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Content is final as presented, with the exception of pagination.
IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICS: SYSTEMS
Second-Order Continuous-Time Algorithms for
Economic Power Dispatch in Smart Grids
Xing He, Daniel W. C. Ho, Fellow, IEEE, Tingwen Huang, Senior Member, IEEE,
Junzhi Yu, Senior Member, IEEE, Haitham Abu-Rub, Senior Member, IEEE, and Chaojie Li
AbstractThis paper proposes two second-order
continuous-time algorithms to solve the economic power
dispatch problem in smart grids. The collective aim is to
minimize a sum of generation cost function subject to the
power demand and individual generator constraints. First, in
the framework of nonsmooth analysis and algebraic graph
theory, one distributed second-order algorithm is developed
and guaranteed to find an optimal solution. As a result, the
power demand constraints can be kept all the time under
appropriate initial condition. The second algorithm is under a
centralized framework, and the optimal solution is robust in the
sense that different initial power conditions do not change the
convergence of the optimal solution. Finally, simulation results
based on five-unit system, IEEE 30-bus system, and IEEE
300-bus system show the effectiveness and performance of the
proposed continuous-time algorithms. The examples also show
that the convergence rate of second-order algorithm is faster
than that of first-order distributed algorithm.
Index TermsEconomic dispatch, second-order continuous-
time algorithm, smart grid.
Manuscript received August 26, 2016; revised November 20, 2016; accepted
February 8, 2017. This work was supported in part by the Natural Science
Foundation of China under Grant 61403313, Grant 61633011, and Grant
61633020, in part by the Fundamental Research Funds for the Central
Universities under Grant XDJK2016B017, in part by the China Post-Doctoral
Science Foundation under Grant 2016M600144, in part by the Research
Grants Council of Hong Kong, under Grant CityU 11204514 and Grant
11300415, and in part by the NPRP from the Qatar National Research Fund
(a member of Qatar Foundation) under Grant NPRP 9 166-1-031. This paper
was recommended by Associate Editor L. L. Lai. (Corresponding author:
Tingwen Huang.)
X. He is with the Chongqing Key Laboratory of Nonlinear Circuits and
Intelligent Information Processing, College of Electronic and Information
Engineering, Southwest University, Chongqing 400715, China, and also with
the State Key Laboratory of Management and Control for Complex Systems,
Institute of Automation, Chinese Academy of Sciences, Beijing 100190, China
(e-mail: hexingdoc@swu.edu.cn).
D. W. C. Ho is with the Department of Mathematics, City University of
Hong Kong, Hong Kong (e-mail: madaniel@cityu.edu.hk).
T. Huang is with Texas A&M University at Qatar, Doha 23874, Qatar
(e-mail: tingwen.huang@qatar.tamu.edu).
J. Yu is with the State Key Laboratory of Management and Control for
Complex Systems, Institute of Automation, Chinese Academy of Sciences,
Beijing 100190, China (e-mail: junzhi.yu@ia.ac.cn).
H. Abu-Rub is with the Department of Electrical and Computer
Engineering, Texas A&M University at Qatar, Doha 23874, Qatar (e-mail:
haitham.aburub@qatar.tamu.edu).
C. Li is with the School of Electrical and Computer Engineering, RMIT
University, Melbourne, VIC 3001, Australia (e-mail: cjlee.cqu@163.com).
Color versions of one or more of the figures in this paper are available
online at http://ieeexplore.ieee.org.
Digital Object Identifier 10.1109/TSMC.2017.2672205
2168-2216 c 2017 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.
See http://www.ieee.org/publications_standards/publications/rights/index.html for more information.
1
I. I NTRODUCTION
ECENTLY, economic dispatch is a hot topic in the smart
R grid community. It aims at optimizing the consumption
of electric energy using smart grid technologies, which pro-
vides increasing reliability and power quality. The economic
dispatch can be treated as a distributed optimal problem from
a mathematical viewpoint. Therefore, many researchers have
made significant effort in this field, including the modeling and
designing various algorithm [1][9], [27][39]. For instance,
Liu [1] presented a basic load dispatch model for the sys-
tem consisting of both thermal turbines and wind turbines.
Liu and Li [2] discussed a bilevel optimization model to solve
a new energy-saving dispatch problem in smart grid. Based on
distributed and hierarchical structures, Mojica-Nava et al. [3]
proposed the new economical dispatch using task sharing
and an evolutionary game theory. Loukarakis et al. [4]
described a decentralized multiperiod economic dispatch based
on real-time flexible demand management. Different kinds of
algorithms can roughly be constructed for solving economic
dispatch problem such as genetic algorithm [8] and particle
swarm optimization [9].
Since the seminal work in [10] and [11], continuous-time
algorithm (the neurodynamic optimization) has attracted a
great attention due to the well-developed control techniques
and the realization of hardware implementation. Up till now,
various types of neural networks have been designed and
analyzed [12][21] for solving linear programming, varia-
tional inequalities, nonlinear programming, and bilevel pro-
gramming. Recently, there has been increasing interest in
investigating continuous-time algorithms for distributed opti-
mization. For example, under strongly connected and weight-
balanced agent interactions, Kia et al. [22] showed that
the proposed continuous-time algorithm converged exponen-
tially to the solution of the distributed optimization prob-
lem. Liu and Wang [23] discussed a second-order multia-
gent network for bound-constrained distributed optimization.
In [24], nonsmooth continuous-time algorithms were derived
to solve a time-varying distributed convex optimization prob-
lem. Moreover, based on the Karush-Kuhn-Tucker condition
and saddle point property, a novel distributed optimization
algorithm for constrained optimization was given in [26].
Recently, some interesting works build on discrete con-
sensus algorithms are proposed to solve distributed power
dispatch. In [27], the incremental cost consensus algorithm
was proposed to solve the conventional centralized economic
dispatch problem in a distributed manner. Based on some
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2 IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICS: SYSTEMS
projected gradient and finite-time average consensus algo-
rithms, Guo et al. [28] discussed distributed economic power
dispatch. Using logarithmic barrier function and the interior
point method, Li et al. [30] proposed a distributed event-
triggered scheme for economic dispatch. Yang et al. [32]
presented minimum-time consensus-based distributed algo-
rithms for power system applications. In the directed con-
nected topology, Zhao et al. [33] designed a consensus-based
algorithm to solve energy management problem with trans-
mission losses in a distributed way. On the other hand, from
the perspective of continuous-time algorithm, the stronger
theoretical results conditions for optimal consensus can be
obtained by well-established analytic tools, such as differential
dynamical system theory. Some recent works on continuous-
time algorithm for distributed economic power dispatch are
given. Cherukuri and Corts [35] proposed a distributed algo-
rithm with Laplacian-gradient dynamics that guarantees to
find the optimal solution to the distributed economic dis-
patch with/without capacities constraints. Their convergence
results were obtained without the two assumptions which
were made in [34], In addition, Yu et al. [36] revealed the
relationship between the distributed optimization solution and
consensus in multiagent network. Cherukuri and Cortes [37]
also designed a novel provably correct distributed strategy
for solving the economic dispatch problem under any initial
condition.
In this paper, following the exact penalty function, the
economic power dispatch can be transformed into an equiv-
alent optimization without inequality constraints. Hence, we
shall propose one distributed and one centralized second-order
continuous-time algorithms to solve aforementioned optimiza-
tion problem in the framework of nonsmooth analysis and
algebraic graph theory. Under an appropriate initial condi-
tion, it is shown that the second-order distributed algorithms
guarantees to find an optimal solution and also has the advan-
tage of keeping the power demand constraint all the time.
Besides, the centralized continuous-time algorithm is based
on a provably correct strategy. It always guarantees an opti-
mal solution and also has the advantage of providing a robust
solution which is independent of different choices of initial
power conditions. It is known that the convergence rate of
first order algorithm is slow and it is desirable to develop a
higher order algorithm to accelerate the rate of convergence.
The main objective of this paper is to design and analyze
two types of new second-order continuous time algorithms. It
should be noted that both second-order algorithms are non-
trivial extension from the first-order algorithms. Moreover,
it is shown in our simulations that the convergence rate of
proposed second-order algorithms is much faster than that
of the first order ones. Our works on second-order continu-
ous time algorithms for economic power dispatch can also be
viewed as an extension of distributed Laplacian-gradient algo-
rithm [35] and initialization-free distributed coordination [37]
, Rn .
for the first-order algorithms.
The remainder of this paper is organized as follows. In the
next section, the preliminaries on algebraic graph theory, non-
smooth analysis, and the economic power dispatch problem
are introduced. Two second-order continuous time algorithms
are proposed, respectively, in Sections III and IV. In Section V,
simulation results on two numerical examples given to show
the effectiveness and performance of the proposed continuous
time algorithms. Finally, Section VI concludes this paper.
Notation: The 2 and norms on RN are   and   .
We use 1N = [1, 1, . . . , 1]T and 0N = [0, 0, . . . , 0]T . Let
     
N N
(z)+ = max{z, 0} for z R. |(L)|max denotes the maximum
absolute values of the eigenvalues of matrix L.
II. M ODEL AND P RELIMINARIES
In this section, we will introduce some basic concepts
concerning algebraic graph theory [43], nonsmooth analy-
sis [44], [45], and economic power dispatch [35] in smart
grids.
A. Algebraic Graph Theory
Let G = (V, ) be a N order directed network with the set
of vertices V = {v1 , v2 , . . . , vN }. V V represents the set
of links. The adjacency matrix of G is defined by A = {aij }
RNN . If there is a communication link between vi and vj , we
have aij > 0 iff (i, j) and aij = 0 otherwise. A directed
graph G is strongly connected if between any pair of distinct
vi and vj , there exists an directed link from vi to vj . The out-
Nof G is Dout = diag{d1 , d2 , . . . , dn } R
degree matrix NN ,
where di = i=1 aij . The Laplacian matrix is defined as L =
Dout A. A directed spanning tree is a directed graph, in which
there exists one node called root which has a directed link to
all the other nodes. If G has a directed spanning tree, then 0
is a simple eigenvalue of L and all the other eigenvalues are
positive
 N Note that L1N = 0. GT is weight-balanced
real parts.
if N i=1 aij = j=1 aji , which indicates 1N L = 0.
B. Nonsmooth Analysis
We present some notions concerning nonsmooth analysis.
A function f : Rn R is said to be Lipschitz near x Rn
if there exist , , such that for any y, z B(x, ), one has
|f (y) f (z)| < y z2 . If f is Lipschitz near any point
x Rn , then f is said to be locally Lipschitz in Rn . Assume
f is said to be locally Lipschitz in Rn , then f is differential
for almost everywhere (a.e.) x Rn in the sense of Lebsgue
measure. The generalized directional derivative of f at x in the
direction Rn is defined
f (y + ) f (y)
f 0 (x; ) = lim sup .
yx
0+
Furthermore, Clarkes generalized gradient of f at x is
defined as
 
f (x) = Rn : f 0 (x; ) ,
Let f : Rn R be a convex function. Then conclusions are
listed as follows: 1) f (x) is a nonempty, convex, compact
set of Rn , and   k, f (x) and 2) f (x) is upper
semicontinuous at x.
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HE et al.: SECOND-ORDER CONTINUOUS-TIME ALGORITHMS FOR ECONOMIC POWER DISPATCH IN SMART GRIDS 3

C. Economic Power Dispatch Problem and Exact Penalty In [36], the incremental cost of generator i can be defined
Function Formulation as ICi = (fi (Pi )/Pi ), using first-order consensus algorithm,
In smart grid, the goal of the economic dispatch problem is Yu et al. [36] showed that problem (1) without box constraints
to minimize the total cost subject to the constraints of a power and the optimal solution can be obtained if the incremental
system, which includes the supply demand balance constraints cost achieves consensus. For the Laplacian nonsmooth gradient
and the generator capacity constraint algorithm, Cherukuri and Corts [35] showed that problem (2)
can obtain its global optimal solution if 0 Lf (P ). In
min f (P) the next section, we will design a second-order consensus
Pi
algorithm for solving problem (2).

N
s.t. Pi = PD
i=1 III. S ECOND -O RDER D ISTRIBUTED P OWER D ISPATCH
Pi,m Pi Pi,M (1) A LGORITHM IN S MART G RID C APACITY L IMITATIONS

where f (P) = N i=1 fi (Pi ), P = (P1 , P2 , . . . , PN ) , Pi is the
T In this section, a given multiagent network consists of N
output of the ith power generator, and fi (Pi ) : R1 R1 is agents, which is built to solve distributed power dispatch prob-
the cost function of the ith power generation, and PD is the lem (2), and each agent deals with the cost function of one
predicted total power demand of load in this power grid. Pi,m power generator. In the following, we will introduce the fol-
and Pi,M represent the minimal and maximal capacities of the lowing differential equation and inclusion to solve problem (2)
ith power generator. We assume that the function f is convex in smart grid:
and continuous differentiable.    
In the following, we will recall the exact penalty function P i (t) = Nj=1,j=i aij Qj (t) Qi (t) i = 1, 2, . . . , N
methods to eliminate inequality constraints for problem (1).
Qi (t) Qi (t) fi (Pi (t))
Consider the nonsmooth exact penalty function f : RN R (4)

N
where aij is the connection weigh between agents i
f (P) = fi (Pi )
and j in graph G, and is a real positive num-
i=1
ber, and Q = (Q1 , Q2 , . . . , QN )T , and f (P) =
where (f1 (P1 ), f2 (P2 ), . . . , fN (PN )). In our algorithm, under the
1 
+
+ 
fi (Pi ) = fi (Pi ) + Pi Pi,M + Pi,m Pi network structure G, it is shown that the generation exchange
each other with their neighbors about their gradient informa-
and its generalized gradient fi is given by tion. In recent years, some first-order algorithms [35][37]
have been proposed for solving problem (1). Compared

fi (Pi )
1
Pi Pi,m

 with these algorithms, each agent in our algorithm contains


fi (Pi ) , fi (Pi ) P = Pi,m
1
two-layer structure, and it is called second-order distributed
fi (Pi ) = f (P ) Pi,m Pi Pi,M continuous algorithm.
 i i
 Equivalently, algorithm (4) can be rewritten as follows:

f (P ), f (P ) + 1
Pi = Pi,M

i i i i 

= LQ(t)
fi (Pi ) + 1 Pi > Pi,M . P(t)
(5)

Q(t) Q(t) f (P(t)).
Next, we consider the following optimization problem:

N Remark 1: For solving problem (2), the first order consen-
min f (P) = fi (Pi ) sus algorithm in [35] is shown as follows:
P
i=1
Lf (P(t)).
P(t) (6)

N
s.t. Pi = PD . (2)
As those second-dynamics shown in [40][42], the algorithm
i=1
can be designed in the following form:
The total cost f is convex. For problem (2), using the well 
known Lagrange multiplier method, a point P is the solution = Q(t)
P(t)
(7)
if and only if there exists R such that 1N f (P ) and
Q(t) LQ(t) Lf (P(t)).
1TN P = PD . Cherukuri and Corts [35] gave the following
relationship between the solutions of problem (1) and (2). Let Z 0 = ((P0 )T , (Q0 )T )T be an equilibrium point of sys-
Lemma 1: The solution of (1) and (2) concide if tem (7). One obtains 0 Lf (P0 (t)) and Q0 = 0. It is
1 obvious that P0 is not the optimal solution of problem (2)
0< < (3) since P0 can not satisfy the equality constraint. Therefore, to
2max f (P)
P1 keep the demand power constraints all the time like that in (6),
where we propose a distributed algorithm (5) for problem (2). Note
  N  that our second-order algorithm is nontrival in contrast to those
 n
1 = P R  Pi = PD and Pi,m Pi Pi,M . algorithms of [40][42]. In the following, we will analyze the
i=1 convergence of algorithm (5).
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4 IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICS: SYSTEMS

To simplify our discussion, we introduce the following Therefore,

N if the initial communication
N conditions
notations: i=1 Pi (0) = PD are satisfied, i=1 Pi (t) = PD is
 T kept all the time in the evolutionary process of algorithm (5).
Z = PT , QT R2N Theorem 2: Assume that the weight-balanced network G
and has a spanning tree, if the initial condition Z0 = (PT0 , QT0 )
  1 = {Z = (PT , QT )T R2N | 1TN P = PD }, the trajectory of
LQ(t)
H(Z) = . algorithm (4) converges to Z = ((P )T , (Q )T )T , where P
Q(t) f (P(t))
is the optimal solution set of problem (2).
Theorem 1: For any initial point Z0 R2N , there is a unique Proof: Define the energy function
solution of (5) defined on [0, +). 1 T
Proof: Since f is convex, f is upper semi-continuous R(t) =
Q (t)LT LQ(t) + F(P(t)) (16)
2
with compact and convex values. Therefore, G(Z) is also upper
where the function F(P) : RN RN is defined as F(P) =
semi-continuous with compact and convex values. By the local
Lf (P). As the matrix LT L is symmetric and semi-positive,
viability [46], there exists a positive T and at least a local
it is not difficult to obtain
solution Z : [0, T) R2N of (5) for t [0, T). Furthermore,
Z(t) can be prolongable to [0, +). Let Z 1 (t) and Z 2 (t) be = QT LT LQ 0.
R(t) (17)
two solutions of (5) with Z 1 (0) = Z 2 (0) = Z0 R2N and
Since R(t) decreases, we obtain
t [0, +). By definition of Z1 (t) and Z2 (t), we have
  1 T 1
d 1 1 Q (t)LT LQ(t) + F(P(t)) QT0 LT LQ0 + F(P0 ). (18)
Z (t) Z 2 (t)2 = Z 1 (t) Z 2 (t), Z 1(t) Z 2(t)
2 2
dt 2
     Thus
= Z 1 (t) Z 2 (t), H Z 1 H Z 2 1 1  
LQ(t)2 QT0 LT LQ0 + F(P0 ) F P . (19)
(8) 2 2
One can obtain that LQ(t) is bounded.
and we also obtain
         From algorithm (5) one obtains
     
H Z 1 H Z 2  LQ1 LQ2  + Q1 Q2  = L (t)
P(t) (20)
    
 
+ f P1 f P2 . (9) where (t) Q(t) f (P(t)). We find that

Since f is convex, f is Lipschitz, and k is Lipschitz LQ(t) Lf (P(t)).

P(t) (21)
constant. Therefore, one obtains From condition (15), P(t) is bounded. Therefore, Lf (P(t))
      
    is also bounded. Due to the boundness of P(t) and LQ(t),
H Z 1 H Z 2  Z 1 (t) Z 2 (t) (10)

P(t) is also bounded.
where = |(L)|max + + k. Thus For s [0, t], it follows that:
 2 
d 1  1 2 


2
 1 T 1
Q (t)LT LQ(t) + F(P(t)) QT0 LT LQ0 F(P0 )
Z (t) Z (t) Z 1 (t) Z 2 (t) . (11) 2
dt 2 2 t
By integrating between 0 and t, one obtains = LQ(s)2 ds. (22)
2  t 
0
1 1 2  
2
 Therefore, we obtain
Z (t) Z (t) Z 1 (s) Z 2 (s) ds. (12)
 t
2 0 1
By the Gronwall inequality, we have LQ(s)2 ds QT0 LT LQ0 + F(P0 ) F(P(t))
0 2
1 1
2
 1
Z (t) Z 2 (t) 0 (13) QT0 LT LQ0 + F(P0 ) F < +. (23)
2 2
 +
which means Z 1 (t) = Z 2 (t) for any t [0, +). The proof is Assume 0 LQ(s)2 ds = A < +, and since P(t) is
completed. bounded, it implies that there exists M > 0, such that
Since G is weight-balanced directed network, one obtains
LQ(t) < M for any t (0, +). Therefore, one obtains
 +  +
 

N
N
N
  ds M
LQ(s)2 LQ(s) LQ(s)2 ds < +
P i (t) = aij Qj (t) Qi (t) 0 0
i=1 i=1 j=1,j=i (24)
= 1TN LQ =0 (14) and it is easy to calculate that
 +
which implies that  
ds
LQ(s)2 LQ(s)

N 0
 
Pi (t) = constant. (15) 1
= lim LQ(t)3 LQ(0)3 < +. (25)
i=1 3 t+
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HE et al.: SECOND-ORDER CONTINUOUS-TIME ALGORITHMS FOR ECONOMIC POWER DISPATCH IN SMART GRIDS 5

Notice from standard theory of Calculus, the value of Remark 4: For each power generation Pi , if there is no
lim LQ(t)3 exists. Therefore, the value of lim LQ(t) capacity constraints in problem (1), our second order consen-
t+  + t+
sus algorithm is changed as follows:
also exists. Since 0 LQ(s)2 ds < +, we obtain
lim LQ(t) = 0. Therefore, we have lim LQ(t) = LQ = 
t+ t+ = LQ(t)
P(t)
0. It follows from algorithm (5), one obtains (30)

Q(t) = Q(t) f (P(t))
!
+ L(t) = 0
lim LQ(t) (26)
t+
where f is the gradient of f . The solution of continuous algo-
where (t) f (P(t)). If we are able to prove that rithm (30) is an exact solution of the following optimization

lim LQ(t) = 0, then lim L(t) = 0, which implies problem:
t+ t+
that 0 lim Lf (P). In the following, we will prove min f (P)
t+

that lim LQ(t) = 0.
Pi
t+
N
By differentiating (5), we have s.t. Pi = PD . (31)

+ L P(t)
i=1
+ LQ(t)
LQ(t) =0 (27)
P This problem is called the relaxed economic dispatch prob-
where lem [35]. Xiao and Body [34] presented the center-free algo-
rithm to solve problem (31). Under the distributed Laplacian-
2 f1 (P1 ) 2 f2 (P2 ) 2 fN (PN )
l11 l12 l1N gradient dynamics, Cherukuri and Corts [35] established the
P21 P22 P2N

f1 (P1 )
2
f2 (P2 )
2
fN (PN )
2 exponential convergence to the set of solution of problem (31).
l21 l22 l2N
P21 P22 P2N
L = .
P .. .. ..
. . .
2 f (P 2 f2 (P2 )
IV. ROBUST S ECOND -O RDER C ONTINUOUS -T IME P OWER
1) 2 fN (PN )
1
lN1 lN2 lNN D ISPATCH A LGORITHM IN S MART G RID
P21 P22 P2N
C APACITY L IMITATIONS

If we set (t) = LQ(t), (27) becomes In the previous section, although we have designed a dis-
tributed algorithm for solving problem (2), we find that the

(t)
+ (t) = L
P(t). (28) optimal solution is not correct if the initial power condition
P has an error. That is, the solution is sensitive to the error of the
Due to lim LQ(t) = lim P(t) = 0, the boundness of L initial condition. We will present a second-order centralized
t+ t+ power dispatch algorithm that allows a group of generators to
(/P) and integrating (28), one obtains solve problem (2) from any initial condition. The algorithm is
given as follows:
lim (t) = lim LQ(t) = 0. (29)
t+ t+

= Q(t)
P(t)
Thus, we obtain 0 lim Lf (P) = Lf (P ), which means   (32)
t+
Q(t) Q(t) Lf (P(t)) + 1
PD 1TN P 1N .
f (P ).
N
that there exists R such that 1N The proof
is completed. Compared with algorithm (5), the Laplacian matrix L is moved
Remark 2: For solving problem (2), the energy function from the first equation to the second equation in algorithm (5),

R(t) is very important, and R(t) = QT LT LQ. Since LT L and one term (1/N)(PD 1TN P)1N is added into the second
is symmetric and semi-positive, the eigenvalues of Laplacian equation, which is used to drive the units toward the satisfac-
matrix and are the key performance index of convergence in tion of the load demand. Similar to Theorem 1, the existence
algorithm (5). Compared with first-order algorithm [35], [36], and uniqueness of solutions of system (32) is guaranteed.
can control the rate of convergence. In addition, the con- Theorem 3: Assume that weight-balanced network G has
vergence point of algorithm (5) satisfies 0 Lf (P ) and a spanning tree, for any initial condition in Z0 = (PT0 , QT0 )
LQ = 0, which indicates that lim Qi (t) Qj (t) = 0 R2N , the trajectories of algorithm (32) converges to the optimal
t+
and 0 lim i (t) j (t), where i (t) fi (t) and solution set of problem (2).
Proof: Let Z = ((P )T , (Q )T )T is an equilibrium point of
t+
j (t) fj (t).
system (32). Therefore, we obtain
Remark 3: In dynamical changing interaction topologies of
the weighted directed network G, the consensus problem is   
also achieved if the union of the directed interaction graphs 0 Lf (P ) + 1
N PD 1TN P 1N
(33)
have a spanning tree in [25]. Similar to Theorem 2, if the Q = 0N .
union of communication graph G(t) has a spanning tree, the
dynamics of algorithm (5) starting from 1 also converge to For robust first-Laplacian algorithm [37], P is the optimal
the optimal solution set. solution of problem (2). Therefore, our algorithm can solve
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6 IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICS: SYSTEMS

Fig. 1. Flowchart of distributed algorithm (5) for each agent.

TABLE I
PARAMETERS OF F IVE -U NIT S YSTEM

Fig. 3. Second order algorithm result. (a) States of the output powers P.
(b) States of the incremental cost for five-unit system. (c) States of Q.

Fig. 2. Communication topology of the five-unit system. with algorithm (5), the trajectory of algorithm (32) converges
to the optimal solution set of problem (2) from any ini-
tial communication condition. However, the algorithm (32)
problem (2). Define the energy function is centralized and it requires global information. For algo-
1 T rithm (5), if the initial communication has an error in satisfying
R(t) = Q (t)Q(t) + F(P(t)) (34) the load demand, the error will be kept in the evolution-
2
ary process of algorithm (5). Nevertheless, the trajectory of
where the function F(P) : RN RN is defined as
algorithm (32) asymptotically satisfies the load constraints
1 
F(P) = Lf (P) PD 1TN P 1N . (35) and obtains the correct optimal solution. To conclude, the
N central algorithm (32) is robust and insensitive to the ini-
The proof of convergence of algorithm (32) is similar to that tial condition, however, the robustness is achieved at the
of Theorem 2. expense of distributed optimization. On the other hand, algo-
Remark 5: The algorithm (5) is distributed and the condi- rithm (5) achieves its distributed characteristics but sensitive
tion (15) is initialized to satisfy the load demand. Compared to its robustness issue.
 This article has been accepted for inclusion in a future issue of this journal. Content is final as presented, with the exception of pagination.

HE et al.: SECOND-ORDER CONTINUOUS-TIME ALGORITHMS FOR ECONOMIC POWER DISPATCH IN SMART GRIDS 7

Fig. 4. First order algorithm result. (a) States of the output powers P.
(b) States of the incremental cost for five-unit system.

V. N UMERICAL S IMULATIONS
In this section, three examples are presented to show the
effectiveness and performance of the proposed second-order
continuous time algorithms.
In the literature, the cost function of power generation is
usually given as follows:
fi (Pi ) = i P2i + i Pi + i
where i , i , i > 0 are the parameters for the ith power gen-
erator. Fig. 1 shows the flowchart of distributed algorithm (5)
for each agent. First, each agent will collect the required
information, which includes the initial states of corresponding
generator, load demand, the location of adjacent agents. Then,
the information will be sent to the adjacent agents. According
to the collected information, each agent will initialize the pro-
posed algorithm. Combined each agents own states with the
states send by adjacent agents, the proposed algorithm will
update the each agents states. If the number of the maximum
iteration has not reached, the updated states will be sent to
the adjacent agents for next iteration. If the number of max-
imum iteration has been finished, each agent will report the
final results.
Example 1: This example considers a five-unit System [27].
In this system, there are five generation units serving the
power demand PD = 850. Table I shows the parameters
and initial conditions for all five generation units. First, the
interaction topology between generation units is shown in
(36)
Fig. 5. Robust second order algorithm result. (a) States of the output
powers P. (b) States of the incremental cost for five-unit system.
(c) States of Q.
Fig. 2. It is obvious that there exists a directed spanning tree.
Let = 0.1, under second order continuous algorithm (30),
the optimal consensus can be achieved. The output pow-
ers for five-unit system are 233.7085, 206.2127, 88.1852,
233.7085, and 88.1852 MWh, and the incremental cost is
ICi = ICj = 8.6501$/MWh. The value of Q reaches con-
sensus, and Qi = Qj = 86.5011. Fig. 3 verifies this result.
The first order consensus algorithm [35] is shown as follows:
= Lf (P(t)).
P(t) (37)
For the same initial conditions, Fig. 4 shows that the out-
put powers and the incremental cost of first order algorithm.
From Figs. 3 and 4, the convergence rate of our second
 This article has been accepted for inclusion in a future issue of this journal. Content is final as presented, with the exception of pagination.

8 IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICS: SYSTEMS

TABLE II
PARAMETERS OF G ENERATIONS IN IEEE 30-B US S YSTEM

Fig. 6. Communication topology of IEEE 30-bus system.

Fig. 7. States of the output powers P for first order algorithm (6) (the dotted
lines) and second order algorithm (5) (the solid lines).

order algorithm is faster than that of first order algorithm.

In addition, the robust second order algorithm (32) is used
to solve five-unit system with initial condition P(0) = 100
rand(1, 5), Q(0) = 100 rand(1, 5). Fig. 5 shows that the out-
put powers for five-unit system are also 233.7085, 206.2127,
88.1852, 233.7085, and 88.1852 MWh, and the incremental
cost is also ICi = ICj = 8.6501$/MWh. The value of Q
converges to zero.
Example 2: Consider the IEEE 30-bus system [47]. The
parameters of cost function are presented in Table II. The
communication topology of IEEE 30-bus system is shown in
Fig. 8. States of the output powers P of second order algorithm (5) with
different values of .
Fig. 6. The load demand is PD = 295.36 and the initial condi-
tion P(0) = (131.36, 78, 48, 12, 12, 14), Q(0) = zeros(1, 6).
Let = 0.5, = 5, under the second order continuous dis-
tributed algorithm (5) and first-order distributed algorithm (6),
 This article has been accepted for inclusion in a future issue of this journal. Content is final as presented, with the exception of pagination.

HE et al.: SECOND-ORDER CONTINUOUS-TIME ALGORITHMS FOR ECONOMIC POWER DISPATCH IN SMART GRIDS 9

Fig. 10. Incremental cost of 69 generators.

faster than that of first-order distributed algorithm (the dotted

lines). In addition, it is shown that the convergence rate of
algorithm (5) is very different with various in Fig. 8. It is
easy to see that is the key performance index of convergence
in algorithm (5). We vary the data from 0.1 to 0.5, the rate
of convergence is much faster. When the data is selected
from 0.5 to 1.5, the rate becomes slower.
Example 3: In this example, IEEE 300-bus system [48] is
presented to verify the performance of the proposed algo-
rithm (5), which contains 69 generators, 304 transmission
lines, and 195 loads. The parameters and diagram of IEEE
300-bus can be found in [48]. The total load PD is 1969.
Let = 0.5, = 100, from Figs. 9 and 10, after 500 s,
the algorithm reaches optimal solution which also make the
incremental cost (12.06$/MWh) reach a consensus.

VI. C ONCLUSION
In this paper, we have designed two novel second-order
continuous algorithms for solving economic power dispatch.
When generators communicate with a weight-balanced graph
which has a spanning tree, both algorithms (5) and (32) can
converge to the optimal solution under different conditions.
Compared with the first-order continuous time algorithm, the
convergence rate of second-order algorithm is faster. Three
numerical examples have demonstrated that the proposed dis-
tributed algorithms are feasible and very efficient. In future,
we will explore some other realistic models in smart grid using
continuous time algorithms.

Fig. 9. States of the output powers P of second order algorithm (5) of IEEE
300-bus system.
the optimal solution can be obtained and the output pow-
ers are 193.2598MW, 48.5593MW, 19.5703MW, 11.9599MW,
10.0080MW, and 12.0027MW in Fig. 7. It shows that the con-
vergence rate of second-order algorithm (the solid lines) is
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Xing He received the B.S. degree in mathematics
and applied mathematics from the Department of
Mathematics, Guizhou University, Guiyang, China,
in 2009, and the Ph.D. degree in computer sci-
ence and technology from Chongqing University,
Chongqing, China, in 2013.
He is currently an Associate Professor with the
School of Electronics and Information Engineering,
Southwest University, Chongqing. From 2012 to
2013, he was a Research Assistant with Texas A&M
University at Qatar, Doha, Qatar. From 2015 to
2016, he was a Senior Research Associate with the City University of Hong
Kong, Hong Kong. His current research interests include neural networks,
bifurcation theory, optimization method, smart grid, and nonlinear dynamical
system.
 This article has been accepted for inclusion in a future issue of this journal. Content is final as presented, with the exception of pagination.

HE et al.: SECOND-ORDER CONTINUOUS-TIME ALGORITHMS FOR ECONOMIC POWER DISPATCH IN SMART GRIDS 11

Daniel W. C. Ho (M90SM05F17) received Haitham Abu-Rub (M99SM07) received the

the B.Sc., M.Sc., and Ph.D. degrees in mathemat- first Ph.D. degree in electrical engineering from the
ics from the University of Salford, Salford, U.K., in Technical University of Gdansk, Gdansk, Poland, in
1980, 1982, and 1986, respectively. 1995, and the second Ph.D. degree in humanities
From 1985 to 1988, he was a Research Fellow from Gdansk University, Gdansk, in 2004.
with the Industrial Control Unit, University of Since 2006, he has been with Texas A&M
Strathclyde, Glasgow, U.K. In 1989, he joined the University at Qatar, Doha, Qatar, where he was
Department of Mathematics, City University of promoted to a Professor, and currently the Chair
Hong Kong, Hong Kong, where he is currently of Electrical and Computer Engineering Program
the Chair Professor and the Assistant Dean in and the Managing Director of Smart Grid Center-
Teaching Innovations with the College of Science Extension, Qatar. He has published over 300 journal
and Engineering. and conference papers, and has earned and supervised many research projects.
Prof. Ho was a recipient of The Best Paper Award from the 8th Asian He is currently leading many potential projects on photovoltaic and hybrid
Control Conference, the Chang Jiang Chair Professor Award by the Ministry renewable power generation systems with different types of converters and on
of Education, China, in 2012, and the Highly Cited Researchers Award in electric drives. He has co-authored four books, three of which are with Wiley.
Engineering by Thomson Reuters in 2014 and 2015. He serves as the Subject He has authored and co-authored five book chapters. His current research
Editor for the Journal of the Franklin Institute, an Associate Editor for five interests include energy conversion systems, including electric drives, power
other international Control journals, including IET Control Theory and Its electronic converters, renewable energy, and smart grid.
Applications, and the Asian Journal of Control. Dr. Abu-Rub was a recipient of many prestigious international awards, such
as the American Fulbright Scholarship, the German Alexander von Humboldt
Fellowship, the German Academic Exchange Service Scholarship, and the
Tingwen Huang (SM15) received the B.S. degree
British Royal Society Scholarship.
from Southwest Normal University (currently,
Southwest University), Chongqing, China, in 1990,
the M.S. degree from Sichuan University, Chengdu,
China, in 1993, and the Ph.D. degree from Texas
A&M University, College Station, TX, USA, in
2002.
He is a Professor with Texas A&M University
at Qatar, Doha, Qatar. He has published over 70
peer reviewed journal papers. He has edited a book
entitled Advances in Intelligent and Soft Computing
(Springer). His research on chaotic dynamical systems received Qatar National
Priority Research Project support from Qatar Research Fund. His current
research interests include chaotic dynamical systems, neural networks, opti-
mization and control, and traveling wave phenomena.
Dr. Huang is one of the Editors for the five volumes of the Proceedings
of the 19th International Conference on Neural Information Processing pub-
lished in Lecture Notes in Computer Science by Springer. He currently serves
as an Editorial Board Member for four international journals, such as the
IEEE T RANSACTIONS ON N EURAL N ETWORKS AND L EARNING S YSTEMS,
Cognitive Computation, Advances in Artificial Neural Systems, and Intelligent
Control and Automation.

Junzhi Yu (SM14) received the B.E. degree in

safety engineering and the M.E. degree in preci-
sion instruments and mechanology from the North
University of China, Taiyuan, China, in 1998 and
2001, respectively, and the Ph.D. degree in control
theory and control engineering from the Institute
Chaojie Li received the B.Eng. and M.Eng. degrees
of Automation, Chinese Academy of Sciences
from Chongqing University, Chongqing, China, in
(IACAS), Beijing, China, in 2003.
2007 and 2011, respectively, and the Ph.D. degree
He is currently a Professor with the State Key
from the School of Engineering, RMIT University,
Laboratory of Management and Control for Complex
Melbourne, VIC, Australia, in 2017.
Systems, IACAS. His current research interests
His current research interests include distributed
include biomimetic robots, intelligent control, and intelligent mechatonic
optimization and control in smart grid.
systems.
Dr. Li was a co-recipient of the Best Conference
Dr. Yu serves as an Associate Editor for the IEEE T RANSACTIONS ON
Paper from the PES General Meeting 2016.
ROBOTICS and the Journal of Mechanical Science and Technology, and as the
Technical Editor for the IEEE/ASME T RANSACTIONS ON M ECHATRONICS.