uij (t + 1) = (9)
 x (t), if randb(j) > CR or j = / rnbr(i),
ij

where randb(j) is the j-th evaluation of a uniform random number generation with [0,1] and CR is a scalar
parameter of the DE, called the crossover rate.
To decide whether or not the vector ui (t + 1) should be a member of the population comprising the next
generation, it is compared to the corresponding vector xi (t). Thus, if fc denotes the objective function under
minimization, then
ui (t + 1), if fc (u(t + 1)) < fc (xi (t)),
(
xi (t + 1) = (10)
xi (t), otherwise.
Step 6: Verification of the stopping criterion: Loop to Step 3 until a stopping criterion is met, usually a maximum
number of iterations (generations), tmax .

3.2. The cultural DE approach

CAs have been developed in order to model the evolution of the cultural component of an evolutionary computa-
tional system over time as it accumulates experience. As a result, CAs can provide an explicit mechanism for global
knowledge and a useful framework within which to model self-adaptation in an evolutionary or swarm intelligence
system [12,13,20,22]. CAs consist three components. First, there is a population component (or population space)
3140 L.D.S. Coelho et al. / Mathematics and Computers in Simulation 79 (2009) 3136–3147

that contains the population to be evolved and the mechanisms for its evaluation, reproduction and modification. The
population space consists of a set of possible solutions to the problem, and can be modeled using any population-based
optimization method, in this work, the individual’s population in DE.
Second, there is a belief space that represents the bias that has been acquired by the population during its problem-
solving process. In CAs, the information acquired by a member of the population can be shared with the entire
population. The third component is the communication protocol that is used to determine the interaction between the
population and the beliefs.
Becerra and Coello [4] were the first to propose the use of DE as the population space of a CA. The proposed
approach in [4] uses a CA with a DE population. In that approach, the belief space is divided in four knowledge
sources (situational, normative, topographical, and historical). In this work, in DE design, concepts of optimization
are presented based on normative and situational knowledge sources of proposed DE approach proposed in [4]. These
concepts are combined with a population space approach using a modified cultural DE approach.
Summarizing, CAs model two levels of evolution: social population level and belief space level. In addition to a
population space, CA has a belief space in which the beliefs (problem-solving knowledge) acquired from the pop-
ulation’s evolution can be stored and integrated. An acceptance function is used to generate beliefs by gleaning the
experience of individuals from the population space. In return, this problem-solving knowledge can bias the evolution
of the population component by means of the influence function. The belief space itself also evolves by the adjust
function [13].
The normative knowledge contains the intervals for decision variables (individuals) where good solutions have
been found, in order to move new solutions towards those intervals. The lj and uj are the lower and upper bounds,
respectively, for the j-th decision variable, and Lj and Uj are the values of the fitness function.
To initialize the normative knowledge, all the bounds are set to the intervals given as input data of the problem. Lj
and Uj are set to +∞, assuming a minimization problem. Updating the normative knowledge can reduce or expand
the intervals stored on it. An expansion takes place when the accepted individuals do not fit into the current interval,
while a reduction occurs when all the accepted individuals lie within the current interval, and the extreme values have
a better fitness and represent feasible solutions.
The number of individuals accepted, ηaccepted , for update of the belief space is choice randomly of a part of population
using the following expression:
ηaccepted = pN (11)
where p% is a parameter given by the user (in this work, 0.3 is adopted) and N is the population size. Summarizing,
the update of the belief space is based on the lower and upper bounds given by interval [lj ; uj ] for the j-th decision
variable using ηaccepted individuals.
In this case, the modification of Eq. (8) (traditional DE) proceeds as follows in the pseudo-code presented in Fig. 1
for the proposed cultural DE (CDE) using normative and situational knowledge sources.
The situational knowledge source consists of the best exemplar xi,best (t) found along the evolutionary process in
DE. It represents a leader for the other individuals to follow in DE/best/1/bin method employed in CDE.

3.3. The cultural DE approach using a measure of population’s diversity

In context of EAs, an attractive and repulsive approach was introduced by Ursem [28,29] in particle swarm opti-
mization algorithm to escape from the current local optimum. It uses a diversity measure to control the population. The
result is a powerful algorithm that alternates between phases of attraction and repulsion. The application of diversity
measure can be an alternative strategy to improve the convergence performance and local search in DE design.
The trade-off between the exploration (i.e. the global search) and the exploitation (i.e. the local search) of the
search space is critical to the success of a DE approach. The crossover rate CR is a key factor affecting the DE’s
convergence.
The utilization of improvements in CDE based on diversity measure can be useful to escape more easily from
local minima than with the traditional DE. However, there are different ways of introducing diversity and controlling
the degree of diversity introduced in DE [6]. In this context, a new improved CDE method based on measure of
population’s diversity (CDEMD) is proposed. The CDEMD uses information of population’s diversity for (i) tuning of
CR and (ii) selection of mutation operation based on normative and situational knowledge sources or re-initialization
 L.D.S. Coelho et al. / Mathematics and Computers in Simulation 79 (2009) 3136–3147 3141

Fig. 1. Pseudo-code of CDE.

of j-th decision variable of the i-th individual if the diversity measure value of j-th decision variable is low). In this
work, the diversity measure is given by
v
N uX
1 X u n
diversity (j, t) = t (xij − x̄j )2 (12)
N(xjmax − xjmin ) i=1 j=1

where xjmax and xjmin are minimum and maximum values (bounds given by Eq. (2)) of the i-th individual, N is the
population size, n is the dimensionality of the problem, xij is the j-th value of the i-th individual, and x̄j is the j-th value
of the midpoint x̄. The pseudo-code of CDEMD is presented in Fig. 2. A re-initialization mechanism is needed to avoid
the premature convergence of the CDEMD algorithm when the diversity is low. In this context, the re-initialization
with random decision variables makes the individuals explore the search region as they get very close to the global
best position found.
The advantage of CDEMD is two-fold. Due to its greediness in scouting local minima using CAs concepts, it finds
promising regions rapidly during the initial phase of the search, while due to re-initialization with random decision
variables, the individuals do not loose the global exploration capability and thus they will tend to find better optima as
the search continues.

4. Simulation results

In this section, we judge the performance of the DE approaches using two case studies of EDP with 13 and 40
thermal generators (units) are evaluated.
Each optimization method was implemented in Matlab (MathWorks) using Microsoft Windows XP. All the programs
were run on a 3.2 GHz Pentium IV processor with 2 GB of random access memory. In each case study, 50 independent
runs were made for each of the optimization methods involving 50 different initial trial solutions for each optimization
method.
The individuals xi (t) = [xi1 (t), xi2 (t), ..., xin (t)]T of tested DE approaches represent the real power generation of
generator i of a possible solution. The population size N was 25 and the stopping criterion tmax was 1000 generations
3142 L.D.S. Coelho et al. / Mathematics and Computers in Simulation 79 (2009) 3136–3147

Fig. 2. Pseudo-code of CDEMD.

(25,000 evaluations of fitness function) for the tested DE approaches in two case studies. The crossover rate of CR = 0.9
and fm = 0.5 was adopted for the traditional DE, CDE, and CDEMD approaches.
A key factor in the application of DE approaches is how the algorithm handles the constraints relating to the problem.
When DE approaches are used for constrained optimization problems, it is common to handle constraints using the
concept of penalty functions (which penalize unfeasible solutions). However, in this work is adopted a repair procedure
based on [17] instead of penalizing infeasible solutions to the equality constraints in two case studies.

4.1. Case study 1

This case study consisted of 13 thermal units of generation with the effects of valve-point loading, as given in
Table 1. The data shown in Table 1 is also available in Wong and Wong [33] and Gomes and Saavedra [11]. In this
case, the load demand expected to be determined was PD = 1800 MW. This EDP has many local minima, and the global
minimum is difficult to determine.
The results obtained for this case study are given in Table 2, which shows that the CDEMD succeeded in finding the
best solution for the tested methods. The best results obtained for solution vector Pi , i = 1, . . ., 13 with CDEMD with
minimum cost of 17961.9440 is given in Table 3. Furthermore, the CDE and CDEMD approaches show performance
which is clearly better than that of traditional DE in terms of mean fitness value.
 L.D.S. Coelho et al. / Mathematics and Computers in Simulation 79 (2009) 3136–3147 3143

Table 1
Data for the 13 thermal units.

Thermal unit Pimin Pimax a b c e f

1 0 680 0.00028 8.10 550 300 0.035

2 0 360 0.00056 8.10 309 200 0.042
3 0 360 0.00056 8.10 307 150 0.042
4 60 180 0.00324 7.74 240 150 0.063
5 60 180 0.00324 7.74 240 150 0.063
6 60 180 0.00324 7.74 240 150 0.063
7 60 180 0.00324 7.74 240 150 0.063
8 60 180 0.00324 7.74 240 150 0.063
9 60 180 0.00324 7.74 240 150 0.063
10 40 120 0.00284 8.60 126 100 0.084
11 40 120 0.00284 8.60 126 100 0.084
12 55 120 0.00284 8.60 126 100 0.084
13 55 120 0.00284 8.60 126 100 0.084

Table 2
Convergence results (50 runs) of DE approaches for the case study with 13 thermal units.
Optimization method CPU mean time (s) Minimum cost ($/h) Mean cost ($/h) Maximum cost ($/h) Standard deviation ($/h)

Traditional DE× 10.5 17968.3601 18002.9099 18133.4582 38.3352

CDE 12.1 17967.4000 17995.5850 18065.8044 27.0900
CDEMD 12.6 17961.9440 17974.6869 18061.4110 20.3066

Best result in bold font.

Table 4 compares the results obtained in this paper with those of other studies reported in the literature. Note that in
studied case, the best result reported here using CDEMD is comparatively lower than studies presented in the recent
literature.

4.2. Case study 2

This case study involved 40 thermal units with quadratic cost functions together with the effects of valve-point
loading, as shown in Table 5. The data of Table 5 are also available in [33]. In this case, the load demand expected
to be determined was PD = 10500 MW. Table 6 shows the minimum, mean and standard deviation, and the maximum
fitness function achieved by the traditional DE, CDE, and CDEMD approaches.
As indicated in Table 6, the CDEMD was the approach that obtained the best fuel cost for the EDP of 40 thermal units.
The best results obtained for solution vector Pi , i = 1, . . ., 40 with CDEMD with minimum cost of 121423.4013 $/h is
given in Table 7.
Table 8 compares the results obtained in this paper with those of other studies reported in the literature. Note that in
studied case, the best result reported here using CDEMD is comparatively lower than recent studies presented in the
recent literature.
Table 3
Best result (50 runs) obtained for the case study with 13 thermal units using CDEMD.
Power Generation (MW) Power Generation (MW)

P1 628.3287 P8 109.7869
P2 149.5060 P9 109.7691
P3 222.9850 P10 40.0000
P4 109.8517 P11 40.0000
P5 109.8752 P12 55.0000
P6 60.0000 P13 55.0228
13
X
P7 109.8746 Pi 1800.0000
i=1
3144 L.D.S. Coelho et al. / Mathematics and Computers in Simulation 79 (2009) 3136–3147

Table 4
Comparison of best results for fuel costs presented in recent literature for the case study with 13 thermal units.
Optimization technique Best objective function

Particle swarm optimization [30] 18030.72

Evolutionary programming [25] 17994.07
Hybrid evolutionary programming with SQP [30] 17991.03
Genetic algorithm [5] 17975.3437
Hybrid differential evolution [32] 17975.73
Hybrid particle swarm with SQP [30] 17969.93
Pattern search method [3] 17969.17
Differential evolution [17] 17963.83
Improved genetic algorithm with multiplier updating [5] 17963.9848
Quantum particle swarm optimization [9] 17963.95
Best result of this paper using CDEMD approach 17961.9440

Best result in bold font.

Table 5
Data for the 40 thermal units.

Thermal unit Pimin Pimax a b c e f

1 36 114 0.00690 6.73 94.705 100 0.084

2 36 114 0.00690 6.73 94.705 100 0.084
3 60 120 0.02028 7.07 309.54 100 0.084
4 80 190 0.00942 818 369.03 150 0.063
5 47 97 0.01140 5.35 148.89 120 0.077
6 68 140 0.01142 8.05 222.33 100 0.084
7 110 300 0.00357 8.03 278.71 200 0.042
8 135 300 0.00492 6.99 391.98 200 0.042
9 135 300 0.00573 6.60 455.76 200 0.042
10 130 300 0.00605 12.90 722.82 200 0.042
11 94 375 0.00515 12.90 635.20 200 0.042
12 94 375 0.00569 12.80 654.69 200 0.042
13 125 500 0.00421 12.50 913.40 300 0.035
14 125 500 0.00752 8.84 1760.4 300 0.035
15 125 500 0.00708 9.15 1728.3 300 0.035
16 125 500 0.00708 9.15 1728.3 300 0.035
17 220 500 0.00313 7.97 647.85 300 0.035
18 220 500 0.00313 7.95 649.69 300 0.035
19 242 550 0.00313 7.97 647.83 300 0.035
20 242 550 0.00313 7.97 647.81 300 0.035
21 254 550 0.00298 6.63 785.96 300 0.035
22 254 550 0.00298 6.63 785.96 300 0.035
23 254 550 0.00284 6.66 794.53 300 0.035
24 254 550 0.00284 6.66 794.53 300 0.035
25 254 550 0.00277 7.10 801.32 300 0.035
26 254 550 0.00277 7.10 801.32 300 0.035
27 10 150 0.52124 3.33 1055.1 120 0.077
28 10 150 0.52124 3.33 1055.1 120 0.077
29 10 150 0.52124 3.33 1055.1 120 0.077
30 47 97 0.01140 5.35 148.89 120 0.077
31 60 190 0.00160 6.43 222.92 150 0.063
32 60 190 0.00160 6.43 222.92 150 0.063
33 60 190 0.00160 6.43 222.92 150 0.063
34 90 200 0.00010 8.95 107.87 200 0.042
35 90 200 0.00010 8.62 116.58 200 0.042
36 90 200 0.00010 8.62 116.58 200 0.042
37 25 110 0.01610 5.88 307.45 80 0.098
38 25 110 0.01610 5.88 307.45 80 0.098
39 25 110 0.01610 5.88 307.45 80 0.098
40 242 550 0.00313 7.97 647.83 300 0.035
 L.D.S. Coelho et al. / Mathematics and Computers in Simulation 79 (2009) 3136–3147 3145

Table 6
Convergence results (50 runs) of DE approaches for the case study with 40 thermal units.
Optimization method CPU mean time (s) Minimum cost ($/h) Mean cost ($/h) Maximum cost ($/h) Standard deviation ($/h)

Traditional DE 29.3 121552.3516 121708.0739 122056.6991 105.0894

CDE 43.7 121551.3797 121671.8582 121859.6490 61.1927
CDEMD 44.3 121423.4013 121526.7330 121696.9868 54.8617

Best result in bold font.

Table 7
Best result (50 runs) obtained for the case study with 40 thermal units using CDEMD.
Power Generation (MW) Power Generation (MW)

P1 111.1110 P21 523.2958

P2 110.8299 P22 523.2849
P3 97.4122 P23 523.2856
P4 179.7443 P24 523.2979
P5 88.1510 P25 523.2799
P6 139.9959 P26 523.2910
P7 259.6065 P27 10.0064
P8 284.6045 P28 10.0018
P9 284.6149 P29 10.0000
P10 130.0002 P30 96.2132
P11 168.8029 P31 189.9996
P12 94.0000 P32 189.9998
P13 214.7591 P33 189.9981
P14 394.2716 P34 164.9126
P15 304.5206 P35 199.9941
P16 394.2834 P36 200.0000
P17 489.2912 P37 109.9988
P18 489.2877 P38 109.9994
P19 511.2977 P39 109.9974
P20 511.2791 P40 511.2800
40
X
Pi 10500.0000
i=1

Table 8
Comparison of best results for fuel costs presented in recent literature for the case study with 40 thermal units.
Optimization technique Best objective function

Particle swarm optimization [30] 122930.45

Evolutionary programming [25] 122624.35
Hybrid evolutionary programming with SQP [30] 122379.63
Improved genetic algorithm with multiplier updating [5] 121819.25
Anti-predatory particle swarm optimization [23] 121663.52
Quantum particle swarm optimization [9] 121501.14
Civilized swarm optimization [24] 121461.67
Best result of this paper using CDEMD approach 121423.4013

Best result in bold font.

5. Conclusion and further research

DE algorithm is a simple but powerful stochastic global optimizer. The crucial idea behind DE is a scheme for
generating trial parameter vectors. It has been proven a very good global optimizer for engineering design and opti-
mization. As is argued in [27], there are several advantages for this algorithm to outperform some other EAs [15], e.g.
DE is a very simple and straightforward strategy, and it is easy to use yet a very powerful algorithm.
3146 L.D.S. Coelho et al. / Mathematics and Computers in Simulation 79 (2009) 3136–3147

In this paper, traditional DE, CDE, and CDEMD approaches have been successfully introduced to solve two case
studies of EDP. In these case studies, tested DE approaches can provide accurate solutions for EDPs in reasonable
time.
In relation to procedure of solution of the EDP of electric energy with effect of valve point, the results with the
CDEMD for optimization were superior that the results presented in recent literature.
Future research is to investigate the effect of different knowledge sources incorporation into DE design for solving
the multiobjective EDPs in power systems.

Acknowledgments

This work was partially supported by the National Council of Scientific and Technologic Development of Brazil
— CNPq — under Grants 309646/2006-5/PQ, 302786/2008-2/PQ, 568221/2008-7, and 474408/2008-6. The authors
would like to thank anonymous reviewers and the editor for constructive comments and suggestions.

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