1
Chebyshev Based Continuous Time Power System
Operation Approach
Marcelo Matus, Nicolás Cáceres, Sebastián Püschel-Løvengreen, and Rodrigo Moreno, Member, IEEE
Abstract—There is a growing interest to increase temporal
resolution in power system optimization models in order to
improve representation of intermittent renewable generation and
thus capture more variability and costs. This increase in temporal
resolution, however, presents important modeling challenges since
the optimization problem complexity grows with the higher
number of variables and constraints needed to represent further
(discrete) time periods. In this context, this paper proposes a mod-
eling approach in continuous time, based on a pseudo-spectral
representation of Chebyshev polynomials that can be applied to a
variety of power system optimization problems. In particular, this
paper illustrates a specific application of the proposed modeling
approach to determine continuous time operation of a small-
scale power system, highlighting its main advantages such as the
continuous temporal resolution, straightforward implementation
of differential and integral constraints needed to properly model
flexibility, and reduction of computational burden. Comparison
between continuous and discrete time power system operation
solutions is also presented.
Index Terms—Chebyshev polynomials, Economic dispatch,
Power system operation, Power system economics.
I. I NTRODUCTION
The current paradigm to model power system operation is
through discrete time optimization problems that can deter-
mine outputs and/or commitments of generating units (and up
to some extent demand) during a given time period. Temporal
resolution within that time period will depend on the model’s
application: hourly resolution has been historically acceptable
for electricity market modeling and unit commitment prob-
lems [1], while a less refined representation where several
hours are clustered or grouped in representative “blocks”
has been used for mid and long-term modeling, commonly
observed in problems such as hydrothermal coordination (e.g.
SDDP [2], [3]) and infrastructure planning [4].
Lately, governments’ interest to integrate large amounts of
renewable generation has caused a need for developing more
advanced decision support tools that can properly capture
the intermittent nature of renewables such as wind and solar
power. In this context, an active research area is the devel-
opment of modeling approaches that can deal with refined
temporal resolution (e.g. less than an hour for operation
problems and hourly for planning problems) and thus capture
more variability [5]–[11].
M. Matus, N. Cáceres, S. Püschel-Løvengreen, and R. Moreno are with
the Energy Center of the Faculty of Mathematical and Physical Sciences,
School of Engineering (CMM, ISCI, DIE), Universidad de Chile. R. Moreno
is also with Imperial College London. The authors are grateful for the financial
support of Conicyt (through grants Conicyt/Fondecyt/Iniciación/11130612
and Conicyt/Fondap/15110019) (emails: mmatus@centroenergia.cl; rmoren-
ovieyra@ing.uchile.cl)
978-1-4673-8040-9/15/$31.00 ©2015 IEEE
There is a consensus that higher temporal resolution is
needed to accurately represent the variability of renewable
generation, and measure its impacts on costs, thermal gen-
eration unit commitment and cycling, demand for flexibility
services, wind/solar spillage, requirements for new infrastruc-
ture, etc. [5]–[11]. The main concern is that a higher temporal
resolution will significantly increase the size of optimization
models, reducing the ability of current methods to find op-
timum solutions in reasonable timescales and with limited
computational resources [11], [12]. This problem, so far,
has been approached by developing advanced simplification
techniques and more efficient algorithms (e.g. optimization-
based and heuristic-based algorithms that can take advantage
of parallel computing) [12]–[14].
In this context, the key contribution of this paper is to
propose a novel optimization model that can determine power
system operation in continuous time where parameters (e.g.
demand, wind speed) and variables (e.g. generation units’ out-
puts) are functions represented by finite series of Chebyshev
polynomials [15]. The proposed representation allows to fit
outputs of wind and solar plants with significant accuracy
and limited amount of information (i.e. number of Chebyshev
coefficients), reducing computational burden, increasing the
quality of the solution, and overcoming the problems observed
for discrete time power system operation models. Chebyshev
representation also allows the treatment of integrals and deriva-
tives (including ramp rate limits) in a straightforward fashion,
which is critical in optimization models that assess effects of
high penetration of renewables such as that discussed in [16].
Although this paper illustrates a first application of this
technique on a specific continuous time generation dispatch
model which controls a microgrid that powers a small town
in Chile [17], it can be certainly expanded and applied on
a full unit commitment problem and further power system
optimization applications related to operation and investment.
This paper is structured as follows: Section II explains the
Chebyshev pseudo-spectral representation used and the pro-
posed continuous time generation dispatch model; Section III
shows our results obtained for the optimum operation of a
small-scale microgrid; and Section IV explains our conclu-
sions and further work.
II. C HEBYSHEV P SEUDO - SPECTRAL R EPRESENTATION
The Chebyshev pseudo-spectral representation of a given
continuous function f (t) in the [−1, 1] domain is constructed
by using the Chebyshev polynomials, Ti (t), defined by
Ti (t) = cos(i arccos(t)), (1)
 2

PV generation
and by approximating the function with a polynomial series
20
in the form

PV Power [kW]
10

N
 0
Discretized PV generation
pN (c, t) = ci Ti (t), c = {ci }, i = 0 . . . N (2) −10
64 degree Polynomial reconstruction
64 degree Chebyshev reconstruction
i=0
−20
0 10 20 30 40 50 60 70 80 90
where the coefficients, c = {ci }, can be understood as Period [15−minute step]

the projection of the function f (t) in the Chebyshev space.

Fig. 1. PV power production fit using Chebyshev and canonical polynomial
Usually the coefficients are computed in order for the resulting basis (N = 64).
series pN (c, t) to approximate the function f (t) in a standard
distance minimization problem

min ||f (t) − pN (c, t)||. (3) min ε+ + ε−

c c
s.t. Ac = p
The selection of the functional norm || · || is arbitrary, but p − y = ε+ − ε−
in general the norm L2 is used. Watson [18] discussed the use (7)
p≥0
of L1 and Lp norms, which allows to linearize (3) and use the
following formulation ε+ ≥ 0
ε− ≥ 0
+ −
min ε + ε
c This formulation has been successfully tested for different
s.t. Ac = p power profiles and has been proved more accurate than a
p − y = ε+ − ε− (4) regular polynomial fit. Fig. 1 shows the approximation of
+
ε ≥0 the power profile of a photovoltaic power plant (PV) using
both Chebyshev and the canonical basis (ti ). This figure also
ε− ≥ 0 shows that the Chebyshev approximation is significantly more
accurate (especially close to the ends of the interval), and it
where the Chebyshev coefficients c are variables of the prob-
properly fits the original data, even at nighttime when power
lem, and the rest is defined as:
production is equal to zero.

c = (ci ), i = 0 . . . N
x = (xj ), j = 0 . . . M A. Continuous Time Power System Operation Problem
 
jπ The power system operation problem refers to the need
xj = cos
M to operate different power plants (thermal and renewable
y = (f (xj )) generation) such that power demand is met at a minimum
(5) cost. The following equations (8) show a simple continuous
p = (pj )
⎛ ⎞ time formulation of the power system operation problem in the
T0 (x0 ) T1 (x0 ) ... TN (x0 ) [−1, 1] domain, where the operating cost of K power plants
⎜ T0 (x1 ) T1 (x1 ) ... TN (x1 ) ⎟
⎜ ⎟ is minimized in a given horizon subject to meeting demand.
A=⎜ .. .. .. .. ⎟
⎝ . . . . ⎠
K
  1
T0 (xM ) T1 (xM ) ... TN (xM )
min αk gk (t)dt
c −1
By construction, p holds the Chebyshev approximation of the k=1
K
function f (t) at the Chebyshev extreme points x [19], i.e.
s.t. gk (t) = d(t) (8)
k=1
N

f (xj ) ≈ pj = ci Ti (xj ), j = 0...M (6) 0 ≤ gk (t) ≤ Gmax
k (t)
i=0 t ∈ [−1, 1]

Starting with the general formulation (4), additional con-
straints can be added to the Chebyshev approximation. For
example, a “one-sided” approximation may be obtained if
either ε+ or ε− are constrained to be zero [20], [21].
Following this idea, the Chebyshev non-negative approxi-
mation, which is relevant for power and energy functions, can
be formulated as follows:
In this problem:
• d(t) is the power demand function over period [−1, 1],
• gk (t) is the power generation function of power plant k,
• Gmax
k (t) is the maximum power or capacity of power
plant k,
• αk is the generation cost of power plant k,
• K is the total number of power plants available.
 3

Wind generation profile

If every power generation function and the demand function 4

Descretized wind profile

are represented in the Chebyshev space, the continuous time 192 degree Chebyshev reconstruction

Wind Power [kW]

3

power system operation problem can be expressed as:

2

K
 1
min αk γ T g k
c 0
k=1 0 20 40 60 80 100 120 140 160 180
Period [15 minutes step]
K (9) PV generation profile
s.t. gk = d 20
Discretized PV profile
k=1 192 degree Chebyshev reconstruction

Gmax

PV Power [kW]
15
0 ≤ Agk ≤ k
10

Where
5
• d = (dj ) is the vector of Chebyshev coefficients of the
0
demand function, 0 20 40 60 80 100
Period [15 minutes step]
120 140 160 180

• gk is the vector of Chebyshev coefficients of power plant

k, Fig. 2. 48-hour wind and PV profiles
max
• Gk is the vector of maximum power generation of
power plant k evaluated at extreme points x,
• and γ is the “integration vector”, which allows evaluation
⎧
of the integral of a given Chebyshev series in terms of ⎨j if i = 0 and j − i is even
its coefficients D = (Dij ) , Dij = 2j if j > i and j − i is even (13)
⎩
0 otherwise
 1  1 N
 N
  1 Hence, one can introduce additional ramp rate limits to the
f (t)dt = ci Ti (t)dt = ci Ti (t)dt formulation (9), as follows:
−1 −1 i=0 i=0 −1
(10) K
N
 
= ci γi = γ c T
min αk γ T g k
c
i=0 k=1
K
where [22]
s.t. gk = d (14)
⎧ k=1
 1 0 ⎨ if i is odd 0 ≤ Agk ≤ Gmax
k
γi = Ti (t)dt = 2 (11)
−1 ⎩− if i is even Rkmin ≤ ADgk ≤ Rkmax
(i + 1)(i − 1)
where Rkmin and Rkmax correspond to the minimum and
Note that while the optimization problem associated with maximum ramp rate (constant) limits of power plan k.
(8) presents a number of variables equal to (M + 1)K and Computing integrals in the Chebyshev space is also straight-
a number of constraints equal to M + 1 + 2K(M + 1), the forward, and this can be used to model state of charge of
optimization problem associated with (9) presents a number of BESS (Battery Energy Storage System) and reservoir systems,
variables equal to (N +1)K and a number of constraints equal cycling costs of thermal plants, etc.
to N + 1 + 2K(M + 1). Hence, size of optimization problem
associated with the proposed Chebyshev formulation could
III. C ASE STUDY
be significantly smaller than the discrete time formulation,
if N can be reduced without compromising the accuracy of The purpose of the following case study is to illustrate how
Chebyshev approximations of functions gk (t). Chebyshev representation works on determining the operation
of a small-scale power system with three generators and
one BESS (this is an existing microgrid in Chile [17]). The
B. Differentiation and ramp rate limits operation is determined for a 48-hour horizon with a 15-minute
The explicit use of Chebyshev series allows to compute temporal resolution (i.e. 192 periods).
derivatives in a straightforward fashion. For a given function The set of parameters for the thermal unit is presented in
f (t), if c corresponds to the Chebyshev approximation coef- Table I. The value of lost load is equal to 100 [$/kWh]. The
ficients, the derivative function f  (t) can be approximate by other generating units are a photovoltaic power plant (PV) and
the coefficients c , where a wind power plant, whose expected availability profiles are
those presented in Fig. 2. The parameters for the BESS are
c = Dc (12) presented in Table II.
Fig. 3 shows one discrete time dispatch solution (3a) and
and D is the differentiation matrix in the Chebyshev space, two continuous time dispatch solutions (3b and 3c), demon-
given by [23] strating that our approach can successfully solve power system

TABLE I
T HERMAL U NIT PARAMETERS
Parameter Value
Pmax [kW] 120
Cost [$/kWh] 5 problems: unit commitment and hydrothermal coordination
Rampup/down [kW/h] 8 with high penetration of renewable generation. The prelimi-
TABLE II
BESS PARAMETERS
Parameter Value Parameter Value
P chargemax [kW] 10 P dischgmax [kW] 10
ηch [pu] 0.9 ηdis [pu] 0.85
Emin [kWh] 23.4 Emax [kWh] 117
Eini [kWh] 117
operation problems. Fig. 3a and 3b show solutions for the same
operating conditions and although the size of the optimization
problems are similar (the discrete time problem has a temporal
resolution of 192 15-min periods while the continuous time
problem has 192 Chebyshev coefficients), our continuous time
dispatch solution presents a lower total cost (-0.5%). In fact,
we demonstrated in this case that it is possible to reduce
the number of Chebyshev coefficients (especially in smooth
functions such as demand) by circa 30% without lessening
quality of the continuous time solution.
Following the fundamentals introduced in Section II, we
represented cycling cost of the thermal unit in the con-
tinuous time optimization problem. Fig. 3c illustrates how,
especially between 18h and 31h, operation of the thermal
unit is steadier due to representation of the cycling cost.
Interestingly, continuous time operation of the thermal unit
shown in Fig. 3c is similar to that obtained by a traditional unit
commitment formulation, albeit the latter needs supplementary
binary variables.
Similarly to adding cycling cost used to obtain results in
Fig. 3c, further modeling aspects can be considered to repre-
sent more accurately the level of flexibility of power system
operation, given the straightforward treatment of derivatives
and integrals in the proposed Chebyshev optimization ap-
proach.
IV. C ONCLUSIONS
We have developed a novel approach to solve power system
optimization problems in continuous time, which is based on
a pseudo-spectral representation of Chebyshev polynomials.
Through this approach, we can improve representation of inter-
mittent renewable generation and thus capture more variability
and cost, increasing the quality of optimization solutions and
overcoming the problems observed in discrete time models.
Our proposed approach also allowed treatment of integrals and
derivatives (including ramp rate limits) in a straightforward
fashion, which is a key aspect to properly model flexibility and
assess effects of renewables. We illustrated the above proper-
ties of the proposed approach on a specific small-scale power
system operation problem, albeit it can be expanded to deal
4
with mid and longer-term optimization problems associated
with large-scale power systems.
Furthermore, we are currently developing further applica-
tions of this approach on two types of power system operation
nary results confirm that the approach is promising in terms
of capturing renewables’ variability and its effects on optimum
operational decisions.
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 5

System dispatch − Discrete time

20

BESS stored energy [kWh]

Thermal 100
PV
10 Wind
Power [kW]

50
Demand
BESS
kW+
0 BESS 0
kW−
BESS
kWh

−10
0 20 40 60 80 100 120 140 160 180 200
Period [15−minute step]

(a) Discrete time

System dispatch − Continuous time (Chebyshev representation)

20
100

BESS stored energy [kWh]

Thermal
PV
10
Power [kW]

Wind 50
Demand
BESS
kW+
0 BESS 0
kW−
BESS
kWh

−10
0 5 10 15 20 25 30 35 40 45 50
Time (hours)

(b) Continuous time (Chebyshev representation)

System dispatch − Continuous time (Chebyshev representation) with cycling cost

20
Thermal

BESS stored energy [kWh]

100
PV
10 Wind
Power [kW]

Dem 50
BESSkW+
0 BESSkW− 0
BESSkWh

−10
0 5 10 15 20 25 30 35 40 45 50
Time (hours)

(c) Continuous time (Chebyshev representation) with cycling cost

Fig. 3. Simulation results

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Nicolás Cáceres Lagos holds the B.Sc. degree in electrical engineering
from the Universidad de Chile, Santiago. Currently he works at the Energy
Center of the Faculty of Mathematical and Physical Sciences, Universidad de
Chile, Santiago. His main research interests cover power system optimization,
including short and long term operation of hydrothermal power systems.
Sebastián Püschel-Løvengreen holds the B.Sc. and M.Sc. degrees in electri-
cal engineering from the Universidad de Chile, Santiago. Currently he works
at the Energy Center of the Faculty of Mathematical and Physical Sciences,
Universidad de Chile, Santiago. His main research interests comprehend long
term operation of hydrothermal power systems and electricity markets.
Rodrigo Moreno (M’05) received the B.Sc. and M.Sc. degrees from Pontificia
Universidad Católica de Chile and the Ph.D. degree from Imperial College
London, U.K. He is currently an Assistant Professor at Universidad de Chile
and a Research Associate at Imperial College London. His research interests
are: power systems optimization, reliability and economics; renewable energy;
and the smart grid.

Marcelo Matus received his B.Sc. and M.Sc. degrees in Electrical Engineer-
ing from the Pontificia Universidad Católica de Chile and a Ph.D. degree
from the University of Tucson, Arizona. He is currently a research associate
at the Energy Center of the Faculty of Mathematical and Physical Sciences,
Universidad de Chile. His research fields are planning and operational research
of electrical systems and complex systems.