Documente Academic
Documente Profesional
Documente Cultură
OF
HYDRO AND HYDROTHERMAL
POWER SYSTEMS
" /-
by Nr-4)
0))-'
CARRY V. JONES
University of Tasmania
University of Tasmania
Doctor of Philosophy
FEBRUARY 1982
(no,r61-. 161n)
SUMMARY
In a power system with only thermal generation, fuel
constraints.
the time span, the greater the detail and data accuracy. The family
This work is concerned with the study of the short term (daily)
moderate size, solution times for these equations are often high and
thermal plants. Although real and reactive system loads and reser-
obeys the water use constraints and will, in many cases constitute
a feasible schedule.
iv
alternately only hydro and only thermal plants are rescheduled with
nating with a gradient or Newton search which uses the optimal load
function to the cost of power flows across hydro plant busbars. The
step establishes new power flows at the hydro busbars, which are held
during the next optimal load flow computation. In this way, feas-
ACKNOWLEDGEMENTS
material which has previously been submitted for the award of any
text.
G. V. JONES
vii
CONTENTS
Page
Summary ii
Contents vii
Page
3.4.2 Representation of thermal power plants 71
3.4.2.1 Load division between boilers and
turbines on line 72
3.4.2.2 Variation of the number of boilers
and turbines in service 75
3.4.2.3 Mathematical description of a
thermal power plant 77
3.5 Recapitulation 78
3.6 References
Page
Chapter Eight: THE INTEGRATED SYSTEM 191
8.1 Representation of the electrothermal subsystem 192
8.2 Integration of the hydro and electrothermal
subsystems 201
8.2.1 A simplification to increase computing
efficiency 204
8.3 Example problem illustrating scheduling of the
integrated system 207
Page
9 • 4 Summary 259
9.5 References 261
Appendix Three: PAPERS FOR PUBLICATION 288
ing.
all power demands at minimum cost or resource use and with adequate
margins.
power system.
run of river, peaking and storage. The run of river plants, having
plant, absorbing energy from the grid during off-peak hours rather
the Newton's method load flow concepts of Van Ness 1131 into a fast
systems with a few hydro plants. There have been very few studies
Water flow into storages and ponds and system real and
reactive load are stochastic in nature, but for short term optimal
made without great effort, the optimal control problem becomes far
several years.
demand, outages, wages and fuel prices. The time span of future
accuracy.
scheduling of both hydro and thermal plant, and system security and
system power flow model and predictions of the magnitude and dist-
ribution of both active and reactive loads, but total water use at
each hydro plant is largely preallocated by the medium and long term
schedules.
the daily schedule to compensate for errors in load and stream flow
flows.
load predictions, both of which are, and are likely to remain, very
is solved optimally.
control. They may also exercise direct control over some power
alternately only hydro and only thermal or slack bus hydro plants
or Newton search which uses the optimal load flow results including
commitment and bring the hydro schedule into a region where the
plant are the ends of the highest common tangent to sections of the
systems
14, 9, 101
we provide much of the sensitivity information
required for planning, and also that needed to tell an operator not
only the optimal schedule, but also the effects of small changes on
it. As some optimal power flow algorithms generate both first and
ulation. The methods are described and their relative merits and
total water use at each hydro plant except a slack bus hydro plant
straints, minimises plant losses, and goes some way toward mini-
and a group of hydro subsystems, one for each river system is des-
gradient and two second order, or Newton algorithms are devised for
studied.
10
[4]
Chapter 7 takes Dommel and Tinney's method of
change optimisation
13] and automatic adjustment of tap changers and
[9, 10]
phase shifters within the Newton algorithm are made. A
accepted for use either off or on line in a real system are discussed
12
1.3 REFERENCES -
(1963).
[4] Dommel, H.W. and Tinney, W.F. "Optimal power flow solu-
1874.
'1:5] Happ, H.H., Hohenstein, J.F., Kirchmayer, L.K., Stagg,
[7] Mantera, I.G.M. "Optimal Daily Load Scheduling of Hydro
Unpublished.
(1967) pp 1449-1460.
[13] Van Ness, J.E, and Griffin, J.H. "Elimination methods for
load flow studies" Trans. AIEE Pwr. Appar. Sys. v80 (1961)
pp 299-304.
14
pp 422-426.
15
since the 1920's. It was realised then that run-of-river hydro plant
was more efficiently used to supply the base load of a mixed system,
with small storage schemes used for peaking, avoiding use of thermal
loss
[35, 39]
analogue and digital computer methods . Early et al. [24,
P = E B.
TL P Gi B ij P Gj E P Gi 4- B OO
i = 1 j = 1 i = 1
... (2.2)
optimisation.
methods [33 ' 37 ' 381 which applied Lagrange multiplier theory to
ation of chapter 3.
methods.
approximations.
[56, 57]
by the network load flow model . The solutions obtained are
throughout the world. For this reason, and to allow proper evaluation
them.
and all but the last ignore dependence of transmission losses on the
consideration.
[58]
2.1.1 Merit order method
transmission losses.
n
T
F = E F. (P ) ... (2.3)
Ti
i =1
-C =0 •.. (2.4)
'Ti1 -P D L
i = 1
Lagrange function.
n
T
d$
= 0 i = 1, .••, n T
dP Ti
or
dF
- i = 1, ..., n T ... (2.6)
d P .
Ti
units is such that they are operated with equal incremental cost
neglected.
(2.4) becomes
E P - P - P = 0 (2.7)
Ti TL D
i=1
F. DP
1 TL
x = - / (1 - ); i = 1, ..., n ... (2.9)
DP .
T1 Ti
3P
TL
These are the "equations of co-ordination", and . is the
3P
Ti
DF. 3P
TL
(1+
3P . 31' .
Ti Ti
... (2.10
W 1 = E P Ti E P Dj PTL =0
... (2.12)
W 2 = E QTi E Q Cj E QDJ QTL = °
condensors at bus j,
$ =F+AW+XW (2.13)
T 1 1 2 2
setting avaP Ti = o and 3S/DQTi = 0 and noting that for modern power
plants
3F. 3F.
... (2.14)
aQ. P.
Moskalev obtains
F. ao aP
TL TL a QTL
1 = (1 - ) / (1 - ) (2.15)
ap .
" Ti
Q
T i T1 ac/Ti
DP aQ
TL TL
- / (1 -) ... (2.16)
a oTi
These two equations show that the problems of active and reactive
generation scheduling are not separable in the search for the most
economic schedule.
]
[
between two discharge rates, one above and one below the average
n n
T H
$ = E $i (P + E y. u. ( 2.17
Ti
)
T J J
i = 1 j = 1
n n
T H
E P . E ... (2.18)
T1 +HjP P D = °
i = 1 j = 1
where P
Ti
is the thermal generation at bus i •
P is the hydro generation at bus j,
Hj
P is the total system load,
D
u. is the total discharge rate of hydro plant j.
asi ( PTi )
- A for i = 1, 2, ..., n T ••. (2.19)
31) .
T1
au.
and both digital and analogue solution schemes have been devised.
25
[45,48] [14]
Mantera corrected a mathematical error in which rest-
n n
T H
E P + E P - P - P =0 ... (2.21)
Ti Hi D TL
i = 1 j = 1
as. (p Ti ) ap TL
+ X. . A ... (2.22)
3P . DP
T1 Ti1
au. ap TL
1. + X. . A ... (2.23)
P Hj aP Hi
The incremental transmission losses are usually obtained from a
[24, 25]
quadratic loss formula such as that proposed by Early et al.
(equation 2.2).
[32, 38]
Head variations can be incorporated by allowing to vary
3u.
1 I
fT
exp . dt)
= const.
o A. aH. H
J J j
•• • 2.24)
performance was:
plant.
27
_
i I 1 i i
Excess Costs
0.% -."---- Equal incremental plant costs
30 0 • over coordination equations -
/ .‘
Maximum efficiency hydro with
/ - - -- equal incremental plant costs .
/ \
* steam plants over coordination_
equations '
Excess
Maximum efficiency hydro with
•
Cost 200 & coordinated steam plants over -
IN coordination equations
$/day \
N%
•
%,.
100
• ..
./ ...
•
.
i ' %.1 ".. ...„„...........
, _.
24 26 28 30 32
•
Water Use - kCusec. days
•
Fig 2.1 [38] Excess costs of equal incremental plant costs
scheduling and maximum efficiency hydro scheduling
over coordination-equations scheduling
, A .1 LeL.
. I
-
. -
. • • ' . /e / /\
i % -\-
I
I 1• 1
I..
I%% 'I
i
I \%, 1
I.• e '
I I • „.1 • 0
dr •
I•• e• •
%
41(
L . III •I
M-1
\,,..I...: V.....". ...
\ ‘ • % • , • .S,%, • • I
••
,1 •T I, I • A • I
•
I •e
,•
; \ • //1
■
. e '
•
‘1
N6 ...
I I I ; I
V.40 V
11•14.
4
•
• ‘.. r/
A I , 41 II , Ir 1, hI '
\ N_I\• ‘ . •
/
• % 1 ..., ••• ‘ - •
% •
N ,,
\ •
1/ ,
0 /
1\
I
i ■\'
■
I
r ,‘ ,
..
\ , \
0o
d•
....
,■
le
41/ 1 I
, S. \
•
••• ... . .
• • • •I
. 7 \ 1
/ 1 I ‘
i I .r /
, ■ ,
.•4 '
,... .........
X
7 ,, •
f
,,‘ •, •
I
, .
• ti
, •
IL 1 t
..f...
. . _
/
,I
1
K
% %
••••
2 c ' 1
I % _
..•
t
• •
'':
•
1
;
-
I%
0 A....—. --,
0 1 2 N-2 N-1 N
t
[18]
Fig 2.2 The dynamic programming procedure
28
discharge rate for each plant are linearised and transmission losses
are neglected.
[21]
In the scheme developed by Di-Perna and Ferrara the
hydro plants over the scheduling time-span, subject to total water use
Fig. 2.2.
[5]
approximations approach as used by Bernholtz and Graham , Fukao,
[29], [16] [48]
Yamazaki and Kimura Dahlin and Shen and Mantera
[5,
Two of these researchers L8] alsoproposed that, start-
icant benefit lies in the increase in accuracy which could result from
approach.
[34]
Tamura and Narita , Dahlin and Shen [17] , Oh [5°] , Beleav [2] and
[48],
Mantera this approach was a simplified problem formulation in
We set up a Hamiltonian
n
H
... (2.26)
x. = I. — . = f. (2.27)
1
Here . and u 1 are the inflow and discharge rates of hydro storage i.
noted that the adjoint equations are often unstable in the forward
completely.
[49],
(b) Except in the work of Moskalev optimisation with
tat ion.
or ignored.
include all equipment ratings and equality and inequality constraints des-
exception utilise the a.c. network load flow model to describe system
conditions, are demanding of computer time and storage, but can produce
solutions which are always stable and realisable. Use of the a.c. network
load flow model enables these methods to provide sensitivity .data useful in
10]
ramming by Bonaert, El-Abiad and Koivo and by gradient and .
problem. If, however, the optimal control problem has 2. state and n
system is large.
ing conditions in one time interval, and Si, dynamic hydro subsystems
chapter 5.
principle
J12, 13]
Similar to that of Parpentier and Sirioux this
[18, 19, 2 0]
method was developed by Dillon and Morsztyn . and requires
control of systems for which the controls form a fixed, closed set.
3, 4]
conditions derived by Berkovitz [ are used. For a system
n T I
H (x, u, ■ I p f(x u
n
H
' IPi- $(P Ti . Pi (1 1 (0 - u 1 (t) .4 1 u (0 )
nT
I ■ 1 I ■ 1 (il l
n . (I.(t) - u I (0)
P. +
T
... (2.28)
where hydro plants {it} are the first upstream neighbours of plant i.
aH aft
1;.(t) - p . G (x,) •.. (2.29)
Dx. 3x.
Solving for p(t) and noting that for all thermal plants p i
n
nT H
H (x, u, ■ - I $ + I pi + + I u(t) - u 1 (0)
nT
i 7 1 I . 1 4i4)
nH
4 1 p . (I i (t) - ti i (t))
+ n
i nH
... (2.31)
35
3H DG ak
— —+ p— =-= 0 ... (2.33)
Du Du Du
p. G. = 0 ... (2.34)
•
ian over the admissible control space, the value of p i (t) over the
2.6 SUMMARY
uling for unexpected load changes or river flow changes, and for
2.7 REFERENCES
145-169.
[7] Bernholtz, B., Graham, L.J. "Hydrothermal Economic
1971.
431-447.
[25] Early, E.D., Watson, R.E., Smith, G.L, "A General Trans-
517.
19 67.
64-68.
62 (1944) 153-158.
II 1152-1160.
1070-1073.
70 (1951) I, 1197-1204.
71 (1952) P1 505-512.
110-116.
Unpublished.
II" Unpublished.
24-33.
[50] Oh, Y.N. "An Application of the Discrete Maximum Principle
[57] Van Ness J.E., Griffin, J.H. "Elimination Methods for Load
ho]
that a value be assigned to water usedwhere reservoir depletion
ing the future value of water, depends on the medium and long-term
[131.
purchases while operating within the supply contract If this
isolated system composed wholly of hydro plants might use the criter-
ion of meeting power demands with minimum depletion from its smaller
to reactive VA.
synchronous compensators
transformers (OLTC's)
49
reactive VA injected into the system at each node must equal the
E. E
ik ak
P. . sin
.ik' E ik ) = P Gik P Dik = E 4) i k -
a Z.
la
2
E. sin 6.
1k la
+ E ... (3.1)
a
ia
E. E
ik ak
Qi k (4) ik' E ik ) = QG i k - Q D i k = - E • cos ((P ik -
(1) ak 6 ia)
a Z.
2
E. cos 6.
1k la
.+ E (3.2)
a Z.la
50
where
2
E lk E bk E
2 ik
+ I P sin (6 Pibk --- . sin d ib
b ibk
. .
- Ik -
• bk - 6 1b + • ibk ) + E
Z b Z ib
lb
2
E ik Eck E
lk
+ ----
r sin 6 1c
E P ick' ' sin (. 1k - - 6 1c Tclk)
cZ
ic
ic
= 1, 2, n
(3.3)
51
Z. i( 6.
la la
R. X.
la la
a
_I_
Y ia Y ia I
E. E
± 2 2 a
MEWED
1 ■1
seen by bus i
53
2
E lk E bk E Y
ik 2 2 ib
- I p
ibk
cos (0 11, - - 6
1b
+ w
Ibk
) + I p
ibk
cos a lb -
E lk P ibk
tbk
b
lb ib
E E E Y.
lk ck lk 2 ic
- E p .•cos (0 1 . -0 - 6 -T ) +/---- cos 6 E
- I-
ick K ck ic cik ic ik
C c Z ic c 2
ic
i 1, 2, ..., n
... (3.4)
P (E (f) p T - P + P = 0
ik ik' ik' ijk' ijk ) Gik Dik
... (3.5)
Q. (E p , T.. ) - Q . - 0
ik ik' 11(' k.
ij Ijk DO(
.,. (3.6)
time interval k
shifter settings T. .
la
54
raint.
-2 2 - 2
P. la. < S .
GI GI — GI ... (3.7)
generated power
from the thermal rating of the machine field, and the minimum result-
... (3.9)
from nominal voltage in the system are undesirable and may cause
imposed.
formers.
(3.11)
(1) i (t'al
T. <T.
la — :a — :a
<T. ... (3.13)
D = D + D . + D . ... (3.14)
jk Gjk Bjk Sjk
V =Vj + I D.
ujk , k-1 k
Jo k-T. l D Gjk D Bjk D Sjk
j +
... (3.17)
56
neighbour j 2 .
For all hydro power plants, there are limits on the dis-
capability
(ii) D . = 0
Gjk
_
(iii) D . <D . D<. < 0 ( 3.18)
Gjk — Gjk — Gjk —
• and downstream plants. These may be, for the same reasons, limits on
Such limits are usually dependent on the time of day and season. As
imposed
the form
p p (D V V )
Hik = Hi Gik' Ajk' Aj 2 k ... (3.21)
iatedflowtimet.>0:
interval k,
considered empty.
volume.
58
2
h. = H + H V. + H V. ++ H V. (3.22)
jk 0 1 jk 2 jk n jk
...
operating range.
constraints.
this limit while checking at each step of the optimisation that the
variable has not left its limit, and forcing the change into adjoin-
[4 11] [7] , for example
ing variables ' or by variable interchange
between the energy input to the driving system and the net energy out-
put from the plant. For convenience, the input vs output relation is
• but for use in economic operation and interchange billing, this must
not the unit is operating and of the loading of the unit should be
60
mination from operating records is most practical for oil and gas
fired thermal plant and hydro plant because of the relative ease of
in the plant.
are the Pelton, Francis, Kaplan and propeller wheels. Figures 3.4
[2 9]
and 3.7 are typical performance curves for these units ' . The
which at part load suffers even more serious losses due to eddying
point, while Pelton and Kaplan turbines can be operated over a wide
system frequency constant, i.e., to follow the load, while others may
HEAD, p.u.
1.00 HEAD, p.o.
1.00
OUTPUT, 0.95 OUT 0.95
0.90
discharge, discharge,
discharge, u discharge, u
OUTPUT,
discharge, u discharge, u
HEAD,ri•
1.00
• 0.95
0.90
HEAD, p.“-
1.00
0.90
wEnpf1.00
r . o . 0.95
0.90
IIh
I
discharge, u discharge, u
hydro plant are usually identical, but may be divided into several
on line.
tunnel, pipeline, flume and penstock losses. The plant static head
losses with changes in total plant discharge rate and the individual
[1]
unit discharge rates . By way of illustration, consider a five-
unit plant shown in Fig 3.8 with three units A having specific output
curves of Fig 3.9(a) and two units B with specific output curves of
Fig 3.9(b). These are supplied from the pond by a common tunnel,
eristics given in Figures 3.10 (a), (b) and (c) respectively. The
Fig 3.10(0. Combining all common head losses (tunnel, pipeline and
tailwater level rise), we form a total common head loss curve, Fig
3.11, and combining penstock loss curves with unit specific output
Fig 3.12 (a) and (b) are formed. Finally, combining Figures 3.12 (a)
and (b) whilst applying the principle of equal incremental rates, the
Pond
Tunnel
Pipelines
Penstocks
Machines Machines
A
Tailwater
i
Head, m Head, m
a) 0
tn
1.00 Agillibk 1.00 Ala&
510
505 510
-..s\ 505
0 .95 —500 500
495 495
490 _ 490
2
- 0.90
( 0.90
Li Li
0-
V)
0 5 10 15 0 5 10 5
DISCHARGE RATE, m 3 /sec DISCHARGE RATE, m 3 /sec
,
No. of pipelines .
in service /
3.0
HE ADLOSS ., m
E 6.0
'21,1
EA
2.0 14.0
1.0 2.0
_, „„4 00er
0 25 50 75 0 25 50 75
FLOW RATE, m3 /sec FLOW RATE, m 3 /sec
1.5
1.0
0.5 0.5
0 25 50 75 0 25 50 75•
FLOW RATE, m 3 /sec INFLOW RATE, m 3 /sec
1
Three pipelines
in service
12
10
8
_J
06
0
0 10 20 30 40 50 60 70 80 90
Head, Head, m
100 AggilltSL 100 4a1111
,510 510 Op
505 505 . AllIlk
95 ---500 95
495 • 495
90
490 490
: 90
5 10 15 5 10 15
2 3 4 15
units units units units
1.00
SPECIFIC
OUTPUT .95
MW. sec/m -
0 20 40 60 80
rises. The order of adding units, and the loads at which successive
Specific output curves for one unit of type A and for one unit of
type B are calculated. The higher of the two curves indicates the
If the discharge is to be increased to, say, 25m 3 /s, then the spec-
and one other) are calculated, assuming that the discharge is shared
out the permissible range. Again, the higher specific output curve
combined specific output 'curves for one unit and for two units
the second unit is added. If the curves do not intersect, the second
unit is added when the first is fully loaded. The process is then
3.13.
in general of the order of one to five minutes, and have little water
70
line.
turbines are shown in Figures 3.4 and 3.7. These may be accurately
approximated by a polynomial
n n
P ./U . + a U .
GI GI 0 4- a l U Gi a 2 uGi2 "" n GI
... (3.23)
2
/U Gi = a 0 + a l U Gi + a 2 U Gi + + a U n; U U < U
Gi n Gi Gil Gi Gil
2 n "
P ./U . =b+bU. +bU. + + bU -U
GI — Gi2
GI GI 1 GI 2 GI n Gi ' Gil —
2 n ^
P . = c + c l U Gi + c 2 U Gi + + c n U Gi ; U Gi2 < U Gi < U Gi3
GI./UGI
etc.
(3.24)
71
may be desirable.'
head.
[16]
3.4.2 Representation of thermal power plants
ion.
performance and incremental rate curves are adjusted for the steam
A
85
o 80
4-
4-
11.1
75
20 40 60 80 100
Boiler Output - % Full Load
[16]
Fig 3.14 Efficiency curves for two boilers
1 .5
1.4
a)
4-■
I 1.3
Incr emen ta l
1.2
1.0
0 20 - 40 60 80 100
Boiler Output - % Full Load
••••••
—h
0 0
rP
C O
— ' 2 rt
< M
CD
0
—1 h -0
0
0
M —
a)
C
CI
-1 0
0- C
Incr. Rate Input Incr. Rate Input
7 17
(DC
0
•••••■
rt.
al ei i el UaWa JOU I
75
[15],
nozzle governing high efficiency is achieved at low output.
3.16 are for ideal uses. Corrections must be made for variations in
12000 . .
a)
be
4tt%
4%
11000
fr
fkel. *
L C
0 3
P"‘
4-1
•-•..
4,
://
C
a) co
— 10000 V1
U li
Add 2nd
st
i
0 - , -,
_a unit
Add 4th
<7
= en
5- unit
9000
40 so 120 160 200
Gross Load, MW
Fig 3.17 Heat rate curves for a turbine room of four similar
50MW turboalternators fitted with bypass valves [16]
a) 12000 ,
Li 14 /
_111
4-)
•■■
4
hi 1
,
• 1000
a)
1
—C 1
I
1 1
10000
i
1
1
9000
8000
40 80 120 160 200
Gross Load, MW
[16]
Fig 3.18 Incremental rate curves corresponding to Fig 3.17
77
by reducing load and the minimum steaming rate, rather than operating
single generating unit and for a thermal power plant may be approx-
Thus
2
F (PGi) = a+a1 P +aP + . +aP n ; -13 <P < P
0 Gi 2 Gi •' n Gi Gil — Gi — Gil
2 n
F (PGi) = b +b P +b p +
+b P. •P. <P. < P
0 1 Gi 2 Gi n GI ' Gil — GI - Gi2
2 n
F (P ) =c+c P I +c P. + +c P. <P. <P.
Gi 0 1 Gi GI n GI ' G 2 — GI — GI3
Fig 3.16).
reduces the maximum power output available from each unit. Re-calcu-
at monthly intervals.
3.5 RECAPITULATION
This chapter has formulated a mathematical model of a power
the like to a single set of curves for each plant with an adjustment
rode.
3.6 REFERENCES
of Tasmania, 1975.
[3) • Anstine, L.T. and Ringlee, R.V., Susquehanna river hydro-
solutions. IEEE Trans. Power Appar. Sys, Vol. 87, No. 10,,
360.
83
plants and electric systems. John Wiley and Sons, New York
1943.
1967.
84
generation pattern
8]
attempted a justification based on Pontryagin's maximum principle,
P . = tp. (u ). i = 1, 2, . n - 1 (4.1)
GI i ' H
P = P + P - E P. ... (4.3 )
D TL GI
GnH
i=1
system.
[6]
4.1.1 Maximum Efficiency Operation of a Single Unit Hydro Plant
[6]
4.1.2 Maximum Efficiency Operation of a Multi-Unit Hydro Plant
a
Pa
Pay
cont
0 u av u
a u max
DISCHARGE RATE
TWO
UNITS
ACTI VE GE NE RATI ON
0 u
ua b max
DISCHARGE RATE
is the common tangent to the one and two unit curves. Chords Oa and
unit plant.
discontinuous slope.
thermal systems, the thermal plants must have smooth cost charact-
output level are then chosen to minimise total thermal plant fuel
errors.
must have a reservoir large enough that head variations need not be
considered*. The times at which base load hydro plants change their
output level are chosen to minimise total water use by the slack
bus plant whilst satisfying water use constraints on the base load
plants and leaving adequate spinning reserve in the slack bus plant
which to base a search for the optimal schedule does not justify a
used.
optimisation process, but will not at this stage know the final out-
put of the slack bus plant accurately enough to determine with cert-
a high head multi-unit plant with large storage, and has a character-
205.-
200 0
Sp ec ific Ou tp u t kW/c u s ec
195"
19 0'
up to (C
12
24
)4 or 5.3 10 25 step loading schedules for a five plant
system.
[7, 8]
Mantera restricted each plant to two changes of
discharge rate within the time span of scheduling which, for the
ation, but does not yield the optimal schedule in many cases.
The base load plants are, as for the ideal system, scheduled to step
between two discharge rates such that the total discharge of each
plant complies with a longer term schedule. The total cost (or
d$
t
T T 2
$ = f dt = f (k + k P + k ). dt
ToT o o 1 2 t 3t
dP
t
.,. (4.4)
where $ = cost (or water use) rate of the slack bus plant at time
t
t within the scheduling period T
P = P + AP ... (4.5)
t av t
T
where P = f P . dt ... (4.6)
av o t
2
$ = f (k + + + + 2k P AP + . dt
ToT o 1 k2Pav k2APt kPav av k3APt
2 T
= T (k + + ) + (k + 2k P ) f AP dt
1 k2Pav k3Pav 2 av o 1.*
T 2
+ k f AP . dt ... (4.7)
3 0 t
2
foT AP t . dt = 0 and putting k 4 + T (k 1 + k2Pav
k3Pav )
T 2
$ToT =k +kf AP . dt (4.8)
4 30 t
minimise cost, we need to match the shape of the system load curve
93
with the base load plants. This can be achieved by applying the
[5]
formula with B-coefficients tabulated in Fig 4.5.
the four base load plants. Two different slack bus plants are
given by Fig 4.7 and a five-unit hydro plant with discharge charact-
the system load curve and schedule are illustrated by Fig 4.8.
Schedules for the system with a thermal slack bus plant were the same
fuel cost was $120,827, and in the hydro example, slack bus
94
a
El load
Z% = % of total
system load
B4 2.63542 .67813
B . . 6.52986
5 i
,
1 49.5 76.0 16
2 102.7 128.5 16
3 63.0 82.0 8
4 0. 0 21.0 20
12,000
10,000
8,000 •••
6,000 MP.
Co s t Ra te
4,000
• 2,000
0
100 200 30 0
Output (MW)
[7, 8]
When Mantera's constraints of one load transition
in each direction for each plant were applied, the best schedules
obtainable for both the system with a thermal slack bus plant and
that with a hydro slack bus plant were as illustrated in Fig 4.9.
direction for each plant to the system load vs duration curve, the
system load vs duration curve and best schedules obtainable for both
hydrothermal system, fuel cost was $120,827, and in the hydro example,
4.3, if these schedules obtained are then related to the system load
rates and predetermined total discharge applying. This was done with
much less computing, a factor of eight for the five plant system over
500
200
Thermal generation
Hydro step modes
100 Plant 1
Plant 2
Plant 3
Plant 4
12 16 20 24
TIME (h)
500
200
1
Thermal generation
LA Hydro step modes
100 1 Plant 1
1 Plant 2
Plant 3
Plant 4
12 16 20 24
TIME (h)
5 3 4 6 1 2 Time interval
50 0..
400
Total load
200..
Thermal
generation
Hydro step modes
100 Plant 1
Plant 2
Plant 3
Plant 4
g I i g
4 8 12 16. 20 24
TIME (h)
in the example with a five-unit hydro slack bus plant were a rather
vs duration curve method and Mantera's method was a slack bus plant
described above have been scheduled on the basis of a one day sched-
uling period broken into 24 equal intervals each of one hour. The
duration curve method are shown in Figures 4.11 and 4.12. Schedules
were identical for the hydro and hydrothermal systems. Thermal plant
fuel cost for the load duration curve method was $122,447 and for -
-
plant was 22.546 6m3 for the load duration curve method and
10
22.589 10 6m 3 for Mantera's method, a difference of 0.19%. The relat-
ively small difference in slack bus plant discharge for the all hydro
thermal plant.
600
500 '
Total
system
load
40 0 "
1
300 ' L_, Total step-
0 L._ loaded plant
generation
r.
200 "
i L•, , Slack bus
plant
1_, rj
J generation
Step modes
1 00
Plant 1
Plant 2
Plant 3
Plant 4
4 8 12 16 20 24
Time (hrs)
600
500 -
z
400
-0
0
-J
300
200 '..
Step modes
100 . Plant •
Plant 2
Plant 3
Plant 4
o 4 8 12 16 20 24
Time (hrs)
Fig 4.12 (a) Schedule based on the load duration curve for the
5-plant system of Fig 4.4
104
600
5 00
Total
400 System
--1-1___
Sy s tem Lo a d(MW)
Load
Total
3 00 Step-loaded
plant generation
200
r-1
F.' L. J L. r.i Slack bus
plant generation
LJ
Step modes
100
-- Plant 1
Plant 2
Plant 3'
Plant 4
0 4 8 12 2 16 20 24
Time (hrs)
Fig 4.12 (b) Schedule based on the load duration curve for the
5-plant system of Fig 4.4
105
the base-loaded plant. For a one day scheduling period split into
cost characteristic and the shape of the system daily load curve on
from zero to twice their normal value, nor the shape of the slack
bus plant cost characteristic, which was taken first as the single
unit thermal plant of Fig 4.7 and then as the five-unit hydro plant
of Fig 4.3 curve A, had any significant effect -on the number - of cost
minima.
For the three plant system studied, the normal chronological load
curve with two peaks (Fig 4.14(a)) yielded five cost minima, while
a single peak load curve (Fig 4.14(b)) gave three minima. There were
two minima among schedules based on the system load vs duration curve
(Fig 4.14(c)).
schedules, was also examined and for the chronological load curve (two
600
500 -7-
400
-0
CD
0
Lc_
— 300
0
2 peak load curve
200
----- Load duration curve
100
----- Single peak load curve
0 8 12 16 20 24
Time (hrs)
Fig 4.14 Load curves for the 3 plant system of Fig 4.13
107
had at least one load transition time in common with that of one or
Tasmania.
radial line losses into account. Figure 4.15 shows the reduced
plant. Its cost characteristic is that of Fig 4.7 and upper and
lower limits of 270MW and 30MW allow some margin for load forecast
Source 1 Source 6
Source 3
Source 7
1-0
Source 4
Source 2
El load (2% of
total demand)
equivalent
source
Source 5
B.1, 1 B.
1, 2 B.
1. 3
B.1,14 B.
1,5
B.
i,6
B.
1,7
B 1.52986
7
110
Fig 4.15
1 0.00 9.50 24
2 0.00 40.00 24
3 0.00 40.00 22
4 1 0.00 29.50 18
5 0.00 82.00 14
6 0.00 56.00 16
7 . 0.00 18.50 20
8 0.00 9.00 24
9 48.40 73.20 10
11 27.00 50.00 12
12 3 14.00 26.00 21
16 5 0.00 21.00 20
17 6 36.00 52.50 15
loading modes and hours allotted in each mode for plants 1 - 17 are
eliminate the effect of local minima, the search was started from
load curve and two •step-mode changes over the scheduling period, i.e.
with the system load curve, is shown in Fig 4.18. Preparation time
period was $87,697. The schedule, which was calculated in about ten
cost of plant 18, and therefore of the system was $98 less than the
longhand schedule, and all of this saving was due to a 1.2% decrease
period was $87 ; 560. This schedule, having the same preparation time
was $137/day less than that of the schedule based on the chronolog-
ical load curve, with the majority of this improvement due to a 0:066%
of a single unit thermal plant, the full 9.21 MWhr saving in trans-
600
Plant
500 Step modes
=MIMED 5'
111.■
Hand
1 .11•■■■ •••■• 9 prepared
■111,
dmi.••■ 111■111 0111■1 11■•1110 0•01=10 schedule
11■•••
14
■1•1 - 7.
Schedule
7 based on
9
.10 Mantera's
2. method
IC
3-
F Schedule
7 based on
111■=11111
•••■••••
9 'load duration
it curve
it-
(7
8 12 16 20 24
Time (hrs)
700
Plant
step modes
900
Schedule
based on '
90 load. duration__ .
Is
curve
14-
IS
S t
0 4 8 12 16 20 24
Time (hrs)
period have so far been ignored. This is justified where plant head
which have almost constant efficiency over their operating range are
equal at all times to the reservoir inflow from both upstream plants
with one upstream high or medium head neighbour can be replaced for
and computing loads from these discharge rates in each time interval.
to be adequate.
4.6 DISCUSSION
A step-loading technique developed in this chapter requires
parameters for each plant are determined from the total discharge
changes in its discharge rate. This method was tested on both five-
Plant 1 2 3 4
Load < 350 1 3 2 0
smooth.. This may lead to the concept of a maximum allowable step size
[91
angular factorisation and Newton's method , incorporating the
commitment.
1 19
4.7 REFERENCES
[4] Early, E.D., Watson, R.E., Smith, G.L. "A general trans-
(1955) pp 510-520.
Melbourne 1977.
120
Unpublished.
(1969).
istics,
equations,
discharge-rate-dependent characteristics,
integrated problem.
[9, 10]
Using separated subproblems, the hydro network
for generated hydro power, such as maximum energy output with fixed
total water use by each plant, then the corresponding best operation
[9]
the entire system. Examples of this are the methods of Kirchmayer,
122
n
H Hydro, n
T Thermal
Plants : Plants
1
--------(t)
Hydro Electrical
Networks .-------(2) Network
1
--0
P . (v j, k-1'- j,
V. )1
Hi kl DOj, k P H1,.k
• P Ti, k
1r le r
P. k
Loads
[2] [8]
Bernholtz and Graham, Fukao, Yamazaki and kimura,
[2], [8] and [9] use a quadratic loss formula in place of a complete
electrical system model andso do not account for reactive VA, equip-
of [2].
this is that for a system of realistic size, there are a very large
[5]
• number of state variables . and inequality constraints, giving
SYSTEMS
different values of k.
link can be ignored and the load flow variables may be treated as
separable from the hydro variables within each step of the optimis-
by Fig. 5.2.
schedule.
[river dynamics]
Co ordinator
k = 1 k=2 k=m
climber used to improve the hydro schedule. These optimal load flow
Section 5.3 and the method chosen for tests is described in detail
by Section 5.4.
verge swiftly in the first few steps, and also highlights a major
the power flows at the co-ordination busbars must give the specified
water use
E uk = a (5.1)
k = 1
T
L = f + X .( E uk . (5.2)
k= 1
then setting
interval.
solving (5.3) for u k _at each time and adjusting X until (5.1) is
given by
oT o oT- o
at = g
—c
. g /g • H .
—c . c
... (5. 7 )
^ o
The denominator can be written in terms of either the gradient gc
129
"o
or the cost f at the end of an exploratory gradient step of size a.
" oT o oT 0
a* = a g c .g c /g c • lgc "
- gc ) ... (5.8)
[11 fromthe Taylor series
Alternatively
oT o ^ "
o o " 2 .Js
oT
= 2 (f - f I. a
gc • + a. 9 9 C C
... (5.9)
so that
oT . 0 /2 ( io _ f nw 4. a. g oT g o )
a- = a
c • c
(5.10)
... (5.11)
1T 1
• so that the step size minimising g . g Is
oT o o oT oT o o
_ _ _
a* =,g . H . g /g .H .H g
_c c cc c c• c
... (5.12)
G.. (5.13)
130
Or
"o o oT o
2 (f - f + a. g c .g c )
—
o T o " o
(gc ° - gc ).(gc - gc ) ... (5.14 )
is
by
DS
oT o o
= 2 E f-g (H .g - g
r r r k +
Da
k r
oT oT o o
+ a.g ..H .H
rr r r r
These equations are linear in the unknowns a r *, and all the H terms
the same number as for H.g c in the previous methods. Separate step-
f
k _y
= 1 u
H
k u k + b, u, + c k • .• (5. 1 8 )
where
-1
A = -[E , Hk ] (a+ E b,}) ... (5.20)
k = 1 k = 1
atives then require only one extra OLF per time interval. The
expressions simplify to
b. k
1
A. = -(q. + E ' ) / E i = 1, 2, ...,N
1 1
h.. h..
lik ilk
k = 1 k = 1
... (5.21)
13 2
and
U. = -(b ik + A i ) / h iik i = 1, 2, N;
k = 1, 2, ...,K
(5.22)
T
Similarly, we can minimise g . g in place of f by setting
c c
A. b ik
i = 1, 2, ..., N;
U. =
1k
2h iik h iik
k = 1, 2„ K
... (5.23)
where
b.
1k 1
A. = -2(q 1 E / E i = 1, 2, ...,N
h . h..
ilk ilk
k = k= 1
(5.24)
Fig. 5.3 and Table A2.1 show results for perfectly quadratic costs,
while Fig. 5.4 and Table A2.2 summarise the costs achieved with R
rather better than C for R below about.0.4, but above 0.4 the
' positions are reversed. Careful choice of a gives good results with
ions cause them to break down well before the gradient techniques,
adjusting the linear terms to keep the same schedules optimal. The
60
50 -
4o -
C &D
COST
30 -
A &B
20 -
10 - E
F
.,.•
0
2
STEP
20
q•B
16
COST 12
AFTER
FOUR
STEPS
8
• •F
•••••■
0
.1 .2 .4 .6 .8 1.2
PEAK DEVIATION
16
COST 12
AFTER
FOUR
STEPS
8
E. F
AMP
0 1
.2 .4 .8 1.2
PEAK DEVIATION
A
2.5
2.0
COST
- AFTER 1.5
FOUR
STEPS
1.0
.5
0
.2 .4 .8 1.2
PEAK DEVIATION
results are summarised in Fig. 5.6 and Table A2.5. All methods
5.5 SUMMARY
The hydrothermal power system may, for scheduling purposes,
each time interval, and a group of hydro subsystems, one for each
The hill-climber is chosen for its performance over very few steps.
• two of the gradient methods proved very robust and immune to poorly
chosen step length, method C using expression (5.8) for its step-
• quadratic Hessian. The second order methods were much faster than
robust.
5.6 REFERENCES
pp. 64-68
[11] TINNEY, W.F. and -HART, - C.E. (1967) Power flow solution by
pp. 1449-1460.
[12] VAN NESS, J.E. and GRIFFIN, J.H. (1961) Elimination methods
80 pp. 299-304.
140
of the indirect methods, have the advantage that they may be cut
values.
[4, 5] [11],
Carpentier'and Sirioux , Dommel and Tinney Rashmed and
[24], [23]
Kelly and Peschon et al. , while the direct methods are
[6]
represented by those of Dauphin, Feingold and Spohn , Nabona and
Of these, references [2], [23], [30] deal only with the problem of
work of direct and indirect methods are also described. These are
8, 10, 25,
the Sequential Unconstrained Minimisations Technique [7,
F(P ) = a + a P i = 1, 2, ...,
Gi Oi li Gi
... (6.1)
2,
F = E a . P . ... (6.2)
T 11 GI
i = 1
AF = E a li (6.3)
Gi
i = 1
A(I) AP
G
... ( 6.4 )
AV
1 43
= E (O. AP . + y. AQ .) = 0
T1 1 GI 1 G1 ... (6. 5)
i =1
K.
k aK
'42k = E (3 1( (6PGi - k
Mk) ) + E y. (A -(--). AV ) = 0
a(1) 1 Gi avk
= k i=1
i k
k = 1, 2, ... (6.6)
stage.
I.e. minimise N
F T = Ea1i. AP -r;Y - ••• (6.7)
Gi T1 E 7T2k
i=1 k = 1
subject to f).11. 1 = 0
... (6.8)
'14T2k = 0; k = 1, 2, ...,
GI P <— P
P- < - P . ... (a)
Gi Gi — G1
to (6.7) are linear in AP G' AQ G and AV, so the solution algorithm is:
144
solution.
As noted by Dillon
I7] this method has strong similarity
145
[22]
6.2 THE METHOD OF NABONA AND FRERIS
Expressing each constraint as a linear relation, Nabona and
flow algorithm.
T
$ = C + C .P + P T.[C 1.P ... (6.11)
b • g qg
co-efficients.
If
DP
.AP Au ... (6.13 )
Du •
aP g
where is the matrix of sensitivity co-efficients for power
Du
generation, then equation (6.12) can be rewritten as
A$ = (C +.
2 P [C .[
3P
g lAu + Au T .[
au Du
P
.[C 1.
...
3P
[2
(6.14)
au
1 Au
147
the physical laws governing the transmission system, that is, the
real power assuming that the network had a known unchanging voltage
but in a modern system aF 3F , so
>>
'PGi aQGi
F T f (P (6.16)
G1
...
▪
1148
R T. - P Gi + P Di = 0 ... (6.17)
Q Ti Q + Q = 0 (6.18)
Gi Di
2 2 ^ 2 .,
... (a) P Gi < P Gi ... (b)
P Gi 4- (1Gi < S.
„
... (c) QGi < QGi ... (d)
CIGi < GI
equality, constraints
3L
— = 0 with
3x
T T
L = F(x) + G(x) + H(x) (6.22)
and
149
be written as
L L F_. ( I IP ( P
11 -PGI' - 1 - "II )1 1 , - GI P D1 3 + X U i EQ11 (V I . 4 1 ) QGi QDI
I = 1 - 1 I=1
2 2 ' 2 1
+ M i (PGI + QGI — S + r . 1 (Po - Po ) . e i No - Qm ) E ei QGi Qti )
I 1 I 1 I = 1• 1 .= 1
N N N N
1
4 - v 1 ) 4 / / t ia (4i - 4 a •••
/ u. (V. - V ) 4 1 U. (V. T ia )
1 I I 1 s i
1 = 1 1 = 1 1 1 a= 1
a i i
(6.23a)
aL aF
T + 2M. P . - m. (6.24)
- 0 => A - ...
i 1 GI 1
DP .
GI
aL 1
= 0 =.> p. = 2M. Q + e. - e. .. (6.25)
Gi
aQ. G i
•
150
at. aP TI aP Ta a ct TI 3(1 Ta
— - o A 4' I ----- U r p + (t - t ia ) - 0
a a av
ao a a 2. 1 a a
... (6.26)
at , aPTI
ap Ta atITi r
a()
Ta 1 „
— .2 0 U. - U. ■ V
I I
BV. 3V. a av ' ay. at a 3V.
(6.27)
In addition, the power flow equations 6.17) and (6.18) and the
exclusion equations.
2 2 2
M. (P +Q . - S . ) = 0 ... (a)
Gi GI GI
m. . - P .) = 0 (b)
GI
e. (Q - Q .) = 0 SOO (c)
Gi GI
1
e. (Q - Q ) = 0
Gi Gi
u ( V. - V.) = 0
i
1
• (V i Vi) = 0
15 2
DI]
6.4 THE METHOD OF DOMMEL AND TINNEY AND RELATED METHODS
[23, 24]
equation
- 2 2
= F (x, u, +.Er i (x i - x i ) + Er i (x i - x i )
T "T
L = F ( x, u, p) + X . 2 (x, u, -p) + - u) +
;I T _ u)
... (6.31)
where p and p are the vectors of dual variables associated with the
upper and lower limits on control variables u and Xis the vector of
dual variables associated with the load flow equations. The necess-
3F ' 3g
V L= + T X- 0
x
ax L X .
aF
V L =—+ — . X+p=0
— — —
au au
V A L = 2 (x, u, p) = 0
V^L=p-p=0• V'
p = u - u = 0 ... (6.32)
154
where P. = P. if pi
p. = -p. if p.
The algorithm is
(k ) (k)
= u - c. Vu f ... (6.33)
(2 + 1)
u. exceeds its limit, it is set equal to
that limit.
[111
Dommel and Tinney testedfour gradient adjustment
method and the diagonal ised second order , method, changing from the
control interaction and PARTAN performing well only when there were
instead. Rather than using the gradient method of Dommel and Tinney,
Peschon et. al. used the method of regular falsi (false position) to
16] . [23]
gradient methods [1, Peschon et. al. have applied the
156
[1]
generalised reduced gradient algorithm developed by Abadie to
forced. While •the step taken in the gradient phase is the same in
both methods, the restoration phase differs, Miele et. al. using a
2
x. = x.I + (x.I - x.). sin v. ... (6.36)
does not affect the sparsity of the Jacobian matrix in the Newton-
may be present.
claimed that storage requirements are less than for other similar
algorithms.
... (6.38)
... (6.39)
ients r .
k
Step 3: Minimise P (x r
k
) using a suitable unconstrained
minimisation method.
Step 3.
[7]
It has been found- — that the Hessian matrix method con-
verges much faster than does the Fletcher-Powell method, and the
matrix method were both applied in ref [9] to minimise each linearly
i.e. it starts from a feasible initial point and then locates a new
nonlinear constraints.
[71
giving large improvements in convergence speed
0.95 pu, 1.00 pu and 1.05 pu at each generation bus in turn while
Thus
P
L Q CC
... (6.41 )
13 CC
3P
Setting --- = 0 and using the approximation that all
DQ i
method may not converge to the true optimum, and has difficulty
(6.41), matrices [0c]-and [01 being updated at each load flow solution.
Reactive generations and voltages which reach their bounds during the
limits.
[7] u
Dillon s ggests that as long as constraints on voltages
6.8 RECAPITULATION
generation only.
changers and phase shifters E331 within the Newton's method algorithm
• limits.
'
164
6.9 REFERENCES
pp 431-447.
1970 pp 949-952.
165
[11] Dommel, H.W. and Tinney, W.F. "Optimal power flow solu-
1874.
[12] Dopazo, J.F., Klitin, 0.A., Stagg, G.W. and Watson, M. "An
[13] Gamm, A.Z., Krumm, L.A. and Sher, I.A., "Optimising the
pp 21-29.
(1951) I pp 1197-1204.
[24] Rashmed, A.M.H. and Kelly, D.H. "Optimal load flow solution
1460.
7
/ OPTIMAL SCHEDULING OF THE ELECTROTHERMAL SUBSYSTEM
By their nature, power system problems are "network
of the problem.
flow, with its superiority over other methods increasing with system
size. If all LTC and phase shifter settings are fixed, no area-inter-
flow solutions are considerably more difficult than such fixed system
shifter settings.
17 0
E.
P . - P - E . sin 4i -. (p a - d ia ) + E i . sin d ia ) = 0
GI Di
a Z.
la
... (7. 1)
E.
2
Di + E {E . cos 4. - - 6 l. ) - E.. cos (S. } +
a la
—
a a li
a Z.
la
.,. (7.2)
to ground
1
Zia is the magnitude of the series impedance
0f line ia
and phase shifters are given by equations (3,3) and (3,4) of Chapter 3.
2n - vector equation:
(x, u, 2) = 0 (7.3)
2 (x (h + 1) , u, 2) g (x (h) u, p)
=9 (x (h) , u, p) + [g x j. Ax
= 0 ... (7.4)
3g i
where [g ] is the Jacobian matrix of elements evaluated at
x
3x.
Ax = (7.5)
solution
(h + 1) . x (h) 6x
x ... (7.6)
13]
and compressed storage techniques.
[8]
Fig 7.1 Illustrative 6-node Power Syste m
173
magnitude and real power injection and all other nodes are load nodes
with known real and reactive power injections. T4 and 15 are tap
and E5 REG
E4 and respectively. 0
23
is a phase-shifting transformer
Ag Ax
AP 1 H 11 H N
14
14
H 22 N22 H N H N
23 23 24 24
J L J L AE /E
j 22 L 22 23 23 24 24 2 2
H 32 N 32 H 33 N 33 H N
35 35
J32
L32 J 33 L 33 J L
35 35
•
N 42' 44 N 44
AP • H H H
4 41 H 42 4 45 "4
AQ4 j 41
J
42 L 42 J
44 L 44 j 4 45
AE /E
4 4
H N H N H N horp
AP 5 53 53 54 54 55 55 5
AQ J L J L AE /E
5 j 53 L 53 54 54 55 55 5 5
... (7.7)
174
ap. 3P.1
where H. = N. - E
la la a 3E a
ao a
aQ. 3Q i
J =—J ; L =__L E
ia i a
a0 a
a aEa (7.8)
E. E
1 a
H.. = E cos (0.1 a
- 0 - la
(S- )
II
a i Z. ,
la
2
E. E E.
1 a 1
L. = - E cos (0. - -
0 . +2 E 6 cos . - 2Y.. E.
ii 1 la a • la ii 1
a 0 i Z. a 0 i Z.
la la
E. E E. 2
I a sin (.
N.. = E 0 - 6. ) + 2E i sin 6.
II 1 la la
a i i Z. Z.
la la
E. E
1 a .
J.. = E sun (0. -- 6. )
u u 1 la
a # i Z ia (7.10)
[14].
This notation is similar to that of Van Ness Afterleach
175
convergence.
M [8 '
Meyer 10]
suggested that the tap-setting should replace
the bus voltage magnitude in the Newton load flow for buses with
AP 1 H
14
0
AP H2 H 23 N H 24 C
2 . 22 23 24 A4) 2
AQ2
J 22 L
22
J 23 L
23
J 24 D
24
AE /E
2 2
AP H 32 N H 33 N H C Ao
3 32 33 35 35 3
AQ J 32 L
32
J 33 L
33
J D AE /E
3 35 35 3 3
H 41 H 42 N H H15 0
42 44 C -45 A04
J J L J 44 D 44 J 0
41 42 42_ • 45 AP 4 / P 4
AP H N H 0 H 55 C 55
5 53 53 54
AQ 'J J J D
5 53 L53 54 55 55
P. Q. ... (7.12)
where: C.= p D; = p
la a la a
Dp Dp
a a- .. (7.13)
E. E
or C - - O )
. a ia
ia
E. E
D. = - A a
cos ((l) i
ka (1) a (S ia )
Z.
la •
for a 1 (7.14)
176
E E
C = 2
2
G
2
+
i a .
aa a sin (4) ; - (P - d )
aa Ea a ia
Z.
la
E E
2 2
D = - 2p B E - -J--ji cos (4) - (1). - )
aa a aa a a ia
ia
... (7.15)
control. For the system of Fig 7.1, the phase shifter 4) 23 is typic-
REG
0 = -P23 + P
23 (7.1 6)
177
AP H H 14 0
1 11 .
64 1
AP H
2 22 N 22 H
23
N
23 H
24 C 24 R
2, 23 A02
AQ2 J 22 1 J L J D 5 AE /E
22 23 23 24 24 2, 23 2 2
AP H N H N H C R 64.
3 32 32 33 33 35 35 3, 23 3
AQ J 32 1 32 J 1 J 35 D 35 5 3, 23 E 3 /E
3 33 33 3
AP 4 H H
41 42 N 42 H C
44 44 H
45
0 64
4
AQ J J 42 1 J D J 0
41 42 44 44 45
AP H N H 0 H C .6 4)5
5 53 53 4 55 55
AQ J L J 54 0 J D Ap 5 /p 5
5 53 53 55 55
AP 23 F
23, 2
G
23, 2
F
23, 3
G
23, 3
A
23, 23 ° T2 3
... (7.17)
A. = 3P. /aT F
F. = P. /4.
la, ia la ia la j
R . = aP /aT. S a,a
i = Q/aT
a ia
a, la a la
P.
la
G. . = . E.
la, j J
E.
J ... (7.18)
E. E
a
or G. = S. = -S — s
l a, a 1, ia a, ia ta
Z.
la
E. E
I a
R. = R — . cos (4) - - 6. )
1, ia a, ia i la
Z.
la
and 20-node systems and concluded that systems can, by this method,
load flow algorithm which still converges at about the same rate as
memory. Most systems have very few, if any, phase shifters so the
generation control.
• [12]
Tinney and Hart, suggested that limits may be imposed
the control variable until the limit is reached, then converting the
generation node would have its voltage fixed at the limit value, with
that transformer tap limits are well behaved, and limits may be
againshouldthisbejustifiedbyachangeinvoltageE.which is
being monitored.
system,
E.
= E E [E . sin (4). - (1) - ) + E.. sin
a a la 1 la
i a Z.
la
... (7.21)
resulting Lagrangian
minimum:
T
L = f + [g ] X = 0 (7.23)
x x x —
T
L = f + [g ] . X = 0- ... (7.24)
L=
x g (x; u p) = 0 .„ (7.25)
180
For any feasible but not yet optimal load flow, (7.3) is
are constrained
that the adjustment algorithm (7.25) does not send any control
When "a control variable has reached its limit, the corresponding
as it may eventually back off the constraint. The step then proceeds
along the projection of the negative gradient onto the active con-
df
=0 if u. < u. < u.
1
6u.
> 0 if u. = U.
constraint.
techniques.
182
Methods (a), (b) and (c) require the sensitivity matrix at each step
enforced by (c), (d) and (e) are "soft", but (b) handles hard con-
[6]
straints explicitly. It has been found that there is little
search, because
surface.
183
exclude solution.
„
-J J J J J
„
' 2
W. = r. (x. - x.) if x. < x. ... (7.32)
J JJJ J J
I 0 otherwise
Thesteeperthepenaltyfunction(greaterrjthe closer
E. —
< E. —
< E. ... (7. 3 3)
short periods.
in this thesis.
7.5.2 [7]
The Sequential Unconstrained Minimisation Technique
i = 1
1
2
+ — E g1 (x, u, p)
— — ... (7. 36 )
r
_1=1
... (7.37)
185
a certain limit.
7.6 RECAPITULATION
The optimal power flow technique adopted for use in tests
ordering was used. In this, the nodes are renumbered so that at each
nodes are renumbered so that at each step of the elimination the next
node to be eliminated is the one which will introduce the fewest new
equivalent branches, may have some advantage over scheme 2 for use in
complexity of programming.
take 3.3 seconds and the power flow was found to take 0:38 seconds
tion and transformer and phase shifter taps may proceed by any method
uling the hydro subsystem. The method adopted was optimal gradient
7.7 REFERENCES
[6] Dommel, H.W. and Tinney, W.F. "Optimal Power flow solu-
[9] Peschon, J., Piercy, D.S., Tinney, W.F., Tviet, 0.J. and
Jan. 1968.
1967.
190
gradient type and one Newton type were found to be superior, the
hills.
lished.
load flow solution has been found and hydro plant generations,
Ig ) 1g u 1 ( 0 ) f 0 ) [ 0 [ 0 ) 1 0 ) dA [g p 1
rui ° °
0 U2 0 0
where h..1) --; etc.
0 0 ... (8.1)
0 0
13n
193
Writing this as
— SX-
du
• [ A] - [B]•(Sp
.. (8.2)
Ox
Su
_1
OX = - [A] -[B]. Op
Op
Op
Sy
... (8.3)
Ox = [1- 1]-4
Su = [1 . 2]*4
OX = [T3]...Le.
dv = [T6]-4
6v= [T7]-4
194
control and state variables, but not directly of the hydro plant
+ dx T [F] • Su
- xu ... (8.5)
+i ó ! [11]. [F xx ] • [ TO • dp
T T
+ Sp [T 2 ] [F ] • [T 2 ] • op
• UU
T
+ Sp [T]• [F xu ] • [T i ] • Sp
T
= (F ] + F
u
U.
[12] ) • SE
T
+ Sp • (1 [Ti] . [Fxx ] - PTO + 1[T 2 ] . [F uu ].[T 2 ]
T 152
SF = • Sp + •[R] • Sp
... (8.7)
(x* u ,
195
terms
T T
op -[F x [x ] ]- do
PP —
T T •
and Sp -[F [u ] ].
u PP
... (8.8)
196
SF = r • 613 + 6P P
k k Hk Hk • Hk
... (8.9)
inverval k.
.. (8.10)
OP = Su + Su. du k
Hk Hk k k P Hk
u • uu
(8.11)
197
6Fk = rk•
— P Hk
u "
T x T
-I- 2' - k • r_Hk • 'uk • rld.r. Hk_J- 6u k
uu
1 T xu T
2u- k • rHki • r I<] • u- k THk iP u k
uu
46u k .
. uu
. •N. 6uk • P Hk (Su k
LuuJ ---
... (8.12)
SF
k rk 1 Hk u1 . Su
k
. .. ( 8.1 3)
6Fk = Fk 6u + u T
- k • rk • (suk
u L uu_i
... (8.14)
198
= r k T 41Hk
D
where
-
... (8.15)
Example:
Node P Q P Q E
D D H H
Fig. 8.3
Units of qc. are radians. Other units are p.u. on 100 MVA base.
Z12 = 0:2 pu
6 12 ' 0.3 rad
Z 13 = 0.2 pu Z 23 = 0.2 pu
6 13 = 0.3 rad 623 = 0.3 rad
Impedance in pu
on 100 MVA base
200
2 2
(SP = .0436 dP + .0365 6P" + .0413 (SP .(SP
H3 HI H1 H2
- 1.06958dP
Hi - °6 H2
... (8.16)
DP
H1 H 2
. 0.95 = 0.87
au ]. au2
2 2
3 P P
H1 H2
=- 0.20 = 0.20
2 2
Dul
... (8.17)
2 2
= 0.14636u 1 + 0.1291 0u 2 + 0.03413 du1.0u2
H3
... (8.18)
node 2.
index change for +40% and +142 deviations in flow rates of plants
stated as
202
E óu k 0 ... (8.20)
—
k=1 —
time interval k.
D E Su -u
- du
k k-1- k
k=1 —
... (8.21)
for k = 1 f
Defining
f = E(SF E a • Su k + Su .du k
k = ok k .
k=1 k=1
... (8.22)
g = E
... (8.23)
k=1 duk
—
h = E (6u k - Su k _ i ) - D
k k
k=1
... (8.24)
2, = k
D - E (Su - Su
, , k
) 9=1
k-1 ' • ,rn
••• (8.25)
and put
203
T m " T ^ T -
L = f+X . g + E (p t .h z +.n)
2. = — —
... (8.26)
T
= f + X • • • (8.27)
— —
so at the optimum
L = 2 [A ]Su + a + A = 0
k k Ok —
uk
... (8.28)
Lx = E 0
k=1 ... (8.29)
Rearranging (8.28)
_1
2u k + [A k ] . (a ok + = 0
... ( 8.3o)
_1
2 E uk + E [A k ] . (a ok + X) = 0
k=1 k=1
... (8. 31)
_1 -1 m _1
A = —( E [AO ) . ( E [Ak . a
0k )
k=1 k=1
... (8.32)
204
plants, n H, is large.
... (8.3 4)
= k .0 = S(plant losses)
n n
6(transmission losses)
... (8.35)
2 05
In expression (8.35),
n-1
k.u.
;
i=1
... (8.37)
n n
transmission losses= E E P.B. .P + E B .P + B
Hi ij i 0 , Hi 00
i=1 i=1 i=1
... (8.38)
where B.. B . and B 00 are the traditional B-coefficients 2 ' 3 ' 4] Neither
1J , 01
(8.36) nor (8.37) contain off-diagonal products between plant dis-
reducing to
L = 2A.. .0 + a . + A = 0
u. 1;k iik Olk
... (8.39)
and
m a.
= - (2Eu. k + E A
Olk 1
) /E A A.
k=1 I k=1 iik k=1
... (8.4o)
206
1.
Determine thermal unit commitment by any
thermal system method e.g.'branch and bound
time first
scheduling interval
v
Compute one optimal load flow to obtain thermal
time = Next scheduling plant outputs, performance index and gradient of
interval performance index with respect to hydro plant
discharge rates.
1.
Take a search step of hydro plant discharge rates
in the direction of the performance Index gradient,
compute an optimal load flow and use this to compute
the diagonalised Hessian of performance index with
respect to hydro plant discharge rates.
NO
time = end of
scheduling period
YES
I
Solve for hydro plant discharge rates by Newton's
method.
NO
INTEGRATED SYSTEM
injection into system nodes and assumes node voltages are unchanging.
5 2
.105 + j.347
4- 1
03 + j .103 .08 + j.262 .033+J.118 . 1 0 6 + j . 9 0 3
Hydro Hydro
5.0
Total
System
Load
4.0
I • • I • . 4
•
.
•
0 Li 8 12 16 20 24
time, hrs. ---+
.98
\ Plant 3
.96
•
kW/ Plant 1
m 3 /sec
•94
.92
5.0
4.9
P
t
4 8
kW/ *
m 3 /sec
4.7
4 .6
4.5 •
.2 .3
u 1000 x m 3 /sec
.49
—
u t.48
kW/
m 3 /sec
•47
.46
a
•45
.2 .4 .6
1000 x m /sec
1 00 00 36
8000 34
$/hr I $/hr
6000 32
4000 30
1 $/MW-hr
S/MWhr .
2000 28
I If I ill,
4o 60 80 loo 120 140 160 180 200 220 240 260
Output Power, MW
bus 5. Step modes for the four hydro plants are as tabulated
be
3 3 82 2 63 8 hrs.
4 1 21 0 0 20 hrs.
assumptions.
generations is
in radians
then be represented by
2 13
0 .06085 .09005 0 AP 2
AP 5 =
AP3 0 0 .05880 0 AP 3
- --
1.0 7 78 4
1.07742 AP2
1.08866 AP3
0.98931 AP4
Fig. 8.14 shows the optimal step loading schedule for the
five plant system. The total cost of fuel used by plant 5 in the
24 hour period with plants 1-4 step loaded and the electrothermal
MW respectively.
Decomposition Technique
to 1.10 pu.
21 4
500
Total
Load
400
NW
Total hydro
generation
300
Plant 5
Thermal
200
generation
100 pCIAlf
2
ImMI•MMOIMI11■1!
p 1—
lesAt 4
•lite• I 4
• I • fliIRIA• 214
4 8 12 16 20 24
time (hrs)
1 71 88
2 109 136
2 4 147 184
5 184 230
2 90 113
3 117 147
4 0 0 0
1 30 37.5
5. 1 270 300
The total cost of fuel used by plant 5 for the this optimal
Fig. 8.22.
216
o - tof 100
r,
- r-
- "• Pei
L. L.
A
-4 - f.b 10
• .r
: •
_r:
• -
-L
;
.95" 2.0 a2..
10 12.. 1+ 16
- . . .
time (hrs)
4MILI4
02: EL Gta2.
(r ad) (p (AVAr)
. 1 1.10 150
"Pa- 2.
0 LK 100
_I-- -1
r L -s
r ,
2,
_r _j_ .1
r - — -
-. 1 1.00 50
; •-;
- •2- 0.95"
o A. 6 ID 12. 14 lb lB 2.0 22. 2 4 -
t me (Ars)
- 1.10 -
0 1.05- 00 —
-r-
- —1
1. 00-
!
P44-
(MW)
.1 0 5 Los - 2_0-
• &-
0 - 1 .0 0 -• 10 -
- • OS •
- 1- -1 QM-
4- 6 8 10 12... 14- 16 /6 2-0 2,2 a*
t 'vie (Ars-)
u,
U, 218
(44-
0,11/s0 (rnYie')
0.3.1
0.1- 1.0
Uf
• . •
— - Us
0.1 Os -
----- a4 .
-1k I a
0 I
fa- 1 f 6 18 2 0 2.2.
4- 10
L rne (itrO
Cos
te
/hr)
7000 1
r—n
000
C000 f00-.
.J
F I
1—......a— • —.1_ . j
4000 L
i .. - 1
-,—. •••1
- —I— . a-- L. _ ._1 --- -L . ._ cost-
kAk.
3o0D
50 4
z000
— Q6-5"
1000
Fs_ .-1.0 5 p14
14 IT 0 ro.ol.
-- -
I
2- 24-
6 8 10 12- 14- 16 18 2.0
t- (Arf)
95000.
9i999
9400
C OS T
($) 5 4 O
99200
000
93,15•0 0
93,27
93, 40 0
s T 3 4-
5r E P
by the fact that a sharp increase in thermal power at one time and
a dip at another time gives rise to a large cost rise and a lesser
of total system capacity met by the thermal plant, the more pro-
8.4 DISCUSSION
The optimisation strategy introduced in chapter five for
load flow solutions was then used to provide a set of second order
method search.
a Newton search for the hydro schedule make a great deal of sensit-
chapter.
222
8.5 REFERENCES
[1 ] Dillon, T.S. "Problems of optimal economic operation
[2 ] Early, E.D., Watson, R.E. "A new method of determining
v. 74 (1955) pp 510-520
POWER SYSTEM
Effective implementation of an optimal scheduling method
and measurement.
vals for a thermal system. References [8] & [9] have developed an exten-
[3, 4, 7]
have been explored by several researchers . Such relations
method:
_1
... (9.3)
'x = [ gx] • g
o
= x + dx (9.4)
_1
The calculation [g x ] is commonly carried out by
[8]
optimally ordered triangular factorisation and sparsity programming.
found,
* * *
g (1, u , .a ) • = ... (9. 5)
227
, *
g (x + dx, u + 6u, + =0
... (9.6)
[g x ] . dx + [g u ] . du + [g p ] . op = 0
_ ... (9.7)
_i _i
or
__ dx = -[g x ] .[g u ] .du -[g x ] .[g p l.dp ... (9.8)
form from the Newton's method power flow used to obtain solution x ' .
ing out automatic regulation of line flows are handled within the
additional calculation.
Variables
Mih F (x, u)
subject to
and
X <x <x
+ v . (u-u) + v . (u-u)
... (9.16)
L ... (9.17)
L 0 • •• (9.18)
u
= 0 ... (9.19)
"T -T
p. (x - x) = 0 ; p. (x - x) = 0 ... (9.20)
"T -T -
v. (u - u) = 0 ; v . (u - u) = 0 ... (9.21)
V = - V ... (9.22)
yield x.
Substitution of u
_and_
x into (9.17) and (9.18) provides
dual vectors A
_and_
v associated with this imposed solution which may
means
(SF
du.
... (9 .2 3)
sensitivity of F to relaxations du
_ or dt'i
_ in the inequality con-
SF
v. = - sign (v.) .
du.
... (9.24)
dF
or v. = - sign (v.) .
du.
bus active and reactive generations, bus voltage levels and phase
T
= 0 = F T . dx + X .[g x ] . ". (9.25)
and also
[g x ] . dx + (g p ] . dp = 0 ... (9.26)
SF = [ gx ] • 6x
A T [g . dp ".
(9.27)
since
.th
Bus demand parameters P . and Q . only enter the
DI Di
pair of load flow equations. To simplify the sensitivity relation,
A. = 1
dP. ... (9.3 0 )
A. = 6F
cSQ ... (9.32)
Di
form
T r 1 "T -T
F +A. Lg +11-p= 0 ... (9.33)
-x x
T "T -T
F + . (g 0 ... (9.34)
u — u v v =
— —
o
(5 1. 1 =
... (9.35)
... (9.36)
order,
233
(x - ;) T . Op + ;T . Ox = 0
(9.38)
isiT.
(x -x). Ox
x - 0
v .
T Su =
Sv +
"
(u - u) .
... (9.39)
(. - !) . Sv + ;T . du = 0
So
■■•■10 •■••
ft ][ L][ gx A 1 ][ -1 ][ o ][
Lxu o Ox EL xp
LL ux 1[ L uu l[ g u f[ 0 ][ 0 ][ 1 ][ -1 1 Su [L ]
up
[ gx [ gull 0 ][ 0 ][ 0 ][ 0 ][ 0 ] OX [g
[ p H 0 J[ 0 ] [(x-x)] [ 0 I [ 0 ][ 0 ] Op [(x - x) ] • Sp
0 p2 0 0
00
0 0 P etc.
n
Writing equation.(9.40) as
ion rather than by computing the full inverse and calculating (Sv from
234
_1
6v= - [A] . [13] . ... (9.42)
and the active and reactive power consumptions P pi and 01)1 at all
in the system.
additional sensitivities once the factored form of [A] has been found.
Knowledge of Parameters
Dillon [3] .
•
235
... (9.43)
[g x ]• 6x + [g u l. Su + [g o ]. Sp
T ] T g T
+ 6x . [ig ).6x + • SLI . [ ] Su + S p . [g] P
T T
+ Sx 1. Su + Su [g 1. + Sp . [g 1. Sx
xu up px
0 --- (9•44)
—
T T T T
+ (Sx ( [F I + ]).(Sx + du ] +
xx — xx — uu — uu
4. 1 6p T . AT . [gpp]. 6p 4. „ xT .
6 ([F Xu l XT [g xu n ' 6u
T T T T
+ Su . A .[19 ] . Sp + dp . A . [g ] • Sx
— px
,.. .,
,^T ,^T , ", ,- T ,- x
+ op • (x-x) + .(x-x) + oV .ku-u) + oV . ( u-u)
-- -- -- -- --- -- --- --- -- --
... (9.45)
T T •
SF = L Sx + L . Su + L Sp
x — u — p
236
T T T
+ 6x ]. 6u + Su [L ].613 + 6p .(L I.
xu px
'T "T 'T
+ 6pT.. (x-x) + 6p + 6v . (u-u) + 6v . (u-u)
... (9.46)
6p•
T T
OF = L .6x + L .6u + Ox 16x + du [L ]. Su
x u — xx uu
T [L
"T
]. 6u.+ 6p
'T
+ 61.1 .
— — — — —
"T
(9.47)
.
+ 6v . (u-u) + 6v . tu-u) ...
T T
OF = 6x ].6x + du [L ].6u + x ].6u
• xx
"T '
+. • "T •"T • 'T
+
-
_+ 6v . (u-u") + 6v . (u-u)
(9.48)
A .
where 6x, 6u, 6p, 6p, 6v, 6v are given by solution of (9.40) for the
...
"T 'T
Sp . (x-x) + dp . (x-x) + dv .(u-u) + &v . (u-u)
— — — — — —
... (9.49)
the term
^
(x i - x i ) ... (9.50)
X. < X.
I - I
... (9.5 1)
effect.
238
Ox = [Ti] • Op
du = [ 12] • Op
6A= [13] . op
Op = [TO . Op
du= [T5] . Op
6v= [ 16] • Op
T 'T
OF = Op .0-,] .[L xx ].[T1]. Op + Op.[L uu ].[T2]. OR
+ op .[T]]. [L xu ].[T21. Op
T
+ opT IT61.(u-u) + • [17] .
T T T
= .{1[Ti] .[L ].[TI1F1[T2] .[L ].[T 2 ]}. op
xu
xx uu
T T " T T " T -
+ op .(x-x)+[T5] .(x-x)+[T61 .(u-u) +[T7] .(u:E)1
... (9.53)
T T
OF = dp [K] . Op + Op k (9.54)
Sensitivity Calculations
full re-solution of the optimal load flow for the new value of
parameter.
6F = a . du + du [A Su
k ok k k • k • k
operated optimally.
nH 1 2
6F = E (A.. 6 Su. k)
k . lik • a Oik"
1=1
dF
k
= 2A.. . 644.
lik ik + a Olk 9.6o)
du. ... (
1k
' .2 pu
241
Z13 = .3 red
Z13 = .2 pu Z23 = .2 Pu
623 = .3 rad (5 23 = .3 rad
Impedance in pu
on 100 MVA base
. Node P QD P QH E (1)
D H
3 0.45 , 0.02
:
1.1828 -0.0205 1.05 0
1 .5
0.5
P & u in pu
0
0.2 0.4 0.6 0.8 1.0
discharge,
Base OLF Solution .732779 .103039 .044418 -.041496 1.02378 1.04882 1.05 -.108286 -.023871
Dual Variables X X x vl v v3 F
1 2 3 2
F. expressed in p.u.
expressed in radians
Variables P3 Ql Q2 Q E E E cb 1 (1) 2
3 1 2 3
Sensitivity
.732876 .103343 .043606 -.090669 1.02372 1.04868 1.05 -.109093 -.025450
method
Full optimal
.732872 .103173 .043832 -.040740 1.02372 1.04871 1.05 -.109068 -.025407
load flow
Dual variables A A A v v v3
l 2 3 l 2
Sensitivity
1.0701 1.0159 1 0 0 .070252 .799033
method
Full optimal
1.0701 1.0159 1 0 0 .070228 .799031
load flow
Fig. 9.5 Comparison of sensitivity and full solution methods for a 10% increase in line
impedance Z 23
E. expressed in p.u.
expressed in radians
Variables P . Q1 Q2 Q E1 E E (1) 1 4) 2
3 3 2 3
,
Sensitivity 1.05 -.108294 -.023708
.732885 .103320 .040400 -.037734 1.02330 1.04785
method
Dual variables A A vl v
2
v3 F.
l 2
Sensitivity
1.07011 1.01589 1 0 0 .070324 .799039
method
Full optimal
1.07011 1.01589 1 0 0 .070322 .799038
load flow
Fig. 9.6 Comparison of sensitivity and full solution methods for a 109 increase in line
loss angle 6 23
E. expressed in p.u.
expressed in radians
Variables P3 Q Q2 Q3 E E E (I) 2
1 1 2 3
Sensitivity
.658867 .0917093 .040983 -.038854 1.02537 1.04995 1.05 -.100365 -.018425
method
Full optimal
.659035 .092049 .040869 0.039068 1.02540 1.04995 1.05 -.100387 -.018439
load flow
Dual variables X X X v v F
1 2 3 1 2
Sensitivity
1.06425 1.01149 1 0 0 .061121 .755219
method
Full optimal
1.06428 1.01151 1 ' 0 0 .061690 .755318
load flow
Fig. 9.7 Comparison of sensitivity and full solution methods for a 5% increase in
generation at buses 1 & 2
E. expressed in p.u.
expresed in radians
Variables P Q1 Q2 E1 E (1) 1 cl) 2
3 3
Dual variables X X X vl v v3 F
1 2 3 2
Fig. 9.8 Comparison of sensitivity and full solution methods for a 1% increase in the
constraint on voltage E
3
P., Q. expressed in p.u. on 100 MVA base
E. expressed in p.u.
expressed in radians
2 47
of the original optimal power flow are tabulated as Fig. 9.4 for
comparison.
ance index and hydro plant discharge rates in each time interval.
provide the interface between the hydro subsystem and the electro-
optimisation process.
useful, although hydro system constraints are more rigid than many
configuration of the hydro system and are trivial for large storage
Subsystem Schedules
2
d F
2 i1k
2A.. ... (9.6 i)
du.
I k
information.
(9.61).
Variable
minimise the sum over the scheduling period of the system perform-
mean minimising the total discharge from the slack bus hydro plant
as
minimise f E F (9.62)
k
...
k=1
9 (u, = E u
k
q = 0 ... (9.63)
k=1
schedule, or
250
+ I• ) ) - q. = 0
g i = E (u i,k (u i-1,k i,k
k=1
... (9.6 4)
as
(9.66)
— ... (9.67)
T
p . h (u, p) = 0 ... (9.69)
25 1
constraint.
L T . Su = f T . Su + T
[g + p
T
[h ]. Su = 0
u —
... (9.70)
series,
Su + [ gp ] . 6 p = 0
. ... (9.71)
T T
h . Sp + p .[h ]. Su + p [h I. Sp = 0
u p
... (9.72)
can put
T
6f = f . du ... (9.74)
u
-
252
T
SF = . [hu] Su
[g u ] 611
X
- p
... (9.75)
T T
SF = (A [g ] + P [h ] ) • 6 P
— P p
... ( 9.76)
Considering first the equality constraints (9.63)
.th
and (9.64), the parameter p. enters only the constraint
equation, with
Bg i
Bp i
... (9.77)
Sf = A. . -1 • Sq. ... ( 9 .7 8 )
Sf
i.e. ... ( 9.79)
(Sq.
Sf
--- (9.80)
6I.
1k
253
h. = u. u. <
—
0 ... (9.81)
6f
p• ... ( 9.82 )
du.
vector.
Taylor series.
du + ]. Sp + [g + [h ]. Sp = 0
uu u — —
... (9.83)
o ... (9.84)
[ guL 6 u [ g o ] . —
T T T
h . dp + P . [hi. du + p . [hi. dp = 0
... (9.85)
29 14
SO
^ ^
Su
SA
T T
p [h ] 0
u
•••■■• •••■••■•
This equation,
[Al • Sv = -[B] . dp
quadratics.
Relations
the Newton's method search for the optimum schedule are the
-Of
A.
6q i ... (9.88)
Of
Aj 3060
6q
Of
A2 15059
0q 2
Of
Sq3 3086
Of
1406
6 c15+ ... (9.89)
the four hydro plants, without any change in unit commitment. This
plant fuel costs over the 24 hours. The actual decrease in thermal
of the . updated optimal schedule. For the example -of section 8.3, .,
for a change of 5% in total discharges at all hydro plants any
than that on slack bus voltage were active, there was only a 0.01%
[5]
sampling rate are those of Dorf, Farren and Phillips who -used
[1]
expanded the work Bekey and Tomovic to include the concept of
calculate the most appropriate fixed sampling rate for the system,
made.
approximation.
9.4 SUMMARY
systems.
schedules for not too large variations in bus loads, total dis-
rapidly computed without the need for full optimal load flow
26 0
9.5 REFERENCES
R] Dillon, T.S., Morsztyn, K. and Tun, T. Sensitivity
[7] Peschon, J., Piercy, D.S., Tinney, W.F. and Tviet, O.J.
[8] Tun T•. and Dillon T.S. "Sensitivity . Analysis of the Problem of
May, 1981.
2 63
solution of the short term scheduling problem for power systems with
10.1 SUMMARY
is generated by both the optimal load flow solutions and the Newton's
10.2 CONCLUSIONS
of the more complex structure of the problem and the much smaller
available for the thermal problem and allows easy adoption of any
know the effects of deviations in loads and water inflows from those
strategy.
is of most use.
optimal schedule.
scheduling
which the methods of chapter 4 may be applied. For the medium term
storage plants and peaking plants with larger storages are scheduled
by step-loading.
rules which are then applied to the predicted load or load duration
however, provide the basis for a "worst case" or "x% probable" short
nature of loads and inflows, noting that very little work has been
separately.
268
ments. This work could, in many cases, yield larger savings than a
10.3.4 General
ment models.
10.4 REFERENCES
[1] Dillon, T.S. Problems of optimal economic operation and
1972.
27 0
APPENDIX 1
DERIVATION OF THE STEP-LOADING TECHNIQUE BY PONTRYAGIN/S
MAXIMUM PRINCIPLE
HYDRO PLANT
Consider a hydro plant with substantially constant head
over the short-term scheduling time-span [0, T]. The plant genera-
P = cp(u) (A1.1)
T
= f P (t). dt (A1.2)
o G ...
subject to
T
Jo u(t). dt = Q (A1.3)
.. (A1.4)
x1(0) =
x2 (°) = °
.. (A1.5)
xl ( T ) =
and
Define a Hamiltonian
i =1
•
i = 1, 2
pi
give
p (T) = -1 .. (A1.8)
2
3H
- =p1 - - - = 0 .. (A1.10)
Du Du
operation at more than one discharge rate is required during [0, 1],
operating point (u P
) and any number of unconstrained rates.
G1 1'
At the first unconstrained operating point (u 2 , P G ),,(A1.10) gives
2
D4)
.. (A1.11)
'1 = Du
2
u-- = u 2 - P G .. (A1.12)
1 P G
2
2 1 Du 2
P
a a
av
cont
1
0 u u u
av a max
DISCHARGE RATE
P
c
P
b
P
a
u u
ua b c max
DISCHARGE RATE
(u P
• Any other unconstrained operating point must lie on the
2' G
2
same straight line, and to satisfy (A1.10) this line is also tangent
and that no other point on the P -u curve has lower H. That is,
G
no other point on a line parallel to the tangent has a higher P G -
axis intercept.
are illustrated in Fig A1.1 and are the same as those derived
heuristically in Chapter 4.
In summary, to maximise the overall efficiency of a single
within the short-term scheduling time-span [0, 1], the plant should
its maximum exceed any losses incurred in starting and shutting down
275
machine.
SYSTEMS
, 2, .
P. is the generation rate of plant j = , n
of plant j
[0, T] while satisfying the storage policy and the load balance
constraint
P = P + P - E P . ... (A1.12)
Gn D L GI
i= i
P . = (1 + c i x i ). (p i (u i ) ; i = 1„ n-1
GI
u n = (1 - c n ... (A1.13)
xn). In(PG11)
276
by
x. = U. - J. j = 1, . , n ... (A1.14)
satisfying
x.(0) = 0 ; j = 1, . ,n
... (A1.15)
x i (T) = Q ; i = 1, . , n-1
Introduce a Hamiltonian
- 3
(-1 +
PL
• "Gi
121 • = . (1 + c x n ). n . c..
n
aP
Gn ( 1
L
31)
Gn
•
Pn = = P r) . c n . (P Gn )
n
aP,
(-1 + ' )
4 aP Gi dcp i
p = -p .(1 + cn •x n ). ----12 . . (1 + c.. x.). —
i n I 1
aP Gn , g L \ du.
1
k 1 )
aP Gn
satisfied.
Un = ,P + b ; a, b constant .. (A1.20)
Gn
n - 1
P = P D + C - E P. .. (A1.21)
Gn GI
i =i
so that
n - 1
u n = a (P D + C - P .) + b .. (A1.22)
GI
i=i
P j. = 0; j = 1, . , n .. (A1.23)
dcp i
(A1 .24)
du.
27 8
n - 1
dcp.
H = - a.0 - b + a.E (u..--- .. (A1.25)
du.
i = 1
The first two terms on the right of this expression are constant.
energy drawn from storages over [0, T] we see that this yields the
A1.3 REFERENCES
1972.
l96 4.
280
APPENDIX.2
C o sts
Method 1 2 3 4
Costs
R Method 1 2 3 4 1 2 3 4
4 . 307 107.53
B 69.93 21.00 50.11 16.79 56.50 26.25
Explorato ry
Method R = 0 0.2 0.4 0.8 0.2 0.4 0.8
Step Length
B .01 10.25 _ - - _ _
.1 10.26 15.16 - - 29.8 - -
.4 . 10.26 10.25 10.22 10.05 .102 .238 .661
1.0 10.26 9.90 9.36 8.44 :451 1.41 1.15
10 10.26 9.80 8.11 15.12 .908 1.77 10.5
D .01 12.20 - - , - _ _
Costs
R Method 1 2 3 4 1 2 3 4
Starting Point
R Method 1 2 3 4 1 2 3 4
A A ol A A A 13 A
00 11 12 14
A o2 A A 23 A
22 24
A o3 A 33 A
34
A 44
o4
- 3 .25
-
-
3.46 .27
287
Monte-Carlo Method
hr 1 hr 2 hr 3 hr 4 hr 5 hr 6
U3 4 4 4 4 4
hr 1 hr 2 hr 3 hr 4 hr5 hr6
13 13 13 16.5 16.5 13
U3 4 4
U 14 14
288
APPENDIX 3
PAPERS FOR PUBLICATION
G. V. Jones
Graduate Student, Department of Electrical Engineering,
University of Tasmania, Hobart, Tasmania, Australia
J. P. Norton
Senior Lecturer, Department of Electrical Engineering,
University of Tasmania, Hobart, Tasmania, Australia
In a power system with only thermal generation, Economic hydrothermal dispatching is a variat-
fuel stocks are usually sufficient to meet any ional problem because of the need to consider
generation schedule permitted by the instan- overall rather than just instantaneous water
taneous limits on generation and transmission. use, in contrast to the static or instantan-
This is not so for hydro generation, whose eous optimisation of a purely thermal system.
energy availability is determined by water In the optimisation, the power system is mod-
storages and stream flows and ultimately by elled by differential-equation equality con-
the weather. In computing a schedule for a straints describing the river dynamics, and
hydrothermal system, this extra limitation algebraic constraints describing the trans-
must be recognised, and it dictates the form mission system. Although real and reactive
of the computation if the proportion of hydro loads and reservoir inflows are stochastic,
plant is high. Here the optimal schedule is in the short term they may usually be treated
takeh to be the one supplying power demand at as deterministic without substantial penalty.
minimum total cost over a specified period Very-short-term updating of a schedule to com-
with adequate reliability, security and qual- pensate for forecasting errors may sometimes
ity of supply, subject to physical, operating be worthwhile, and is discussed later. Other-
and statutory constraints. wise the deterministic problem will be con-
sidered, with bus loads, reservoir inflows and
Optimisation of a hydrothermal system consists run-of-river flows known in advance.
of a family of interacting problems character-
ised by differing tine-scales, degrees of de- Historically, the daily scheduling problem was
tail and accuracy of information. The initially solved ignoring transmission losses,
shorter the span, the greater the detail, on plant and transmission ratings and security
the whole. The family includes future plan- and stability limits. Later, system losses
ning over a decade or so, annual optimisation were represented as quadratic in the active
over a water year, water management over a generations, using B-coefficients (Kirchmayer,
period of days or weeks, daily optimisation 1959). More recently, optimal-control and
over a load cycle and instantaneous regulation. nonlinear-programing results have been used
We shall consider the daily economic optimis- to transform the problem into that of solving
ation problem and its interfaces with shorter- a set of differential equations constituting
and longer-term optimisation. the conditions for optimality. As well as
the difficulty of solving such equations with
mixed boundary conditions in an acceptable
G. V. Jones and J. P. Norton
295
stock head-loss curves and the tailwater elev- power flows (Dornnel and Tinney, 1968). This
ation curve. information is used to schedule thermal gen-
eration and optimise transmission regulation
As well as electrical constraints such as those iteratively with the hydro active generation
on bus voltages, line power flows and reactive fixed.
generation, hydraulic constraints are to be in-
corporated. They include flow constraints for On completion of this process, the return ob-
run-of-river plants, delayed flow effects on tained by relaxing an active constraint on
cascaded plants, small-pcndage constraints and any control variable is present as a dual
downstream-flow constraints for irrigation, variable, as are the incremental costs of
navigation or amenity. supplying each load, with no extra computation.
These items are of obvious value to an oper-
The nodal equations relating bus voltage magni- ator contemplating an alteration. The OLF
tudes and angles to parer and reactive VA are computation typically takes 10 to 20 Newton
treated in the OLF calculation as equality iterations, after any of which the other dual
constraints during the optimisation. Trans- variables giving the sensitivities of the
mission losses are modelled accurately, their cost to power flows across the coordination
dependence on nodal voltages and reactive in- busbars are available.
jections not being ignored as with B-coefficient
loss formulae. COORDINATION OF HYDRO AND
THERMAL SCHEDULING
SCHEDULING OF REACTIVE VA AND
THERMAL GENERATION The incremental costs of supplying the demand
can be calculated in terms of the hydro dis-
The OLF computations, one for each hour in charge rates, using the dual variables pro-
each step of the overall schedule refinement, vided by the OLF solution together with the
determine the thermal active generation and overall power: discharge-rate characteristics
optimise transmission conditions by adjusting of the hydro plants, possibly grouping closely-
all reactive generation, OLTC transformers and connected plants whose individual reservoir
phase-shifters, leaving the provisional hydro depletions need not be separated.
schedule unaltered. They also provide dual
variables (Lagrange multipliers) which are the The hydro plants are then rescheduled by a
rates of change of that hour's total generation hill-clidaing step with hourly flows as in-
cost with power flows across certain busbars, dependent variables, constrained by the
the coordination busbars, linking the hydro specified reservoir depletions. Each step
plants to the rest of the system. establishes new power flows at=the coordina-
tion busbars, which are held during the next
The (IF solution is based on the Newton load-flow • OLF computation. In this way, feasible,
algorithm which became practicable when opt- properly constrained schedules are obtained
imally ordered triangularisation of the Jacobian by the end of each OLF solution. Further,
was introduced (Sato and Tinney, 1963). For each step provides a comprehensible neasure
a fixed system, in which transformer taps and of progress in the form of changes in cost
phase-shifter settings do not change, no area and generation schedules.
interchanges within the system are specified
and no VAr limits at PV nodes or voltage con- The discharge-rate incremental costs give an
straints at PQ nodes are imposed, solving the operator a direct indication of the value of
nodal equations by Newton's method typically potential small changes in hydro generation
takes four iterations from a flat start. If • at any time. The scheme therefore lends it-
successive fixed-system solutions and adjust- self to intervention by an operator, who can
ments are carried out to satisfy VAr, voltage stop the conputation after any OLF solution
or interchange requirements (Tinney and Hart, to make his own comparison between computation
1967), substantially more iterations are needed. time and schedule improvement. It is also
Britton (1969) snared that interchange adjust- possible to specify particular coordinator
ments could be included in the Newton algorithm bus power flows in advance or in the course
by appending extra interchange constraint equat- of the computation, on the basis of knowledge
ions to the power-flow equations. • The proced- of factors affecting future flexibility of
ure has been extended (Meyer, 1969) to include operation or security.
adjustment to phase-shifters and transfonrer
taps in the Newton algorithm so as to achieve The choice of coordination algorithm is
convergence in four iterations. dictated by a need to keep the number of OLF
. . computations small. In particular, the hill-
me algorithm generates the'•factorised inverse climber must be judged on its performance
of the Jacobian of the power- and VAr-flow "• over a small number of steps, the shape of
equations, from which can be extracted dual the cost:discharge-rates surface must be ex-
variables measuring the sensitivity of the cost ploited, and if second derivatives are to be
to changes in selected control variables, used, the extra OLF computations needed must
usually parer inflows at generator nodes, volt- be justified by the increase in hill-climbing
age magnitudes at PV and transformer-controlled speed.
busses and phase-shifter or area-interchange
297
G. V. Jones and J. P. Norton
The hourly discharge rates uk, k 1. 2, ..., K diagonal terms of the Hessians are usually
determining power flows at Ifie coordination bus- small. With diagonal Hessians, the equations
bars must give the specified total reservoir simplify to
depletions
)/h i = 1, 2, ..., N (6)
ik ik iik
I uk = a (1) and
k=1 - K b
ik 1
I F-- 1=1,2,... ,N (7)
Adjoining these constraints with Lagrange 1 k=1 iik k=1 iik
multipliers, the total cost f is seen to be
minimised by making the hourly cost:discharge- The sum of the squares of the constrained grad-
rate gradients .9k all equal. This may be ients may be minimised under the same assumpt-
achieved by bringing 'constrained gradients' ions, giving
- k = 1, 2, ..., K, with j any single xi b
ik
value from 1 to K, to zero by adjusting all i = 1, 2, ..., N ( 8)
ik Fr
i 7— hiik
hourly discharges except U j freely, the change Ilk
in L_Ij being determined by the constraints (1).
where
As f is the sum of successive hours' costs 1
fk (uk ) which are near-quadratic, simple hill- A i = -2(q.+ i 1,2,...,N (9)
ciirrbers using gradients and second derivatives 1 k=1 iik k=1 h 2 iik
can be devised. Collecting the constrained
gradients into a vector g.c and expanding The efficiency and robustness of these four op-
f (u + tur ) 'up to quadratic terms in its Taylor timisation algorithms have been. tested on sur-
series, the optimal constrained gradient step faces deviating randomly from diagonal-dominant
:raking the gradient at the end of the step quadratics by controlled amounts in Monte-Carlo
orthogonal to the search direction is tests (Jones and Norton, 1977). When the de-
_ a .2c ;lac 9c 0l9c se) viations are small, the Newton methods converge
effectively in one step, as expected, but for
larger deviations their performance deteriorates
(2) more rapidly than that of the gradient methods.
where is the gradient at the start and With deviations of f and g uniformly distributed
- up to 401 below and above the quadratic values,
o that at the end of an exploratory step of
-c the Newton algorithms still converge more rapid-
size a in the direction of gr °. The explora-
ly, but the standard deviations-of the costs
tory step provides implicitly the second-
using (6) and (7) are larger than those of the
derivative information needed to fix the optimal
gradient methods. Good results are obtained
step size.
from (8) and (9) for deviations up to about
60t, while the better of the gradient methods,
Alternatively, instead of trying to bring the
(3), performs little worse with deviations up
constrained gradients indiviOually to zero, the
to 120% than on the perfect quadratic. To
hill-climber can minimise g,.. 1 gc , the sum of the
surrrnarise, Newton's method is far superior for
spares of the individual castrained gradients.
small deviations but the gradient methods are
The corresponding optimal gradient step is
more robust; minimisation of g c '9, rather than
T f directly improves robustness - of hoth methods
= QT (ic°-sc °)/(Rc° -c° ) (° -.§c°) and improves convergence speed for Newton's
method.
(3)
CONCLUSIONS
Other gradient algorithms deriving the second-
derivative information from the change in f in
The usefulness of an optimal-scheduling scheme
the exploratory step were rejected because of
from a system control operator's point of view
ill-conditioning (Jones and Norton, 1977).
is important. While a single optimal schedule
for a hydrothermal system under closely specif-
If explicit evaluation of the Hessian H k of f
ied conditions may be useful as a reference
with respect to each .y_k is possible, Newton's
point, an operator needs to know in addition
nethod gives
the effects of deviations of loads and water
= - H k -1 (b_k (4) inflows from forecast or, more rarely, the
effects of machine or line outages. Also, be-
where K cause of the variety of considerations influ-
-1 encing an operator's choice of action, it is
k E H k (g. + I (H k I:2k)) (5) likely to be more efficient and more acceptable
=-[
=1 k=1 to provide a quick means of choosing between a
fairly small range of schedules than to attempt
Herebk is the coefficient vector of the linear to incorporate all the operating considerations
terms n i f (u ). The matrix inversions and in one large formal optimisation. This is true
-k
multiplications make (4) and (5) very unattract- also of the revision of nominal schedules on
ive at first sight. However, the off-main- deviation from forecasts or after contingencies.
Feasible Short Term Scheduling for Hydrothermal Power Systems 29 8
Another context in which a number of schedul- REFERENCES
ing possibilities requires examination is in
determining load-shedding strategy. BRITTON, J.P. (1969). Improved area.inter-
change control for Newton's method load flows.
Two implications are that an optimal-schedul- IEEE Trans. Power Appar. Sys., Vol. 88,
ing scheme should provide a wide range of No. 10, Oct. pp. 1577-1581.
cost-sensitivity information, and that relat-
ively quick computation of feasible and approx- DILLON, T.S. (1974). Problems of optimal
imately optimal schedules is useful. The economic operation and control of integrated
most significant feature of the scheme des- hydro and thermal power systems.
cribed here is its use of OLF solutions. It Thesis (Ph.D.)., Monash University.
ensures feasibility of the schedules obtained
in the course of optimisation as well as the DOMMEL, H.W. and TINNEY, W.F. (1968).
final optimal schedule, and makes sensitivity Optimal power flow solutions. IEEE Trans.
information available with little or no extra Power Appar. Sys., Vol. 87, No. 10, Oct.
effort. Given also that an operator might wel 1 pp. 1866-1876.
regard any new optimal-scheduling scheme with
healthy scepticism, the combination of 1;o JONES, G.V. (1975). On the optimal
fairly familiar techniques, step-loading and scheduling of hydro-thermal power systems.
OLF computation, each capable of giving useful Electrical Engineering Dept. Report;
results on its am, should make initial accept- University of Tasmania.
ance easier.
JONES, G.V. and NORTON, J.P. (1977).
ACKNNLEDGEMENTS Hydrothermal optimisation by refinement of
step-loading schedules. IFAC Symposium on
This work was supported by the Electrical Automatic Control and Protection of Electric
Research Board. The helpfulness of discussion S power systems,. Melbourne, I.E. Aust. Nat.
with Mr. G. N. Kerrison and Mr. R. L. Adams of Conf. Publ. No. 77/1. pp. 242-246.
the Hydro-Electric Commission of Tasmania is
gratefully acknowledged. KIRCHMAYER, L.K. (1959). Economic control of
interconnected systems. New York, Wiley.