3E Reliability
3E Reliability
Reliability-Security Constrained
Unit Commitment with Hybrid Optimization
Method
Ahmad Heidari1, Mohammad Reza Alizadeh Pahlavani2, Hamid Dehghani3
Malek-Ashtar University of Technology (MUT), Shabanlo St., Lavizan, Tehran, Iran1, 2, 3
ABSTRACT:This paper presents an advanced optimization technique to solve unit commitment problems and reliability
issues simultaneously for thermal generating units. To solve unit commitment, generalized benders decomposition
along with genetic algorithm to include minimum up/down time constraints are proposed, and for reliability issues
consideration, a fuzzy stochastic-based technique is presented. To implement the problem into an optimization
program, the MATLAB® software, and CPLEX® and KNITRO® solvers are used. To verify the proposed technique
and algorithm, two case studies that are IEEE 14 and 118 bus systems are implemented for optimal generation
scheduling, and reliability issues. Finally, a comparison with other solution techniques has been given.
I.INTRODUCTION
Reliability-constrained unit commitment (RCUC) is applied to minimize the costs economically, and schedules unit
reserves like spinning reserves to provide system reliability; On the other hand, loss of load probability must be taken
into consideration to obtain customers satisfactory of the power system. A lot of optimization methods and modelling
techniques are proposed to solve security-constrained unit commitment (SCUC) [1-5]. In [6] unit commitment solution
is considered based on uncertainty, and a combination of benders decomposition and the outer approximation technique
is proposed. In [7] unit commitment solution is developed with integrating of wind power and demand response
uncertainties with aid of benders decomposition. In [8], multi-objective unit commitment with fuzzy membership
design variables is tuned. In [9], unit commitment and reliability are proposed under uncertain forecasting based on
fuzzy credibility theory. In [10], unified stochastic and robust unit commitment problem along with reliability is
developed based on benders decomposition algorithm. In [11], a benders decomposition approach is proposed for a
combined heat and power system. In [12], a fuzzy radial interval linear programming model is developed for robust
planning of energy management systems with environmental consideration. In [13], security-constrained self-
scheduling of generating companies in day-ahead electricity markets is considered.
Among these techniques and methods, Benders decomposition [14-16] is applied more because of the nature of the
power system problems which is mixed integer; like on/off state of generating units. Benders decomposition is a
decomposition technique separating the main problem and subproblem such that solving the whole problem needs less
computation burden. In this paper, in master problem, the minimum up and down time constraints are nonlinear [17],
and may lower program speed; therefore, a modified genetic algorithm is used to just solve these constraints.
Based on [1, 18-20] genetic algorithms (GAs) are adaptive search methods that obtain their characteristics from the
genetic processes of biological organisms based on evolution facts.
In power system operations, there are two other methods for distributing energy and system reserves; that is, sequential
dispatch and simultaneous dispatch [21]. As [21] proposes, the better solution of the problem from optimization
viewpoint is found when all the constraints and limitations are considered simultaneously rather than sequentially. [22]
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ISSN (Online): 2278 – 8875
Proposes a mixed deterministic-probabilistic structure to the system reserves with market-clearing algorithm and UC.
However, [22] just runs the algorithm for one time period. Other references like [21] and [23] consider system reserves
like interruptible loads.
For reliability issues, loss of load probability (LOLP) along with system spinning reserves are included, and because of
the nature of the problem that is stochastic based, a fuzzy algorithm is implemented to consider the stochastic nature of
reliability issues.
With review of literature, the gap needs to be filled with a robust and advanced optimization technique. This proposes a
technique solving SCUC problem and Reliability issues simultaneously with aid of existing and advanced optimization
techniques having less computation burden, yielding robust, reliable and comparable with other results.
The main contribution of this paper is to use some existing optimization techniques that are benders decomposition,
genetic algorithm, and fuzzy programming all together to solve a problem that is not only based on unit commitment,
but also is based on reliability issues, and includes to study two necessary parts of power system. It is noted that in this
definition, reliability issues are considered as spinning reserves, and the ability of power system under study to supply
loads (LOLP).
The reason why authors were specific on these methods those are Generalized Benders Decomposition (GBD), Genetic
Algorithm (GA), and Fuzzy Programming (FP) was that they have the ability to tackle with these kinds of problems
based on the literature; so, the authors made a decision to optimize these methods based on new challenge for each part
of the problem separately and altogether.
The advantage of these methods is searching and finding a feasible solution matching with the proposed algorithm, and
decreasing computational burden. In other words, these methods have a good convergence based on the size of the
given problem.
In this paper, the whole problem is a mixed integer nonlinear program (MINLP) problem, and is solved with
Generalized Benders Decomposition method along with considering minimum up and down time constraints applying
genetic algorithm. In this technique, unit commitment (UC) is master problem assigning on/off state of generating
units; at the next step, subproblem solves economic dispatch (ED), and finally reliability issues are solved applying
fuzzy programming.
[P u ] Pload (t ) t 1,..., Nt
Ng
i 1
(1)
i ,t i ,t
Eq. (1) indicates that each running generating unit must supply the active power demanded by the loads at each
specified hour.
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i ,t 1 i ,t 1 i ,t
Eq. (3) defines minimum up/down time constraints. Minimum up time is defined as once the unit is running; it should
not be turned off immediately. Minimum down time is defined as once the unit is decommited; there is a minimum
time before it can be recommitted. In above eqs., T on and Toff are minimum up time and minimum down time of unit i
respectively, and Xon and Xoff are ON time and OFF time of unit i at time t before beginning of the specified time. It
means that X depends on elapsed time the generating units were running.
P P Rup (i )
Ramp-up Rate Limits:
i ,t 1
(4)
i ,t
In eq. (4), the traditional model for ramping is considered; that is, the ramp rates are fixed at all loading levels and the
ramping delay is not considered.
P 0
Inequality of generating units’ active Power:
(5)
i ,t
Eq. (5) is a mathematical constraint.
Objective function of minimization problem for SCUC is:
[F (P )u s sd ]
Ng Nt
i 1t 1
(6)
i i ,t i ,t i ,t i ,t
Where
F (P ) CP 2 BP A
i i ,t i ,t i ,t
Eq. (6) defines the objective function of the operational part of programming. It includes three sums; the fuel cost
depending on nonlinear curve namely F (P), startup cost, and shut down cost.
In equations (1) to (6), i and t are indices standing for generating units and time period, respectively. P is active power
of generating units, Pload is consumed active power at load buses, Rup is ramp-up rate limit, s represents startup cost,
sd represents shutdown cost, and u is a binary value assigning on/off states of generating units. A, B, and C are
constants applying for cost functions of fuels for generating units.
All information and formulation of reliability issues are as follows:
Spinning Reserves Limits [21-22]
0 SRT u P max P
i i i i
SRT RupT
(7)
i i
Eq. (7) indicates the spinning reserve of generating units, and that is the ability of generating units to supply for
reliability issues when generating units cannot supply loads normally. In this Eq., SR represents spinning reserves in
MW.
To consider LOLP that is a constraint and it must be satisfied in reliability issues part of the problem:
LOLP can be defined classically as [22]:
i 1 (8)
In other words, LOLP is the probability (P) that the available generation, including spinning reserve, cannot meet the
system load for all generating units.
(F (P ) u s sd ) (P SR u )
Finally, objective function of reliability section is added to the equation (6).
(9)
i ,t i ,t i ,t i ,t SR i ,t
In Eq. (11), PSR is the cost for each MW produced in money unit. It is noted that LOLP is an obligatory constraint, and
it must be satisfied for the problem to be solved.
B. Algorithm
The algorithm which is implemented in this paper is depicted in Figure 1. The algorithm is based on a mixed
optimization technique that solves the running program in each iteration. As depicted, at first step, generalized benders
decomposition (GBD) solves unit commitment while genetic algorithms help solve the nonlinear part of problem that is
minimum up and down time constraints. After finding minimum cost of operational section, fuzzy programming based
on a stochastic method is called to solve the rest of the program that is reliability issues part of the program. In each
iteration, fuzzy programming and genetic algorithm work under support of benders decomposition until an absolute
minimum point is found yielding minimum cost of power system, and satisfying reliability issues constraints.
The reason why these mixed optimization techniques are applied returns to the structure that the program deals with it,
and that is structural properties of power system under study; it means, being mixed integer (generalized benders
decomposition), nonlinear (genetic algorithms), and probabilistic structure (fuzzy programming).
As shown, TC standing for Total Cost of power system is sum of operational cost that relates to unit commitment and
Reliability issues cost.
As shown in Figure 1, R stands for reliability functions and the running program stops if and only if absolute value of
master problem and subproblem is less than a pre-specified tolerance. The equations that link master problems and
subproblems constraints are benders cut that are equations when NO box in Figure is obtained.
Main advantage of the proposed algorithm is its ability to take care of unit commitment problem that is a traditional
problem, and reliability issues constraints that are less traditional ones into a modern and advanced optimization
techniques that has some properties: applying several optimization methods in spite of just one optimization program
that may have some deficits; less computational burden; applying stochastic properties of fuzzy programming, and
evolutionary properties of genetic algorithm under support of generalized benders decomposition that is a robust
optimization program.
C. Optimization Program
C.1 Generalized Benders Decomposition (GBD)
GBD problem is as follows [14]:
min f (x 1,..., x n ; y 1,..., y m )
x 1,..., xn ; y 1,..., ym
subject to
hk (x 1,..., x n ; y 1,..., y m ) 0; k 1,..., q
g l (x 1,..., x n ; y 1,..., y m ) 0; l 1,..., r
(10)
y down
j y j y up
j , y j R ; j 1,..., m
In (10), xi are integer parameters and yj are non-integer parameters. hk defines equalities and gl defines inequalities. f is
objective function of optimization problem. Note that upper and lower bounds are imposed on optimization variables to
reflect physical limits.
In the method applied in this paper, the program written by the authors in MATLAB ® applies a branch and cut method
[14] to obtain a feasible solution based on cutting the extra space searching the desired minimum or maximum point.
The property of this method is its iteration: if there is no feasible solution at first iteration, with aid of benders cut, it
loops for the second iteration, and so on until searching and finding minimized or maximized objective function. It is
noted that Genetic Algorithm and Fuzzy Programming are subsets of GBD, and run under main program.
F s j (u j Pjmax Pj SR Tj )
Putting reliability constraints together:
Ns
j 1
s (Rup Tj SR Tj )
Ns
j 1
j
(12)
s (P [ u i (Pi SR i ) Pload ])
Ns n
k 1 i 1
k
s ( P LOSS j (Pload t C Rj ), t Nt )
Ns n
k 1 j 1
k Rj
In above equation, si are slack variables, i, j, and k are indices, and F defines objective function of the reliability
constraints. As written, equations of reliability section are applied. Eq. (12) is based on eqs. (7, 8 and 9).
The authors applied “Fuzzy Logic” toolbox of MATLAB ® applying FIS editor based on eqs. (11 and 12). First of all,
eq. (14) has been linearized, and state variables were picked as desired reliability parameters that are Spinning Reserve
(SR) and LOLP. It is noted that limitations of these parameters have been given in eqs. (7, 8, and 9), and as Genetic
Algorithm, Fuzzy Programming is part of outer optimization program, and is in a loop. On the other hand, capacity
outage probability table (COPT) was formed using the data given.
The method applied for this part of problem was “mamdani”, and defuzzification method was “centroid”. Fuzzy set
was considered as [NB NS ZR PS PB] standing for negative big, negative small, zero, and positive small and positive
big, respectively. Membership function was considered as triangle.
FGA h g ([X on T on (i )] [u
C.3 Genetic Algorithm (GA)
u ]) 2
Ng
g 1
i , t i , t 1 i ,t
h i ,t 1
T off (i )] [u
i ,t 1
u ]) 2
Ng
([X off (13)In (13),
g 1
g
i ,t
h
Ng
2
g 1
g
hg are slack variables, g is index for integer binary parameters, and FGA is objective function of this part of problem. GA
is designed for the solution of maximization problem, so the fitness function is defined as the inverse of equation (13):
1
F fittness (14)
FGA
It is noted that genetic algorithm doesn’t solve the objective function solely, and it is a subset of an outer optimization
program.
As eqs. (13, 14) proposes, GA converts minimum up/down time constraints to an objective function, and searching
fitness function with inverting of objective function. To solve this part of problem, an m-file was written based on
“Genetic Algorithm and Direct Search” toolbox of MATLAB ®.
Finally, GA and FP are converted to two separate m-files; each m-file is called in a module by the m-file written by the
GBD.
III. RESULTS AND DISCUSSIONS
In this section, two case studies, IEEE 14 and 118 bus test systems were implemented to verify the proposed algorithm
for a multi-period optimization problem. Master problem is a Mixed Integer Programming (MIP) problem along with
genetic algorithm applying CPLEX solver, and Subproblem is an MINLP problem and fuzzy stochastic based problem
applying KNITRO solver. The proposed method was implemented on a DELL VOSTRO 1320 with an Intel (R) Core
(TM) 2 Duo CPU 2.53 GHz and 4 GB RAM using MATLAB® programming file (m-files®), and MATLAB toolboxes
for fuzzy programming and genetic algorithm.
A.IEEE 14 bus system
Figure 2 depicts the IEEE 14 bus system [28]. As shown in figure 2, this system has five generating units at buses 1, 2,
3, 6, and 8. There are three tap-changing transformers named T1, T2, and T3. All data for loads and generating units
are in appendix-A.
A.1 UC Results
Running the optimization program yields on/off state of generating units, u, and P, active generated power in MW.
Tables 1 and 2 show data obtained from algorithm.
As shown in tables 1 and 2, unit 1, the cheapest generating unit, generates all 24 hours. Unit 2, the next cheapest unit,
generates 23 hours with respect to minimum up and down time constraints. It is noted that all the constraints have been
satisfied. Genetic algorithm satisfies the nonlinear constraint, minimum up and down time constraints. Minimum power
and maximum power have been satisfied, and the minimum cost is obtained.
Number of iterations for this part of case study is 3, and time elapsed is 1.5240 s that 0.9872 s spends in genetic
algorithm loop.
Minimum Operational cost with respect to eq. (6) including startup and shut down cost is 11149 in money unit.
B.1 UC Results
Conducting another optimization program for IEEE 118 bus test system gives P, generated active power in MW. Table
5 shows data obtained from algorithm.
As shown in table 5, it should be noted that all the constraints have been satisfied. Genetic algorithm satisfies the
nonlinear constraints, minimum up and down time constraints. Minimum power and maximum power have been
satisfied, and the minimum cost is obtained.
Operational cost with respect to eq. (6) including startup and shut down cost is 1,643,818 in money unit.
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IV.CONCLUSION
In this paper, optimal generation scheduling in two power systems that are IEEE 14 and 118 bus systems was
implemented for both security-constrained unit commitment (SCUC) and reliability issues for 24 time period horizon.
This implementation applied an advanced and mixed optimization technique including generalized benders
decomposition, genetic algorithm, and fuzzy programming. SCUC problem and the reliability issues constraints were
considered simultaneously. The results obtained from the case studies presented good convergence with the proposed
algorithm, and in comparison with other solution techniques, the proposed method shows the superiority. The paper
proposes to satisfy system reliability issues and economy simultaneously, some extra costs must be paid. It also
proposes that this advanced optimization technique is a suitable technique to address this kind of power system
problems as well as lowering computational burden.
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Unit 2 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0
Unit 3 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 0
Unit 4 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 0 0 0
Unit 5 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0
1 96.4 26.6 15 0 10
2 117.8 30.2 15 0 10
3 156.7 37 16.3 0 10
9 120.3 30.7 15 0 10
10 84.5 24.5 15 0 10
11 55 20 15 0 10
12 81.1 23.9 15 0 10
13 104.1 27.9 15 0 10
14 103.5 29.5 15 10 10
20 138.4 30.6 16 10 10
21 120.3 30.7 15 10 0
22 114.1 27.9 15 0 0
23 110.9 27.1 0 0 0
24 103 0 0 0 0
1 10 2.66 0 0 0
2 10 3.02 0 0 0
3 10 3.7 1.63 0 0
4 10 4.02 1.72 0 0
5 10 4.22 1.78 0 0
6 10 4.07 1.74 0 0
7 10 3.79 1.66 0 0
8 10 3.45 1.56 0 0
9 10 3.07 0 0 0
10 10 2.45 0 0 0
11 10 2.0 0 0 0
12 10 2.39 0 0 0
13 10 2.79 0 0 0
14 10 2.95 0 0 0
15 10 3.35 1.53 0 0
16 10 3.76 1.66 0 0
17 10 4.02 1.72 0 0
18 10 3.98 1.71 0 0
19 10 3.83 1.67 0 0
20 10 3.06 1.6 0 0
21 10 3.07 0 0 0
22 10 2.79 0 0 0
23 10 2.71 0 0 0
24 10 0 0 0 0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
1-3 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
4 203 180 150 150 150 150 203 270 245 270 270 264 225 195 270 270 270 270 285 300 300 270 270 245
5 200 180 140 100 100 160 200 260 240 280 280 260 240 200 280 280 277 280 280 300 300 280 280 240
6 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
7 0 0 0 0 0 0 0 0 24 40 40 24 24 24 40 40 24 40 55 62.5 70 40 40 24
8-9 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
10 200 180 140 100 100 157 200 260 240 280 280 260 240 200 280 280 260 280 280 300 300 280 280 240
11 360 360 360 360 360 360 360 360 360 360 360 360 360 360 360 360 360 360 360 360 360 360 360 360
12-13 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
14 0 0 0 0 0 0 0 0 24 39 39 24 24 24 39 39 24 39 55 62.5 70 39 39 24
15 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
16 0 0 0 0 0 0 0 0 24 39 39 24 24 24 39 39 24 39 55 62.5 70 39 32 24
17-18 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
19 0 0 0 0 0 0 0 0 24 39 39 24 24 24 39 39 24 39 55 62.5 70 39 24 24
20 239 239 239 134 239 239 239 239 239 239 239 239 239 239 239 239 239 239 239 239 239 239 239 239
21 239 239 239 131 239 239 239 239 239 239 239 239 239 239 239 239 239 239 239 239 239 239 239 239
22-23 0 0 0 0 0 0 0 0 24 39 39 24 24 24 39 39 24 39 55 62.5 70 39 24 24
24 200 200 200 100 155 200 200 200 200 200 200 200 200 200 200 200 200 200 200 200 200 200 200 200
24 200 200 200 100 151 200 200 200 200 200 200 200 200 200 200 200 200 200 200 200 200 200 200 200
26 0 0 0 0 0 0 0 0 24 32 39 24 24 24 32 39 24 39 55 62.5 70 39 24 24
27-28 420 388 366 178 292 366 420 420 420 420 420 420 420 420 420 420 420 420 420 420 420 420 420 420
29 212 189 124 80 80 146 212 246 246 278 278 246 234 205 278 278 278 278 278 310 310 278 278 246
31-33 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
34 0 0 0 0 0 0 0 0 24 39 39 24 24 24 39 39 24 39 55 62.5 70 39 24 24
36 0 0 0 0 0 0 0 0 24 39 39 24 24 24 39 39 24 39 55 60 70 39 24 24
36 195 180 150 150 150 150 195 264 244 270 270 245 224 195 270 270 270 270 285 310 310 278 278 246
37 0 0 0 0 0 0 0 0 24 39 39 24 24 24 39 39 24 39 55 67.5 70 39 24 24
38 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
39 310 310 310 310 310 310 310 310 310 310 310 310 310 310 310 310 310 310 310 310 310 310 310 310
39 200 185 124 50 50 80 155 200 200 200 200 200 200 200 200 200 200 200 200 200 200 200 200 200
41-42 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
43 200 180 139 100 100 139 200 260 239 280 280 260 231 200 280 280 260 280 280 310 310 280 280 239
44 200 180 129 100 100 139 200 260 239 280 280 260 220 200 280 280 260 280 280 310 310 280 280 239
45 200 180 120 100 100 139 200 260 239 280 280 260 220 200 280 280 260 280 280 310 310 280 280 239
46 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
47 0 0 0 0 0 0 0 0 24 24 32 24 24 24 24 39 24 32 55 55 62.5 39 24 24
48 0 0 0 0 0 0 0 0 24 24 24 24 24 24 24 39 24 24 54.5 55 62.5 39 24 24
49-50 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
53 0 0 0 0 0 0 0 0 24 24 24 24 24 24 24 32 24 24 47.5 55 62.5 32 24 24
54 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Area A 500
Area B 1024.4
Area C 700
TABLE VIII IEEE 118 bus test systems, iteration and elapsed time
Solution Techniques NO. of Iterations Time Elapsed Program time Cond.
(s)
Unit Commitment Benders Decomposition 6.43
Genetic Algorithm 17 1.2 9.93
Reliability Fuzzy Programming 8 2.3
APPENDICES
A. IEEE 14 bus system
TABLE A.1 Load data (MW) for 24 hours
1 2 3 4 5 6 7 8
9 10 11 12 13 14 15 16
17 18 19 20 21 22 23 24
Ahmad Heidari was born in Gachsaran, Iran in 1986. He received his B.Sc from Shiraz University and his M.Sc from
Chamran University of Ahvaz in Electrical Engineering. His research interest includes: Optimization, Power Market and
Restructured Systems, Reliability, Stability and Power System Control.