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AbstractIn this paper, the exact analytical solution for the envi- problem was solved using linear programming. An -constraint
ronmental/economic dispatch (EED) optimization problem is pre- method was proposed in [4] and [5]. This approach consists
sented for the first time. The EED, which simultaneously satisfies
in optimizing the preferred objectives and treats the others as
multiple contradictory criteria, is stated as a multiobjective op-
timization problem (MOP). Our paper has improved several as- constraints. Recently, multi-objective evolutionary algorithms
pects of a previous analytical approach. First, we take into account (MOEAs) [6] have been widely used. In many of their appli-
the unit capacity constraints in the exact formulae. Second, we ob- cations to solve the EED, [7][9] and [10] applied several algo-
tain the set of compromise solutions known as Pareto optimal solu- rithms to locate the Pareto optimal solutions, such as the niched
tions and, third, our treatment of transmission losses satisfies the
power balance constraint. In contrast with the known heuristic Pareto genetic algorithm (NPGA), the non-dominated sorting
methods used in the literature, which only provide a reasonable genetic algorithm (NSGA) and the strength Pareto evolutionary
solution (suboptimal, nearly global optimal), our method provides algorithm (SPEA). Other techniques recently used to solve the
the global solution. Moreover, our method can obtain the Pareto EED problem are a particle swarm optimization (PSO) algo-
optimal set under different loading conditions. The performance of
the proposed technique is validated using a standard test system.
rithm [11] and a differential evolution (DE) algorithm [12].
The solution of the EED problem using the different methods
Index TermsEnvironmental/economic dispatch, multiobjec- proposed in literature consumes considerable computing time.
tive optimization problem, Pareto optimal set, transmission losses.
It should be noted that, in all the above references, the EED
problem was addressed considering only one loading condi-
tion for a given system. So, its real-time exploitation is impos-
I. INTRODUCTION
sible when dealing with a load curve. Moreover, these heuristic
methods do not always guarantee discovery of the globally op-
II. FORMULATION OF THE MULTIOBJECTIVE PROBLEM 2) Problem Constraints: The EED problem is subject to two
constraints:
Let us see the different components of our problem.
Power balance constraint: The total power generated must
A. Mathematical Models supply total load demand and transmission losses:
B. Environmental/Economic Dispatch
1) Problem Objectives: The EED problem, with plants,
is to minimize two competing objective functions: fuel cost and
emission.
where is the th objective function, represents a solution,
Minimization of Fuel Cost: The total ($/h) fuel cost
and is the number of objectives. For a MOP, any two so-
can be expressed as
lutions and can have one of two possibilities: one domi-
nates the other or neither dominates the other. In a minimization
(3) problem, a solution dominates if the following two con-
ditions are satisfied:
Minimization of Emission: The total (kg/h) emission
can be expressed as
is called the nondominated solution within the set . The objective function and the other objectives are treated as con-
solutions that are nondominated within the entire search space straints. The solutions of the Pareto set are obtained through
are denoted as Pareto optimal and constitute the Pareto optimal variations in the constraint. One limitation of this approach is
set. that this technique changes the structure of problem, adding new
Our MOP (7) thus gives rise to a set of optimal solutions in- constraints to it, which can make the problem nonviable in terms
stead of one optimal solution. The reason for the optimality of of computational cost. A way of mapping the whole Pareto set
many solutions is that none can be considered to be better than in non-convex problems is the hybrid method [16], which uses
any other with respect to all the objective functions. This set a combination of the weighting and -constraint methods.
of compromise solutions is known as the Pareto optimal solu-
tions set. When optimizing all objectives simultaneously, Pareto III. PROBLEM WITHOUT TRANSMISSION LOSSES:
optimal solutions show the tradeoffs between conflicting objec- ANALYTICAL SOLUTION
tive functions. Methods of generating Pareto sets continue to be
a topic of research: random sampling, weighting method, dis- In this section we first present the simple case when transmis-
tance method, constrained trade-off method, normal boundary sion losses are neglected. Our method is based on constructing
intersection method, goal programming, Pareto genetic algo- the equivalent thermal plant: a single one that behaves equiv-
rithm, etc. The weighted sum method of generating Pareto sets alently to the entire set. This study constitutes the generaliza-
was shown to work well with convex problems decades ago tion of prior papers. We summarize the main results obtained
and while it is still a very popular method, some deficiencies by Bayon et al. in previous papers, which we consider neces-
have been noted. As we shall see, some of these deficiencies can sary for a better understanding of the present paper.
be avoided with the combined use of our analytical technique. In [17], we considered the case where the objective functions
Thus, using the weighting method, our approach converts it into are second-order polynomials and we imposed the natural con-
a single function optimization problem using the weighted sum straint of positivity of the thermal power:
of and
(9)
Moreover, we proved that for every , the th and new values, which we shall call
distribution function (i.e., the optimal power) is
(13)
(14)
(10)
Applying (12), (13) and (14) to the functional (11) and ex-
pressing it in terms of the coefficients of , we have that the th
distribution function (i.e., the exact optimal power) is
with
(11)
with
(12)
BAYN et al.: EXACT SOLUTION OF THE ENVIRONMENTAL/ECONOMIC DISPATCH PROBLEM 727
TABLE IV
ECONOMIC DISPATCH (WITHOUT TRANSMISSION LOSSES) P = 1170 MW
TABLE II
TRANSMISSION LOSS COEFFICIENTS
the coefficients , and being known. The total power gen- A. Economic Dispatch Without Transmission Losses
erated, , must be equal to total load demand and transmission We shall commence by comparing the exact solution of our
losses, so method: that is the formulae (15), with the best results of the
method in [13]. The results are summarized in Table III. As was
to be expected, the two solutions are identical (except for the
discrepancies produced by rounding off), since none of the units
reaches its technical minimum or maximum with the demanded
power (free solution). Where our method shows its true value
Introducing as a new demand in (15), we obtain a new solu- is in problems with a load curve when unit capacity constraints
tion. Now, however, instead of accepting this solution, we iterate come into effect. No additional method is needed to impose the
the process until the variation in losses from one iteration to the constraints, while the exact formulae provide us with the solu-
next is lower than the chosen tolerance. tion directly without the need to perform any iterative proce-
In the following section, we shall show the rapid convergence dure. Table IV shows the solution for . As can
of this algorithm on the chosen test example. be seen, units 3, 4 and 5 reach their maximum constraints, while
units 1, 2 and 3 are in the free zone.
TABLE VIII
TABLE VI TRANSMISSION LOSSES
TRANSMISSION LOSSES
C. EED Dispatch
In this section the formulae (15) are used to tackle the EED
Fig. 2. Convergence of the iterative method. multi-objective problem by adopting the weighting method.
Note that each given weight provides a single solution in
the Pareto optimal set. Fig. 3 shows the emission-cost tradeoff
we apply the iterative method presented in the previous sec- curve for a load of and the system is considered
tion. In Table V we compare our solution with the one ob- lossless. Table IX presents the results of the EED. The solution
tained in [13]. As can be seen, the discrepancies are now sig- presented in [13] is only one point of our Pareto optimal set.
nificant, sometimes even exceeding 1 MW, as in the case of unit With our analytical method, the multiple runs that are the basis
6. The reader will be able to appreciate that our solution verifies of the weighted sum method can be performed without any
the power balance equation, whereas the solution in [13] does difficulty. The above solution presents the variation of from
not. Even so, our CPU time is lower. The algorithm converges 0 to 1, in intervals of 0.05 (i.e., 20 solutions) with an execution
rapidly (see Fig. 2). Only 6 iterations are needed to reach the time of only 140 ms. As can be seen in Fig. 3, for an even spread
desired tolerance. Losses in two successive iteration should be of the weights, the optimal solutions in the criterion space are
less than tolerance which in this case was selected to be : usually not evenly distributed. This is one of the well-known
drawbacks of the weighted sum method to populate the Pareto
set. Fortunately, this drawback can be mitigated in our problem
using the well-known technique [12] that introduces a scale
Despite carrying out 6 iterations, it can be seen that the CPU conversion factor. This new approach makes it a single function
time is very low. Table VI shows the variation in transmission optimization problem using the weighted sum of and
losses with the iterations.
Finally, we compare the test presented in Table VI for
(17)
, an example with technical minimum and maximum
constraints, but without losses, with the solution obtained when
losses are incorporated. Table VII shows the optimal solution. where is a weight selected between [0,1] and is a conversion
As can be seen, when incorporating transmission losses, unit 3 factor that scales emissions into monetary units. Using the same
730 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 27, NO. 2, MAY 2012
[3] A. Farag, S. Al-Baiyat, and T. C. Cheng, Economic load dispatch mul- Luis Bayn received the Ph.D. degree in mining en-
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