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Published in IET Generation, Transmission & Distribution

Received on 5th June 2008
Revised on 30th May 2009
doi: 10.1049/iet-gtd.2008.0573

ISSN 1751-8687

Interior point methods application in optimum

operational scheduling of electric power
systems
I.A. Farhat M.E. El-Hawary
Department of Electrical and Computer Engineering, Dalhousie University, Halifax, NS B3J 2X4, Canada
E-mail: elhawary@dal.ca

Abstract: The topic of interior point (IP) methods has been one of the most active research areas since it was
rediscovered by Karmarkar in 1984. A variety of IP algorithms have been applied to many areas of power
systems optimisation. This study presents a survey of literature on the application of IP methods to planning
and operation of power systems. A review of research papers that have been published since 1994 in three
major power system optimisation problems is presented. The problems are economic dispatch, unit
commitment and hydrothermal coordination.

1 Introduction introduction of the interior-point revolution [6]. In his

Solving power system optimisation problems is a central aspect
of the real-world power system endeavour [1, 2]. The target of
power system optimisation is the eld of study in which the
target is to minimise the xed and operational costs of the
system. This is to optimise a specic objective function
subjected to a number of constrains because of the system
control and operational factors. Various conventional
optimisation techniques have been employed in the eld.
The variety of these techniques is a consequence of the fact
that optimisation problems in electrical power systems are
diverse. Depending on the nature and characteristics of the
problems, they are typically classied according to their
objective function as well as the applicable constraints. The
objective function and constraints can be linear or non-
linear, discrete or continuous. The optimisation techniques
in use to solve these problems are, classically, categorised as
quadratic programming, Newton-based methods, linear
programming, hybrid versions of linear and integer
programming and interior point (IP) methods etc. A
comprehensive summary of these techniques is offered in
[3, 4]. The IP methods have become one of the most
important techniques used to solve the optimisation
problems in electric power systems.
Since Karmarkars [5] landmark paper in 1984, the eld
of optimisation has been remarkably changed through the
paper, Karmarkar demonstrated that IP methods were
capable to solve linear programs in a polynomial time
manner. He also provided, for the rst time, direct
evidence that IP methods were faster than the simplex
method especially in large-scale optimisation problems.
The earliest ideas for the IP methods can be traced back to
1955 when Frisch [7] introduced what was called a log-
barrier function to replace the linear inequality constraints.
The term interior-point methods was originally introduced
by Fiacco and McCormick [8, p. 41] in their book. Gill
et al. [9] revealed the relationship between Karmarkars
method and Fiacco and McCormicks classical logarithmic
barrier method. In the literature, IP methods can be
classied as projective methods, afne scaling methods or
primal dual methods [10]. The primal dual algorithm
was rs outlined by Megiddo [11]. This primal dual path
following approach proposed that the optimal solution
should follow the centre path. Further, the predictor
corrector technique was introduced by Mehrotra [12] in
1992 to be integrated with the IP path following methods.
Subsequently, a remarkable number of papers and
publications have been introduced in the literature,
however, primal dual methods are the most applied in
optimisation problems. References [5 18] among others,
demonstrate a comprehensive discussion on the
classications of the various IP methods from a theoretical
viewpoint.

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2 Application of IP methods in
power system optimisation
Applying IP methods to power system optimisation problems
began early in 1990s. They were rst applied to power
systems by Clements et al. [19] in 1991. The objective of
Clements research was to apply a non-linear programming
IP technique to solve the state estimation problems in
power systems. Following that a large number of papers
dealing with the application of the IP methods in various
elds were introduced. A review of the IP methods that
were applied to a variety of power system optimisation
problems up to 1993 is presented in [4]. Fig. 1 is a
statistical demonstration of the number of the published
research papers where IP methods were applied to different
areas of electrical power systems after 1993 (based on Figure 2 Number of papers published in different power
IEEE/IET/Elsevier databases). system areas where IP methods were applied

Power system optimisation problems can be classied in
terms of their objective functions and constraints. The areas
of active research in the electrical power systems in which
the IP methods are applied include the following: optimal
power ow, reactive power optimisation, voltage collapse
and reliability evaluation, maximum loadability, state
estimation, electricity market, economic dispatching, unit
commitment (UC) and hydrothermal coordination.
that deal with more than one of the problems are reported
in only one category.
2.1 Economic dispatch
The economic dispatch (ED) problem is designed to
determine the optimum loading of all committed units to
optimise an objective function as follows [1]
X
N

Fig. 2 illustrates the number of publications and the min FT (ai bi Pi (t) ci Pi2 (t))
i1
research areas in which IP methods were applied. In this
survey we focus our attention on the application of IP
Subject to satisfying the following two general types of
methods to solve three important power system
constraints:
optimisation problems, namely, economic dispatching, UC
and hydrothermal coordination (HTC). Fig. 3 shows the Equality constraint representing the load balance equation
number of the published papers per year for the application with the losses included
of IP methods to the three optimisation problems after1993.
X
N
Pi (t)  PL (t)  PD (t) 0
In this coverage we included, to the best of our knowledge
i1
(based on IEEE/IET/Elsevier databases), almost all of the
papers that have been published since 1994. The year 1994 Inequality constraints representing the generating unit
is selected as our starting point to build on the capacity limits
comprehensive survey presented by Momoh et al. [4] and
other earlier ones. The three problems considered in this Pimin  Pi (t)  Pimax
review are closely related. Hence, some of the references
For consistency purposes, in some cases branch ow
constraints, that is a network model, need to be incorporated
in the formulation.

where N is the number of power plants, ai , bi and ci are cost

function coefcients of the ith generating unit, Pi (t) the
power generation of the ith generating unit at hour t, PD(t)
the total system load demand at hour t, PL(t) the system
total real power losses at hour t, Pimin the minimum power
generation for unit i and Pimax the maximum power
generation for unit i.

Figure 1 Number of papers published in each year on the Many formulations were introduced to solve the ED
subject of applying IP methods in power systems problem by considering different factors and constraints.

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Figure 3 Number of papers published in each year for IP methods applied in ED, UC and hydrothermal coordination problems
However, the objective of the problem is still, as expressed
above, computing the optimal allocation of the power
demand among the running thermal units [1]. Yan and
Quintana [20] implemented a predictor corrector IP
method to solve the security constrained ED problem.
They linearised the non-linear optimisation problem and
focused on adjusting the barrier parameters and the
determination of the initial point. A successive linear
programming technique was used instead of non-linear
methods in order to achieve two advantages. Firstly, to
reduce the computational burden as there was no need to
calculate the second-order derivatives Hessian matrix at
each iteration. Secondly, the possibility to control the
optimisation process as per user-specied accuracy.
Compared with a pure primal dual IP method, the
proposed scheme showed better performance, from a
computational point of view, when applied on power
systems of 236 2124 buses. Irisarri et al. [21] formulated
the barrier function added to the objective function so that
the slack variables are not negative. The ED problem was
treated as a single problem by combining the power ow
and the ramping constraints. In this approach the number
of iterations only changed slightly with the size of the
problem when it was tested using the IEEE 30-bus system.
It should be also mentioned that an auxiliary penalty
variable was used which meant that there is no need for
nding an initial dispatch. This did not lead to any further
computational requirements since the penalty variable was
algebraically eliminated. Power unit dynamics were taken
into consideration in the ED control model presented in
[22]. In this unit dynamic model an IP algorithm was
implemented considering many constraints such as the
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ramp-rate limits extending over plural time slices and
transmission capacity limits. The algorithm solved the
problem in 800 ms using 100 MIPS EWS noting that the
problem size was limited by ten transmission capacity
constraints. This was because only the overloaded branches
were considered in order to reduce the number of
constraints. In [23 25] Jabr et al. presented a homogenous
IP (HIP) method to solve the ED problem. Compared to
the predictor corrector and the primal dual IP methods,
the HIP method required one more additional step per
iteration to obtain the solution of the Newton system. This
added step is required to make the HIP, unlike other
methods, reliably achieve the advantage of detecting
problem infeasibility. In [23] the second-order network
model, phase shifters and operational constraints were
included through formulating the problem as a convex
program. Jabr et al. [24] considered not only the N security
problem but also the (N 2 1) and (N 2 2) network security
conditions. However, when tests were run for the practical
175-bus network, only the (N 2 1) security was considered.
It should be also noted that the application did not
consider system losses in this reference but was considered
in [26] by the same author. In this work, when an HIP
method was applied, (N 2 1) and (N 2 2) security were
still considered as well as the network losses through a
second-order model. Again an HIP method was proposed
in [25] to solve the dynamic ED problem as a single
convex problem although security constraints were not
considered. The solution was obtained through the HIP
algorithm by solving the problems of the lack of the ability
to detect the infeasibility and the need for a starting
solution (initial guess). A modied primal dual IP method
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to solve the optimal power ow dispatching was implemented
by Jabr et al. [27]. Two modications were introduced to
improve convergence by controlling the step length and the
search direction to ensure convergence to minimising
stationary points. In spite of the good performance of the
modied algorithm, a failure in one of the test cases was
reported because of a high diagonal perturbation at the
beginning of the iterations and this could be overcome by
selecting another starting point. The power transactions and
the power traded in the spot market were taken into
consideration by Fernandes and Almeida [28] where a
primal dual IP method was used to solve the ED problem
under a pool-bilateral market. The utilised model
considered a transactions matrix, which consisted of
bilateral contractors, to represent the security region of the
model. Among the constraints considered in the model
were transmission losses though they were not allocated to
the participants. A 5-bus and the IEEE 118-bus systems
were used to implement the proposed method and present
the results and emphasise the inuence of each transaction
and spot market on the system voltage and current. In order
to achieve a better computational time, the linear system
was to be reduced. However, results did not show any
information regarding computational time nor convergence
characteristics. In [29] an investigation of the use of the
primal dual IP methods in solving the power generation
dispatching problem by formulating them in a symmetric
form was conducted. It was shown that when the problem
is expressed in a symmetric form (i.e. the constraints are
Bx  b; x  0), there exist two mathematically equivalent
forms for the search direction. The results showed that the
primal form is better applied to the unconstrained problems
whereas the dual is more suitable for the constrained
problems, even though no comparison with other models
was conducted. A primal dual IP method was used in [30]
to implement a price-based model with the transmission
constraints and contingencies considered. The
contingencies were regarded as a subproblem wheras
the master problem was the ED problem. In this work, the
problem was not modelled as a cost based for vertically
integrated power systems but as a price based for restricted
power markets. The primal dual IP method was
implemented to solve the security constrained ED problem
in [31] where it was tested on the IEEE 6- and 30-bus
systems. The problem was formulated using the real power
equations that were then linearised through a linearisation
algorithm. The approach was compared to the simplex
method and obtained the same results with less
computational time and better convergence characteristics.
Using an IP method, Han and Gooi [32] proposed a
decoupled solution model with a look-ahead-based
technique to reduce the solution size of the problem. In this
reference the problem was formulated to take into account
the spinning reserve and the network ow constraints in
addition to the unit ramp rate limits. The model was tested
under different cases with different constraints. It was found
that the system costs and time required increased by the
increase of the number of constraints taken into account.
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2.2 Unit commitment
The UC optimisation problem deals with determining which
of the generating units will be running each hour of operation
period at minimum cost [1]. This is to decide which of the
units will be committed, shut down or in a hot reserve state
[2]. The objective of the solution to this is to minimise the
operation cost while satisfying certain system planning and
operational constraints. The problem can be formulated
mathematically as follows [33]
X Nt
N X
min FT [Ii (t)Fi (Pi (t)) Si (t)]
i1 t1
This objective function is subject to satisfying several
constraints including the following:
Load balance
X
N
Ii (t)Pi (t)  PD (t) 0, t 1, 2, . . . , Nt
i1
Spinning reserve requirements of the system
X
N
Pimax (t)Ii (t)  PD (t)  PR (t)  0, t 1, 2, . . . , Nt
i1
Unit generation limits
Pimin  Pi (t)  Pimax , i 1, 2, . . . , N and
t 1, 2, . . . , Nt
Thermal unit minimum start up/shut down times
(Xion (t  1)  Ti on )(Ii (t  1)  Ii (t))  0
(Xioff (t  1)  Tioff )(Ii (t)  Ii (t  1))  0
Transmission line capacity limits
Pmmin (t)  Pm (t)  Pmmax (t)
where N is the total number of units, Nt the total time in
hours, M the total number of transmission lines, Pi (t) the
power output of unit i at hour t, Ii(t) the commitment state
(1 or 0) of unit i at hour t, Fi (Pi(t)) the fuel cost of unit i
when generating power is Pi(t), Si(t) the start up cost of
unit i at hour t, PD(t) the system load demand at hour t,
Pimax the rated upper generation limit of unit i, Pimin the
rated lower generation limit of unit i, PR(t) the system
spinning reserve requirement at hour t, Xion/off (t) the time
duration for which unit i has been on/off at hour t, Tion/off(t)
the minimum up/down time of unit i, Pm(t) the power
ow of transmission line m, Pmmax(t) the power ow upper
limit of transmission line m and Pmmin(t) the power ow
lower limit of transmission line m.
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The UC problem has been solved using various optimisation
techniques including the IP methods. Madrigal and Quintana
[34] used the IP method to solve this problem. An IP/cutting-
plane method was introduced to solve the non-differentiable
optimisation problems that go together with the Lagrangian
relaxation approaches. The advantages of this method were
to overcome the problem of parameter-tuning and to gain a
better convergence. Unlike other cutting-plane methods, in
IP/cutting-plane methods the improved point is not taken
from the point that maximises the stabilised cutting plane of
the dual function. Alternatively, what is so-called a
localisation set is used to substitute stabilisation schemes and
the centre of the set is analytically considered as the
improved dual solution. The solution of short-term hydro
scheduling using IP methods was the subject of [35]. The
optimal or near-optimal solution of the problem was
proposed by employing a combined modelling language with
the optimisation tool. Followed by the branch and bound
algorithm, the IP method-based solver used in this approach
was employed to improve the solution of the linear
programming problem. The proposed solution technique was
reported to solve the problem in an acceptable time, although
there was no comparison with other methods offered to
support this conclusion. Santo et al. [36] applied IP method-
based procedure to solve the UC and ED problem as a non-
convex non-linear optimisation problem. A heuristic genetic
algorithm was also applied and compared to the IP method.
Their idea was to perform the iterative process while adding
an inequality constraint at each iteration to enforce the
objective function to converge to a better local minimum.
Reaching a better local minimum after each iteration should
guarantee avoiding local minima at the end. While the
maximum up and down ramps were considered among the
problem constraints in the proposed algorithm, the system
losses were not included in the power balance equality. The
two algorithms were applied to both small and realistic size
systems to assess and compare their performance. Results
showed that the IP proposed method was faster than the
genetic algorithm with better feasibility of the solution. A
Lagrangian relaxation and a bundling method were presented
in [3740] and used with the IP method to implement the
UC and ED problems. The IP method in this work was
employed to initialise the multipliers of the Lagrangian
relaxation approach. Results were reported to show a reduced
total operating cost and a faster computation time based on
different numbers of generating units. These results were
stated with no comparative evidence to support them.
2.3 Hydrothermal coordination
The objective in the HTC problem is to determine the
optimal amount of hydro and thermal energy to be
generated in the scheduled period [1, 41, 42]. To solve
the HTC problem the UC and ED problems should
be optimally solved. The HTC problem is a large-scale
non-linear and complicated constrained power system
optimisation problem. Mathematically, the HTC optimisation
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problem can be formulated, in general, as follows [1]
X
T X
N
min FT Fj (PS ( j, t))
t1 j1
where FT is the total production cost function, PS( j, t) the
power generation of thermal unit j at time interval t,
Fj (PS( j, t)) the production cost for (PS( j, t)), N the
number of thermal units and T the number of time intervals.
The cost function of the thermal power production is
expressed as follows
Fj (PS ( j, t)) aj bj PS ( j, t) cj PS2 ( j, t)
The input output characteristic of a hydro plant is presented
by modelling the discharge rate as a function of the output
hydro power and the net head. Several hydro plant
performance models have been proposed in the literature,
these could be found in [41, 43]. Among these models is
Glimn Kirchmayer model [43 45] which expresses the
discharge rate as follows
q( j, t) K c(h( j))f(PH ( j, t))
where q( j, t) is the water discharge rate for the hydro unit j at
time interval t, c and f are two independent functions, K the
constant of proportionality, h( j) the effective head for the
unit j and PH( j, t) the power generation of hydro unit j at
time interval t.
The functions c and f are expressed as quadratic functions
and so is input output characteristic for hydro plants
q( j, t) aj P 2 ( j, t) bj P( j, t) gj
where aj , bj and gj are the discharge coefcients for the
hydro unit j.
The objective function is subject to many constraints
including the following:
1. Load balance
X
M X
N
PH ( j, t) PS ( j, t)  PD (t)  PL (t) 0
j1 j1
where M is the number of hydro units, PD(t) the system load
demand at time interval t and PL(t) the system total losses at
time interval t.
2. Thermal and hydro generation capacity
PS ( j)min  PS ( j, t)  PS ( j)max
PH ( j)min  PH ( j, t)  PH ( j)max
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where PS( j)min is the minimum power generation for
thermal unit j, PS( j)max the maximum power generation for
thermal unit j, PH( j)min the minimum power generation
for hydro unit j and PH( j)max the maximum power
generation for hydro unit j
3. Total water discharge
X
T algorithms and codes such those presented in [49]. In this
Qtot ( j) q( j, t)
t1
4. Hydraulic continuity equation
V ( j, t) V ( j, t  1) [r( j, t)  q( j, t)  s( j, t)]nt
where V( j, t) is the storage volume of the reservoir i at the
end of time interval t, q( j, t) the water discharge rate for
the hydro unit i during time interval t, r( j, t) the inow
rate into reservoir i during time interval t, s( j, t) the
spillage discharge rate of the reservoir i during time interval
t, and nt the length of time interval t.
5. Water storage limits
Volume limits V min  V ( j, t)  V max
Starting volume V ( j, t)jt0 Vs
Ending volume V ( j, t)jtT VE
6. Water discharge rate:
Flow limits q min  q( j, t)  qmax
Fixed discharge q( j, t) Q( j, t)
IP methods have been powerfully used to implement and
deal with this problem. It seems that Christoforidis et al.
[46] were the rst who used the IP method to solve the
HTC problem. They proposed a model using a commercial
package but there was no details presented on the
methodology. However, this opened the door for applying
the IP method in this area. The model implemented
consisted of hydro plants, energy accounts, energy
transactions, frequency converters and transmission systems.
The transmission losses of the system were not included in
the power balance equations. The run-of-river units in the
hydro plant assumed to have no accumulations and
considered as storage units. A detailed modelling of the
system components considered a multi-scenario approach
for random inows. A user-controlled process was
implemented to enable selecting inow scenarios instead of
random sampling. In [47, 48] a log-barrier primal dual IP
algorithm which employed a clipping-off technique was
presented. The clipping-off technique was based on
relaxing the bounds of the control variables in the problem.
The power balance constraint considered by the algorithm
included the unserved power but not the system losses. The
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algorithm was tested and compared with the standard
predictor corrector and standard log-barrier algorithms.
The tests and the comparison were performed on three
medium hydrothermal coordination problems using a
realistic power system. Results showed that the
implemented algorithm had fewer ops and better
convergence characteristics. This technique was one of the
various procedures that were implemented in many
reference, a study and comparison of the performance of
various IP optimisation codes used for the optimal HTC
were presented. The performances of the studied codes
were compared using both a small size and a realistic size
problem. The comparison was conducted based on the
solution times whereas the various codes proved to be faster
than the simplex-based methods. However the authors
could not come to a conclusion regarding which of the
codes would be superior. The solution to the medium-term
HTC problem in [50] was performed using both
Lagrangian relaxation technique and IP method. A
comparison of the two methods was presented and both
were found to reach to equal feasible solutions, however,
the Lagrangian relaxation algorithm was reported to be
faster. For the sake of modelling simplicity, the
transmission network was not taken into consideration and
all the generation units and the customer demand were
assumed to be placed at a single node. In [51] the
inuence of the bilateral contracts and spot market on the
optimal short-term HTC was considered. A primal dual
IP method was implemented to calculate the transmission
losses of each power transaction and to emphasise the
inuence of the loading order on the transmission losses
allocated to the pool and bilateral loads. Two test systems
were employed to present the results; a 6-bus system and a
27-bus system which was assumed to be equivalent to a
specic real system. Various thermal and hydraulic
constraints were considered, but yet some were not
addressed such as the down and up ramp rates. Combining
a genetic algorithm with a primal dual IP method was the
methodology used in [52]. In fact, in this reference the
determination of the on/off status of the thermal units was
performed using the genetic algorithm while the IP
method was employed to solve the ED problem in order to
work out the short-term HTC problem. The algorithm was
tested using several realistic cases of a practical system
consisting of 49 thermal generation units and a one
equivalent hydraulic unit. Results showed that the total
available hydraulic energy could not be used because of the
hydraulic and generation constraints. Inter-temporal
constraints caused by cascaded reservoirs and maximum up
and down ramps were among the considered constraints
while the transmission system losses were not. Including
ramps directly resulted in a higher operating cost which
was an expected impact. Genetic algorithms were also used
recently by Troncoso et al. [53] to compute the optimal
short-term HTC problem and compare its performance to
that of the IP method. Improving the feasibility of the
solution was an important concern of the paper and the
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feasibility of the constraints was secured by including some
heuristics. The algorithm was applied on a small size
system as well as a realistic generation system consisting of
49 thermal units and one equivalent hydro generation unit.
It was found that the genetic algorithm reached better
feasible minima while the IP method achieved better
performance in CPU time. It was also shown that the IP
algorithm including the constraints converged without
difculty when the problem was solved only to obtain an
initialisation point. On the other hand, when the same
problem was solved using the former solution, the stopping
criteria needed more iterations. It should be mentioned also
that the constraints did not include the system power
losses. As a conclusion on the results, the need to decrease
the computational cost of the genetic algorithm was
expressed as an important issue for the real systems and as
a future work to be conducted. In [54] the medium-term
HTC problem was solved by implementing a primal dual
IP method with a semi-denite programming, which is a
convex programming method with polynomial solution
time. In this approach hydro generation was not included
in the objective function as it was measured much less than
the thermal generation. The hydro characteristics of the
system were assumed linear to help formulising the
problem as a semi-denite programming problem when
included by the hydro constraints. The problem
formulation did not, entirely, consider all the constraints
such as the ramp limitations and the losses effect in
addition to some hydro constraints. To make it simple, the
number of sub-periods for all the test cases was selected to
be 12 h, which was much shorter than the time horizon for
the typical medium-term HTC problem. In this work, only
non-sparse objective and constraint matrices were
considered by the solver which affected the algorithm
efciency when applied on larger problem sizes. Oliveira
et al. [55] included the transmission cost tariff in the
objective function of the HTC problem. The proposed
approach was to apply a non-linear primal dual IP method
and a Benders decomposition technique. The series
compensation amount and allocation problem were also
considered in order to study its effect on the total cost. It
was noted that the operational cost should be considered in
the planning period in order to justify the installation of
series compensation. The algorithm was tested using both a
simple case study and an equivalent of a realistic system.
Results showed that the series compensation amount and
allocation were affected by considering the transmission
tariff in the objective function. Although it was mentioned
that the proposed methodology considered an average
inow to reduce the time of computation, but neither there
was information illustrated about this reduction nor about
the convergence properties of the solution. The robustness
and speed of convergence of primal dual and predictor
corrector IP methods were studied in [56]. The two IP
methods were implemented to solve the short-term HTC
problem and both reported to be robust and fast when
tested. The model considered a predominant hydro system;
consequently, the thermal system-related constraints were
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not involved. These included costs of start up and shut
down of thermal generating units and the minimum up
and down ramp rates. For simplicity, the model used only
pure quadratic cost functions for generation considering the
same quadratic coefcients for all units. In a conclusion on
the convergence issues, the results showed that the number
of iterations required was increased by the active bounds,
while the generation costs found to be more critical than
the transmission costs and therefore led to a faster
convergence. The objective of the short-term HTC
problem in [57] was to minimise the difference between
the generation costs and the consumer benet in a
predominantly hydroelectric system. This approach
considered the dynamic restrictions of the consumer energy
constraints. In order to achieve that, a primal dual IP
method was used and the HTC problem was treated as a
single problem. In the formulation, the problem was
expressed as a HTC in the presence of price-responsive
loads to be differentiated from the usual HTC problem.
Quadratic functions were formulated to represent the
thermal generation costs as well as consumer benets
together within dispatch intervals allowing cross effects
between them. The method was rstly applied to the
problem concentrating on the impact of price-responsive
loads on the system with applying a penalty term in the
objective function to represent the energy targets. Secondly,
it was applied using a future cost function to consider the
midterm target. Two realistic systems were used to
demonstrate the inuence of the price-responsive loads on
the load distribution and the possibility of enhancing the
utilisation of the available energy resources. Results showed
also that when the price-responsive load increased, the
hydro generation consequently increased and as a result the
thermal generation decreased which reduced the generation
costs. Although it was mentioned that the high
computation time resulted by the solution of existing high-
dimensional linear systems was tackled by applying some
measures, computational time as well as convergence
characteristics were not illustrated in the results. As in [51],
the authors in [58] proposed a short-term HTC model in
which the spot market trades and the bilateral transactions
were discriminated. They employed a standard primal dual
IP method to solve the hydro and thermal subproblem
whereas the dual problem was solved using a bundle
method. An augmented Lagrangian was employed to
achieve a better convergence for the bundle method. The
algorithm assumed that UC status was known. Considering
1.0 per unit voltage magnitudes of the system, an
approximation of transmission losses was obtained from the
active power injections and included in the power balance
equations. The hydro power was modelled as a function of
the forebay elevation and the afterbay elevation but did not
consider the ow losses and the effect of the net head and
the discharge rate on the joint efciency of the turbine
generator. Jimenez and Paucar [59] used a two-step IP
method to solve the long-term HTC problem taking into
consideration the characteristics of multi-reservoir basins
and the transmission system. The method was tested using
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doi: 10.1049/iet-gtd.2008.0573

a practical power system. Transmission losses were included
in the systems demand which caused the total produced
energy to appear rising above the systems demand. Results
also showed that the system generation and the reservoir
depletion were extremely correlated with the water inow.
It should be noted that there was no information offered
regarding the convergence properties and the time required
for the solution. In [60] a HIP method was applied to
solve the problem. The long-term bilateral contracts and
the forecasted market hourly prices for day-ahead auction
were integrated in the model. Many constraints were
considered in the model assuming that there existed a local
large reservoir for each hydro generation unit so that the
head variations were ignored. Market competition was
assumed perfect and clearing prices were considered xed
since it was not an objective of this work to achieve
maximum benets in the spot markets. Alternatively, the
main goal of this paper is to acquire an optimal response to
transactions of spot markets with day-ahead auction. The
approach was tested using both medium-size and large-size
case studies performing a comparison with simplex method.
Results showed that the proposed homogeneous IP method
performed faster than the simplex method.
3 Conclusion
This paper presents a review of the work published on the
different applications of IP methods in power system
planning and operation areas. The survey covers the period
from 1994 up to date. Papers dealt with optimisation
techniques using IP methods to solve the ED, UC and
hydrothermal coordination problem were looked over. The
paper offers a broad-based survey of literature in order to
highlight the guidelines for this ongoing eld of research.
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