IEEE Transactions on Power Apparatus and Systems, Vol. PAS104, No. 7, July 1985
FAST ECONOMIC DISPATCH BASED ON THE PENALTY FACTORS FROM NEWTON'S METHOD
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 excellentconvergence 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
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 offline or online at periodic intervals and on request.'
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 5963 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
00189510/85/00071624$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 EPG;
 PD  PL ]
(2)
PG.
= power generated at ith unit
m
(8)
PGi
ik0
m
)'
(1  ITL.)
k
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 PGi 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
or
PD
n
nunber of buses
6.C1
IC1
[1
6PL
(5)
function of bus powers
The
6 PG:
where
total
6 PG.
=
6PL
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 (nl) bus angles 9. The first bus is a slack bus. The first m buses are taken to be
(n1)
(6)
1626 the generator buses. Frcm the NewtonRaphson 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
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
Taylor series
 d J) __
dlVI
[d(
.... dE
,dlIV
m+l
I,..
1.
,dIV 1]
(15)
PL (p0) + dPL
The Jacobian 'J' does not contain rows and colmzns for the reference bus and generator reactive powers
6Pa
6;)
6P2
6i1Vm+l
6Pn
6P2
6 P2
dPL
dp1 +
61Vn
n dpj i=2
(16)
in
total
6c3n
OPn
6Pn
Pn
dPL
=
6 j11
6 rVn
E (1+Yi)dpi i=2
ai dQ1 1=M41
(17)
6Qm!l
602
69m+l
60n
QM+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
=
1 +
m
Y
(18)
is (2nm1). 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
i oV
_rp ,
6
L
6P1
,
*.
1
,
.
6P1
. .
The
as
0n
VM+l
Vnl
1

1 ITL1
(20)
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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
PL(PG)
where
PG?
=
PL(PG ) +
m~
m ~
i=2
(21)
i=l
E a0 PD
m
PL
B=
all
i=2
Et1i
E
m
al2
i=2
i2 i
+ C
+ .490960064
= 0
(22)
O
m
i=
where
A
=
0
PD
PLO
m
+
m, i=;
(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)
i=2
For k
=
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
4AC)/'2C
(23)
1. Solve J
2. Calculate A, B, C
....
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.
5. If PG1 is greater than maximmn limit or lesser than minimun limit then set to the limiting value and go to step 2
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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.
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 online 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, 8ml 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. 18661876, 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. 20152023, November
1973.
5. H .H. Happ, "Optimalpower dispatch", IEEE Trans. PAS, Vol. 93, pp. 820830, May/June 1974.
6. A. M. Sasson, "Sane applications of optimization techniques to power system problems", IEEE Proceedings, Vol. 62, No. 7, pp. 959972, 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
ElHawary 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.
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12. Olle I. Elgerd, "Electric energy systems theory an introduction", McGrawHill Book Company, New York, 1982.
13. K. Aoki
and T.Sateh, "New algorithms for classic econamic load dispatch", IEEE PES Winter Meeting, Dallas, 1984.