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ACEEE International Journal on Electrical and Power Engineering, Vol. 1, No. 1, Jan 2010



    Security Constrained UCP with Operational and
               Power Flow Constraints
                  S. Prabhakar karthikeyan1, K.Palanisamy1, I. Jacob Raglend2 and D. P. Kothari3
          1
             S.Prabhakar Karthikeyan, & K.Palanisamy are with the School of Electrical Sciences, VIT University,
                        Vellore- 632014, INDIA. (e-mail:spk25in@yahoo.co.in , kpalanisamy79@yahoo.co.in )
      2
        I Jacob Raglend is with the Christian College of Engineering and Technology, Oddanchatram, Dindigul District,
                                   Tamil Nadu, India. (e-mail: jacobraglend@rediffmail.com)
  3
    Dr .D.P.Kothari is currently Vice Chancellor, VIT University, Vellore-632014. INDIA, (e-mail: dpk0710@yahoo.com)

Abstract— An algorithm to solve security constrained unit             bound method, lagrangian relaxation, interior point
commitment problem (UCP) with both operational and power              optimization etc. are able to solve UCP with success in
flow constraints (PFC) have been proposed to plan a secure            varying degree. Carlos E. Murillo-Sanchez and Robert J.
and economical hourly generation schedule. This proposed              Thomas describe a parallel implementation of the
algorithm introduces an efficient unit commitment (UC)
approach with PFC that obtains the minimum system
                                                                      Lagrangian relaxation algorithm with variable duplication
operating cost satisfying both unit and network constraints           for the thermal UCP with AC power flow constraints [1].
when contingencies are included. In the proposed model                N.P. Padhy made a comparative study for UCP using
repeated optimal power flow for the satisfactory unit                 hybrid models [2]. Finardi and Silva proposes a model for
combinations for every line removal under given study period          solving the UCP of hydroelectric generating units [3]. Wei
has been carried out to obtain UC solutions with both unit and        Fan, Xiaohong Guan and Qiaozhu Zhai proposed a new
network constraints. The system load demand patterns have             method for scheduling units with ramping constraints [4].
been obtained for the test case systems taking into account of        Xiaohong Guan, Sangang Guo and Qiaozhu Zhai
the hourly load variations at the load buses by adding                discovered how to obtain feasible solution for the security
Gaussian random noises. In this paper, the proposed
algorithm has been applied to obtain UC solutions for IEEE
                                                                      constrained unit commitment (SCUC) problems within the
30, 118 buses and Indian utility practical systems scheduled          Lagrangian relaxation framework [5]. Qing Xia proposed
for 24 hours. The algorithm and simulation are carried                the optimization problem of UC and economic dispatch
through Matlab software and the results obtained are quite            with security constraints can be decomposed into two sub
encouraging.                                                          problems, one with integer variables and the other with
                                                                      continuous variables [6]. Yong Fu, Mohammad
Index Terms—Unit commitment, Dynamic Programming,                     Shahidehpour and Zuyi Li proposes an efficient SCUC
Newton Raphson, Lagrangian multiplier, Economic dispatch,             approach with ac constraints that obtains the minimum
optimal power flow, Contingency Analysis.                             system operating cost while maintaining the security of
                     I. INTRODUCTION                                  power systems [7]. Bo Lu and Mohammad Shahidehpour
In power system operation and control, due to variations of           consider network constraints in SCUC and decomposed the
load demand and non-storable nature of the electrical                 problem into master problem for optimizing UC and sub
energy, given the hourly load forecasting over a period of a          problem for minimizing network violations [8]. Zuyi Li and
day or a week ahead, the system operators should schedule             Mohammad Shahidehpour introduce a SCUC model with
the on/off status, as well as the real power outputs of the           emphases on the simultaneous optimization of energy and
generating units to meet the forecasted demand over the               ancillary services markets [9].
time horizon. The resultant UC schedule should minimize               Dynamic programming is used to compute the minimum
the system production cost during the period while                    running cost for a given combination of units according to
simultaneously satisfying the load demand, spinning                   the enumeration technique for a given load [10-13]. The
reserve, ramp constraints and the operational constraints of          review of unit commitment problem under regulated system
the individual unit. Scheduling the on and off times of the           has been given in [15-16] and [17] gives the review of UCP
generating units and minimizing the cost for the hourly               under deregulated market. In every hour all the possible
generation schedule is the economics to save great deal of            combination of units that satisfies the unit and network
money by turning units off (decommiting) when they are                constraints are checked by removing one line at a time and
not needed. By incorporating UC schedule, the electric                proceed until all the lines are removed once. The state
utilities may save millions of Dollars per year in the                which converges for optimal power flow for every line
production cost. The system security is still the most                removal is stored and the best combination which gives
important aspect of power system operation and cannot be              minimum production cost are selected and stored. Then
compromised. Various numerical optimization techniques                proceed further until the UC schedule for the entire time
have been employed to approach the UC problem.                        horizon is obtained and the total production cost (TC) is
Traditional and conventional methodologies such as                    obtained and minimized respectively. In a power system,
exhaustive enumeration, priority listing, dynamic                     the objective is to find the real and reactive power
programming, integer and linear programming, branch and
                                                                 12
© 2010 ACEEE
DOI: 01.ijepe.01.01.03
ACEEE International Journal on Electrical and Power Engineering, Vol. 1, No. 1, Jan 2010



scheduling for each generating unit in such a way to                       MS it - Start-up maintenance cost at tth hour ($/h)
minimize TC. The UC schedule for the generating units
considering only the unit constraints may not satisfy the                  Similarly the start down cost SDit = kP   Gi                                        (4)
PFC and leads to insecure operation of the network. So to                  k is the proportional constant
obtain the practical UC solutions the model must consider                  Subject to the following constraints:
both the operational and PFC. For secure operation, the UC                                                                                NG
schedule is obtained by including contingencies in the
network. Contingency analysis is performed by removing a
                                                                           Equality Constraints- Power balance                            ∑P
                                                                                                                                          i =1
                                                                                                                                                 Gi   = PDt + PLt
line from the power system and checks for PF convergence,                                                                          (5)
if it converges remove the next line and proceed until all                 Inequality Constraints: System spinning reserve constraint
the lines are removed once and select the state which                      NG
converges for every line removal. Repeated OPF for the
satisfactory unit combinations under given study period be                 ∑P
                                                                           i =1
                                                                                   max
                                                                                  Gi   I ≥ PDt + PRt
                                                                                       it

carried out to obtain UC solutions with unit and network                                                                                                       (6)
constraints including contingencies. The results obtained                  Minimum up-time
using contingency analysis gives a secure UC schedule
because they are converged for OPF when any line from                      0 < Tiu ≤ No. of hours units Gi has been on
the system is removed during the operation. This paper                                                                                                         (7)
presents the UC schedule for different IEEE bus systems
and Indian utility practical system with power flow (PF)                   Minimum down-time
constraints and when contingency analysis are done on the                  0 < Tid ≤ No. of hoursunits Gi has been off
system for 24 hours.
              II. PROBLEM FORMULATION                                                                                                                          (8)
UC is an optimization problem of determining the schedule                  Maximum and minimum output limits on generators
of generating units within a power system with a number of                 PGi ≤ PGi ≤ PGi
                                                                             min         max

constraints. The objective of the UCP is the minimization                                                                                                      (9)
of the TC for the commitment schedules is                                  Ramp rate limits for unit generation changes
          NG
                                                                           PGit − PGi ( t −1) ≤ URi as generation increases
                   T
TC =     ∑ ∑
          i =1     t =1
                          FC it ( PGi ) + STit + SD it $ / hr
                                                                                                                                                              (10)
                                                                (1)        PGi ( t −1) − PGit ≤ DRi as generation decreases
Where N G - Total number of generator units                                                                                            (11)
T - Total number of hours considered                                       PDt , PRt , PLt         - Demand, Spinning reserve, total system
FCit ( PGi ) - Fuel cost at ith hour ($/h) and represented by
                                                                           losses at   t th hour
an input/output (I/O) curve that is modelled with a
polynomial curve (Normally quadratic)                                      Tiu , Tid    -   Minimum up-time and Minimum down-time in
FC it (PGi ) = α i + β i PGi + γ i P      2
                                         Gi     $ / hr                     hours
                                                                (2)        URi , DRi - Ramp-up and Ramp-down rate limit of unit i
γ i , βi , αi    are the cost coefficient of generator                     (MW/h)
                                                                           Power Flow Equality Constraints:
PGi - Real Power generated by the ith generator.                           Power balance equations
                                                                                            Nb
                                                                                                                                  (                   )
                                                                                                     −        −
STit , SDit - Start-up cost and start down cost at tth hour
($/h)
                                                                           PGi − PLi −      ∑V
                                                                                            j =1
                                                                                                         i    V   j       Yij cos θ ij − δ i + δ j = 0

The start up                                                                                                                                                  (12)
STit = TS it Fit + (1 − e ( Dti ASit ) BS it Fit + MS it                                      Nb
                                                                                                                                      (                   )
                                                                                                         −        −
                                                                (3)        QGi − Q Li +      ∑j =1
                                                                                                         Vi       V   j     Yij sin θ ij − δ i + δ j = 0
                                           th
TS it - Turbines start-up energy at i hour (MBTu)
                                                                                                                                                              (13)
Fit - Fuel input to the ith generator                                      Power Flow Inequality Constraints:
Dit - Number of hours down at tth hour                                     PGi ≤ PGi ≤ PGi , i = 1,........, N G
                                                                             min         max

                                                                                                                                                              (14)
AS it - Boiler cool-down coefficient at tth hour
                                                                           Q Gi ≤ Q Gi ≤ Q Gi , i = 1,........, N G
                                                                             min           max

BS it - Boiler start-up energy at tth hour ($/h)                                                                                                              (15)

                                                                      13
© 2010 ACEEE
DOI: 01.ijepe.01.01.03
ACEEE International Journal on Electrical and Power Engineering, Vol. 1, No. 1, Jan 2010



    −        min                 −                −       max

V       i          ≤         V       i   ≤    V       i         , i = 1 ,........,   N   L
                                                                                                         solution, the voltage magnitude and phase angle of all
                                                                                                         buses are determined. The total transmission power loss
                                                                                             (16)
                                                                                                         including Bmn is given by
φ imin ≤ φ i                     ≤ φ imax
                                                                                                                          NG NG                             NG
                                                                                                              PL = ∑∑ Pi Bij Pj + ∑ B0i Pi + B00
                                                                                             (17)
MVA                f ij ≤ MVA                f ijmax , i = 1,......... , N TL
                                                                                                                          i =1 j =1                         i =1
                                                                    (18)                                                                                         (19)
Nb , NG                      - Number of total buses, number of generator                                c. After getting the loss coefficient perform economic
buses                                                                                                    dispatch i.e., the power generated in each ‘ON’ generator
                                                                                                         unit using Lagrangian multiplier method.
 N L , N TL - Number of load buses, number of transmission
                                                                                                         d. Read the total demand, cost characteristics and MW
lines                                                                                                         limits along with loss co-efficients. The condition for
   min  max
 PGi , PGi - Limits of real power allowed at generator i.                                                     optimum dispatch
  min    max                                                                                                    dC i       ∂ PL                                  (20)
QGi , QGi     - Limits of reactive power allowed at                                                                   + λ        = λ , i = 1K N                              G
                                                                                                               dP    Gi              ∂ P Gi
generator i.                                                                                                     N   G                                                                 (21)
PGi , QGi - Real and reactive power generation at bus i                                                         ∑         P Gi   = P Dt        + P Lt
                                                                                                                 i=1

PLi , QLi - Active and reactive power loss at bus i                                                      Equation 19 can be written as
                                                                                                               ⎛                      ⎞
                                                                                                               ⎜                      ⎟                                                (22)
Vi , δ i - Voltage magnitude, Voltage angle at bus i                                                           ⎜    1                 ⎟ dC i         = λ,           i = 1, K , N
                                                                                                               ⎜    ∂ PL              ⎟ dP                                         G
Yij - ijth elements of Y-bus matrix                                                                            ⎜1 −                   ⎟    Gi
                                                                                                               ⎝    ∂ P Gi            ⎠
MVA f ij - Apparent power flow from bus i to bus j                                                                     dC i                                                            (23)
                                                                                                              Li             = λ,               i = 1, K , N          G
                            max                                                                                        dP Gi
MVA                    f   ij   -        Maximum rating of transmission line
                                                                                                         where Li is the penalty factor of plant.
connecting bus i and j.
  III. Implementation of contingency analysis based UCP                                                  f. For an estimated value of λ, PGi are found from the cost
        with operational and power flow constraints                                                      quadratic function.
                                                                                                                           ⎛ (k )                                       ( ⎞
1. Initialize the unit characteristics for the N unit system                                                               ⎜ λ (1 − B 0 i ) − β i − 2 λ ( k ) ∑ B ij P Gjk ) ⎟
      with system constraints.                                                                                             ⎜                                                 ⎟
                                                                                                             P Gik )
                                                                                                                (
                                                                                                                         = ⎝                                                 ⎠
                                                                                                                                                              j≠i

2. Find all the available states that satisfy the load                                                                                             (k )
                                                                                                                                        2 γ i + λ B ii (                     )
demand for 24 hours. Each state corresponds to the “ON”                                                                                                                                (24)
and “OFF” conditions of the generator units and                                                                                               (k )
                                                                                                                                      ΔP                                               (25)
represented as 1 and 0.                                                                                      Δ λ (k ) =                              (k )
                                                                                                                                     ⎛ dP Gi ⎞
3. Calculate the transitional generation cost for the states
satisfying the system constraints along with contingencies
                                                                                                                                 ∑   ⎜
                                                                                                                                     ⎝ dλ ⎠
                                                                                                                                             ⎟

on their transit from the present stage to the succeeding
stage with the help of following steps:                                                                      λ(k +1) = λ(k ) + Δλ(k )
For each satisfying state perform contingency analysis by                                                                                                    NG
removing one line from the system and carry out the                                                          Δ P (k ) = PDt + PLtk ) −
                                                                                                                                (
                                                                                                                                                             ∑      PGik )
                                                                                                                                                                      (
optimal power flow solution using a hybrid Lagrangian                                                                                                        i =1
multiplier and Newton Raphson power flow algorithms.                                                     g. Check the slack bus power generated from the cost
Perform contingency analysis for each satisfying state                                                   quadratic function and the slack bus power obtained from
repeatedly until all the lines are removed once except the                                               the power flow solution.
lines which are connected only either to the load bus or                                                 h. If they lie with in a tolerance limit say 0.001, do the
generator bus and carry out optimal power flow for every                                                      load flow with the PGi obtained from the economic
contingency for that state. Prepare the data base for the                                                     dispatch and determine the generation cost using the
system including line data, bus data, generator data and tap                                                  cost characteristic equation
setting of the transformers.
a. Form Ybus using line resistance, reactance, and shunt
                                                                                                                       C i = α i + β i PGi + γ i PGi
                                                                                                                                                   2
                                                                                                                                                                                       (28)
elements [14].                                                                                           If they are not with in the tolerance limit, then with the
Obtain the power flow solution for the states got from                                                   power generation obtained from economic dispatch using
step 2 using Newton-Raphson method for power flow                                                        cost quadratic equation is given as the P specified in the
subject to the power-flow equations.                                                                     load flow analysis for the next iteration. Once again the
b. Calculate the Bmn loss coefficients using V and                                                       losses can be obtained from the new power flow solution
                                                                                                         and repeat the economic dispatch.
δ           obtained from the PF solution. From the power flow
                                                                                                    14
© 2010 ACEEE
DOI: 01.ijepe.01.01.03
ACEEE International Journal on Electrical and Power Engineering, Vol. 1, No. 1, Jan 2010



                              Start                                         that hour. Repeat the above steps for 24 hours with the
                                                                            generated load profile and tabulate all the transitional cost
                                                                            of the satisfying states for each stage.
   Read the unit characteristics of the N unit system, line, bus and
            generator data and load profile for 24 hours
                                                                            k. Choose the state with minimum transitional cost for
                                                                            each stage that satisfies the unit constraints. Calculate TC
                                                                            by the summation of all the minimum transitional cost
     Find all the possible states that satisfy load demand and              obtained between each stage and print the results. The flow
                  spinning reserve for every hour
                                                                            chart for this algorithm has been given in Figure 1.

    For each satisfying state perform contingency analysis by                           IV. SIMULATION AND RESULTS
      removing a line and perform OPF along with ED. If it
    converges repeat until contingencies are checked in every
                                                                            Three case studies consisting of an IEEE 30, 118 bus
                     line and select that state.                            systems and Indian utility 75 bus system have been
                                                                            considered to illustrate the performance of UC schedule
                                                                            with contingency analysis in the network. The UC schedule
   For that state without any contingencies perform OPF using               obtained considering contingency analysis is very realistic
                     Newton Raphson method                                  as it has the capability to withstand when contingency
                                                                            exists in a particular line. The contingency analysis is not
                                                                            performed on the lines which are completely dedicated for
    Check MVA limits violation and calculate Bmn loss co-
                                                                            generating and supplying the loads. The unit combination
                        efficients                                          which satisfies the load demand and spinning reserve are
                                                                            allowed to perform OPF for every contingency and the unit
                                                                            combination for which OPF converges for every line
    Perform Economic dispatch using Lagrangian multiplier
                                                                            removal is selected. For that unit combination OPF is
                         method.
                                                                            performed without considering any contingencies and store
                                                                            the dispatch and transitional cost. The commitment
                                                                            schedules and the transitional cost at each stage with
                                                                            contingency analysis, with and without power flow
                 If slack bus power obtained
                 from ED and NR method ≤
                                                                            constraints (PFC) for the above case studies have been
                           tolerance                                        tabulated from Table 1 to 3. Loads at different buses are
                                                                            assumed to be variable and have been generated using
                                                     No                     Gaussian random noise function for the twenty four hours
               Yes                                                          during power flow simulations because in practice the loads
                                                                            do not vary uniformly.
       Store the generation cost, state, dispatch for checking
     ramp constraints for all the possible states for every hour            Case a. IEEE 30 bus system
                                                                            The IEEE 30 bus system has six generating units and the
                                                                            characteristics of generators, unit constraints and the hourly
    Choose the minimum generation cost for every hour, state                load distribution over the 24 hour horizon. The network
       which satisfies minimum up and down time, ramp                       topology and the test data for the IEEE 30 bus system are
    constraint. Add shut down, start up, cold and hot start cost
                           if necessary                                     given in http:// www.ee.washington.edu/research/pstca. For
                                                                            every hour, all the possible combinations that satisfy the
                                                                            load demand and spinning reserve constraints are selected
     Sum all the transitional cost from each hour and display               and these states are allowed to perform OPF for all the
      the results with state, dispatch, transitional cost, total            possible contingencies that can happen in that network. If
                     minimum generation cost                                the state converges for OPF for every line removal, then
                                                                            select that state and perform OPF without any
                             End                                            contingencies and store that state. Similarly all the states
                                                                            that satisfy OPF for every contingency in the system and
    Figure1 Flow chart for the proposed algorithm
                                                                            demand on that hour are stored. This procedure has to
                                                                            continue for the specified time horizon. Select the state that
                                                                            possess minimum cost and satisfies the unit constraints for
The state which converges for power flow when all the                       the entire time horizon. Finally the complete unit
lines are removed once from the system is selected. For that                commitment schedule with minimum TC has been
state perform power flow and economic dispatch without                      obtained. The TC obtained by considering contingency in
any contingencies in the system and store the transitional                  the network are 916.2 $/day more than the generation cost
cost.                                                                       obtained without PFC and 512.5 $/day more than the
j. The same procedure is followed for all the states that                   generation cost obtained with PFC. UC schedule without
satisfy the load demand and spinning reserve constraints for                PFC and performing contingency analysis may not be
                                                                       15
© 2010 ACEEE
DOI: 01.ijepe.01.01.03
ACEEE International Journal on Electrical and Power Engineering, Vol. 1, No. 1, Jan 2010



practical, since the states must include the system network                                                                                                                1.4
                                                                                                                                                                                 x 10
                                                                                                                                                                                     4



losses and also converge for optimal power flow. This is                                                                                                                                                      Transitional cost without PF
                                                                                                                                                                                                              Transitional cost with PF
the reason for the cost being minimum when power flow                                                                                                                      1.3                                Transitional cost with CA

constraints and contingency analysis are not considered.                                                                                                                   1.2
The transitional generation cost for every hour have been




                                                                                                                                            T rans itional Cos t in $/hr
compared and plotted with CA, with and without PFC in                                                                                                                      1.1

Figure 2.                                                                                                                                                                   1

                                       1000
                                                                              Transitional cost without PF                                                                 0.9
                                                                              Transitional cost with PF
                                       900                                    Transitional cost with CA
                                                                                                                                                                           0.8
                                       800
          Transitional Cos t in $/hr




                                                                                                                                                                           0.7
                                                                                                                                                                                 0        5     10            15            20               25
                                       700
                                                                                                                                                                                                 Time in Hours

                                       600                                                                                                            Figure 3. Transitional cost for IEEE 118 bus

                                       500


                                       400


                                       300


                                       200
                                              0         5       10            15            20               25
                                                                 Time in Hours



                                              Figure 2. Transitional cost for IEEE 30 bus




                                                                                                             Table 1. IEEE 30 bus UC schedule
   Period                                     Load          UC without PFC                Trans cost              UC with PFC        Trans Cost                                          Security Constrained UC                             Trans cost
     1                                            166          101101                      492.3680                   101101          506.0666                                                   101101                                       506.5560
     2                                            196          101101                      514.4198                   101101          535.2034                                                   101101                                       536.4296
     3                                            229          101101                      623.0319                   111101          799.0942                                                   101111                                       828.0507
     4                                            267          111101                      898.2148                   111001          838.9670                                                   111110                                       961.8205
     5                                    283.4                111101                      766.8436                   111011          987.8135                                                   111110                                       804.9445
     6                                            272          111101                      728.0110                   111011          765.0130                                                   111110                                       762.8829
     7                                            246          111101                      642.2775                   111011          670.6727                                                   111110                                       669.4243
     8                                            213          111101                      539.1919                   111011          558.4164                                                   111110                                       557.2563
     9                                            192          111101                      476.9293                   111011          491.5142                                                   111100                                       542.7611
     10                                           161          110101                      432.1891                   111011          398.9967                                                   111000                                       479.9059
     11                                           147          110101                      363.5154                   111011          359.6488                                                   110000                                       404.7152
     12                                           160          110101                      399.3866                   111011          396.1338                                                   110000                                       415.5276
     13                                           170          110101                      427.6901                   111011          425.1014                                                   110000                                       447.9513
     14                                           185          110100                      497.5949                   111011          469.9788                                                   110000                                       498.2986
     15                                           208          110100                      538.8728                   111011          542.1670                                                   110000                                       579.6063
     16                                           232          110100                      616.7335                   111011          621.9727                                                   111000                                       748.7215
     17                                           246          110100                      663.7953                   111011          670.6739                                                   111001                                       791.2400
     18                                           241          111100                      738.3682                   111011          653.0992                                                   111001                                       659.6339


                                                                                                                           16
© 2010 ACEEE
DOI: 01.ijepe.01.01.03
ACEEE International Journal on Electrical and Power Engineering, Vol. 1, No. 1, Jan 2010



    19      236          111100          609.1311        111011          635.7233                 111001               641.7818
    20      225          111100          573.9276        111011          598.2173                 111001               602.9092
    21      204          111100          508.6984        111011          529.3179                 111001               531.0425
    22      182          111000          524.2561        111011          460.8624                 111001               460.6676
    23      161          111000          378.1085        111011          398.9961                 111001               397.0433
    24      131          111000          295.4216        111010          338.9695                 111000               335.9958
  Total Minimum cost in $ / day             13248.9                       13652.6                                      14165.1



                                                Table 2. IEEE 118 bus UC schedule
                                             Trans                                   Trans      Security Constrained
   Period   Load      UC without PFC                      UC with PFC                                                   Trans
                                              cost                                    cost              UC               cost
      1     3170   1111101111111101100       8026.0   1111101011111111101            10820     1111101011111111110      10833
      2     3200   1111101111111101100       7978.8   1111101011111111101            10839     1111101011111111110      10809
      3     3250   1111101111111101100       8134.8   1111101011111111101            11062     1111101011111111110      11043
      4     3300   1111101011111101100       8334.4   1111101011111101100            12070     1111101011111111110      12226
      5     3460   1111101011111101100       8791.1   1111101011111101100            12367     1111101011111111110      12578
      6     3640   1111101011111101100       9400.9   1111101011111101100            12890     1111001011111101110      13092
      7     3686   1111001011111101100       9595.8   1111001011111101110            13319     1111001011111101110      13154
      8     3640   1111001011111101100       9386.8   1111001011111101110            13010     1111001011111101110      13010
      9     3560   1111001011111101100       9116.9   1111001011111101110            12775     1111001011111101110      12775
     10     3440   1111001011111101100       8719.5   1111001011111101100            12307     1111001011111111110      12603
     11     3250   1111001011111111100       8229.8   1111101011111111110            11449     1111101011111111110      11223
     12     3200   1111001011111111100       7960.6   1111101011111111110            10809     1111101011111111110      10809
     13     3175   1111001011111111110       8016.6   1111101011111111110            10707     1111101011111111110      10707
     14     3210   1111001011111111110       8012.0   1111101011111111110            10850     1111101011111111110      10850
     15     3420   1111001011111101110       8703.8   1111101011111101100            12326     1111101011111111110      12483
     16     3620   1111001011111101110       9337.9   1111101011111101100            12827     1111101011111101110      13013
     17     3620   1111001011111101110       9337.9   1111101011111101100            12827     1111101011111101110      12983
     18     3580   1111001011111111100       9333.2   1111101011111101100            12702     1111001011111111110      13024
     19     3460   1111001011111111100       8791.4   1111101011111101100            12367     1111001011111111110      12539
     20     3270   1111001011111111100       8179.7   1111001011111111111            11483     1111001011111111111      11205
     21     3210   1111001011111111100       7991.7   1111001011111101111            10796     1111001011111101111      10796
     22     3153   1111001011111101100       7813.8   1111101011111101110            10855     1111101011111101110      10855
     23     3148   1111001011111101110       7927.0   1111101011111101110            10608     1111101011111101110      10608
     24     3166   1111001011111101110       7869.3   1111101011111101110            10673     1111101011111101110      10673
   Total Minimum cost in $ / day 204989.5                                           282737.1                           283889.1

Case b. IEEE 118 bus system.

                                                               17
© 2010 ACEEE
DOI: 01.ijepe.01.01.03
ACEEE International Journal on Electrical and Power Engineering, Vol. 1, No. 1, Jan 2010



The proposed algorithm has been applied to IEEE 118 bus             more than the generation cost obtained without power flow
with 19 generating units. The network topology and the test         constraints and 1152 $/day more than the generation cost
data for the IEEE 118 bus system has been taken from                obtained with power flow constraints. The transitional
http://www.ee.washington.edu/research/pstca.UC schedules            generation cost for every hour have been compared and
for an IEEE 118 bus with CA, with and without PFC are               plotted with CA, with and without power flow constraints
given in Table 2. The total generation cost obtained by             are given in Figure 3.
considering contingency in the network are 78899.6 $/day
                                                  Table 3. UP 75 bus UC schedule
    Period   Load     UC without PFC     Trans     UC with PFC            Trans Cost      UC with CA        Trans cost
                                         cost
      1       3352    111110111111111    3845.1    111110111111111          4090.9        111111111101111     4113.1
       2      3384    111110111101111    3918.0    111110111101111          4170.1        111111111101111     4117.4
       3      3437    111110111101111    3954.3    111110111101111          4213.9        111111110101111     4296.1
       4      3489    111110011101111    4091.7    111110011101111          4355.5        111111110101111     4376.8
       5      3659    111110011101111    4332.9    111110011101111          4626.5        111111110001111     4772.5
       6      3849    111110011101111    4669.0    111111011101111          5072.8        111111110011111     5217.8
       7     3898.1   111110011101111    4755.6    111111011111111          5225.6        111111110011111     5131.7
       8      3849    111110011101111    4669.0    111111011111111          4954.0        111111110011111     5037.8
       9      3764    111110011101111    4517.3    111111011111111          4808.3        111111111011111     4935.0
       10     3637    111100011101111    4351.6    111111011111111          4565.6        111111111011111     4575.7
       11     3437    111100011101111    3956.2    111111011101111          4264.1        111111111111111     4476.6
       12     3384    111100001101111    3925.2    111111011101111          4116.7        111111111101111     4169.4
       13     3357    111100001101111    3820.1    111111011101111          4069.2        111111111101111     4069.9
       14     3394    111100001101111    3882.0    111111011101111          4136.1        111111110101111     4219.4
       15     3616    111100001101111    4264.0    111111001101111          4606.0        111111110101111     4595.1
       16     3828    111100001101111    4638.6    111111001111111          5098.4        111111110101111     4997.5
       17     3828    111100001101111    4638.6    111111001111111          4918.4        111111110101111     4997.5
       18     3786    111101001101111    4677.7    111110001111111          4874.8        111111110101111     4917.0
       19     3659    111101001101111    4337.8    111110001111111          4609.9        111111110001111     4772.5
       20     3458    111100001101111    4020.1    111110001111111          4248.0        111111110001111     4316.6
       21     3394    111100001101111    3882.0    111110001111111          4134.5        111111110001111     4199.6
       22     3334    111100001001111    3864.4    111111001111111          4141.0        111111110001111     4090.7
       23     3329    111100001001111    3771.1    111111001111111          4019.2        111111111001111     4139.1
       24     3348    111100001001111    3802.8    111110001111111          4084.0        111111111001111     4059.4
    Total Minimum cost          100584.8 $/day                            107403.5$/day                     108594.4$/day




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© 2010 ACEEE
DOI: 01.ijepe.01.01.03
ACEEE International Journal on Electrical and Power Engineering, Vol. 1, No. 1, Jan 2010


                                                                                                                     52                             48             49

                                                           70    72                                                                                                                    G
               G                  G          G                                          G                                                                                    11
      6                                 7                                           3
                         5
                                                                                                                     51                                                      40

                                                                                                                                                                                                                  69
                                                                                                                                                                                                                                                                  5400
 32                               31             33                            18                                                                   64                                                                                                                                                        Transitional cost without PF
                                                                                             71                 68                                                                                                 37                                             5200                                        Transitional cost with PF
                                                                                                                                     27                       66                  20
62                           39                       60                                                                                                                                                                                                                                                      Transitional cost with CA
                                                                       25
                                                                                                                                                                                  19

 61
                    38                                      22
                                                                                                                                                                                                                                                                  5000
                                                                                                                                                                                           G                 36
                                            59        58
                                                                               G                                                                                                               1




                                                                                                                                                                                                                                      Transitional Cost in $/hr
                                                                                                                          26
                                                                                14
                                                                                                                                                                                                    17
                                                                                                                                                                                                                                                                  4800
                                  57
                                                                      43
                    53
                                       29
                                                                                                                                                                                                                             G
                                                                                                       G                                                 23                                                  46
                                                                                                                                                                                                                                 2
                                                                                                                                                                                                                                                                  4600
                                                                                                   8                                                                                           G    9
                    75

                                                                 G                                                                  G                                   74                                                   16
                                                                           4
                                                                                                  34
                                                                                                                               10
                                                                                                                                                                                   35
                                                                                                                                                                                                                                                                  4400

                                                                      28                      54
          30
                                                            56
                                                                                                                                                                                           G                                                                      4200
                                                                                                                                     24                                                            12

               65
                                                                                                                                          67                                                            41              50
                                                                                                                                                               G
                                                                                                                                                              13
                                                                                                                                                                                                                                                                  4000
                                                                                                                                               47
          21                                                                                       63


                                                                                                                                                              42                                                                                                  3800
                                                                 55

                                                                                        G
                                                                                   15                                                                                                                                                                             3600
                                                                                                           45                   73
                                                                                                                                                                                                                                                                         0            5         10            15            20               25
                                                                                        44
                                                                                                                                                                                                                                                                                                 Time in Hours



      Figure 4. One line diagram of Indian utility system                                                                                                                                                                                                                    Figure 5. Transitional Cost of Indian Utility System

Case c. Indian Utility (Uttar Pradesh State) 75 bus system                                                                                                                                                                                                    commitment schedule obtained by incorporating both
The 75-bus Uttar Pradesh State Electricity Board (UPSEB)                                                                                                                                                                                                      network and unit constraints, also with the commitment
Indian Utility system with fifteen generating units is shown                                                                                                                                                                                                  schedule obtained without incorporating network
in Figure 4. The data in per unit (p.u) is on 100 MVA base.                                                                                                                                                                                                   constraints. Since exhaustive enumeration technique is
UC schedules for the 75 bus system with CA, with and                                                                                                                                                                                                          used, it guarantees the optimality of the solution. The
without power flow constraint are given in Table 3. The                                                                                                                                                                                                       effectiveness of this method has been demonstrated on an
total generation cost obtained by considering contingency                                                                                                                                                                                                     IEEE 30, 118 buses and on Indian utility system and may
in the network are 8009.6 $/day more than the generation                                                                                                                                                                                                      also be extended to large systems. The results achieved are
cost obtained without PFC and 1190.9 $/day more than the                                                                                                                                                                                                      quite encouraging and indicate the viability of the proposed
generation cost obtained with PFC. The solution results in                                                                                                                                                                                                    technique to deal with future UC problems.
this study indicate that the proposed algorithm is applicable                                                                                                                                                                                                                     VI. REFERENCES
to the day-ahead UC calculation of large scale power                                                                                                                                                                                                          [1]. Carlos E. Murillo-Sanchez, Robert J. Thomas, “Parallel
systems. The transitional generation cost for every hour                                                                                                                                                                                                      Processing Implementation of the Unit Commitment Problem with
have been compared and plotted with CA, with and without                                                                                                                                                                                                      Full AC Power Flow Constraints”, Proceedings of the 33rd Hawaii
                                                                                                                                                                                                                                                              International Conference on System Sciences, 2000.
power flow constraints are given in Figure 5. The platform                                                                                                                                                                                                    [2]. N. P. Padhy, “Unit Commitment using Hybrid Models, A
used for the implementation of this proposed approach is on                                                                                                                                                                                                   Comparative Study for Dynamic Programming, Expert systems,
INTEL[R], Pentium [R] 4 CPU 1.8 GHz, 256 MB of RAM                                                                                                                                                                                                            Fuzzy Systems and Genetic Algorithm”, Electric Power and
and simulated in the MATLAB environment. The solution                                                                                                                                                                                                         Energy System, vol. 23, pp. 827-836, 2000.
results in this study indicate that the proposed algorithm is                                                                                                                                                                                                 [3]. E. C. Finardi, E. L. da Silva, “Unit Commitment of Single
applicable to the day-ahead UC calculation of large scale                                                                                                                                                                                                     Hydroelectric Plant”, Electric Power System Research, vol. 75,
power systems.                                                                                                                                                                                                                                                pp. 116-123, 2005.
                                                                                                                                                                                                                                                              [4]. Wei Fan, Xiao Hong Guan, Qiaozhu Zhai, “A New Method
                                                                                                                                                                                                                                                              for unit Commitment with Ramping Constraints”, Electric Power
                                                                                                                                                                                                                                                              System Research, vol. 62, pp. 215-224, 2002.
                     V. CONCLUSION                                                                                                                                                                                                                            [5]. Xiao Hong Guan, Sangang Guo, Qiaozhu Zhai, “The
This paper presents an approach to solve security                                                                                                                                                                                                             Conditions for Obtaining Feasible Solutions to Security
constrained UCP by accommodating both unit and network                                                                                                                                                                                                        Constrained Unit Commitment Problems”, IEEE Trans. On Power
constraints. This algorithm would give realistic results as                                                                                                                                                                                                   Systems, vol. 20, no. 4, pp. 1746-1756, Nov. 2005.
the entire unit and network constraints are included. The                                                                                                                                                                                                     [6]. Qing Xia, Y. H. Song, Boming Zhang, Chongqing Kang,
commitment schedule holds well even if there is any                                                                                                                                                                                                           Niande Xiang, “Effective Decomposition and Co-ordination
contingency in any of the lines in the network as the                                                                                                                                                                                                         Algorithms for Unit Commitment and Economic Dispatch with
                                                                                                                                                                                                                                                              Security Constraints”, Electric Power System Research, vol. 53,
selected unit combination has been converged for OPF for
                                                                                                                                                                                                                                                              pp. 39-45, 2000.
every contingency occurred in the system. The security
constrained UC schedule has been compared with the

                                                                                                                                                                                                                                     19
© 2010 ACEEE
DOI: 01.ijepe.01.01.03
ACEEE International Journal on Electrical and Power Engineering, Vol. 1, No. 1, Jan 2010



[7]. Yong Fu, Mohammad Shahidehpour, “Security Constrained             [12] D.P.Kothari and I.J.Nagrath, “Modern Power System
Unit Commitment with AC Constraints,” IEEE Trans. On Power             Analysis”, 3rd Edition, McGraw Hill, New York, 2008.
Systems, vol. 20, no. 2, pp. 1001-1013, May 2005.                      [13]D.P.Kothari and J.S.Dhillon, “Power System Optimization”,
[8]. Bo Lu, Mohammad Shahidehpour, “Unit Commitment with               Prentice Hall of India Pvt. Ltd., Second Edition, New Delhi, 2005.
Flexible Generating Units”, IEEE Trans. On Power Systems, vol.         [14]. Hadi Sadat, “Power System Analysis”, Tata McGraw-Hill
20, no. 2, pp. 1022-1034, May 2005.                                    Publishing Company Limited, 2002.
[9]. Zuyi Li, Mohammad Shahidehpour, “Security Constrained             [15] N.P.Padhy, (2004). Unit Commitment- A Bibliographical
Unit Commitment for Simultaneous Clearing of Energy and                Survey, IEEE Trans. On Power Systems, vol. 19, no. 2, pp. 1196-
Ancillary Services Markets”, IEEE Trans. On Power Systems, vol.        1205.
20, no. 2, pp. 1079-1088, May 2005.                                    [16] Subir Sen and D. P Kothari, “Optimal Thermal Generating
[10]. N.P.Padhy, “Unit Commitment- A Bibliographical Survey”,          Unit Commitment: A Review”, International Journal on Electric
IEEE Trans. On Power Systems, vol. 19, no. 2, pp. 1196-1205,           Power and Energy Systems, Vol. 20, No 7, pp 443-451, 1998.
May 2004.                                                              [17] Narayana Prasad Padhy, “Unit Commitment Problem under
 [11]D.P.Kothari and I.J.Nagrath, “Power System Engineering”,          Deregulated Environment-A Review”, Proceedings of IEEE
Tata McGraw Hill, Second Edition, New Delhi, 2007.                     Power Engg. Soc. General Meeting, 2003.




                                                                  20
© 2010 ACEEE
DOI: 01.ijepe.01.01.03

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Security Constrained UCP with Operational and Power Flow Constraints

  • 1. ACEEE International Journal on Electrical and Power Engineering, Vol. 1, No. 1, Jan 2010 Security Constrained UCP with Operational and Power Flow Constraints S. Prabhakar karthikeyan1, K.Palanisamy1, I. Jacob Raglend2 and D. P. Kothari3 1 S.Prabhakar Karthikeyan, & K.Palanisamy are with the School of Electrical Sciences, VIT University, Vellore- 632014, INDIA. (e-mail:spk25in@yahoo.co.in , kpalanisamy79@yahoo.co.in ) 2 I Jacob Raglend is with the Christian College of Engineering and Technology, Oddanchatram, Dindigul District, Tamil Nadu, India. (e-mail: jacobraglend@rediffmail.com) 3 Dr .D.P.Kothari is currently Vice Chancellor, VIT University, Vellore-632014. INDIA, (e-mail: dpk0710@yahoo.com) Abstract— An algorithm to solve security constrained unit bound method, lagrangian relaxation, interior point commitment problem (UCP) with both operational and power optimization etc. are able to solve UCP with success in flow constraints (PFC) have been proposed to plan a secure varying degree. Carlos E. Murillo-Sanchez and Robert J. and economical hourly generation schedule. This proposed Thomas describe a parallel implementation of the algorithm introduces an efficient unit commitment (UC) approach with PFC that obtains the minimum system Lagrangian relaxation algorithm with variable duplication operating cost satisfying both unit and network constraints for the thermal UCP with AC power flow constraints [1]. when contingencies are included. In the proposed model N.P. Padhy made a comparative study for UCP using repeated optimal power flow for the satisfactory unit hybrid models [2]. Finardi and Silva proposes a model for combinations for every line removal under given study period solving the UCP of hydroelectric generating units [3]. Wei has been carried out to obtain UC solutions with both unit and Fan, Xiaohong Guan and Qiaozhu Zhai proposed a new network constraints. The system load demand patterns have method for scheduling units with ramping constraints [4]. been obtained for the test case systems taking into account of Xiaohong Guan, Sangang Guo and Qiaozhu Zhai the hourly load variations at the load buses by adding discovered how to obtain feasible solution for the security Gaussian random noises. In this paper, the proposed algorithm has been applied to obtain UC solutions for IEEE constrained unit commitment (SCUC) problems within the 30, 118 buses and Indian utility practical systems scheduled Lagrangian relaxation framework [5]. Qing Xia proposed for 24 hours. The algorithm and simulation are carried the optimization problem of UC and economic dispatch through Matlab software and the results obtained are quite with security constraints can be decomposed into two sub encouraging. problems, one with integer variables and the other with continuous variables [6]. Yong Fu, Mohammad Index Terms—Unit commitment, Dynamic Programming, Shahidehpour and Zuyi Li proposes an efficient SCUC Newton Raphson, Lagrangian multiplier, Economic dispatch, approach with ac constraints that obtains the minimum optimal power flow, Contingency Analysis. system operating cost while maintaining the security of I. INTRODUCTION power systems [7]. Bo Lu and Mohammad Shahidehpour In power system operation and control, due to variations of consider network constraints in SCUC and decomposed the load demand and non-storable nature of the electrical problem into master problem for optimizing UC and sub energy, given the hourly load forecasting over a period of a problem for minimizing network violations [8]. Zuyi Li and day or a week ahead, the system operators should schedule Mohammad Shahidehpour introduce a SCUC model with the on/off status, as well as the real power outputs of the emphases on the simultaneous optimization of energy and generating units to meet the forecasted demand over the ancillary services markets [9]. time horizon. The resultant UC schedule should minimize Dynamic programming is used to compute the minimum the system production cost during the period while running cost for a given combination of units according to simultaneously satisfying the load demand, spinning the enumeration technique for a given load [10-13]. The reserve, ramp constraints and the operational constraints of review of unit commitment problem under regulated system the individual unit. Scheduling the on and off times of the has been given in [15-16] and [17] gives the review of UCP generating units and minimizing the cost for the hourly under deregulated market. In every hour all the possible generation schedule is the economics to save great deal of combination of units that satisfies the unit and network money by turning units off (decommiting) when they are constraints are checked by removing one line at a time and not needed. By incorporating UC schedule, the electric proceed until all the lines are removed once. The state utilities may save millions of Dollars per year in the which converges for optimal power flow for every line production cost. The system security is still the most removal is stored and the best combination which gives important aspect of power system operation and cannot be minimum production cost are selected and stored. Then compromised. Various numerical optimization techniques proceed further until the UC schedule for the entire time have been employed to approach the UC problem. horizon is obtained and the total production cost (TC) is Traditional and conventional methodologies such as obtained and minimized respectively. In a power system, exhaustive enumeration, priority listing, dynamic the objective is to find the real and reactive power programming, integer and linear programming, branch and 12 © 2010 ACEEE DOI: 01.ijepe.01.01.03
  • 2. ACEEE International Journal on Electrical and Power Engineering, Vol. 1, No. 1, Jan 2010 scheduling for each generating unit in such a way to MS it - Start-up maintenance cost at tth hour ($/h) minimize TC. The UC schedule for the generating units considering only the unit constraints may not satisfy the Similarly the start down cost SDit = kP Gi (4) PFC and leads to insecure operation of the network. So to k is the proportional constant obtain the practical UC solutions the model must consider Subject to the following constraints: both the operational and PFC. For secure operation, the UC NG schedule is obtained by including contingencies in the network. Contingency analysis is performed by removing a Equality Constraints- Power balance ∑P i =1 Gi = PDt + PLt line from the power system and checks for PF convergence, (5) if it converges remove the next line and proceed until all Inequality Constraints: System spinning reserve constraint the lines are removed once and select the state which NG converges for every line removal. Repeated OPF for the satisfactory unit combinations under given study period be ∑P i =1 max Gi I ≥ PDt + PRt it carried out to obtain UC solutions with unit and network (6) constraints including contingencies. The results obtained Minimum up-time using contingency analysis gives a secure UC schedule because they are converged for OPF when any line from 0 < Tiu ≤ No. of hours units Gi has been on the system is removed during the operation. This paper (7) presents the UC schedule for different IEEE bus systems and Indian utility practical system with power flow (PF) Minimum down-time constraints and when contingency analysis are done on the 0 < Tid ≤ No. of hoursunits Gi has been off system for 24 hours. II. PROBLEM FORMULATION (8) UC is an optimization problem of determining the schedule Maximum and minimum output limits on generators of generating units within a power system with a number of PGi ≤ PGi ≤ PGi min max constraints. The objective of the UCP is the minimization (9) of the TC for the commitment schedules is Ramp rate limits for unit generation changes NG PGit − PGi ( t −1) ≤ URi as generation increases T TC = ∑ ∑ i =1 t =1 FC it ( PGi ) + STit + SD it $ / hr (10) (1) PGi ( t −1) − PGit ≤ DRi as generation decreases Where N G - Total number of generator units (11) T - Total number of hours considered PDt , PRt , PLt - Demand, Spinning reserve, total system FCit ( PGi ) - Fuel cost at ith hour ($/h) and represented by losses at t th hour an input/output (I/O) curve that is modelled with a polynomial curve (Normally quadratic) Tiu , Tid - Minimum up-time and Minimum down-time in FC it (PGi ) = α i + β i PGi + γ i P 2 Gi $ / hr hours (2) URi , DRi - Ramp-up and Ramp-down rate limit of unit i γ i , βi , αi are the cost coefficient of generator (MW/h) Power Flow Equality Constraints: PGi - Real Power generated by the ith generator. Power balance equations Nb ( ) − − STit , SDit - Start-up cost and start down cost at tth hour ($/h) PGi − PLi − ∑V j =1 i V j Yij cos θ ij − δ i + δ j = 0 The start up (12) STit = TS it Fit + (1 − e ( Dti ASit ) BS it Fit + MS it Nb ( ) − − (3) QGi − Q Li + ∑j =1 Vi V j Yij sin θ ij − δ i + δ j = 0 th TS it - Turbines start-up energy at i hour (MBTu) (13) Fit - Fuel input to the ith generator Power Flow Inequality Constraints: Dit - Number of hours down at tth hour PGi ≤ PGi ≤ PGi , i = 1,........, N G min max (14) AS it - Boiler cool-down coefficient at tth hour Q Gi ≤ Q Gi ≤ Q Gi , i = 1,........, N G min max BS it - Boiler start-up energy at tth hour ($/h) (15) 13 © 2010 ACEEE DOI: 01.ijepe.01.01.03
  • 3. ACEEE International Journal on Electrical and Power Engineering, Vol. 1, No. 1, Jan 2010 − min − − max V i ≤ V i ≤ V i , i = 1 ,........, N L solution, the voltage magnitude and phase angle of all buses are determined. The total transmission power loss (16) including Bmn is given by φ imin ≤ φ i ≤ φ imax NG NG NG PL = ∑∑ Pi Bij Pj + ∑ B0i Pi + B00 (17) MVA f ij ≤ MVA f ijmax , i = 1,......... , N TL i =1 j =1 i =1 (18) (19) Nb , NG - Number of total buses, number of generator c. After getting the loss coefficient perform economic buses dispatch i.e., the power generated in each ‘ON’ generator unit using Lagrangian multiplier method. N L , N TL - Number of load buses, number of transmission d. Read the total demand, cost characteristics and MW lines limits along with loss co-efficients. The condition for min max PGi , PGi - Limits of real power allowed at generator i. optimum dispatch min max dC i ∂ PL (20) QGi , QGi - Limits of reactive power allowed at + λ = λ , i = 1K N G dP Gi ∂ P Gi generator i. N G (21) PGi , QGi - Real and reactive power generation at bus i ∑ P Gi = P Dt + P Lt i=1 PLi , QLi - Active and reactive power loss at bus i Equation 19 can be written as ⎛ ⎞ ⎜ ⎟ (22) Vi , δ i - Voltage magnitude, Voltage angle at bus i ⎜ 1 ⎟ dC i = λ, i = 1, K , N ⎜ ∂ PL ⎟ dP G Yij - ijth elements of Y-bus matrix ⎜1 − ⎟ Gi ⎝ ∂ P Gi ⎠ MVA f ij - Apparent power flow from bus i to bus j dC i (23) Li = λ, i = 1, K , N G max dP Gi MVA f ij - Maximum rating of transmission line where Li is the penalty factor of plant. connecting bus i and j. III. Implementation of contingency analysis based UCP f. For an estimated value of λ, PGi are found from the cost with operational and power flow constraints quadratic function. ⎛ (k ) ( ⎞ 1. Initialize the unit characteristics for the N unit system ⎜ λ (1 − B 0 i ) − β i − 2 λ ( k ) ∑ B ij P Gjk ) ⎟ with system constraints. ⎜ ⎟ P Gik ) ( = ⎝ ⎠ j≠i 2. Find all the available states that satisfy the load (k ) 2 γ i + λ B ii ( ) demand for 24 hours. Each state corresponds to the “ON” (24) and “OFF” conditions of the generator units and (k ) ΔP (25) represented as 1 and 0. Δ λ (k ) = (k ) ⎛ dP Gi ⎞ 3. Calculate the transitional generation cost for the states satisfying the system constraints along with contingencies ∑ ⎜ ⎝ dλ ⎠ ⎟ on their transit from the present stage to the succeeding stage with the help of following steps: λ(k +1) = λ(k ) + Δλ(k ) For each satisfying state perform contingency analysis by NG removing one line from the system and carry out the Δ P (k ) = PDt + PLtk ) − ( ∑ PGik ) ( optimal power flow solution using a hybrid Lagrangian i =1 multiplier and Newton Raphson power flow algorithms. g. Check the slack bus power generated from the cost Perform contingency analysis for each satisfying state quadratic function and the slack bus power obtained from repeatedly until all the lines are removed once except the the power flow solution. lines which are connected only either to the load bus or h. If they lie with in a tolerance limit say 0.001, do the generator bus and carry out optimal power flow for every load flow with the PGi obtained from the economic contingency for that state. Prepare the data base for the dispatch and determine the generation cost using the system including line data, bus data, generator data and tap cost characteristic equation setting of the transformers. a. Form Ybus using line resistance, reactance, and shunt C i = α i + β i PGi + γ i PGi 2 (28) elements [14]. If they are not with in the tolerance limit, then with the Obtain the power flow solution for the states got from power generation obtained from economic dispatch using step 2 using Newton-Raphson method for power flow cost quadratic equation is given as the P specified in the subject to the power-flow equations. load flow analysis for the next iteration. Once again the b. Calculate the Bmn loss coefficients using V and losses can be obtained from the new power flow solution and repeat the economic dispatch. δ obtained from the PF solution. From the power flow 14 © 2010 ACEEE DOI: 01.ijepe.01.01.03
  • 4. ACEEE International Journal on Electrical and Power Engineering, Vol. 1, No. 1, Jan 2010 Start that hour. Repeat the above steps for 24 hours with the generated load profile and tabulate all the transitional cost of the satisfying states for each stage. Read the unit characteristics of the N unit system, line, bus and generator data and load profile for 24 hours k. Choose the state with minimum transitional cost for each stage that satisfies the unit constraints. Calculate TC by the summation of all the minimum transitional cost Find all the possible states that satisfy load demand and obtained between each stage and print the results. The flow spinning reserve for every hour chart for this algorithm has been given in Figure 1. For each satisfying state perform contingency analysis by IV. SIMULATION AND RESULTS removing a line and perform OPF along with ED. If it converges repeat until contingencies are checked in every Three case studies consisting of an IEEE 30, 118 bus line and select that state. systems and Indian utility 75 bus system have been considered to illustrate the performance of UC schedule with contingency analysis in the network. The UC schedule For that state without any contingencies perform OPF using obtained considering contingency analysis is very realistic Newton Raphson method as it has the capability to withstand when contingency exists in a particular line. The contingency analysis is not performed on the lines which are completely dedicated for Check MVA limits violation and calculate Bmn loss co- generating and supplying the loads. The unit combination efficients which satisfies the load demand and spinning reserve are allowed to perform OPF for every contingency and the unit combination for which OPF converges for every line Perform Economic dispatch using Lagrangian multiplier removal is selected. For that unit combination OPF is method. performed without considering any contingencies and store the dispatch and transitional cost. The commitment schedules and the transitional cost at each stage with contingency analysis, with and without power flow If slack bus power obtained from ED and NR method ≤ constraints (PFC) for the above case studies have been tolerance tabulated from Table 1 to 3. Loads at different buses are assumed to be variable and have been generated using No Gaussian random noise function for the twenty four hours Yes during power flow simulations because in practice the loads do not vary uniformly. Store the generation cost, state, dispatch for checking ramp constraints for all the possible states for every hour Case a. IEEE 30 bus system The IEEE 30 bus system has six generating units and the characteristics of generators, unit constraints and the hourly Choose the minimum generation cost for every hour, state load distribution over the 24 hour horizon. The network which satisfies minimum up and down time, ramp topology and the test data for the IEEE 30 bus system are constraint. Add shut down, start up, cold and hot start cost if necessary given in http:// www.ee.washington.edu/research/pstca. For every hour, all the possible combinations that satisfy the load demand and spinning reserve constraints are selected Sum all the transitional cost from each hour and display and these states are allowed to perform OPF for all the the results with state, dispatch, transitional cost, total possible contingencies that can happen in that network. If minimum generation cost the state converges for OPF for every line removal, then select that state and perform OPF without any End contingencies and store that state. Similarly all the states that satisfy OPF for every contingency in the system and Figure1 Flow chart for the proposed algorithm demand on that hour are stored. This procedure has to continue for the specified time horizon. Select the state that possess minimum cost and satisfies the unit constraints for The state which converges for power flow when all the the entire time horizon. Finally the complete unit lines are removed once from the system is selected. For that commitment schedule with minimum TC has been state perform power flow and economic dispatch without obtained. The TC obtained by considering contingency in any contingencies in the system and store the transitional the network are 916.2 $/day more than the generation cost cost. obtained without PFC and 512.5 $/day more than the j. The same procedure is followed for all the states that generation cost obtained with PFC. UC schedule without satisfy the load demand and spinning reserve constraints for PFC and performing contingency analysis may not be 15 © 2010 ACEEE DOI: 01.ijepe.01.01.03
  • 5. ACEEE International Journal on Electrical and Power Engineering, Vol. 1, No. 1, Jan 2010 practical, since the states must include the system network 1.4 x 10 4 losses and also converge for optimal power flow. This is Transitional cost without PF Transitional cost with PF the reason for the cost being minimum when power flow 1.3 Transitional cost with CA constraints and contingency analysis are not considered. 1.2 The transitional generation cost for every hour have been T rans itional Cos t in $/hr compared and plotted with CA, with and without PFC in 1.1 Figure 2. 1 1000 Transitional cost without PF 0.9 Transitional cost with PF 900 Transitional cost with CA 0.8 800 Transitional Cos t in $/hr 0.7 0 5 10 15 20 25 700 Time in Hours 600 Figure 3. Transitional cost for IEEE 118 bus 500 400 300 200 0 5 10 15 20 25 Time in Hours Figure 2. Transitional cost for IEEE 30 bus Table 1. IEEE 30 bus UC schedule Period Load UC without PFC Trans cost UC with PFC Trans Cost Security Constrained UC Trans cost 1 166 101101 492.3680 101101 506.0666 101101 506.5560 2 196 101101 514.4198 101101 535.2034 101101 536.4296 3 229 101101 623.0319 111101 799.0942 101111 828.0507 4 267 111101 898.2148 111001 838.9670 111110 961.8205 5 283.4 111101 766.8436 111011 987.8135 111110 804.9445 6 272 111101 728.0110 111011 765.0130 111110 762.8829 7 246 111101 642.2775 111011 670.6727 111110 669.4243 8 213 111101 539.1919 111011 558.4164 111110 557.2563 9 192 111101 476.9293 111011 491.5142 111100 542.7611 10 161 110101 432.1891 111011 398.9967 111000 479.9059 11 147 110101 363.5154 111011 359.6488 110000 404.7152 12 160 110101 399.3866 111011 396.1338 110000 415.5276 13 170 110101 427.6901 111011 425.1014 110000 447.9513 14 185 110100 497.5949 111011 469.9788 110000 498.2986 15 208 110100 538.8728 111011 542.1670 110000 579.6063 16 232 110100 616.7335 111011 621.9727 111000 748.7215 17 246 110100 663.7953 111011 670.6739 111001 791.2400 18 241 111100 738.3682 111011 653.0992 111001 659.6339 16 © 2010 ACEEE DOI: 01.ijepe.01.01.03
  • 6. ACEEE International Journal on Electrical and Power Engineering, Vol. 1, No. 1, Jan 2010 19 236 111100 609.1311 111011 635.7233 111001 641.7818 20 225 111100 573.9276 111011 598.2173 111001 602.9092 21 204 111100 508.6984 111011 529.3179 111001 531.0425 22 182 111000 524.2561 111011 460.8624 111001 460.6676 23 161 111000 378.1085 111011 398.9961 111001 397.0433 24 131 111000 295.4216 111010 338.9695 111000 335.9958 Total Minimum cost in $ / day 13248.9 13652.6 14165.1 Table 2. IEEE 118 bus UC schedule Trans Trans Security Constrained Period Load UC without PFC UC with PFC Trans cost cost UC cost 1 3170 1111101111111101100 8026.0 1111101011111111101 10820 1111101011111111110 10833 2 3200 1111101111111101100 7978.8 1111101011111111101 10839 1111101011111111110 10809 3 3250 1111101111111101100 8134.8 1111101011111111101 11062 1111101011111111110 11043 4 3300 1111101011111101100 8334.4 1111101011111101100 12070 1111101011111111110 12226 5 3460 1111101011111101100 8791.1 1111101011111101100 12367 1111101011111111110 12578 6 3640 1111101011111101100 9400.9 1111101011111101100 12890 1111001011111101110 13092 7 3686 1111001011111101100 9595.8 1111001011111101110 13319 1111001011111101110 13154 8 3640 1111001011111101100 9386.8 1111001011111101110 13010 1111001011111101110 13010 9 3560 1111001011111101100 9116.9 1111001011111101110 12775 1111001011111101110 12775 10 3440 1111001011111101100 8719.5 1111001011111101100 12307 1111001011111111110 12603 11 3250 1111001011111111100 8229.8 1111101011111111110 11449 1111101011111111110 11223 12 3200 1111001011111111100 7960.6 1111101011111111110 10809 1111101011111111110 10809 13 3175 1111001011111111110 8016.6 1111101011111111110 10707 1111101011111111110 10707 14 3210 1111001011111111110 8012.0 1111101011111111110 10850 1111101011111111110 10850 15 3420 1111001011111101110 8703.8 1111101011111101100 12326 1111101011111111110 12483 16 3620 1111001011111101110 9337.9 1111101011111101100 12827 1111101011111101110 13013 17 3620 1111001011111101110 9337.9 1111101011111101100 12827 1111101011111101110 12983 18 3580 1111001011111111100 9333.2 1111101011111101100 12702 1111001011111111110 13024 19 3460 1111001011111111100 8791.4 1111101011111101100 12367 1111001011111111110 12539 20 3270 1111001011111111100 8179.7 1111001011111111111 11483 1111001011111111111 11205 21 3210 1111001011111111100 7991.7 1111001011111101111 10796 1111001011111101111 10796 22 3153 1111001011111101100 7813.8 1111101011111101110 10855 1111101011111101110 10855 23 3148 1111001011111101110 7927.0 1111101011111101110 10608 1111101011111101110 10608 24 3166 1111001011111101110 7869.3 1111101011111101110 10673 1111101011111101110 10673 Total Minimum cost in $ / day 204989.5 282737.1 283889.1 Case b. IEEE 118 bus system. 17 © 2010 ACEEE DOI: 01.ijepe.01.01.03
  • 7. ACEEE International Journal on Electrical and Power Engineering, Vol. 1, No. 1, Jan 2010 The proposed algorithm has been applied to IEEE 118 bus more than the generation cost obtained without power flow with 19 generating units. The network topology and the test constraints and 1152 $/day more than the generation cost data for the IEEE 118 bus system has been taken from obtained with power flow constraints. The transitional http://www.ee.washington.edu/research/pstca.UC schedules generation cost for every hour have been compared and for an IEEE 118 bus with CA, with and without PFC are plotted with CA, with and without power flow constraints given in Table 2. The total generation cost obtained by are given in Figure 3. considering contingency in the network are 78899.6 $/day Table 3. UP 75 bus UC schedule Period Load UC without PFC Trans UC with PFC Trans Cost UC with CA Trans cost cost 1 3352 111110111111111 3845.1 111110111111111 4090.9 111111111101111 4113.1 2 3384 111110111101111 3918.0 111110111101111 4170.1 111111111101111 4117.4 3 3437 111110111101111 3954.3 111110111101111 4213.9 111111110101111 4296.1 4 3489 111110011101111 4091.7 111110011101111 4355.5 111111110101111 4376.8 5 3659 111110011101111 4332.9 111110011101111 4626.5 111111110001111 4772.5 6 3849 111110011101111 4669.0 111111011101111 5072.8 111111110011111 5217.8 7 3898.1 111110011101111 4755.6 111111011111111 5225.6 111111110011111 5131.7 8 3849 111110011101111 4669.0 111111011111111 4954.0 111111110011111 5037.8 9 3764 111110011101111 4517.3 111111011111111 4808.3 111111111011111 4935.0 10 3637 111100011101111 4351.6 111111011111111 4565.6 111111111011111 4575.7 11 3437 111100011101111 3956.2 111111011101111 4264.1 111111111111111 4476.6 12 3384 111100001101111 3925.2 111111011101111 4116.7 111111111101111 4169.4 13 3357 111100001101111 3820.1 111111011101111 4069.2 111111111101111 4069.9 14 3394 111100001101111 3882.0 111111011101111 4136.1 111111110101111 4219.4 15 3616 111100001101111 4264.0 111111001101111 4606.0 111111110101111 4595.1 16 3828 111100001101111 4638.6 111111001111111 5098.4 111111110101111 4997.5 17 3828 111100001101111 4638.6 111111001111111 4918.4 111111110101111 4997.5 18 3786 111101001101111 4677.7 111110001111111 4874.8 111111110101111 4917.0 19 3659 111101001101111 4337.8 111110001111111 4609.9 111111110001111 4772.5 20 3458 111100001101111 4020.1 111110001111111 4248.0 111111110001111 4316.6 21 3394 111100001101111 3882.0 111110001111111 4134.5 111111110001111 4199.6 22 3334 111100001001111 3864.4 111111001111111 4141.0 111111110001111 4090.7 23 3329 111100001001111 3771.1 111111001111111 4019.2 111111111001111 4139.1 24 3348 111100001001111 3802.8 111110001111111 4084.0 111111111001111 4059.4 Total Minimum cost 100584.8 $/day 107403.5$/day 108594.4$/day 18 © 2010 ACEEE DOI: 01.ijepe.01.01.03
  • 8. ACEEE International Journal on Electrical and Power Engineering, Vol. 1, No. 1, Jan 2010 52 48 49 70 72 G G G G G 11 6 7 3 5 51 40 69 5400 32 31 33 18 64 Transitional cost without PF 71 68 37 5200 Transitional cost with PF 27 66 20 62 39 60 Transitional cost with CA 25 19 61 38 22 5000 G 36 59 58 G 1 Transitional Cost in $/hr 26 14 17 4800 57 43 53 29 G G 23 46 2 4600 8 G 9 75 G G 74 16 4 34 10 35 4400 28 54 30 56 G 4200 24 12 65 67 41 50 G 13 4000 47 21 63 42 3800 55 G 15 3600 45 73 0 5 10 15 20 25 44 Time in Hours Figure 4. One line diagram of Indian utility system Figure 5. Transitional Cost of Indian Utility System Case c. Indian Utility (Uttar Pradesh State) 75 bus system commitment schedule obtained by incorporating both The 75-bus Uttar Pradesh State Electricity Board (UPSEB) network and unit constraints, also with the commitment Indian Utility system with fifteen generating units is shown schedule obtained without incorporating network in Figure 4. The data in per unit (p.u) is on 100 MVA base. constraints. Since exhaustive enumeration technique is UC schedules for the 75 bus system with CA, with and used, it guarantees the optimality of the solution. The without power flow constraint are given in Table 3. The effectiveness of this method has been demonstrated on an total generation cost obtained by considering contingency IEEE 30, 118 buses and on Indian utility system and may in the network are 8009.6 $/day more than the generation also be extended to large systems. The results achieved are cost obtained without PFC and 1190.9 $/day more than the quite encouraging and indicate the viability of the proposed generation cost obtained with PFC. The solution results in technique to deal with future UC problems. this study indicate that the proposed algorithm is applicable VI. REFERENCES to the day-ahead UC calculation of large scale power [1]. Carlos E. Murillo-Sanchez, Robert J. Thomas, “Parallel systems. The transitional generation cost for every hour Processing Implementation of the Unit Commitment Problem with have been compared and plotted with CA, with and without Full AC Power Flow Constraints”, Proceedings of the 33rd Hawaii International Conference on System Sciences, 2000. power flow constraints are given in Figure 5. The platform [2]. N. P. Padhy, “Unit Commitment using Hybrid Models, A used for the implementation of this proposed approach is on Comparative Study for Dynamic Programming, Expert systems, INTEL[R], Pentium [R] 4 CPU 1.8 GHz, 256 MB of RAM Fuzzy Systems and Genetic Algorithm”, Electric Power and and simulated in the MATLAB environment. The solution Energy System, vol. 23, pp. 827-836, 2000. results in this study indicate that the proposed algorithm is [3]. E. C. Finardi, E. L. da Silva, “Unit Commitment of Single applicable to the day-ahead UC calculation of large scale Hydroelectric Plant”, Electric Power System Research, vol. 75, power systems. pp. 116-123, 2005. [4]. Wei Fan, Xiao Hong Guan, Qiaozhu Zhai, “A New Method for unit Commitment with Ramping Constraints”, Electric Power System Research, vol. 62, pp. 215-224, 2002. V. CONCLUSION [5]. Xiao Hong Guan, Sangang Guo, Qiaozhu Zhai, “The This paper presents an approach to solve security Conditions for Obtaining Feasible Solutions to Security constrained UCP by accommodating both unit and network Constrained Unit Commitment Problems”, IEEE Trans. On Power constraints. This algorithm would give realistic results as Systems, vol. 20, no. 4, pp. 1746-1756, Nov. 2005. the entire unit and network constraints are included. The [6]. Qing Xia, Y. H. Song, Boming Zhang, Chongqing Kang, commitment schedule holds well even if there is any Niande Xiang, “Effective Decomposition and Co-ordination contingency in any of the lines in the network as the Algorithms for Unit Commitment and Economic Dispatch with Security Constraints”, Electric Power System Research, vol. 53, selected unit combination has been converged for OPF for pp. 39-45, 2000. every contingency occurred in the system. The security constrained UC schedule has been compared with the 19 © 2010 ACEEE DOI: 01.ijepe.01.01.03
  • 9. ACEEE International Journal on Electrical and Power Engineering, Vol. 1, No. 1, Jan 2010 [7]. Yong Fu, Mohammad Shahidehpour, “Security Constrained [12] D.P.Kothari and I.J.Nagrath, “Modern Power System Unit Commitment with AC Constraints,” IEEE Trans. On Power Analysis”, 3rd Edition, McGraw Hill, New York, 2008. Systems, vol. 20, no. 2, pp. 1001-1013, May 2005. [13]D.P.Kothari and J.S.Dhillon, “Power System Optimization”, [8]. Bo Lu, Mohammad Shahidehpour, “Unit Commitment with Prentice Hall of India Pvt. Ltd., Second Edition, New Delhi, 2005. Flexible Generating Units”, IEEE Trans. On Power Systems, vol. [14]. Hadi Sadat, “Power System Analysis”, Tata McGraw-Hill 20, no. 2, pp. 1022-1034, May 2005. Publishing Company Limited, 2002. [9]. Zuyi Li, Mohammad Shahidehpour, “Security Constrained [15] N.P.Padhy, (2004). Unit Commitment- A Bibliographical Unit Commitment for Simultaneous Clearing of Energy and Survey, IEEE Trans. On Power Systems, vol. 19, no. 2, pp. 1196- Ancillary Services Markets”, IEEE Trans. On Power Systems, vol. 1205. 20, no. 2, pp. 1079-1088, May 2005. [16] Subir Sen and D. P Kothari, “Optimal Thermal Generating [10]. N.P.Padhy, “Unit Commitment- A Bibliographical Survey”, Unit Commitment: A Review”, International Journal on Electric IEEE Trans. On Power Systems, vol. 19, no. 2, pp. 1196-1205, Power and Energy Systems, Vol. 20, No 7, pp 443-451, 1998. May 2004. [17] Narayana Prasad Padhy, “Unit Commitment Problem under [11]D.P.Kothari and I.J.Nagrath, “Power System Engineering”, Deregulated Environment-A Review”, Proceedings of IEEE Tata McGraw Hill, Second Edition, New Delhi, 2007. Power Engg. Soc. General Meeting, 2003. 20 © 2010 ACEEE DOI: 01.ijepe.01.01.03