Chapter 1

The realm and Concept of Power

System Optimization
Contents
Introduction
Types of optimization problems
Types of optimization techniques
Nonlinear Programming
Classification of NLP
Unconstrained optimization Techniques
Constrained optimization techniques
Modern optimization techniques


What is Optimization?
Optimization is the mathematical discipline which is
concerned with finding the maxima and minima of
functions, possibly subject to constraints.
Optimize means make as perfect, effective or
functional as possible
Used to determine best solution without actually
testing all possible cases
Need for optimization in power system
Power system operation is required to be
Secure
Economical
Reliable
All operations have to operate at optimum point
Power flow analysis
Economic Dispatch
Reactive power
Load shedding
Configuration of electrical distribution networks etc







Statement of optimization problem
General Statement of a Mathematical
Programming Problem
Find x which minimize: f(x)
Subject to: g
i
(x) < 0 for i = 1, 2, ..., h
l
i
(x) = 0 for i = h+1, ..., m
f(x), g
i
(x) and l
i
(x) are twice continuously
differentiable real valued functions.
g
i
(x) is known as inequality constraint
l
i
(x) is known as equality constrain
X can be a vector with several
variables


Minimization of f(x) is same as
maximization of f(x)
Some terminologies
Design vector
Design constraints
Constraint surface
Objective function
Mathematical programming
Design vector
Two types of variables
exist
-Pre-assigned variables
-Variables whose value is
known before hand
-Design vector
-Vector of decision
variables
-Should be calculated using
techniques

Design space- space of
the design vector
(

=
+ =
2
1
1 2 1
x
x
x
x 2 x x 82 . 9 ) x ( f
x2
x1
Design vector
Design space
Design constraints
Restrictions on variables Behavioral constraints
Power cannot be
negative
Geometric constraints
Constraints due to
geometry
Find x which minimize: f(x)
Subject to:
g
i
(x) < 0 for i = 1, 2, ..., h
l
i
(x) = 0 for i = h+1, ..., m
Where:
gi(x) is inequality constrain
li(x) is equality constraint

Constraint surface
Set of values which
satisfy a single
constraint
Plot of gi(x)=0
Four possible points
Free and acceptable
Free and unacceptable
Bound acceptable
Bound unacceptable
Example
Draw constraint surface for problem of minimization
0
) 250 ( 8
) x x )( 10 x 5 . 8 (
x x
2500
0 500
x x
2500
8 . 0 x 2 . 0
14 x 2
x 2 x x 82 . 9 ) x ( f
2
2
2
2
1
5 2
2 1
2 1
2
1
1 2 1
s
+ t

t
s
t
s s
s s
+ =
Subject to
2 4 6 8 10 12 14
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
x1
x
2
Objective function
The function which gives
the relation between the
objective we want to
achieve and the variables
involved
Single or multiple
Example economic
dispatch problem
Minimize operating cost
Variables power output
of each generator
Constraint- system load
demands, generating
capacity of generators

Objective function
Example: A power
company operates two
thermal power plants A
and B using three
different grades of coal
C1, C2 and C3. The
minimum power to be
generated at plants A
and B is 30MWh and
80MWh respectively.
Amount of coal required







Write the objective function
to min cost
Objective function
surface
Locus of all points
satisfying f(x)=C for some
constant C
2 4 6 8 10 12 14
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
x1
x
2
Red lines are
objective function
surfaces for C=50 and
C=30
Classification of optimization problems
Based on
existence of
constraints
Constrained optimization
Formulation
Min F(X)
subject to
Gj(X)>0
Unconstrained optimization
Formulation
Min F(X)
Classification cont
Based on
nature of
design
variables
Static
Design variables are simple variables
Dynamic
Design variables are function of other
variables
Classification cont
Based on
nature of
expression for
objective
function and
constraints
Linear programming
Objective function and constraints are linear
Approximation
Optimal Power flow, steady state security etc
Nonlinear programming
If any one of the objective function or
constraints is nonlinear
Power system problems are nonlinear
Classification cont
Based on
expression of
objective
function or
constrains
Geometric programming objective
function and/or constraint are expressed
as power terms
Quadratic programming
Special case of NLP
Objective function is quadratic form

Classical Optimization techniques
Used for continuous and differentiable functions
Make use of differential calculus
disadvantages
Practical problems have non differentiable objective
functions
Single variable optimization
Local minima
If for small
positive and negative h

Local maxima
If for small
positive and negative h
Local
minima
Local
maxima
Single variable cont
Theorem 1
Theorem 2
Example
5 x 40 x 45 x 12 ) x ( f
3 4 5
+ + =
-1 -0.5 0 0.5 1 1.5 2 2.5 3
-100
-50
0
50
100
150
200
250
300
350
400
Soln.

Find f(x) and then equate it with zero. The
extreme points are x=0,1 and 2

X=0 is inflection point, x=2 is local minima
and x=1 is local maxima
Multivariable optimization
Without constraint and With constraint
Has similar condition with single variable case
Theorem 3
Theorem 4
Example: find extreme points of
Find extreme points
Check the Hessian
matrix by determining
second derivatives and
determinants
Function of two variable

Soln.
Evaluate first partial
derivatives and

Multivariable optimization with equality
constraints
Problem formulation

Find which minimizes F(x) subject to the constraint

gi(x)=0 for i=1,2,3, m where ms n
Solution can be obtained using
Direct substitution
Constrained variation and Lagrangian method
Direct substitution
Converts constrained
optimization to
unconstrained
Used for simpler
problems
Technique
Express the m constraint
variables in terms of the
remaining n-m variables
Substitute into the objective
function
Direct substitution cont
Example find the values of x1,x2 and x3 which
maximize
subject to the equality constrain

Soln. Re-write the constraint equation to eliminate any
one of the variables
then

( )
2
3
2
1 2
x x 1 x = ( )
2
3
2
1 3 1 3 2 1
x x 1 x x 8 ) x , x , x ( f =
constrained variation method
Finds a closed form expression for the first order
differential of f at all points where the constraints are
satisfied
Example: minimize

Subject to
Constrained variation
At a minimum


If we take small
variations dx1 and dx2

After Taylor series expansion
Rewriting the equation

Substituting

Necessary condition
Constrained variation
For general case




Under the assumption that
Example minimize the following function subject to given constraint
Minimize

Subject to

Soln. The partial
differentials are





Using the necessary condition
Method of Lagrangian multipliers
Problem formulation
s.t.
Procedure:
A function L can be formed as

Necessary conditions for extreme are given by
Lagrange Multiplier method cont




For a general case L
Lagrangian method
Sufficient condition is


Has to be positive definite matrix
Example: find maximum of f given by

Subject to

Soln. The Lagrangian is



Giving
Formulation of multivariable
optimization
When the constraints are inequality constraints, i.e.

It can be transformed to equality by adding slack
variable
Lagrangian method can be used
Kunh- Tucker conditions
The necessary condition for the above problem is


When there are both equality and inequality constraints, the KT
condition is given us
Kuhn-Tucker conditions cont


Example: For the following problem, write the KT
conditions

Subject to
Linear programming
History
George B. Dantzing
1947, simplex method
Kuhn and Tucker duality
theory
Charles and Cooper -
industrial application

Problem statement

Subject to the constraint
Properties of LP
The objective function is
minimization type
All constraints are linear
equality type
All decision variables are
nonnegative
Transformations
If problem is maximization
use f
If there is negative variable,
write it as difference of two
If constraint is inequality, add
slack or surplus variables
Simplex algorithm
Objective of simplex algorithm is
to find vector X >0 which
minimizes f(X)

and satisfies equality constraints
of the form
Algorithm
1. Convert the system of
equation to canonical form
2.Identify the basic solution
3. Test optimality and stop if
optimum
4. If not, select next pivotal
point and re-write
equation
5. Go to step 2


Simplex algorithm
Example: Maximize



Solution:
Step 1. convert to canonical form




Use tabular method to proceed on the
algorithm
Subject to
Basic variable means those variables having coefficient 1 in one of the equation and zero in
the rest of the equations
Various types of solutions
Unbounded solution
If all the coefficients of the entering variable are
negative
Infinite solution
If the coefficient of the objective function is zero at an
optimal solution
Modifications to simplex method
Two phase method
When an initial feasible
solution is not readily
available
Phase I is for rearranging
the equations
Phase II is solving

Revised simplex method
Solve the dual of the basic
solution
Using MATLAB to solve LP
Example:
Subject to
Soln.
1. Form the matrices containing coefficients of the objective function, constraints
equations and constants separately





2. Use the built in function linprog() [x, fmin]=linprog(f,A,b,[],[],lb);

f=[5 2];
A=[3 4;1 -1;-1 -4;-3 -1];
b=[24;3;-4;-3];
lb=zeros(2,1);