EE 466
Power Systems Planning & Optimization
UNIT 7:
BRIEF OVERVIEW OF OPTIMIZATION THEORY
WITH AND WITHOUT CONSTRAINTS
Jan 2014
Dr. E. K. Anto
[email protected]//0208201565; 0243225858
Outline
• Introduction – Optimization
• Subfields of optimization
• Some basic definitions of optimization
• Some classifications of optimization
• Applications of optimization theory to power system planning
• Sample calculation – Example (involving linear programming
approach)
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•INTRODUCTION
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7.0: INTRODUCTION - OPTIMIZATION
• In mathematics, the term OPTIMIZATION involves the following:
i. the solving of problems in which one SEEKS TO MINIMIZE OR
MAXIMIZE A REAL FUNCTION (called OBJECTIVE FUNCTION)
ii. by systematically CHOOSING THE VALUES of real or integer
variables FROM WITHIN AN ALLOWED SET,
iii. UNDER CERTAIN CONDITIONS (called CONSTRAINTS).
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•SUBFIELDS OF OPTIMIZATION
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7.1: SUBFIELDS of Optimization (1/3)
1) LINEAR PROGRAMMING studies the case in which the OBJECTIVE
FUNCTION IS LINEAR and the set is specified using only LINEAR
equalities and inequalities.
2) INTEGER PROGRAMMING studies LINEAR PROGRAMS in which some
or all variables are constrained to take on INTEGER VALUES.
3) QUADRATIC PROGRAMMING allows the OBJECTIVE FUNCTION TO
HAVE QUADRATIC TERMS, while the set must be specified with
linear equalities and inequalities.
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7.1: SUBFIELDS of Optimization (2/3)
4) NONLINEAR PROGRAMMING studies the general case in which the
OBJECTIVE FUNCTION or the constraints or both, CONTAIN
NONLINEAR PARTS.
5) STOCHASTIC PROGRAMMING studies the case in which some of
the CONSTRAINTS DEPEND ON RANDOM VARIABLES.
6) DYNAMIC PROGRAMMING studies the case in which the
optimization strategy is based on SPLITTING THE PROBLEM INTO
SMALLER SUB-PROBLEMS.
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7.1: SUBFIELDS of Optimization (3/3)
7) COMBINATORIAL OPTIMIZATION is concerned with problems where
the SET OF FEASIBLE SOLUTIONS is DISCRETE or CAN BE REDUCED TO
A DISCRETE ONE.
8) INFINITE-DIMENSIONAL OPTIMIZATION studies the case when the
SET OF FEASIBLE SOLUTIONS is a subset of an INFINITE-DIMENSIONAL
SPACE, such as a space of functions.
9) CONSTRAINT SATISFACTION studies the case in which the
OBJECTIVE FUNCTION IS CONSTANT (this is used in AI, particularly in
Automated reasoning).
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•SOME BASIC DEFINITIONS OF OPTIMIZATION
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7.2: SOME DEFINITIONS of Optimization
1) CONSTRAINTS – Constraints are LIMITATIONS IMPOSED by nature or
by man THAT DO NOT PERMIT/ALLOW CERTAIN ACTIONS OR
OBJECTIVES TO BE TAKEN
2) OBJECTIVE – Is something that a DECISION-MAKER SEEKS TO
ACCOMPLISH OR TO OBTAIN by means of his decision
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•APPLICATIONS OF OPTIMIZATION THEORY
TO POWER SYSTEM PLANNING
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7.3: APPLICATIONS OF OPTIMIZATION THEORY
To Power System Planning
1) GENERATION SCHEDULING
2) LOSS MINIMIZATION through allocation of reactive power supply,
and
3) PLANNING OF CAPITAL INVESTMENTS in generation equipment.
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•SAMPLE CALCULATION
(INVOLVING THE LINEAR PROGRAMMING
APPROACH)
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7.4: EXAMPLE (1/2)
• Suppose that General Electric has two production plants for
producing two different generators of different ratings, namely,
2 MVA and 4 MVA.
• Due to differences in plant production capacities, the first plant
can produce 100 of the 2 MVA generators in six hours,
• while the second plant can produce 100 of the 4 MVA
generators in five hours.
• The company prefers to operate only on a schedule of 60
hours of production per week.
• The week’s production is stored in the company’s store room
which has an effective capacity of 15,000 cubic feet.
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•
7.4: EXAMPLE (2/2)
• A case of the 2 MVA generator requires 10 cubic feet of
storage space,
• while the 4 MVA requires 20 cubic feet due to special
packaging.
• The contribution of the 2 MVA generator is $ 5.00 per piece;
however, the only customer available will not accept more
than 800 pieces per week.
• The contribution of the 4 MVA generator is $4.50 per piece and
there is no limit on the amount that can be sold.
• Question: How many pieces of each type of generator should
be produced each week in order to maximize the total
contribution or profit?
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7.4: SOLUTION (1/8)
• [1] FORMULATION OF THE PROBLEM:
• We first define the decision variables and the units in which they are
measured.
• For this problem we are interested in knowing the OPTIMAL NUMBER of
each type of generators to produce per week.
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7.4: SOLUTION (2/8)
• [2] The OBJECTIVE FUNCTION is easy to establish, since we merely want
to maximize the contribution or profit to overhead, which is given by
• NOTE: the decision variables are measured in hundreds of generators
per week.
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7.4: SOLUTION (3/8)
• [3] CONSTRAINTS – on PRODUCTION CAPACITY
• We can write the constraints in a straightforward manner.
• Because the production is limited to 60 hours per week, and
• production of the 2 MVA generators requires 6 hours per hundred
generators, while
• the production of the 4 MVA generators requires 5 hours per hundred
generators,
• The constraint imposed on production capacity (in units of production
hours per week) is
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7.4: SOLUTION (4/8)
• [4] CONSTRAINTS (2) – ON STORAGE CAPACITY
• The company’s store room has only 15,000 cubic feet (or 150 cu. ft. per
100 gensets) of effective storage space and
• A 2 MVA requires 10 cubic feet,
• While a 4 MVA generator requires 20 cubic feet,
• The constraint on storage capacity, in units of hundreds of cubic feet of
space per week, is:
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7.4: SOLUTION (5/8)
• [5] CONSTRAINTS (3) – ON DEMAND
• Finally, the demand is such that no more than 800 of the 2 MVA
generators can be sold each week.
• Hence,
• [3] CONSTRAINTS (4) – ON DECISION VARIABLES
• Since the decision variables must be non-negative,
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7.4: SOLUTION (6/8)
• We have the following linear program of OBJECTIVE FUNCTION:
• Subject to the following GENERAL CONSTRAINTS
6x1 50x2 60 (production hours)
10x1 20x2 150(hundred sq. ft. storage) (7.9)
x1 8 (sales limit 2 MVA generators)
x1 0 ; x2 0
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7.4: SOLUTION (7/8) – Optimal solution, graphical
representation of FEASIBLE region
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7.4: Solution (8/8) – Optimal solution, maximum
contribution
• Solving these constraints,
• We obtain the optimum values of ;
• Substituting these values into the objective function yields the
MAXIMUM CONTRIBUTION that can be attained as
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END OF UNIT 7
For any concerns, please contact
[email protected] [email protected] 0322 191132
Jan 2014
