Thermal Unit Commitment Problem

Moshe Potsane, Luyanda Ndlovu, Simphiwe Simelane

Christiana Obagbuwa, Jesal Kika, Nadine Padayachi, Luke O. Joel
Lady Kokela, Michael Olusanya, Martins Arasomwa, Sunday Ajibola

07 January 2012

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Outline

Contents

Introduction

Problem description

Constraints

Heuristic Solution

Deterministic Solution

Results

Questions

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Outline

Contents

Introduction

Problem description

Constraints

Heuristic Solution

Deterministic Solution

Results

Questions

(Optimization Group)

TUC Problem

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Outline

Contents

Introduction

Problem description

Constraints

Heuristic Solution

Deterministic Solution

Results

Questions

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TUC Problem

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Outline

Contents

Introduction

Problem description

Constraints

Heuristic Solution

Deterministic Solution

Results

Questions

(Optimization Group)

TUC Problem

07 January 2012

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Outline

Contents

Introduction

Problem description

Constraints

Heuristic Solution

Deterministic Solution

Results

Questions

(Optimization Group)

TUC Problem

07 January 2012

2 / 35

Outline

Contents

Introduction

Problem description

Constraints

Heuristic Solution

Deterministic Solution

Results

Questions

(Optimization Group)

TUC Problem

07 January 2012

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Outline

Contents

Introduction

Problem description

Constraints

Heuristic Solution

Deterministic Solution

Results

Questions

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Introduction

Introduction

The industrial problem arises because electricity utilities need a

method to determine the most efficient way to meet electricity
demand and this is done by solving the unit commitment problem.
The TUC Problem involves only thermal units.
The TUC Problem is defined as determining the combination of
generators and their output levels, in so doing to minimise the cost of
generation while meeting the constraints.
The load over a certain time horizon is given and we chose some
effective methods of meeting this load with the required spinning
reserve.

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Problem Description

Problem Description

min F (Pi,t , Ui,t ) =

XX

Ci,t (Pi,t , Ui,t )

iI iT

s.t.

Pi,t

= Lt , t T ,

iI

i
Ui,t P

Lt + Rt t T ,

iI

Pi,t
Ui, t
Pi,t

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(i, t), t T , t T ,
(0, 1),
R

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Constraints

Constraints

Maximum and Minimum Power generation.

Minimum Up Time.

Minimum Down Time.

Shut Down Cost.

Maximum and Minimum power generation

Pimin Pi (t) P max (t), Ui (t) > 0,
Pi (t) = 0, Ui (t) < 0
t = 1, ..., |T |, T is the time horizon committed.
i = 1, ..., |I |, I is the number of units.

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Constraints

The minimum and maximum power generation reduces to:

Ui,t Pimin (t) Pi (t) Ui,t Pimax (t), Ui (t) > 0,
where Ui,r < 0; Ui,t [0, 1]
Example:
When the units are off then, Ui,t = 0.
Resulting in 0 Pi,t 0
Which simply means Pi,t = 0.
When the units are on, Ui,t = 1
Pimin (t) Pi (t) Pimax (t)

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Constraints

Minimum Up time

This constraint signifies the minimum time for which a committed unit
should be turned on.
Note : once the unit is running, it cannot be turned off immediately.
Ui,t Ui,r Ui,r 1 ,
+

where r = t + 1, ..., t 1, t T , i I .
t = 1, ..., |T |, T is the time horizon committed.
i = 1, ..., |I |, I is the number of units.

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Constraints

Minimum Up time continued

Example:
Assuming that we have t = 5, minimum up time(MU)=3,
then, r = 3.4.
First units binary variable:

U1,5 U1,3 U1,2
U1,t =
U1,5 U1,4 U1,3 .
Second unit variable:

U2,t =

U2,5 U2,3 U2,2

U2,5 U2,4 U2,3 .

Thus such observation shows the general behaviour to be:


Ui,5 Ui,3 Ui,2
Ui,t =
Ui,5 Ui,4 Ui,3 .
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Constraints

Minimum up time continued

Figure below goes further to show the period that the possible
combinations of minimum up time are

Figure: Period of possible combinations

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Constraints

Minimum Down Time

This constraint signifies the minimum time for which a de-committed unit
should be turned off.
Note : Once the unit is de-committed, there is a minimum time before it
can be recommitted.
1 Ui,t (1 U1,r ) (1 U1,r 1 )
Ui,t Ui,r 1 + Ui,r
Ui,r 0; Ui,t [0, 1]
where r = t + + 1, ..., t 1, t T , i I .
t = 1, ..., |T |, T is the time horizon committed.
i = 1, ..., |I |, I is the number of units.

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Minimum Down Time Continued

Assuming that we have, t = 4, minimum down time(MD) = 2.

From the above we get that, r = 3.
Observing the first unit binary variable:
U1,t = {U1,4 1 U1,2 U1,3
Second variable:
U2,t = {U2,4 1 U2,2 U2,3

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Minimum Down Time Continued

Minimum Down Time Continued

Thus such observation shows the general behaviour to be:
U2,t = {Ui,4 1 Ui,2 Ui,3
Figure below goes further to show the period that the possible
combinations of minimum down time are

Figure: Period of possible combinations

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Minimum Down Time Continued

Shut Down Cost

Objective function was,

F (Pi,t , Ui,t ) =

XX

Ci,t (Pi,t , Ui,t )

iI iT

F (Pi,t , Ui,t ) =

XX

Ci,t (Pi,t , Ui,t ) + SDi,t

iI iT


SDi,t =

0, if not shut down

SDcost , if shut down.

t = 1, ..., |T |, T is the time horizon committed.

i = 1, ..., |I |, I is the number of units.

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Heuristic Solution

Heuristic Approach

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Heuristic Solution

Available Methods

Dynamic programming
Benders decomposition
mixed integer programming
Lagrangian relaxation
Simulated annealing
Tabu search
The high dimensionality and combinatorial nature of the unit commitment
problem curtail attempts to develop any rigorous mathematical
optimization method capable of solving the whole problem for any real-size
system.

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Heuristic Solution

Lagrangian Relaxation Algorithm

Why choose the LR algorithm

1

Specific for the UCP.

Flexible in dealingg with different types of constraints.

Flexible to incorporating additional coupling constraints that have not

been considered so far.

Flexible because no priority ordering is imposed

Computationally much more attractive for large system since the

amount of computation varies with the number of units

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Heuristic Solution

How the algorithm works:

The problem has three components;

1

Cost function

Set of constraints involving a single unit

Set of coupling constraints, one for each hour in the study period
involving all unit.

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Heuristic Solution

An approximation solution can be obtained by adjoining the coupling

constraints onto the cost using lagrangian multipliers.
The cost function (primal objective function) of the UCP is relaxed to
the power balance and the generating constraints via two sets of
lagrangian dual function.
The dual problem is the decoupled into small subproblems which are
solved separately with the remaining constraints. Meanwhile the dual
function is maximized with respect to the lagrangian multipliers
usually by a series of iterations.

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Heuristic Solution

Now

loading contraints
t
Pload

N
X

Pit Uit = 0

i=1
2

unit limits
Uit Pimin Pit Uit Pimax

unit minimum up- and down-time constraints

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Heuristic Solution

Objective function
min F (Pi,t , Ui,t ) =

XX

Ci,t (Pi,t , Ui,t )

iI iT

s.t.

Pi,t

= Lt , t T ,

iI

i
Ui,t P

Lt + Rt t T ,

iI

Pi,t
Ui, t
Pi,t

(i, t), t T , t T ,
(0, 1),
R

The procedure attempts to reach the constrained optimum by maximizing

the lagrange multipliers, while minimizing with respect to the other
variables in the problem. That is
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Heuristic Solution

q()]
q () = max
t

whereq() = min
L(P, U, ).
t
t

(1)

Pi ,Ui

This is achieved in two basic steps

1
2

Find a value for each t which moves q() towards a larger value
Assuming that the t found are now fixed, find the minimum of L by
adjusting the values of P t and U t .

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Heuristic Solution

We rewrite the objective function by taking the coupling constraints and

adding them into the objective function to come up with the lagrangian
function
X
X
X
X
X
i )
L=
Ci,t (Pi,t , Ui,t ) +
t (Lt
Pi,t ) +
u t (Lt + Rt
Ui,t P
t

i,t

Now drop the constant terms, thus the equation above simplifies to
X
X X
X X
i ).
L =
Ci,t (Pi,t , Ui,t )
t
Pi,t
ut
Ui,t P
t

i,t

XX
X X
X X
i )
=
(
Ci,t (Pi,t , Ui,t )
t
Pi,t
ut
Ui,t P
i

(t) demand lagrange multiplier

U(t) - spinning reserve langrange multiplier

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Heuristic Solution

Inner System
Low-level: i = 1, 2, ..., I

min L

Pi,t ,Ui,t

(2)
with,
L=

XX
X X
X X
i )
(
Ci,t (Pi,t , Ui,t )
t
Pi,t
ut
Ui,t P
i

(3)
subject to,
Pi,t (i, t)
Uu,t [0, 1].
thus Li (, u) is the optimal lagrangian for low level with given and u.
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Deterministic Solution

Deterministic Method

Branch and Bound Method

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Deterministic Solution

What is a deterministic solution?

One which guarantees the optimal solution

The current state of the solution determines the next state
It is a more reliable method

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Deterministic Solution

Some general solution methods considered for solving

MIQPs

Benders Decomposition
Outer Approximation
Lagrangian Decomposition
Branch and Bound Method

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Deterministic Solution

Why Branch and bound?

BB algorithm searches the complete space for optimal solution

For a convex problem, the convergence to a global optimum can be
proved
Can be used for general discrete and continuous problems
Most popular in Optimization Literature

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Deterministic Solution

Figure: BB Tree

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Deterministic Solution

General Procedure

Choosing the branching variable:

Randomly
Choosing a value U from the continuous relaxation closest to an
integer
Bounding:
Lower Bound- Continuous relaxation of the objective function
Upper Bound-Using a heuristic

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Deterministic Solution

General Procedure

3 rules for fathoming the nodes:

If the problem is infeasible
If the lower bound of node A is greater than or equal to the upper
bound of node B
The solution is an integer
Stopping Condition:
|ub lb| < 
When all the nodes have been fathomed

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Deterministic Solution

Constraints

Maximum and minimum power generated

The power generated while the machine is switched on must satisfy
the load
The maximum power while the machine is switched on must exceed
the sum of the load and the reserve at each time period

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Deterministic Solution

Figure: Time against Units

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Deterministic Solution

Figure: Power against Period

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Deterministic Solution

Remarks

In this instance, the bigger generators were utilized first

In reality, a combination of both big and small generators will ensure
efficiency

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Q and A

Thank You!!!
Any Questions?

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