Economic Dispatch

Antonio J. Conejo
UNIV. CASTILLA - LA MANCHA
2002
 Economic Dispatch

• Basic economic dispatch: no generating limits,

no losses

• Generating limits, no losses

• Losses

• Losses and bus balances

• Network constrained economic dispatch

• Optimal power flow

Antonio J. Conejo 2
 Basic Economic Dispatch
Generation Units

Ci (PGi ) Ci (PGi )

min max
PGi min max PGi
PGi PGi P
Gi P
Gi

Antonio J. Conejo 3
Basic Economic Dispatch

n
Minimize ∑ C (P ) = C(P )
i =1
i Gi G

n
Subject to ∑P
i =1
Gi =P
total
D

Antonio J. Conejo 4
Basic Economic Dispatch

PG = [PG1, PG2 ,...,PGn ]

T

n
C(PG ) = ∑ Ci (PGi )
i =1

n
= ∑ PGi
total
PD
i =1

Antonio J. Conejo 5
 Basic Economic Dispatch
No Generation Limits, No Losses

 n total 
L (PG , λ ) = ∑ Ci (PGi ) − λ ∑ PGi − PD 
n

i =1  i =1 

∂L(⋅)
= CIi (PGi ) − λ = 0 ; i = 1,..., n
∂PGi
∂L(⋅) n
= P
total
D − ∑ PGi = 0
∂λ i =1

dCi (PGi )
λ = CIi (PGi ) =
dPGi
Antonio J. Conejo 6
 Basic Economic Dispatch
No Generation Limits, No Losses

dC(PG ) = ∑ dC (P )
n
i Gi
i =1

∑ CI (P ) dP
n
= i Gi Gi
i =1

n n
= ∑ Gi ∑ Gi
λ dP
i =1
= λ dP = λ dPD
total

i =1

dC(PG )
λ =
dPDtotal
Antonio J. Conejo 7
Basic Economic Dispatch
No Generation Limits, No Losses
1
Ci (PGi ) = C0i + aiPGi + biPGi
2

C0 ≡ [C01, C02 ,..., C0n ]

T

≡ [a1, a2 ,..., an ]
T
a
b ≡ [b1,b2 ,...,bn ]
T

B ≡ diag (b)
≡ [1,1,...,1]
T
e
PG ≡ [PG1,PG2 ,...,PGn ]
T

PD ≡ [PD1,PD2 ,...,PDn ]
T

Antonio J. Conejo 8
 Basic Economic Dispatch
No Generation Limits, No Losses
Total cost
1 T
C(PG ) = e C0 + a PG + PG BPG
T T

2
Power balance
T total
e PG = PD
Optimality Conditions

{ a + BPG = λ e
T T total
e PG = e PD = PD
Solution
PG = λ B −1e − B −1a
PDtotal + e TB −1a
λ=
e TB −1e
Antonio J. Conejo 9
 Basic Economic Dispatch
No Generation Limits, No Losses
Also
total
PG = αPD +β
total
dPG = αdPD
where
B −1e
α = T −1
e B e

β=
(
B −1e e TB −1a
− B
)
−1
a
T −1
e B e
Note that

eTα = 1
Antonio J. Conejo 10
 Basic Economic Dispatch
No Generation Limits, No Losses
Example 1

Unit C0(€/h) a(€/MWh) b(€/MW2h) PGmin (MW ) PGmax (MW )

1 100 20 0.05 0 400
2 200 25 0.10 0 300

total
PD + 650
λ= € / MWh
30

 2 total 100 
 3 PD + 3 
PG =   MW
1 total 100
 PD − 
3 3 
Antonio J. Conejo 11
 Basic Economic Dispatch
No Generation Limits, No Losses
Example 1

• λ increases linearly with total demand

• Load allocated to generators in different
proportions

• The least expensive generator gets more load

• Feasibility for 100 ≤ PDtotal ≤ 550

Antonio J. Conejo 12
 2.4. Ejemplos – Ejemplo 1 (1)

Datos de entrada

Generador C0 [€/h] a [€/MWh] b [€/MW 2h] PGmin [MW] PGmax [MW]

1 100 20 0.05 0 400
2 200 25 0.1 0 300
Solución

 2 total 100 
PDtotal + 650  3 PD + 3 
λ= € / MWh PG =   MW
30 1 total 100
Límites de factibilidad:
 PD − 
3 3 

100 ≤ PDtotal ≤ 550 MW

Antonio J. Conejo 13
 2.4. Ejemplos – Ejemplo 1 (2)

Potencia generada

Antonio J. Conejo 14
 2.4. Ejemplos – Ejemplo 1 (3)

Evolución de λ

Antonio J. Conejo 15
 2.4. Ejemplos – Ejemplo 1 (4)

Coste total del sistema

4
x 10
1 .8

1 .6

1 .4
C O ST E T O T AL (EUR O S)

1 .2

0 .8

0 .6

0 .4

0 .2
100 150 200 250 300 350 400 450 500 550
D E M A ND A D E P O T E NC IA ( M W )

Antonio J. Conejo 16
 2.4. Ejemplos – Ejemplo 2 (1)

Datos de entrada

Generador C0[€/h] a[€/MWh] b[€/MW2h] PGmin [MW] PGmax [MW]

1 40 2 0.0350 0 800
2 50 3 0.0450 0 725
3 60 4 0.0525 0 650
4 75 6 0.0625 0 575
5 100 7 0.0750 0 500
6 150 9 0.0850 0 450
7 200 10 0.1000 0 350
8 275 12 0.1250 0 275
9 300
Límites de factibilidad:
14 0.1500 0 225
10 350 15 0.2000 0 175

1249.5 ≤ PDtotal ≤ 3358.6 MW

Antonio J. Conejo 17
 2.4. Ejemplos – Ejemplo 2 (2)

Resultados

 165   6111 
 812   52 
 55   45314 
   
 348   655 
 55   10425 
 406   259 
 33   67 
   
 290   37  43837
 11   − 875  PDtotal +
  total   51
PG =  116 74
 P D +  − 3634  MW λ = 33 €/MWh
165 4640
   
 1972   107 
 33   − 6491 
 464   167 
 33   − 3485 
   
 580   74 
 11   − 23345 
 232   444 
 33   − 5732 
 928   129 

Antonio J. Conejo 18
 2.4. Ejemplos – Ejemplo 2 (3)

Potencia generada

Antonio J. Conejo 19
 2.4. Ejemplos – Ejemplo 2 (4)

Evolución de λ

Antonio J. Conejo 20
 2.4. Ejemplos – Ejemplo 2 (5)

Coste total del sistema

4
x 10
7

6
C O ST E T O T AL (EUR O S)

1
1000 1500 2000 2500 3000 3500
D E M A ND A D E P O T E NC IA ( M W )

Antonio J. Conejo 21
 Economic Dispatch
Generation Limits, No Losses

n
Minimize ∑ C (P ) = C(P )
i =1
i Gi G

n
Subject to ∑P
i =1
Gi =P
total
D

min max
P Gi ≤ PGi ≤ P Gi

Antonio J. Conejo 22
 Economic Dispatch
Generation Limits, No Losses
 n total 
L (PG , λ ) = ∑ Ci (PGi ) − λ ∑ PGi − PD 
n

i =1  i =1 
− ∑µ
n
max
i (PGi −P
max
Gi )
(P )
i =1
n
−∑µ
min min
i Gi −P Gi
i =1
∂L(⋅)
= CIi (PGi ) − λ − µ
max min
i −µ i = 0 ; i = 1,..., n
∂PGi
∂L(⋅) n
− ∑ PGi = 0
total
= P D
∂λ i =1

Antonio J. Conejo 23
 Economic Dispatch
Generation Limits, No Losses

max max
µi ≤ 0 if PGi = PGi
max max
µi = 0 if PGi < PGi
min min
µi ≥ 0 if PGi = PGi
min min
µ i = 0 if PGi > P Gi

Antonio J. Conejo 24
 Economic Dispatch
Generation Limits, No Losses

CI i (PGi ) = λ + µ imin ≥ λ if PGi = PGimin

CI i (PGi ) = λ if P min
Gi
max
≤ PGi ≤ P
Gi

CI i (PGi ) = λ + µ max
i ≤ λ if PGi = P max
Gi

dC(PG )
λ= total
still valid
dP D

Antonio J. Conejo 25
 Economic Dispatch
Generation Limits, No Losses

CI
CI2 CI1

λA

λB
λC

MW

Antonio J. Conejo 26
 Economic Dispatch
Generation Limits, No Losses
Example 2

total
Case PD (MW ) PG1(MW) PG2(MW) CI1(€/MWh) CI2(€/MWh) λ(€/MWh) C(€/h)

A2 40 40 0(min) 22 25 22 1140

B2 250 200 50 30 30 30 6675

C2 300 233.3 66.7 31.67 31.67 31.67 8217

D2 600 400(max) 200 40 45 45 19300

Antonio J. Conejo 27
 3.4. Ejemplos - Ejemplo 1 (1)

Datos de entrada

Generador C0 [€/h] a [€/MWh] b [€/MW2h] PGmin [MW] PGmax [MW]

1 100 20 0.05 0 400
2 200 25 0.1 0 300

Resolución

PDTotal PG 1 PG 2 CI 1 CI 2 λ C
Caso
[MW] [MW] [MW] [€/ MWh] [€/ MWh] [€/ MWh] [€/h]
A 40 40 0 22 25 22 1140
B 250 200 50 30 30 30 6675
C 300 233.3 66.7 31.67 31.67 31.67 8217
D 600 400 200 40 45 45 19300

Antonio J. Conejo 28
 3.4. Ejemplos - Ejemplo 1 (2)

Caso D: Interpretación de λ
1) Resultados obtenidos

PDTotal PG1 PG 2 CI1 CI2 λ C

Caso
[MW] [MW] [MW] [€/ MWh] [€/ MWh] [€ / MWh] [€/h]
D 600 400 200 40 45 45 19300

Generador [i] µ max

i [€/MWh] µ min
i [€/MWh] Ci [€/h]
1 -5 0 12100
2 0 0 7200
2) Clasificación de la generación

I1 ≡ PGimin ; I 2 ≡ PGilibre ; I 3 ≡ PGimax

G 2 ∈ I 2 ; G1 ∈ I 3

Antonio J. Conejo 29
 3.4. Ejemplos - Ejemplo 1 (3)

3) Nuevo problema
1
Minimizar C(PG ) = c 02 + a 2 ⋅ PG 2 + ⋅ b 2 ⋅ PG2 2
2
s.a.

PG 2 = PDtotal − PGmax
1 : λ

4) Nuevos resultados

PDTotal PG2 CI2 λ µmáx µmín C2

Caso 2 2
[MW] [MW] [€/ MWh] [€/ MWh] [€/ MWh] [€/ MWh] [€/h]
D 200 200 45 45 0 0 7200

Antonio J. Conejo 30
 3.4. Ejemplos - Ejemplo 2 (1)

Datos de entrada

Generador C0 [€/h] a [€/MWh] b [€/MW2h] PGmin [MW] PGmax [MW] PDtotal [MW]
1 200 25 0.05 250 1500
2 200 20 0.10 150 1500 3000
3 150 15 0.07 50 1000

Resultados

Generador PGi λ µ max

i µ min
i CIi Ci
[i] [MW] [€ / MWh] [€/MWh] [€/MWh] [€ / MWh] [€/h]
1 1300 0 0 90 74950
2 700 90 0 0 90 38700
3 1000 -5 0 85 50150

Antonio J. Conejo 31
 3.4. Ejemplos - Ejemplo 2 (2)

Interpretación de λ

1
Minimizar C(PG ) = c 01 + a 1 ⋅ PG1 + ⋅ b1 ⋅ PG21
2
1
+ c 02 + a 2 ⋅ PG 2 + ⋅ b 2 ⋅ PG2 2
2
s.a.

PG 2 = PDtotal − PGmax
3 : λ

PDTotal PG1 PG2 CI1 CI2 λ C

[MW] [MW] [MW] [€ / MWh] [€/ MWh] [€/ MWh] [€/h]
2000 1300 700 90 90 90 113650

Antonio J. Conejo 32
 Economic Dispatch
Generation Limits, No Losses
Lambda Iteration
1. Approximate λ by λk
2. Compute output power
if ( )> λ
CI i P
min
Gi
k
then PGi = P
min
Gi

CI (P )< λmax k max

if i Gi then PGi = P Gi

k
λ − ai
CI i (PGi ) = λ , then PGi
k
else if =
bi
n

∑P
total
3. If Gi =P D , stop, optimal solution found.
i=1

Otherwise, continue in step 4

k k −1
k +1 λ +λ
4. Update λk , λ = , and go to step 2
2
Antonio J. Conejo 33
 Economic Dispatch
No Generation Limits, Losses

n
Minimize ∑ C (P ) = C(P )
i =1
i Gi G

n
Subject to ∑P Gi =P total
D + Ploss (PG , PD )
i =1

Antonio J. Conejo 34
 Economic Dispatch
No Generation Limits, Losses
 n 
L (PG , λ ) = ∑ Ci (PGi ) − λ ∑ PGi − PD − Ploss (PG , PD )
n
total

i =1  i =1 

∂L(⋅)  ∂Ploss 
= CIi (PGi ) − λ 1 −
 s
 = 0 ; i = 1,..., n
∂PGi  ∂PGi 

+ Ploss (PG , PD ) − ∑ PGi = 0

∂L(⋅) total
n
= P D
∂λ i =1

CIi (PGi )
λ =
∂Ploss
1− s
∂PGi
Antonio J. Conejo 35
 Economic Dispatch
No Generation Limits, Losses

CIi (PGi )
λ=
∂Ploss
1− s
∂PGi

The notation s
indicates that the slack bus is bus s

Antonio J. Conejo 36
 Economic Dispatch
No Generation Limits, Losses, Bus Balances

PG − PD = P(δ )

Voltage magnitude in all buses assumed to be 1

P(δ) is the vector of power injections

P(δ) dimension is n

δ dimension is n-1 ( δ=0 for reference bus)

Antonio J. Conejo 37
 Economic Dispatch
No Generation Limits, Losses, Bus Balances
Example 3

From bus to bus r (pn) x (pn) b (pn)

1 2 0 0.1 0
1 3 0 0.1 0
2 3 0 0.1 0

PG1 − PD1 = 10 sin(δ1 − δ 2 ) + 10 sin(δ1 − 0 )

PG2 − PD2 = 10 sin(δ 2 − δ1 ) + 10 sin(δ 2 − 0 )

PG3 − PD3 = 10 sin(0 − δ1 ) + 10 sin (0 − δ 2 )

Antonio J. Conejo 38
 Economic Dispatch
No Generation Limits, Losses, Bus Balances

P = PG − PD = P(δ )

 ∂P(δ 0 )
dP = dPG − dPD =  dδ
 ∂δ 
also

= e P(δ )
T
Ploss

 ∂P(δ 0 )
T
dPloss =e   dδ
 ∂δ 

δ0 is a linearization point
Antonio J. Conejo 39
 Economic Dispatch
No Generation Limits, Losses, Bus Balances

 ∂P(δ 0 ) is n x (n-1)
 ∂δ 
 
PG s is PG eliminating slack bus entry; its dimension is n-1

PD s is PD eliminating slack bus entry; its dimension is n-1

 ∂P(δ 0 )  is  ∂P(δ 0 )
eliminating the row corresponding
 ∂δ s   ∂δ 
    to the slack bus; its dimension is
(n-1) x (n-1)

Antonio J. Conejo 40
 Economic Dispatch
No Generating Limits, Losses, Bus Balances

 ∂P(δ 0 ) 
dP s = dPG s − dPD s =  s dδ

 ∂ δ 
T  ∂P(δ 0 ) 
dPloss = e   dδ
 ∂δ 
Combining the above equations

 ∂P(δ 0 )  ∂P(δ 0 ) 
−1

 ∂δ s  (dPG s − dPD s )
T
dPloss =e  
 ∂ δ   
T  ∂P(δ 0 )   ∂P(δ 0 ) 
−1

dPloss =e    ∂δ s  dP s
 ∂δ   
Antonio J. Conejo 41
 Economic Dispatch
No Generating Limits, Losses, Bus Balances

 ∂P(δ 0 )  ∂P(δ 0 ) 
−1
∂dPloss T
s = e
∂P  ∂δ   ∂δ s 
   
−1
∂dPloss   ∂P(δ 0 )  T
  ∂P(δ 0 )
T

ITL = s =  
∂P 
  ∂δ
s
   ∂δ  e
    

Antonio J. Conejo 42
 Economic Dispatch
No Generation Limits, Losses, Bus Balances

The total loss differential can be computed as

n
∂Ploss n
∂Ploss
dPloss =∑ s dPi = ∑ s (dPGi − dPDi )
i =1 ∂Pi i =1 ∂Pi

Antonio J. Conejo 43
 Economic Dispatch
No Generating Limits, Losses, Bus Balances
Total Cost Differential
n
 n
∂Ploss 
dC = ∑ CIi dPGi = ∑ λ  1 − s  dPGi
i =1 i =1  ∂PGi 
For fixed loads

∂Ploss ∂Ploss
s = s
∂PGi ∂Pi
Then
 n n
∂Ploss 
dC = λ  ∑ dPGi − ∑ s dPGi 

 i =1 i =1 ∂Pi 
Antonio J. Conejo 44
 Economic Dispatch
No Generating Limits, Losses, Bus Balances
Total Cost Differential
Taking into account that
n n

∑ dP
i =1
Gi = ∑ dPDi + dPloss
i =1
The cost differential becomes
 n   n ∂Ploss 
dC = λ  ∑ dPDi + dPloss  − λ  ∑ s dPGi 

 i =1   i=1 ∂Pi 
Using the expresion for the total loss diferential

 n n
∂Ploss   n ∂Ploss 
dC = λ  ∑ dPDi + ∑ s (dPGi − dPDi ) − λ  ∑ s dPGi 
  
 i =1 i =1 ∂Pi   i =1 ∂ Pi 

Antonio J. Conejo 45
 Economic Dispatch
No Generating Limits, Losses, Bus Balances
Total Cost Differential

n
 ∂Ploss 
dC = λ ∑  1 − s  dPDi
i =1  ∂Pi 

The marginal cost at every bus becomes

dC  ∂Ploss 
λi = = λ 1− s
dPDi  ∂Pi 

Antonio J. Conejo 46
 Economic Dispatch
No Generating Limits, Losses, Bus Balances
Slack Bus Indifference
n

∑ dP = dP
i =1
i loss

n
∂Ploss
dPloss =∑ s dPi
i =1 ∂Pi
Therefore
n
 ∂Ploss 
∑ 1−
i =1  ∂Pi 
s  dPi = 0 For slack s

n
 ∂Ploss 
∑ 1−
i =1  ∂Pi 
r  dPi = 0 For slack r

Antonio J. Conejo 47
 Economic Dispatch
No Generation Limits, Losses, Bus Balances
s (slack)
∂Ploss ∂Ploss ∂Ploss
1− s dP1 + ... + 1 − s dPr + ... + 1 + ... + 1 − s dPn = 0
∂P1 ∂Pr ∂Pn

∂Ploss
Dividing by 1− s
∂Pr
∂Ploss ∂Ploss
1− s 1− s
∂P1 dP + ... + 1 + ... + 1 ∂Pn
1 + ... + =0
∂Ploss ∂P ∂P
1− s 1 − loss s 1 − loss s
∂Pr r (New slack) ∂Pr ∂Pr
∂Ploss
1− s
∂Pi ∂Ploss
Therefore = 1− r
∂Ploss ∂Pi
1− r
∂Pi Antonio J. Conejo 48
 Economic Dispatch
No Generation Limits, Losses, Bus Balances
Example 4
~ G1 G2 ~

1 2

D
From bus To bus r (pn) x (pn) b (pn)
1 2 0.02 0.1 0
1 3 0.02 0.1 0
2 3 0.02 0.1 0
 Economic Dispatch
No Generation Limits, Losses, Bus Balances
Example 4

No losses
Caso PD(MW) PG1(MW) PG2(MW) λ1(€/MWh) λ2(€/MWh) λ3(€/MWh) C(€/h)
B2 250 200.0 50.0 30.00 30.00 30.00 6675
C2 300 233.3 66.7 31.67 31.67 31.67 8217
Losses
Caso PD(MW) PG1(MW) PG2(MW) λ1(€/MWh) λ2(€/MWh) λ3(€/MWh) C(€/h)
B4 250 200.4 53.3 30.00 30.02 30.98 6786
C4 300 234.4 70.8 31.72 32.08 32.92 8383

Antonio J. Conejo 50
Network-Constrained Economic Dispatch
No Generating Limits, No Losses

n
Minimize ∑ C (P ) = C(P )
i =1
i Gi G

∑ (P )
n
Subject to Gi − PDi = 0
i =1

−P
max
F
T
(
≤ β PG − PD ≤ P ) max
F

Antonio J. Conejo 51
 Network-Constrained Economic Dispatch
No Generating Limits, No Losses
¡Only one line with limited capacity!
CIi (PGi ) = λ + γ βi
n
PF = ∑ βi (PGi − PDi )
i =1

≤ β (PG − PD ) ≤ P
max T max
−P F F :γ
n

∑ (P
i =1
Gi − PDi ) = 0 :λ
Antonio J. Conejo 52
 Network-Constrained Economic Dispatch
Example 5

No losses, No transmission limits

Caso PD(MW) PG1(MW) PG2(MW) λ1(€/MWh) λ2(€/MWh) λ3(€/MWh) C(€/h)
B2 250 200 50 30 30.00 30.00 6675
C2 300 233.3 66.7 31.67 31.67 31.67 8217
No losses, Transmission limit in line 1-3: 140 MW
Caso PD(MW) PG1(MW) PG2(MW) λ1(€/MWh) λ2(€/MWh) λ3(€/MWh) C(€/h)
B5 250 170.06 79.94 28.50 32.99 37.49 6742
C5 300 119.94 180.06 26.00 43.01 60.07 9181

Antonio J. Conejo 53
 Optimal Power Flow

∑ C (P )
n
Minimize i Gi
i =1

Subject to PG − PD = P(δ )
min max
PG ≤ PG ≤ P G

PF (δ ) ≤ P max
F

Antonio J. Conejo 54
 Optimal Power Flow
Example 6
Generation limits, No losses, No transmission constraints
Caso PD(MW) PG1(MW) PG2(MW) λ1(€/MWh) λ2(€/MWh) λ3(€/MWh) C(€/h)
A2 40 40 0(min) 22 22 22 1140
B2 250 200 50 30 30 30 6675
C2 300 233.3 66.7 31.67 31.67 31.67 8217
D2 600 400(max) 200 45 45 45 19300
Generation limits, No losses, Transmission constraints
Caso PD(MW) PG1(MW) PG2(MW) λ1(€/MWh) λ2(€/MWh) λ3(€/MWh) C(€/h)
B5 250 170.06 79.94 28.50 32.99 37.49 6742
C5 300 119.94 180.06 26.00 43.01 60.07 9181
Generation limits, Losses, Transmission constraints
Caso PD(MW) PG1(MW) PG2(MW) λ1(€/MWh) λ2(€/MWh) λ3(€/MWh) C(€/h)
A6 40 40.11 0(min) 22.01 22.07 22.13 1142
B6 250 166.4 87.0 28.32 33.70 39.78 6874
C6 300 115.55 189.31 25.78 43.93 64.17 9469
D6 600 Caso infactible
 Optimal Power Flow
Piecewise linear cost
Ci (PGi) (€/h)

s3

s2

s1
1max 2 max 3 max
PGi PGi PGi

1 2 3
PGi PGi PGi

min max
P Gi PGi PGi (MW)
Antonio J. Conejo 56
 Optimal Power Flow
Piecewise linear cost

1 2 3
PGi = P + P + P
Gi Gi Gi

1 1max
0 ≤ PGi ≤ PGi
2 2 max
0 ≤ PGi ≤ PGi
3 3 max
0 ≤ PGi ≤ PGi
1 2 3
Ci = s 1 P + s 2 P + s 3 P
Gi Gi Gi

Antonio J. Conejo 57
Optimal Power Flow
Piecewise linear cost

nb
PGi = ∑ P
b
Gi ∀i
b =1

b b max
0≤P ≤P
Gi Gi ∀b, ∀i
nb
Ci = ∑ sb P
b
Gi ∀i
b =1

Antonio J. Conejo 58
 Optimal Power Flow
No losses, Linear cost

n
Minimize ∑C
i =1
i

Subject to ∑ B (δ
k∈Ω i
ik k − δi ) + PGi = PDi : λ i ∀i

max
− PFik ≤ Bik (δi − δk ) ≤ PFik
max
∀i, ∀k ∈ Ω i
min max
PGi ≤ PGi ≤ PGi ∀i

Antonio J. Conejo 59
 Optimal Power Flow
Example (1/3)
0.1 ≤ PG1 ≤ 0.4 0.15 ≤ PG2 ≤ 0.6

C1= 7
~ ~ C2= 6

2 1
δ2 δ1
B 12 = 2.5
P Fmax
12 = 0.3

B 23= 3.0 B 13= 3.5

P Fmax
23 = 0.4 P Fmax
13 = 0.5

δ3 = 0
3
0.85
Antonio J. Conejo 60
 Optimal Power Flow
Example (2/3)
Minimize 6PG1 + 7PG2

Subject to 0.15 ≤ PG1 ≤ 0.6

0.10 ≤ PG2 ≤ 0.4

− 0.3 ≤ 2.5(δ1 − δ 2 ) ≤ 0.3

− 0.4 ≤ 3.0(δ 2 − 0 ) ≤ 0.4
− 0.5 ≤ 3.5(δ1 − 0 ) ≤ 0.5

3.5(δ1 − 0 ) + 2.5(δ 2 − δ1 ) + PG1 = 0

3.0(0 − δ 2 ) + 2.5(δ1 − δ 2 ) + PG2 = 0
3.5(δ1 − 0 ) + 3.0(δ 2 − 0 ) = 0.85
Antonio J. Conejo 61
Optimal Power Flow
Example (3/3)
Cost = 5 .3845240

PG1 = 0 .565476

PG 2 = 0 .284524

δ1 = 0 .142857

δ2 = 0 .116667

λ1 = − 6 .0

λ2 = − 7 .0

λ3 = − 7 .833333
Antonio J. Conejo 62
 Optimal Power Flow
Locational marginal prices

∂ cost
λi =
∂ PDi

Production cost increment as a result of an

increment in the demand of bus i

Antonio J. Conejo 63
 Optimal Power Flow
Losses, Linear cost

n
Minimize ∑C
i =1
i

Subject to ∑ B (δ
k∈Ω i
ik k − δi ) + PGi = PDi + ∑ G [1 − cos(δ
k∈Ω i
ik k ]
− δ i ) : λ i ∀i

− PFik ≤ Bik (δi − δk ) ≤ PFik

max max
∀i, ∀k ∈ Ω i
min max
PGi ≤ PGi ≤ PGi ∀i

Antonio J. Conejo 64
 Optimal Power Flow
Losses, Linear cost

n
Minimize ∑C
i =1
i

Gik
Subject to ( ) ( )
∑ Bik δk − δi + PGi = PDi + ∑ δk − δi : λ i
2
∀i
k∈Ω i k∈Ω i 2

≤ Bik (δi − δk ) ≤ P
max max
−P Fik Fik ∀i, ∀k ∈ Ω i
min max
PGi ≤ PGi ≤ PGi ∀i

Antonio J. Conejo 65
Optimal Power Flow
Linearization of losses

nb
PLik = G ik ∑ α
b b
ik δ ik
b =1

δ ik = δi − δk

nb

∑δ
b
δ ik = ik
b =1

Antonio J. Conejo 66
Optimal Power Flow
Linearization of losses

+ −
δ i − δ k = δ ik = δ ik + δ ik

+ −
δ i − δ k = δ ik − δ ik
+
δ ik ≥ 0
−
δ ik ≥ 0

Antonio J. Conejo 67