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    CONSTRANED OPTIMUM ECONOMIC DISPATCH OF ELECTRIC POWER SYSTEM

    USING LINEAR PROGRAMMING TECHNIQUE

    AND

    IT'S APPLICATON IN WAPDA POWER SYSTEM OPERATIONAL PLANNING

    ENGR. NAVED RUSHDI TAHIR NADEEM MALIK DR.AFTAB AHMAD Phd

    M.Sc. ENGINEERING ASSOCIATE PROFESSOR DEPUTY DIRECTOR

    ABSTRACT

    Power system operational planning, its scope and

    procedures have been reviewed in general. Present

    practice for the operational planning i.e. economic

    dispatch using classical techniques based on

    unconstrained optimization and its application in

    integrated operation of electric network have beendiscussed. The reasons that these classical

    approaches may "fall through the crack" is obviousi.e. financially fragmented ownership structure.

    Which definitely guides us to propose an alternate

    strategy for operational planning procedures keeping

    in view the new directions in power system

    competitive operation and recent trends in

    operational planning of the electric power industry.

    To pursue the universally acceptable objective of

    cost minimization, this research work is a break

    through with regard to application of operations

    research technique known as linear programming (inshort "L.P") for the practical solution to the optimum

    economic dispatch problem under constrained

    environment. This research work dates back to 1940

    form Krons theory to Kuhn-Tucker multipliers for

    the solution of constrained non-linear economic

    dispatch problem under the umbrella of classical

    approach, and the associated complications/

    difficulties in applications and low level of itsvalidity in newly emerging competitive environment

    leads us through the greatest achievement of Dentzig

    in establishing linear programming technique.

    INTRODUCTION

    The Electric power system engineer is faced with the

    challenging task of planning and successfullyoperating one of the most complex systems oftoday's civilizations. The efficient planning and

    optimum economic operation of power system has

    always occupied an important position in Electric

    power industry. The operational planning of the

    power system involves the best utilization of

    available energy resources subject to various

    practical constraints to transfer electrical energy

    from far furlong generating stations to the load

    centers and scattered consumers with maximum

    safety of personal/equipment without interruptionand satisfactory quality of supply (i.e. close to

    nominal frequency and declared voltage profile) at

    minimum cost.

    In modern complex and highly integrated power

    systems, the operational planning involves many

    steps such as load forecasting, unit commitment,scheduling of active/ reactive generation,

    maintaining system frequency and voltage profileclose to declared level, maintaining spinning reserve

    and cold reserve for stability issues, interchange

    scheduling to neighboring utilities, etc.

    The real world problem of optimum economy and

    profit maximization under constrained environment

    can best be addressed and practically implement

    able as guided by the most popular technique of

    operations research, namely mathematical linear

    programming technique. Generally it was thought

    that highly structured and systematic approach oflinear programming couldnt be applied to optimum

    economic dispatch problem and especially in

    constrained environment where the subject touches

    the most complex boundaries. Little mention of

    applications and validity for economic dispatch

    optimization using linear programming in electric

    power industry is found in the literature.

    This research work is aimed with this challenge. Theextensive research has led to the development

    whereby operations research technique can be

    applied most effectively to optimum economic

    dispatch problem. The objective function of

    optimization problem can be extended easily to n-

    dimensions and can handle thousands of applied

    constraints both equality and inequality typeimplicitly. Initially a two-dimensional proto typemathematical model has been formed and algorithm

    is formulated in Two-Phase method, coded in

    FORTRAN-77, implemented in DOS environment

    (P.C version). Results are exactly in confirmation

    with by-hand calculations by the two different

    approaches to the solution of linear programming

    i.e. by corner solution method and the Big-M

    method. Extended and tested for IEEE standard

    formats for 5-Bus, 14-Bus, 30-Bus and finally for

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    54-Bus set-up. Significant results are obtained.

    WAPDA power system is represented by 54-Bus

    system (in 54 dimensions) with both equality andinequality constraints and optimum economic

    dispatch solution determined provides additional

    features include optimum Hydro-Thermalcoordination, capability to handle transmission

    system constraints implicitly. Significant results

    represent a saving worth billion of dollars and easy

    access to the source code.

    Completion of this research work employs

    indigenous resources and contributes to alleviate

    future problems in economic operation of the powersystem. This research work definitely provides very

    much insight to many of the researchers struggling

    to enhance this area for the well being of the

    humanity and bridges the inherent gap between

    financial aspects and engineering jargons, which are

    apparently two divergent fields and are usually nottalked about jointly.

    Linear programming is the well established, mosteffective and highly efficient mathematical

    programming technique from the field of operations

    research seeking global optima pertains to linear zed

    objective functions under the constraint environment

    for the solution to real world problems. Its

    application ranges from defense industry to Govt

    sector, public sector, business, refinery, chemical,

    transportation (including land, sea, air, and even

    space) etc.

    LINEAR PROGRAMMING AND OPTIMUM

    ECONOMIC DISPATCH

    PROBLEM

    At times, the objectives of an organization are stated

    in an unqualified way such as maximization of

    profits or minimization of costs. In may more cases,

    however, organizations attempt to pursue objectives

    within a set of limitations properly termed asconstraints. For example, an organization may

    attempt to maximize profits within a given available

    pool of resources (Labour or machinery). Similarly,

    organizations may attempt to minimize costs while

    meeting various internally or externally imposed

    quality specifications. Thus, organizational

    objectives often are pursued within a constrainedenvironment. This reflects the reality of resourcescarcity and societal demands.

    The particular objective of an organization can be

    expressed in terms of a mathematical model in

    equation form. Constraints on this objective also

    may be stated mathematically. Often the most

    realistic description of constraints is through the use

    of in-equality statements. Examples of constraints

    stated as in-equalities are that organization must use

    no more than specified labor-hours per week for

    production of a particular good or that the

    government has stated that a particular drug must

    contain at least five milligrams of folic acid pertablet.

    Mathematical programming includes techniques for

    evaluating problems of optimization underconstraints. When the objective and constraints are

    expressed in linear form, a type of mathematical

    programming called linear-programming is applied

    to the problem. So first, we should discuss linear

    programming and then various methods of its

    solution and finally its application to situation of

    constrained optimization (optimum active powerdispatch problem in this case).

    LINEAR PROGRAMMING.

    A linear programming [11], [25] problem is a

    mathematical problem in which the objective

    function and the constraints including equality andinequality constraints are linear function of the

    unknowns (that is function of x raised to the powers1 and 0. Mathematically, it can be stated as:

    Minimize f = Cj xj : j = 1,2,3,.......n variables.

    (Objective)

    Subject to: aij xj ( , = , or )bi ,: i = 1,2,3... m

    constraints

    (Secondary Constraints)

    and xj 0 : j = 1,2,3,.......n

    (Non-Negativity or primary constraints)

    where Cj, aij , bi are known constants (called

    coefficients) for all i and j.

    And xj are non-negative variables called non-

    negativity constraints, or primary constraints, whichrestricts the problem in first quadrant only.

    The constraints of the problem can be converted into

    equations by adding a (non-negative) slack variable

    xn+1 if the ith in-equality is of the type (, and

    subtracting a (non-negative) surplus variable xn+k if

    the kth in-equality is of the type . Assume that

    Augmentation of the slack and surplus variables willresult in a total of p variables, the problem can be

    written in matrix form as:

    Minimize: f = [C] [x]

    Subject to [A][x] = [b]

    and [x] 0

    Eq-1

    Where

    [C] is a "p" dimensional row vector[A] is an m * p matrix represents coefficients

    [b] is an m-dimensional column vector

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    and

    [x] is a "P" dimensional column vector represents

    variables

    Note that the elements of [C] corresponding to the

    slack and surplus variables are all zero.

    According to fundamental theorem of linear

    programming, the optimal solution of a linear

    programming problem, if finite (i.e. possible as

    opposed to infinite), is always obtained at one of the

    basic feasible solution (i.e. corner point). A linear

    programming algorithm then improves the objectivefunction in successive iterations from one basic

    feasible solution point to an adjoining one, until the

    optimum solution is reached.

    At each iteration , one previously non-basic variable

    becomes basic in exchange with one of the basic

    variables, which then becomes non-basic.This is called variable exchange, usually "Pivot

    operations'" and is the main linear programmingmechanism.

    The way in which the exchanges are handled in

    various problem formulations are the important

    characterizing features of the different solution

    methods of linear

    programming , based on Gauss-Jordan elimination

    technique employing upper-triangularization and

    back substitution method to reach the most

    appropriate /feasible optimum solution . the advent

    of the algorithmic iterative technique for computerbased solution further seeks the optima within the

    lapse of few seconds with reasonable accuracy and

    can handle the problem comprising hundreds of

    dimensions of objective function under thousands of

    constraints. which includes ;

    Simplex method

    Revised Simplex method

    Big-M methodTwo phase method

    Primal-dual method

    Minimization by way of -Z maximization.

    To establish the basis, the idea came about fromtransformation in primal-dual technique of L.P,

    where by primal problem of maximization can be

    transformed to duel problem of minimization andvice versa , in order to opt for easy solution

    methodology for maximization problem.

    The application to electric power engineering

    industry involves transformation of L.P from real

    life domain to augmented domain similar to Fourier

    or Laplace transforms, where by in Laplace

    transform the problem of simultaneous solution ofdifferential equations from "t" (time) domain to

    "s"(secondary) domain, where the problem

    simplifies to solution of simultaneous ordinary

    algebric equations and after having the solution in

    "s" domain the solution is re-transformed back to "t"

    domain for realization . The transformation toaugmented domain is very simple using only

    arithmetic subtraction of lower bound in case ofupper bound problem and vice versa. The

    augmented optimization problem can be treated as

    auxiliary problem to the original problem and

    solution of the auxiliary problem is a transformed

    version of the original problem. The transformed

    optimum results can easily be re-transformed back

    to real life domain merely by a reverse process of

    arithmetic addition of requisite bounds .The

    augmentation process of transformation carries

    along with it additional benefits like machine upperand lower bounds once incorporated at problem

    formulation stage are dealt automatically i.e.

    implicitly and need not be bothered again at

    algorithmic or coding stage. On contrary these limits

    are difficult to handle in non-linear optimization and

    needs additional "u" multipliers (Kuhn-Tucker

    multipliers) and algorithm should be designed to

    look after these inequality constraints.

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    REFERENCES.

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    [5]. PTI Soft ware Program No: 238,

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    [8]. Annual Report WAPDA 1994.

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