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Proceedings of the 3rd International Conference on

Systems and Control, Algiers, Algeria,


October 29-31, 2013

ThBD.2

A PSO Algorithm for the Economic Load Dispatch Including a


Renewable Wind Energy
F. Benhamida, Y. Salhi(1), I. Ziane

S. Souag, R. Belhachem, A. Bendaoud(2)

Irecom laboratory, dept. of electrotechnics


UDL university of Sidi Bel Abbes
Sidi Bel Abbes, Algeria
(1)
salhiyacine13@yahoo.fr

Apelec laboratory, dept. of electrotechnics


UDL university of Sidi Bel Abbes
Sidi Bel Abbes, Algeria
(2)
babdelber22@gmail.com

Abstract Economic load dispatch among thermal units is one


of the most important problems in power systems operation.
Usually so called equal marginal cost criterion is adopted to this
calculation. Recently global trend of utilizing more and more
renewable energy such as wind power makes this problem
more important than ever. With the continuing search for
alternatives to conventional energy sources, it is necessary to
include wind energy generators (WEG) in the ELD problem.
This paper presents a solution of economic load dispatch
incorporation wind energy using a particle swarm optimization
algorithm (PSO). The effect of wind energy generators system
inclusion on ELD problem is investigated, with the source wind
susceptible to short duration variations, which is the
uncertainty of wind speed around a short-duration- stable
mean value. A 6 and 20 unit test system is resolved using PSO
to illustrate the variation in the optimal cost, losses, and system with the variation of short-duration-stable mean wind speed.
KeywordsEconomic load dispatch (ELD), wind energy,
particle swarm optimization (PSO) algorithm.

I.
INTRODUCTION
As one of the most promising non pollution renewable
energy resources wind power has given more consideration
[1]. Comparing with the conventional generators, wind
generator has advantage of reducing the dependences on
fossil fuels and transmission losses, enhancing the
independence and flexibility of large power grids [2]. The
classic problem of economic load dispatch (ELD) has
inducing new interest with debate on how wind energy
generators (WEG) are to be taken into consideration within
dispatch schedules [3]-[4] taking into consideration the
variability of wind speed.
In the past, this problem has been studied for some time
as an advance of ELD [5]; while recently works focus on
WEG units independently [6], with proper cost components.
Availability of wind power is used to formulate ELD problem
constraints in [7] and [8]. Most of these works [6][8] used a
valid statistics distribution [9], [10] to represent variability of
wind known as Weibull distribution.
The optimal solution of an ELD is defined for a short
time duration as the validity interval of ELD for many
applications, where the Weibull distribution is not the best
statistical model for wind speed variations [10], [11]. Short
time duration wind speed variations include turbulence and
gusts. The turbulence is the random variations on a stable
mean wind speed value (u), while the gusts are surges within

turbulent wind fields [12]. The Gaussian distribution has been


used to model the turbulence and gusts modeled around the
stable mean wind speed. In ELD problem model, the
stochastic models of power outputs are not taken into
account. Practically the conventional units are under
influence of small variations over the set point of power,
while the load demand varies according to consumer
behavior. The generation allocation levels of ELD do not
attempts to meet instantaneous values of power demand but a
total equivalent power demand in a valid interval.
The B-coefficients method has been used in the classical
ELD to simulate the total transmission loss [3], [4]. The Bcoefficients representation is more compatible with WEG
units generation output only if an acceptable total WEG
output power generation is used [12], [13].
In this paper we propose a PSO method to solve the ELD
problems by including WEG units in the power system to
show the effect on optimal generation cost. To study these
aspects separately, some of the conventional constraints of
the ELD problem have been ignored.
II.

ELD INCLUDING TRANSMISSION LOSSES

The B-coefficients loss formula used for conventional


ELD problems [3] is
PL ({ Pn }) =

n1 n1, n 2

n1

n2

Pn 2 + bn ,0 . Pn + b0 ,0 (1)
n

where the parameters {bn1,n2}, {bn,0}, and b0,0 are Bcoefficients known for a specific unit.
The augmented loss function due to the including of
WEG units within a power system would add three additional
summations
N

Pn 2 + bn ,0 .Pn + b0 ,0
n1 n 2
n

N W
W

+ Pn bn , P + b ,0 .P

n1

W W

+ P 1b 1, 2 P 2

1 2

PL ({Pn } , { P }) =

978-1-4799-0275-0/13/$31.00 2013 IEEE

n 1 n1, n 2

(2)

Proceedings of the 3rd International Conference on

ThBD.2
(12)
dC n 2 ( Pn 2 ) / dPn 2 (1 (PLeq / Pn 2 )) for Pn2 = Pnmax
2

where the parameters {b1, 2}, {b,0}, and bn, are Bcoefficients known for a specific WEG unit ; and the WEG
generation output {P} are treated as extern-variables,
So (2) can be reformulated as

(13)
dCn3 ( Pn3 ) / dPn3 (1 (PLeq / Pn3 )) for Pn3 = Pnmin
3
N

n1

n2

eq
PLeq ({ Pn } , { P } ) = Pn1bn1, n 2 Pn 2 + bneq,0 . Pn + b0,0

n1

bneq,0 = bn ,0 + bn , P
W

1 2

= b0,0 + b ,0 P + P 1b 1, 2 P 2

(5)

Considering N conventional generating units and W WEG


units, all of which are utility owned, have to supply a total
demand of PD for a given interval. The cost of generation
C(Pn) of the n-th conventional unit, is given by [3], [4]
C ( Pn ) = c 0 , n + c1, n . Pn + c 2, n . Pn2

C ( P ) = c1, . P

(7)

min C ({ Pn } , { P }) = min( C n ( Pn ) + C ( P )) (8)

Pnmin Pn Pnmax ; n = 1, ..., N

n2

n3

Pn + P = PD + PLeq ({Pn } , {P })

(9)
(10)

Conventional units has been divided between units with


inactive power limits (subset n1), active maximum power
limit (subset n2), and active minimum power limit (subset
n3).
The KT conditions for (8) (for a specific power {P}
generated by the WEG units), can be obtained as
max
dCn1 ( Pn1 ) / dPn1 = (1 (PLeq / Pn1 )) for Pnmin
1 Pn1 Pn1

(11)

eq
n1, n 2

.Pn*2 ) (15)

Due to nonlinearity of (15), it is practically impossible to


have a direct relation between the averages of * and {Pn1*}.
The convergence to the optimal solution may be expected for
(8)-(10) if the derived loss coefficients{bn,0eq}and b0,0eq are
approximately constant within the validity interval of ELD,
the set of relations that requires a specified deterministic
value of * can be hold and the demand constraint in (14)
becomes

(6)

P is subject to variations of wind speed at the -th hub (the


hub is made of cast iron and connects the turbine's blades to
the main shaft). Within the validity interval it is assumed
that P can be absorbed by the system without any overgeneration or reliability problems.
The new ELD can be defined as the following
optimization problem:

n 2 n1

P
n1

where Pn is the active power output and c0,n, c1,n, c2,n are the
cost coefficient of the n-th conventional unit.
While for the -th WEG units, the cost expression is

where the set of conventional units has been divided using


subsets n1,n2 and n3 .
The KT relation for the n1-th unit, becomes

n1

(4)

subject to

(14)
= PD + PLeq P Pnmax
Pnmin
2
3

2c2, n1 Pn*1 + c1, n1 = * (1 2bn1, n 2 Pn*1 bneq1,0

n1

(3)

where the derived B-coefficients of augmented loss formula


in (3) have variable in terms of {P}, and the original Bcoefficients {bn,0} and b0,0 of (1) and are given by

eq
0 ,0

n1

n2

eq
= PD + Pn1bn1, n 2 Pn 2 + bneq,0 . Pn + b0,0
n

n2

n3

(16)

Pw Pnmax
Pnmin
2
3

The optimal generation levels {Pn*} evaluation may now


be simplified as follow:

Neglect the impact of long duration variation of wind


speed at WEG installation sites, across the validity
interval of an ELD. For such situation, assume a
superposed short-duration-stable mean wind speed
(um at the WBG hub, -h site) [9]- [12].

The no proportionality of the mean wind speed um


(at a WEG hub across the validity interval of ELD)
with WEG power output. For pitch angle controlled
WEG [9], [14], the output can be obtained in terms of
the rated power Prat and a no-turbulence output
coefficient as (um) using an analytical description
of the standard output curve as
P ( um ) = ( um ). Prat

(17)

where (um) {0,,1}, according to the following


description:
0;
if um uin
m
in
out
in
in
m
rat
( u u ) / ( u u ) ; if u < u u
(um ) =
if urat < um uout
1;

if um uin
0;

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(18)

Proceedings of the 3rd International Conference on


where urat, uin, uout are the rated, cut-in and cut-out speeds
respectively, at the -th WEG.
So, the possibility of a specified dispatch values from the
conventional units in the ELD in the validity interval depends
on the approximate the total wind power generation, for the
lossless case; and approximate constancy of derived loss
coefficients{bn,0eq} and b0,0 eq, for the lossy case.
III. PARTICLE SWARM OPTIMIZATION METHOD
In 1995, Kennedy and Eberhart first introduced the PSO
method, motivated by social behavior of organisms such as
fish schooling and bird flocking. PSO, as an optimization
tool, provides a population-based search procedure in which
individuals called particles change their positions (states)
with time. In a PSO system, particles fly around in a
multidimensional search space. During flight, each particle
adjusts its position according to its own experience, and the
experience of neighboring particles, making use of the best
position encountered by itself and its neighbors. The swarm
direction of a particle is defined by the set of particles
neighboring the particle and its history experience [15]. The
particles are manipulated according to the following
equations.
(t )
(t )
vi(t +1) = Ivi( t ) + c1r1 ( xgbest
xi(t ) ) + c2 r2 ( xipbest
xi(t ) ) (19)

xi( t +1) = xi( t ) + vi( t +1)


vi(t)

Initialize the PSO parameters like population size,


acceleration constants, maximum and minimum value
of inertia weight factor, etc.
Read the input data concerning the fuel cost
functions, MW limits, the B-coefficient and the total
demand for conventional and WEG unit.
At the first iteration, allocate a random population of
individuals of active power satisfying the MW limits.
At iteration t, for each individual, calculate the fitness
function using (19) and obtain pbest by comparison
which is itself compared to obtain the gbest.
At each step the value of gbest is compared to a prespecified .
gbest final value represent the minimum generation
cost and the corresponding individual vector represent
the ELD solution.
The PSO solution mapped to the ELD problem can be
easily modified to account for transmission losses. The only
modification required is in the computation of the power
output of the reference generator Pk from (10):

The inertia constant controls the exploration of the search


space. To balance between local and global explorations, we
must select a suitable value of inertia weight I. The inertia
weight factor I is set as follow,
I = I max iter ( I max I min ) / itermax .

(21)

where Imax and Imin are the maximum and minimum value of
inertia weight factor, respectively and itermax is the maximum
iteration number.
APPLICATION OF PSO METHOD TO ECONOMIC
SCHEDULING
To map the PSO for solving ELD, we have to follow
the following steps:
Using (8) for fitness function initialization. Calculate
the total cost function including generation cost of
WEG units if present.

ik

(22)

where the losses PL is computed using the B-coefficients.


The loss formula (6), separating the terms containing the
power output of the reference generator k, PGk, gives:
N

PL = Bkk Pk2 + 2 Pi Bik Pk + PB


i
ij Pj
ik

xi(t)

The acceleration constants c1 and c2 serve to attract each


particle to pbest and gbest positions, respectively. According
to past experiences [16], c1 and c2 are often set to be 2.0.

Pk = PD + PLeq ({ Pn } , { P } ) Pi P

(20)

where
is the velocity of particle i at iteration t;
is
the current position of particle i at iteration t; t is iterations
pointer (generations); c1, c2 are the acceleration constants; r1,
r2 are uniform random values in the range (0,1) ; I is the
inertia weight;, xipbest(t) is the previous best position of
particle i at iteration t; xgbest(t) is the best position among in
the population at iteration t; vi(t+1) and xi(t+1) is the velocity
and position of particle i at iteration t+1, respectively .

IV.

ThBD.2

(23)

ik jk

It is evident that for the computation of the reference


generation the solution of a quadratic equation in Pk is
required.
V.

WIND-BASED GENERATION OUTPUT WITHIN THE


VALIDITY INTERVAL OF AN ELD
According to [17], the short time duration wind speed
variations are represented by the following modified
relation:
(24)

P = P ( um ) = eq ( um , ). Prat

where eq(um, ) is the per unit output under turbulence of


the -th WEG unit; um is the mean speed and is the
turbulence intensity.
The appropriate estimation of the per unit output under
turbulence eq(um, ) from experimental data is important
to use (24) in ELD problems (8). According to [17], the per
unit output under turbulence can be defined as

eq (u m , ) = 1 exp( ((( u m / um

rat

) / v ( ))

k ( )

)) (25)

where v() is a scaling coefficient and k() is an index


coefficient which are both positive and in term of . In (25),
the expression approaches the values of (18) at limits values
of mean speed (0 and ), while it increase smoothly
between uin and urat according to v() and k() :

978-1-4799-0275-0/13/$31.00 2013 IEEE

Proceedings of the 3rd International Conference on


k ( ) 3.49 6.01. ;

0.1 0.4
2
v ( ) 0.71 + 0.21. 1.26.

ThBD.2

(26)

(27)

1658.5596
1356.6592

P i (MW)

Unit

1
32.586
2
4
136.044
5
Demand =800 MW
System = 50.661 $/MW

36.32782
38.27041

0.02111
0.01799

P i (MW)

Unit

P i (MW)

14.484
3
141.548
257.662
6
243.007
Total cost = 41899.705 $/hr
Losses= 25.331 MW

The convergence of fitness of 6-unit test system for load


demand 800 MW was converged to the optimal solution in
150 iterations as shown in Fig. 2.
41899.7 = psoeld( [ 6 inputs ] )

b0,0 + bw ,0 Pw + P b 1, 2 P

130
125

THE BASE CASE OPTIMUM OF THE 6-UNIT TEST CASE


(WITHOUT WEG INCLUSION) USING PSO

Unit

4.627

10

1 2

Approximations made in (27) make the optimization


processes of the ELD problem (8) simpler. Examples to
validate these approximations are given in simulation results
section.

4.626

10

gbest val.

eq
0 ,0

325
315

TABLE II.

(24) and (25) are applied to calculate the output under


turbulence eq(um,) as depicted in Fig. 1. If the rated
output Prat of WEG unit is known, Fig. 1 can be used to
calculate the power output P. We must mention that if the
validity interval of ELD is carefully determinate, the range of
variations with short time duration of wind speed can be
decreased, in order to minimize the variations in P. In these
cases, (4)-(5) can be reformulated as
bneq,0 bn ,0 + bn , P

5
6

4.625

10

Power output by WEG (pu)

4.624

10

1,0
0,8
0,6

4.623

0,0

0,5

1,0

1,5

0,4
0,2
0,0

Wind speed of WEG (pu)

2,0

= 5%
= 10%
= 15%
= 20%
= 25%
= 30%
= 35%
= 40%

Figure. 1. Power output curve (pu) according to (25) and (26) for a typical
WBG at different levels of turbulence ().

VI. SIMULATION RESULTS


Case A: a 6 conventional unit ELD problem is used for
simulation. The ELD problem, defined by the conventional
unit parameters presented in Table I and loss parameters
(bn1,n2) taken from [18], is to be modified to include WEG
up to a maximum of 120 MW in the unit (1) (modification 1)
and 325 MW in the unit (5) (modification 2) in each
modified ELD. The power demand to meet is 800 MW. The
base case optimum of the 6 unit test case (without WEG
inclusion) obtained by PSO is shown in Table III. The
processes of convergence is shown in Fig. 2.
The PSO algorithm parameters are as follow: the
population size is 100; the maximum number of iteration is
1000; the inertia weight factors (I) are Imax = 0.9 and Imin =
0.4; the acceleration constant are c1=2 and c2=2 and the
maximum number of iterations is chosen as the stopping
criterion.
TABLE I.
Unit
1
2
3
4

GENERATOR PARAMETERS FOR A 6-UNIT ELD PROBLEM

Gen.limits (MW)
Max
Min
125
10
150
10
225
35
210
35

Generation cost parameters


c0,n($/hr) c1,n($/hr-MW) c2,n($/hr-MW2)
756.79886
38.53973
0.15240
451.32513
46.15916
0.10587
1049.9977
40.39655
0.02803
1243.5311
38.30553
0.03546

10

100

200

300

400
500
600
Number of iteration

700

800

900

1000

Figure. 2. Convergence of fitness of case A for load demand 800 MW.

A. Modification 1
The base case is modified to realize the 125 MW of wind
power. So Unit 1 (Table I) is replaced by a WEG unit of 125
MW capacities where the output varies from 0 to 125MW.
The generation cost function by the WEG unit is
approximated by a linear model and evaluated from the
conventional unit in the base case by setting c1, equal to
17.79764 $/MW-h (46.17% of conventional unit according
to [17]). The cost function parameters of WEG unit 1
c0,n($/hr) and c2,n($/hr-MW2) are set to be zeros .
C ( P ) = c1, . P , = 1, c1, = 17.79764 $ / MW-h (28)

For different values of wind generation levels of Unit 1 (0


to 125 MW), Fig. 3 displays the ELD optimal total generation
cost C solutions showed in the 1st Y-axis. The 2nd and 3rd Yaxis, respectively present the evolution of transmission line
losses, and system- all in term of WEG unit power output
(MW). As power output by WEG unit increase for important
values of um as depicted by Fig. 1, the total cost decrease
from 41315.371 $/h which is less that the base case
(41899.705) to 37574.222 $/h. In the same way, the losses
drop from significant levels (26.061 MW for zero wind
generation) to a minimum of about 24.780 MW and finally
keep on 24.869 MW (for a maximum wind generation) witch
close to the base case, because this correspond to the optimal
output of the base case. The system- is higher than the base
case at low levels of WEG (0 to 30 MW) and start from
51.120$/MW for zero wind generation, eventually dropping
to values lower than the base case as generation by Unit 1

978-1-4799-0275-0/13/$31.00 2013 IEEE

Proceedings of the 3rd International Conference on

increase (35 to 125 MW) and finally reach 49.372$/MW for


125 MW of WEG of Unit 1.
Total cost
Losses
System lambda

41500
41000
40500

51,0

25,8

50,8

25,6

40000

25,4

39500

51,2

26,0

50,6

51,0

50,2

50,8

25,2

50,0

38500

25,0

49,8

38000

24,8

37500

24,6
20

40

60

80

100

0%(negligible turbulence )
5%
40%
Base case optimal values

51,2

50,4

39000

turbulence index is similar between the two cases


(Modification 1 and 2 of the 6-unit). Thus the influence of
is considerably unlike between ELD including unit of lowest
capacity and ELD including of highest capacity (WEG units)

System ($/MW)

26,2

42000

ThBD.2

49,6
49,4

50,6
50,4
50,2
50,0
49,8

49,2

49,6

120

49,4

P1 (MW)

49,2
0,0

0,5

1,0

1,5

2,0

Wind speed of WEG (Unit 1) (pu)

Optima for the modified 6-unit problem at different


values of rated output power of WEG (Unit 1).

Figure. 3.

B. Modification 2
In this case, the unit of highest capacity (Unit 5) is replaced
by a WEG generator, whose rated output power is identical to the
maximum value of 325 MW indicated in Table I. The maximum
possible share of wind power at the above demand level is
thereby fixed at 40.62 %.

56

0%(negligible turbulence )
5%
40%
Base case optimal values

55

System ($/MW)

(a)

54
53
52
51
50

43000

49
0,0

Total Cost change

42000

0% ( negligeable turbulance)
5%
40%
base case optimal value

41000

1,0

1,5

40000

39000

0,0

0,5

1,0

1,5

2,0

Wind speed of WEG (Unit 1) (pu)

(a)

44000
42000
40000

0%(negligible turbulence )
5%
40%
Base case optimal values

38000
36000
34000
32000
30000
0,0

0,5

1,0

1,5

Wind speed of WEG (Unit 5) (pu)

2,0

(b)

Figure. 5. Change in system - for the 6-unit problem (with and without a
turbulence) at different values wind speed for both cases modification 1 (a)
and 2 (b)

38000

Total Cost change

0,5

Wind speed of WEG (Unit 5) (pu)

2,0

(b)

Figure. 4. Change in total cost for the 6-unit problem (with


and without a turbulence) at different values wind speed for
both cases modification 1 (a) and 2 (b)

(um/

The short time duration average wind speed in pu


um rat) and turbulence intensity are assumed to be the same
for WEG units 2, 3 and 4, involving the operation at the
same point in Fig. 1.
Fig. 4 and Fig. 6 shows the change in total cost, and system with respect to base case with negligible turbulence for
both case modification 1 and 2, respectively, due to
significant levels of turbulence, in terms of short duration
mean wind speed (um/ um rat) {0,,2 pu}. A comparison
shows that other than an important reduction of total cost at
high turbulence in case modification 2, the sensitivity to the

Case B: a 20 conventional unit ELD problem is also used


for simulation. The unit and loss parameters (bn1,n2) taken
from [19], is to be modified to include WBG up to a
maximum of 600 MW. Together all units are expected to
meet a demand of 2500 MW (maximum 24% possible share
of wind power in each modified ELD), for which the base
case optimum obtained by PSO in terms of the total cost C
(P1,..., P20), the total transmission losses, and the marginal
cost of generation (system-) shown is given
62456.6330$/hr, 91.966 MW, 20.958 $/MW, respectively as
shown Table V. The processes of convergence is shown in
Fig. 6. For the short time duration average wind speed in pu
(um/um rat) and turbulence intensity (40% ) values of
wind generation levels of Unit 1 in Table VI we summarize
and compare results of the total cost in the test case obtained
by the PSO and general algebraic modeling system (GAMS
[20]).
TABLE III.

THE BASE CASE OPTIMUM OF THE 20-UNIT TEST CASE

Unit
1
2
3
4
5

P i (MW) Unit P i (MW) Unit P i (MW) Unit


P i (MW)
512.783
6 073.575 11 150.234
16
036.254
169.101
7 115.293 12 292.763
17
066.860
126.889
8 116.392 13 119.111
18
087.962
102.874
9 100.405 14 030.832
19
100.803
113.685 10 106.021 15 115.806
20
054.313
Demand =2500 MW
Total cost = 62456.6330 $/hr
System = 20.958 $/MW
Losses= 91.966 MW

The convergence of fitness of 20 unit test system for load


demand 2500 MW was converged in 3 second to the optimal
solution in only 110 iterations for the entire run algorithm as
shown in Fig. 6.

978-1-4799-0275-0/13/$31.00 2013 IEEE

Proceedings of the 3rd International Conference on

ThBD.2
[2]

62456.6 = psoeld( [ 20 inputs ] )


4.7966

10

4.7964

[3]

gbest val.

10

4.7962

10

10

4.796

[4]

4.7958

[5]

10

[6]

4.7956

10

100

200

300

400
500
600
Number of iteration

700

800

900

1000

Figure. 6. Convergence of fitness of case B for load demand 2500 MW

TABLE IV.

um /um,rat
0
0,1
0,2
0,3
0,4
0,5
0,6
0,7
0,8
0,9
1
1,1
1,2
1,3
1,4
1,5
1,6
1,7
1,8
1,9
2

RESULT OF 20UNIT (PD=2500 MW)(WITH WEG


INCLUSION)
eq(um, 40%) * Total cost ($/hr) with =40%
Prat = P1
PSO
GAMS
0
62170,279
62170,215
1,117
61036,041
61035,848
10,121
59971,030
59970,915
36,072
59049,504
59049,456
86,258
58267,167
58267,154
162,667
57609,462
57609,203
259,210
57059,203
57058,937
362,052
56600,053
56599,944
454,384
56218,438
56218,284
523,649
55901,500
55901,441
566,487
55639,167
55639,039
587,974
55421,871
55421,797
596,556
55242,390
55242,362
599,232
55094,291
55094,230
599,870
54972,145
54972,035
599,983
54871,539
54871,486
599,998
54788,998
54788,854
599,999
54720,995
54720,827
599,999
54665,176
54665,081
600
54619,461
54619,320
600
54415,797
54415,760

From the results obtained in the table VI we see that the


result obtained from the proposed PSO algorithm and GAMS
is better than the results obtained in the base case optimum.
VII. CONCLUSION
The economic load dispatch including WEG units is
examined in this paper. The impact of short time duration
variations on the ELD optimal solution is considered without
supposing any probability distribution. The solution of such
problem is done using PSO. The effect of short time duration
wind variations has been considered as a constant mean
wind speed at hub. The features of the WEG units inclusion
in ELD problem are studied through a modified 6 and 20unit ELD test case. From comparison to the conventional
base case, it is observed that for high values of WEG power
the optimal generation cost, transmission losses, and system, decrease, all essentially because the WEG units run costs
is low compared to conventional units.

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