1624

IEEE Transactions on Power Apparatus and Systems, Vol. PAS-104, No. 7, July 1985

FAST ECONOMIC DISPATCH BASED ON THE PENALTY FACTORS FROM NEWTON'S METHOD

Energy Control Systems The Boeing Company Seattle, WA

Several types of computer algorithms are available dispatch above economic solve the problems[1,3-7,9,12]. In the energy management systems economic dispatch is periodically done at 2 - 5 minute intervals and on request. Some Automatic Generation Control packages implemented in the'control centers use the double dispatch approach and the control economic dispatch -is performed even as' often as 2 seconds. Hence, it is essential to roduce the total'computer run The algorithm may take appreciable 'time time. depending upon the'size and complexity.
to

R. Ramanathan

ABSTRACT
An extremly fast, simple, efficient and reliable economic dispatch algorithm is presented. The algorithm utilizes a closed form expression for the calculation of the Lambda, as well' as taking care of total transmission loss changes due to generation change, thereby- avoiding ,any iterative processes in the calculations. The closed form expression presented for Lambda can be used with 'any type of incremental For this algorithm, transmission loss calculation. penalty factors are derived based upon the Newton's method. An efficient method to implement the algorithm in power control centers is discussed'. The algorithm presented has excellent-convergence properties.

INTRODUCTION

Recently there has been a wide increasing trend towards installation of management systems for real time monitoring of power systems. This trend has encouraged towards development effort research sophisticated, fast, reliable and efficient

new

significant
algorithms.
of

energy and control

more

spread and

The economic dispatch programs which are installed today in the most modern control centers use a well known classical set of coordination equations[l]. The coordination equations require that the incremental cost of generator power multiplied by a penalty factor for each generating unit should be same. The main e difference between different classical techniques is the method used to solve the coordination equations. The coordination equations are generally solved by iteratively adjusting the- value of Lambda until the sum of the generator outputs matches the system load plus loss to satisfy the power balance equation. The transmission loss penalty factors have been implemented using one of the several loss formulas which are calculated off-line or on-line at periodic intervals and on request.-'

convergence' this paper presents a method to find the

To help to save computer

time

and

improve

The purpose of this paper is to present a fast, simple, reliable economic dispatch algorithm. Economic dispatch is the determination of the amount of power that each generator in a system should produce so that thg total cost of generation is 'minimized and the customer -demands are met while satisfying system constraints. The important factors for economic operation of the system are operating efficiencies of generating plants, fuel and operating 'cost, and transmission line losses. It is also obvious that the not most efficient generator in the system does necessarily yield the least cost because it may be too far from the load or the fuel cost may be high in that region. Even a small size utility of 1000 mw load can easily save 0.4 million dollars per year just by reducing the system losses by 1%. Since the tariffs are regulated, the reduction in operating expenses is one of the important means of increasing profits.
84 SM 596-3 A paper recommended and approved by the IEEE Power System Engineering Committee of

value of Lambda in closed form taking into account total transmission loss change due to the generation changes. As no iterative process is employed to find the Lambda, the algorithm is fast and has no convergence problems. The method can be used with any type of transmission loss penalty factor calculation. In this paper penalty factors are implemented based 'The above algorithm is upon the Newton's method. implemented and tested on the standard test systems.

LAMBDA CALCULATION
The overall production cost, CT, to generate the required load demand can be expressed as follows:

CT =

i=l

EC

(1)

where
Ci
m
=

the IEEE Power Engineering Society for presentation at the IEEE/PES' 1984 Summer Meeting, Seattle, Manuscript subWashington, July 15 - 20, 1984. mitted January 30, 1984; made available for print-

the cost expressed in dollars/hour at ith generator

ing May 3, 1984.

number of generators in the system

'The cost functions in this analysis are assumed to

0018-9510/85/0007-1624$01.001985 IEEE

1625
be monotonically increasing. functions of generation. Optimun dispatch with inequality constraints can be solved using the relaxation principle. in this technique, first the problem is solved without the inequality constraints and optimal solution is obtained. If the optimun solution is within the permissible limits the optimun feasible solution is obtained. When the constraints are violated they are set to the limiting values and the problem is solved once again. Usually generators capacities are limited. Therefore, it is necessary to carry out this procedure when the limits are exceeded and the solution is suboptimal.
In a system, the total generation must be equal to total load plus losses. The augmented production cost of electrical energy is

The coefficients vik 's are generally obtained by curve f itting. 1e nunber of terms,L, required for PGj depends upon the required accuracy.

From the above equations, the loading of each generator can be obtained by iterative method (1]. In this, method, the convergence results are a fmction of the system and the generator cost characteristics. For online implementation, the Lambda computation loop[5] may be a big burden. To eliminate the above burden, a method is proposed to find Lambda in a closed form.
The cost function is minimun when

IC;

[ 1-

ITL

]7)

for i = 1,2,...m

C*
where

cj i=l
E

sI i=l E-PG;

- PD - PL ]

(2)

From equation (6) and (7)

PG.
= power generated at ith unit
m

(8)

PGi

ik0
m

)'

(1 - ITL.)
k

PD = total denand PL = total losses

X = Lagrange multiplier (Lanbda)

il .

PG.

i=l

Ea
k=O

ik

X (1 - ITL)

(9)

From the equation (2) , the minimun total cost is obtained when the partial derivatives of Ck with respect to PG-i are zero. That is I

The total trananission losses in for a network configuration is a function of bus loads and generations. From the power balance equation the total trananission loss is
n
n

6C*
for i

6C1

B.+

6PGj
=

, 1,2,.m,
I i=l
m

6 PGi
-

and
-

d6PL 6PG
0

= 0

(3)

PL where

i=l

E (PG

- PD )

-p i=l i-

(10)

PGi

PD

PL

(4)

p
1

=
=
=
I

bus power at bus i

bus power demand at bus i

or

PD
n

nunber of buses

6.C1

IC1

[1

6PL

(5)
function of bus powers
The

6 PG:
where

total

transmission loss can be expressed as a

6 PG.
=

6PL

incremental transnission loss due to the ith unit

ITLj

PL
where

PL(p)

(11)

IP1

1(p

follows12]:
PG .=

Assune that the power generation at any unit can be expressed as a function of incremental cost as

'p 1 2

'

..-

pn] n

k=O i k

E a IC .

The bus power can be represented as a function of bus voltages and (n-l) bus angles 9. The first bus is a slack bus. The first m buses are taken to be

(n-1)

(6)

1626 the generator buses. Frcm the Newton-Raphson power flow algorithm the real and reactive bus power misnatches can be writen as
dpi
dQ
=
t

dp

dp]
LdQ

(14)

IJ]

dlVii

dO _

where

(12)

60
4D
and

[d1

T
L
6

where the mismatches

lvh

~ dp 1
ndQ
and

dQ
t

[dp,dp
2

d d
n

..

n+l

dQ]
n

4T [ =

Y2

*Yn'0m+1' * 'fln I
a

(11) is ex22nded in The equation around the initial bus powers p.

Taylor series

- d J) __

dlVI

[d(

.... dE

,dlIV

m+l

I,..

1.

,dIV 1]

PL(p) = PL(pO + dp)

=

PL(p) + PL' (p)dp

(15)

PL (p0) + dPL

The Jacobian 'J' does not contain rows and colmzns for the reference bus and generator reactive powers

From equation (10)

6Pa

6;)

6P2

6i1Vm+l
6Pn

6P2

6 P2

dPL

dp1 +

61Vn

n dpj i=2

(16)

Fran equations (14) and (16) the change transmission loss is

in

total

6c3n

OPn

6Pn

Pn
dPL
=

6 j11
6 rVn

E (1+Yi)dpi i=2

ai dQ1 1=M4-1

(17)

6Qm!l

602

69m+l
60n

Q-M+l 6&IVm+lf
6Qn

6Qm+1

6\1l

60~n

incremental transmission loss ITLi is defined change in transmission loss due to change in generation i keeping all other generators constant.
The
as

6Qn 602

6IVm+1l

61Vn
ITL.
=

dPL
-

dPL
=

d1PG dpi for i= 2 ....

1 +
m

Y-

(18)

The dimension of the Jacobian reference bus real power mismatch is

is (2n-m-1). The
only m buses contain controllable generators of the total n buses, and for slack bus: (13)
ITL
,1
= 0

dpl

6I1

6I

(19)

where

r^pl
6r

16

Frml equation (12) and (13)

i oV

_rp ,
-6
L

6P1

,
*.

1
,
.

6P1
. .

The
as

penalty factor of the ith generator is defined

1

0n

VM+l

Vnl
1
-

1 ITL1

(20)

1627
For a economic dispatch operation, real and reactive loads are assuned to be constant. Frcm equations (15) and (17) the total transnission loss at optimun dispatch is

generation change is not considered [10,11] equations (4), (8) and (18)
m

If

the total

transmission loss changes due to then from

PL(PG)
where
PG?
=

PL(PG ) +

-m~

m ~

i=2

(1+Y. ) (PG -PG.)

(21)

i=l

E a0 -PD
m

PL

B=

all

initial generation at ith unit

C=

i=2

Et1i
E
m

From equation (4) ,(8) and (21) A + B

A

al2

i=2

i2 i

+ C

+ .490960064

= 0

(22)
O
m
i=

where
A
=

0-

PD-

PLO

m
+
m, i=;

For the loss less case

a.

(1+Y-)PG'
l+

Fj Y

11 i=2 i2
B=
m

m2

m
=

i=l
m

l a 0o -PD

Ea.i i=l
IL i=1
m

= 12-

C=
PL
=

i2

PL(PGO)

initial total transmission loss

Now for a given system t ik's are constant. When the load changes, only the parameter, A in equation (22), will change. Therefore, Lambda for optimun operating point can be obtained.

In general kth order coefficient in equation (22) is

i=2
For k
=

SOLUTION TECHNIQUE AND RESULTS

A concise review of the algorithm is presented. The initial conditions of a system can be obtained from the real time data or from load flow solution. The initial conditions needed are the total demand PD and the total trananission loss PLO for some set of initial generation. Total transmission loss is equal to the total generation minus the total load. During a economic dispatch calculation the load is assuned to be fixed. In the Energy Management Systems the penalty factors can even be assuned constant until there is a network configuration change or a major load change. Generally during normal operations penalty factors are recomputed once in every 10 minutes

l,2r ....

When the order of the equation (22) is less than or equal to four, roots can be obtained using available formulae. When the order is greater than four, roots can be obtained by root finding technique. Generally for most applications, equation (6) is assuned to be second order. Therefore, the order of equation (22) also will be two. So the solution for the above equation becomes

The major steps in Economic dispatch

A

4AC)/'2C

(23)
1. Solve J

2. Calculate A, B, C

....

from equation (22)

-

Now Lambda is known, hence generation can be calculated from equation (6). In the above method there is no iteration process for Lambda exclusively. The above algorithm is fast and easy to implement for online application and there is no need for initial guess for Lambda.

3. Solve for Lambda from A + B 4. Find

PG-ifor i=l,2, ....m

from equation (6)

5. If PG1 is greater than maximmn limit or lesser than minimun limit then set to the limiting value and go to step 2

1628

6. Stop
In this algorithm a major portion of the execution time is spent performing penalty factor calculations and is the same irrespective of the Lambda calculation technique. In order to minimize execution time in the penalty factor step the following modifications will be helpful. Renumber all the buses connected to the slack bus towards the bottom of the Jacobian and also the generator buses more or less towards the bottom of the Jacobian to eliminate the forward and backward substitution steps of the transposed repeated solution to a relatively small number of operations[8].
It is very clear fron the algorithm there is no iteration process in calculation of Lambda and generation and there will not be any oscillation or The major convergence problem during this step. advantage is Lambda can be evaluated in closed form. Also the method takes care of transmission loss change due to generation change.

2. The Lambda calculation technique presented can be used with any type of incremental transmission loss calculation.

3. No initial guess for Lambda is necessary.

4. The algorithm also takes into account total transmission loss change due to generation

change.

5. The same technique can also be applied for loss less case.
6. The algorithm presented is fast, simple, takes less core and has no convergence

problems.

Fram the above reasons it seems that the algorithm presented in the paper has potential for on-line implenentation in the energy management systems.

multiplications/divisions and one root square operation, where m is the total number of generators in

The economic dispatch technique presented is applied to various test systems[2] such as IEEE 14 bus, 30 bus, and 57 bus systems. If Y's are known by solving J then the total number of operations needed to calculate Lambda is in additions/subtractions, 8m-l the system. Generaly in energy management systems penalty factors are not recomputed for every cycle of economic dispatch. During the cycles when penalty factors are assumed constant it is unnecessary to compute (1+-Yi), YioiO r Yi2 a il and Yi ai2. Then the total number of operations needed are only 4m+1 additions/subtractions, m+4 multiplications/divisions and one square root operations. Hence one can conclude one iteration of classical method will be roughly equal to the proposed close form solution for Lambda.

REFERENCES
1. L. K. Kirchmayer, "Econanic operation of power system", John Wiley & Sons, New York, 1958. 2. "IEEE standard test data", courtesy of American Electric Power, New York, N.Y., 1962. 3. H. W. Domnel and W. F. Tinney, "Optimal power flow solutions", IEEE Trans. PAS, Vol. 87, pp. 1866-1876, October 1968.

The classical economic dispatch using the coordination equations roughly takes 3 to 5 iterations to calculate the Lambda in the energy management The number of systems, during normal operations. iterations also increases relatively high during initialization, network configuration change and during major load change. The main disadvantages of the classical method are, if the coefficient to update the Lambda during iterations is relatively large then there may also be noticable oscillations near the optimal solution. The oscillations may be very profound [13] if the incremental cost curves are nearly flat or the fuel cost curves have close resemblances to each other or the transmission loss is relatively large. On the other hand if the coefficient to update the Lambda during iterations is small then the convergence is very slow. Also in the classical method initial guess for the Lambda is essential.

4. G. F. Reid and L. Hasdorff, "Economic dispatch using quadratic programning", IEEE Trans. PAS, Vol. 92, pp. 2015-2023, November

1973.

5. H .H. Happ, "Optimal-power dispatch", IEEE Trans. PAS, Vol. 93, pp. 820-830, May/June 1974.

6. A. M. Sasson, "Sane applications of optimization techniques to power system problems", IEEE Proceedings, Vol. 62, No. 7, pp. 959-972, July 1974.
7. H. H.

Happ, "Optimal power dispatch - a canprehensive survey", IEEE Trans. PAS, Vol. 96, No. 3, May/June 1977.

8. F. L. Alvarado, "Penalty factor fran Newton's mehtod", IEEE PES Winter Meeting, New York, Jan./Feb. 1978.
9. M. E.

Generaly the total number of generators is relatively small in a system. Hence, the computation time for Lambda is small compared to other iterative techniques[11].
CONCLUSION

El-Hawary and G. S. Christensen, "Optimal econanic operation of electric power system", Academic Press, New York, 1979.

The direct method of calculation of the Lambda is presented. Some of the advantages of the method are:

10. R. Ramanathan and L. L. Grigsby, "Novel approach to economic dispatch", IEEE Internal Conference on Electric Energy, 1981. 11. R. Ramanathan and L. L. Grigsby, "A comparison of an improved econcmic dispatch algorithm to nonlinear programning techniques", 13th Southeastern Symposiun on system theory, 1981.

1. The method utilizes a closed form expression for the calculation of the Lambda.

1629

12. Olle I. Elgerd, "Electric energy systems theory an introduction", McGraw-Hill Book Company, New York, 1982.
13. K. Aoki
and T.Sateh, "New algorithms for classic econamic load dispatch", IEEE PES Winter Meeting, Dallas, 1984.