Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
Economic Operation
Generators
Transmission Lines
Transformers
Capacitors, Inductors
Other devices such as breakers, synchronous
condensers etc.
Controllable Variables
Generator active power output
Generator reactive power output
Transmission/distribution configuration
through breaker configuration
Status of power system components: ON/OFF
Optimization
Refers to choosing the best element from some set of
available alternatives [1]
In the simplest case, this means solving problems in
which one seeks to minimize or maximize a real
function by systematically choosing the values of real
or integer variables from within an allowed set
Although brute-force method can be employed to
find the optimal solution to a problem, however a
large-scale and realistic system has several or hundreds
of variables that must be taken into consideration
Optimization Techniques
Conventional Optimization Methods
Unconstrained Optimization
Nonlinear Programming (NLP)
Linear Programming (LP)
Quadratic Programming (QP)
Generalized Reduced Gradient Method
Newton Method
Network Flow Programming (NFP)
Mixed Integer Programming (MIP)
Interior Point Programming
Optimization Techniques
Intelligent Method
Neural Networks (NN)
Evolutionary Programming (EP)
Particle Swarm Programming (PSO)
Optimization Techniques
Optimization with Uncertainties
Probabilistic Optimization
Fuzzy Set
Analytic Hierarchal Process
Intelligent Methods
Non-traditional method of finding optimal
solution
Usually simulates a natural event or phenomenon
Example of a natural event: Evolution which was
used as a pattern for Evolutionary algorithm
(mutation, reproduction, selection etc.).
Usually used for academic and research since
commercial systems utilizes conventional
methods
Unconstrained Optimization
Extreme point of a function f(X) defines
either a maximum or a minimum of the
function f.
f(x)
x1
x2
x3
x4
x5
f X 0 h f X 0
for all h = (h1, , hj, , hn) such that |hj| is sufficiently small for all j.
f X 0 h f X 0
x6
f X 0 0
A sufficient condition for a stationary point X0 to be
extremum is that the Hessian matrix H = 2f(X) evaluated
at X0 is
Example
Consider the function
f(x1, x2, x3) = x1 + 2x3 +x2x3 x12 x22 x32
The necessary condition
f X0 0
Example
f
1 2 x1 0
x1
f
x3 2 x2 0
x2
f
2 x2 2 x3 0
x3
X0
1,2,4
2 3 3
Lagrange Method
A method that provides a strategy in finding
the maximum/minimum of a function subject
to constraints
Named after Joseph Louis Lagrange, an Italian
born mathematician
Lagrange Equation
L( x, ) f ( x) g ( x) c
Where is a Lagrange Multiplier
Lagrange Method
f(x): is a function representing controllable
variables i.e. cost-function that depends on
number of controllable output product
g(x): A function representing a set of
constraints i.e. maximum limit a controllable
variable can be delivered
KarushKuhnTucker conditions
Optimality Conditions
Are necessary conditions for the solution of a
nonlinear optimization problem to be optimal
Originally developed by Harold W. Kuhn and
Albert W. Tucker and later developed by
William Karush
KarushKuhnTucker conditions
Optimality Conditions
1.
L 0 0 0
x , , 0
xi
2. gi x0 0
3. hi x0 0
4. i 0 gi x0 0
0
i 0
i 1
i 1
i 1
i 1
N
Ng
Ng
KarushKuhnTucker conditions
Optimality Conditions
Condition 1 partial derivative of Lagrange
function must equal zero at the optimum.
Conditions 2 and 3 restatement of
constraint conditions.
Condition 4 complementary slackness
condition. Slack variables or excess is equal to
zero in optimal condition
Example
Consider two thermal plants feeding a given power demand. The
fuel costs of each is related to the output power as follows:
F1 4 P1 0.01P12
F2 2 P2 0.03P22
The objective is to minimize the total cost of operation while
satisfying the equality constraint
P1 P2 PD
Example
The modified cost is
L( P1 , P2 , ) 4P1 2P2 0.01P12 0.03P22 PD P1 P2
Example
For this simple system we are able to eliminate l and P2 to obtain a single
equation in P1 given by
0.08P1 2 0.06PD 0
PD
50
100
200
250
P1
12.5
50
125
162.5
P2
37.5
50
75
87.5
4.25
5
6.5
7.25
Reference
[1] , Wikipedia. [Online] [Cited: May 2, 2010.]
http://en.wikipedia.org/wiki/Optimization_%28mathe
matics%29.
[2] Zhu, Jizhong., Optimization of Power System
Operation. New Jersey : John Wiley & Sons, 2009.
[3] Nerves, Allan C., "EE358: Economic Operation of
Power System (Lecture Notes)." Diliman : EEEI,
University of the Philippines-Diliman, 2005. Lecture 1.
[4] , Joseph Louis Lagrange. Wikipedia. [Online] [Cited:
May 2, 2010.]
http://en.wikipedia.org/wiki/Joseph_Louis_Lagrange.