PROCEEDINGS OF THE IEEE, VOL. 55, NO.

11, NOVEMBER 1967 1877

L. E. Elsgolc, Calculus of Variations. Reading, Mass.:AddisonWesley, 1962. [91 H. Goldstein, Classical Mechanics. Reading, Mass.: AddisonWesley, 1950. [ l o ] R. E.Kalman, The theory of optimal control and the calculUS Of variations, Research Inst. for Advanced Studies, Baltimore, Md, RIAS Rept. G1-3, 1961. [l R. E. Bellman, I. Glicksberg, and 0. A. Gross, Onthe bang-bang controlproblem, Quart.Appl.Math., vol. 14, pp. 11-18, 1956. Also, Numerical techniques in optimization, IEEE Internatl Conu. Digest, pp. 26-31, 1967. [I21 M. Athens and P. L. Falb, Optimal Control. New York: McGrawHill, 1966. [ l a ] L. S. Pontryagin, V. G. Boltyanski, R. V. Gamkrelidge, and E. F. Mischenko, The Mathematical Theory o Optimal Processes. New York: f Interscience, 1962. [141 R. A. Rohrer, Synthesis of arbitrarily tapered lossy transmission lines, presented at Symp. on Generalized Networks, Polytechnic Institute of Brooklyn, April 1966. [151G. Leitmann, Optimization Techniques. New York: Academic Press, 1962. El6] A. E. Bryson and W. Denham, A steepest-ascent method for solving optimum programming problems, J . Appl. Mech., Trans. ASME, vol. 84, ser. E, pp. 247-257, June 1962.

[ 1 7 ] N. L. Wong, Switching circuit optimization, Masters thesis, Dept. of E e . Engrg., University of California, Berkeley, May 1967. lc [lE1 G. D. Hachtel and R.A. Willoughby, On the computational use of theJacobian in circuit analysis, presented at Asilomar Conf. on Circuit and System Theory, Asilomar, Calif, November 1967. [ l g l N. Sato and W. F. Tinney, Techniques for exploiting the sparsity of the network admittance matrix, IEEE Trans. Power and Apparatus, vol. 82, pp. 944950, December 1963. W. F. Tinney and J. W. Walker, Direct solutions of sparse network equations by optimally ordered triangular factorization, this issue, p. 1801. [201 P. D. Crout, A short method for evaluating determinants and solving systems of linear equations with real or complex coefficients, Trans. AIEE, vol. 6 0 , pp. 1231-1241,1941. F. Gustavson, W. Liniger, and R. Willoughby, Symbolic generation at an optimal Crout algorithm for sparse systems of linear algebraic equations, to be published. [211 E. S. Kuh and R. A. Rohrer, The state-variable approach to network analysis, Proc. IEEE, vol. 53, pp. 672-686, July 1965. L 2 * ] C. G. Broyden, A class of methods for solving nonlinear simultaneous equations, Math. Comput., vol.19,pp.577-593, October 1965. [231A. D. Falkoff and K. E. Iverson, The APL terminal system: Instructions for operations, IBM Thomas J. Watson Research Center, Yorktown Heights, N. Y.

An Optimization Technique for Real and Reactive Power Allocation

J. F. DOPAZO, MEMBER,
I=,

0. A. KLITIN, G. W. STAGG,
AND

SENIOR

MEMBER, IEEE,

M. WATSON

A b s t r a c r - - A n ~ s c h e d a l e f o r r e P l p o w e r g e w f i t i o l l b ~ b y the effects of transmission losses in the solution of the nL.grrPgirnmethodaudtheaUocationofreactivepowergewfitimisde- economic dispatch problem. The most generally used terminedbyagrrdientaret8od.Akmmterealdreactivepowerreqiremethod employs a precalculated loss formula whichexmentsfor~systemoperrtioewcoerpeteddthetowprodrtioa

eostislniRiAizedwithintheliritrtiorPimpsedbysysteatun&rah&Re-

presses transmission losses in terms of the power output of

A p e a t e d s d i r t i o e s O f t h e ~ o r i t e q l n ~ u e m e d t o i a c o r p o r r t e t h e e t rthe generators.[21 loss formula is calculated for a specific ~ loasesiatienofapreakdatedf bss folrwln. configuration of the transmission system and a preselected of t

..

..

Tbecompeterprogrrmprovidesameamtodetermhethe~mmeof available real and r e d i v e power gmerath and to plan e u m d c d y for firtarereqnhnents.

operating condition.I3I The derivation of a loss formula is based on the following assumptions. 1) Bus voltagesremain constant in magnitude and angle. 2) Individual loads remain a constant complex fraction of the total load. 3) The ratioof reactive to real powergeneration remains constant.

INTRODUCTION

N THE EARLY approaches to the economic dispatch problem, transmission losseswereneglected and the generating units were loaded within operating limits at equal incremental costs.[ The development of large Loss formulas havebeen applied successfully to those integrated power systems led to the transmission of large systems for which the performance approximates theseblocks of power over longer distances, increasing the importance of considering the effectsof transmission losses. assumptions. A new loss formula must be calculated, howSeveral methods have been developed to take into account ever, when major changes take place in a transmission system or in its operating conditions. Manuscript received February 17, 1967. This paper was presented at The method presented in this paper does not require a the 1967 Power Industry Computer Applications Conference sponsored loss formula. Instead, the impedance matrix of the netbus by the IEEE Power Group. work and the results from load flow solutions are used to The authors are with the American Electric Power Service Corporation, New York, N. Y. account for the effects of transmission losses in the economic

1878

PROCEEDINGS OF THE IEEE, NOVEMBER 1967

scheduling ofsystem generati~n.[~l*[~]method is ap- where The plicable also to determine an economic schedule for reactive a j , ak are the real components of the elements of the power supply. No assumptions are necessary regarding the current vector characteristics or performance of the power system. Any bj, bk are the imaginary components of the elements of change in the system configuration or in the operating conthe current vector dition can be readily taken intoaccount. rjk are the real components of the elements of the bus The method of solution consists of an iterative process in impedance matrix which alternate real and reactive power loadings are den is the number of buses. systermined to minimize the total cost of fuel input to the tem. The method of Lagrangian multipliers is employed-to The complex power at bus j is obtain an economic real power schedule which satisfies the Pj + j Q j = I ~ ~ E j ~ (0, o s j sin ej) c+ estimated total generation requirements.[61 A gradient method is used for calculating reactive power loadings where which reduce transmission losses and, in turn, the generaPj is the real power at bus j tion requirement^.['^*^*] The process is terminated when Q j is the reactive power at bus j the total cost of fuel input to the system remains unchanged I j is the impressed current at bus j within a specified tolerance. Real and reactive power limits lEjl is the magnitude of the voltage at bus j as well as constraints on system voltages are taken into Bj is the voltage phase angle at bus j with respect to account during the calculations. the reference bus voltage.

EQUATIONS SOLUTION AND TECHNIQUE

Transmission Losses To develop the equations from which the real and reactive power schedules are determined, it isnecessary to derive first an expression for transmission losses in terms of the real and reactive power impressed at the network buses. The total transmission losses of a power system are PL where PL is the total real power loss is the total reactive power loss ZBUsis the bus impedance matrix I is the vector of impressed bus currents (Ir)*is the conjugate transpose of I.
QL

The real and imaginary components of the impressed bus currents from ( 5 ) are
aj = -(Pjcos O j

lEjl

+ Q j sin ej) + QjcosOj).

(6)

1 b, = - -(-PjsinBj

Pjl

(7)

+ jQL = (I')*ZBusI

(1)

Substituting for aj and bj from (6)and (7) into (4) and letting (6je j k , then

e,)=

Equation (1) can be written PL + j Q L = ( A - jB)'(R + j X ) ( A + jB) where (2)

Letting

(A+ jB) = I
(R PL = A'RA

and

+ jx)= Z B , ~ .
(3)

Then, the total real power loss from(2) is

+ B'XA - A'XB + B R B .
B X A = A'XB.

Since B X A is a scalar and the reactance matrix X is symmetric, Therefore, (3) becomes
PL = A'RA

+ B'RB
bjrjkbk)
- e . ,

or, using index notation, PL

=

1 1(ajrjkak +
j k

J, k = 1,2,

(4)

Real Power Dispatch To simplify notation, it will be assumed in this derivation that only one generating unit is connected at each generating bus. The economic generation schedule of real power for

DOPAZO ET AL.: OPTIMIZATION TECHNIQUE

FOR POWER ALLOCATION

1879

an n-bus system with G generating units can be obtained from the following setof equations

3) Calculate from the current load flow data the coefficients ajk and Bjk. 4) Estimate system lambda and calculate the optimum real power generation schedule. 5 ) Test the summation of generation P, against the desired generation Po and repeat step 4) If the difference between the actual and desired generation is not within a specified tolerance. 6) Solve the load flow to obtain new system conditions. The difference between scheduled swing the generation Ps, determined from the coordination equations, and the swing generation PsL, obtained from the load flow calculation, is equal to the differencebetween the estimated and actual transmission losses. 7) Return to Step 2) to recompute the desired generation with the new estimate of transmission losses.

zG=

subject to the constraints

1 P,.-P,=O
j= 1

PiminIPI, where

Pimar g = 1,2, . . * ,G

A solution is obtained when the generation of the swing machine from the economic dispatch and that obtained from the load flow calculation are the same within a specified tolerance. A flow chart for this solution technique is given (13) in Fig. 1. Reactive Power Dispatch Using a gradient method the economic allocation of reactive power can be obtained from the equation

PI, is the real power generation of unit g

3 is the incremental cost of generating unit g dPI,

the incremental loss associated with generating unit g 2. is a Lagrangian multiplier Pbmin, PI,mlu are the minimum and maximum generating limits, respectively, forunit g. The incremental loss associated with generating unit g can be obtained by taking the partial derivative of (9) with respect to the real power at bus g.
- is

apL

where

Q(i),Q(i+) are n-dimensional vectors whose elements

are the net reactive bus powers in iteration i and i + 1, respectively k() is a positive factor F) an n-dimensional gradient vector whose is elements are the partial derivatives of the real power losses with respect thereactive to power at each bus Qmin, are n-dimensional vectors whose elements 06, are the minimum and maximumreactive power limits, respectively,at each bus Q is an n-dimensional vector whose elements are the reactive power generation at each bus lEminl, [Ernlu[are n-dimensional vectorswhose elements are the minimum and maximum limits, respectively, of the bus voltage magnitudes (El is an n-dimensional vector whose elements are the bus voltage magnitudes. The factor k can be determined as follows. The changes in reactive powers from (16) are

Substituting for aPJaPI, from (14), the gth equation in (11) becomes

3 + 2~ dPI,

j= 1

(agjPj+ p g j ~ = A. j)

The incremental cost of unit g can beexpressed as a function of the real power generation PI,. Therefore, (15) can be solved forPI, (g = 1,2, . . . , G), within the constraints of given by (13),for successive values iuntil (12) is satisfied. This solution provides the optimum real power generation schedule for a specified system configuration and reactive power loading or a given set of bus voltages. The steps in the procedure for obtaining an optimumreal power generation schedule are as follows.
1) Calculate from load flow data the total received load PR for the power system. 2) Estimate the transmission losses PL in order to obtain the total required generation PD.

-= Q(i) - Q(i+ AQ

1)

k(i)rp;).

(19)

1880

PROCEEDINGS OF THE IEEE, NOVEMBER

1967

DETERnINE TOTAL RECEIVED LOAD FFIOM LOAD PLOW DATA

1-

SET ITERATION C O m

Then the change in lossesis

1

I CALCULATE DESIRED GENERATIOW I

A
CALCULATE FROM LOAD

DATA FLOW

Taking the partial derivatives of (10) with respect to the reactive bus powers
VPL

= 2([a]Q

- [PIP).

(23)

Substituting from (23) into (22)

Assuming for the purpose of estimating k that the optimum reactive schedule is obtained in iteration i+ 1, the of last term of (24)can be neglected since ,many the elements of the gradient vector VP(i+') are close to zero. Then (24) reduces to

I
SOLVE LOAD FLOW WITH NEU GENERATION SCHEDULE ADVANCE ITERATION COUNT
i+l+i

DETERnINE LOSSES p~i+l)FROHLOAD FLOW SOLUTION

or
CALCULATE COSTS AHD PRINT RESULTS

The estimated value of k may result in violation of the reactive or voltage constraints at one or more buses during the iterative process. If the calculated value of QJis outside Assuming that the gradients evaluated in iteration i remain the reactive limits for bus j , the minimum or maximum reconstant, the change in real powerlosses A P L forgiven active limit is substituted accordingly. If voltage constraints changes in the reactive bus powers is are violated, the calculation of A B is repeated with a reduced value of k. By inspection of the busvoltages a reducAPL = @ F V" (20) tion factor for k can be determined. Assuming that in where iteration i + 1 the voltage at bus j exceeds the maximum limit and its deviation is greater than that of any other bus, AQ' is the transpose of the vector whose elements are the increase in voltage at bus j from iteration i to iteration equal to the changes in the reactive bus powers. i + l is ApL = k(i)(rpL)(i)rpL). (21) and the desired change in voltage is

Fig. 1. Flow chart for real power dispatch.

DOPAZO ET A L . ; OPTIMIZATION TECHNIQUE FOR POWER ALLOCATION

1881

The change in voltage at bus j can be determined approximately from

RECALCULATE FROM LOAD FLOW DATA

where

8, is the jth row vectorof the reactance matrix.

Substituting for A Q from (19) into (29)

Also, the desired change in voltage at bus j is

Therefore

or where

Similarly, if the voltage with the greatest deviation is less than the minimum limit, then
RETURN TO REAL POWER DISPATCH

Fig. 2. Flow chart for reactive power dispatch. Successive values for are calculated in this manner until all bus voltages are within acceptable limits. The optimization process is then continued, holding at a fixed voltage all those buses which have reached a voltage limit and do an optimum real power schedule followed by the calculanot move into the acceptable voltage band during the tion of a new reactive power schedule, until no further reduction in the total production cost can be obtained. process. The flow chart for computing a new reactivepower The steps in the procedure for estimating a new reactive power schedule to obtain optimum operation are as follows. schedule is given in Fig. 2.

1) Recalculate the values of the coefficients ajk and P j k using the loadflow results obtained with the economic real power generation schedule. 2) Compute the gradient vector 3) Calculate k factor. 4) Calculate a new reactive power schedule. 5 ) Check the reactive powers scheduled against the minimum and maximum capability limits ; if limits are exceeded, modify reactive power schedule satisfy the to constraints. 6 ) Solve the load flow with the new reactive power schedule. 7) Checkvoltages of allbuses against minimum and maximum allowable voltages ; if voltage limits are exceeded, reduce the value of k accordingly so that all bus voltages will be within specified limits and return to Step 4).

mL.

If the bus voltages are within limits, a new real power dispatch is calculated. The process is continued, computing

COMPUTER PROGRAM CAPABILITIES The computer program for economic allocation of real and reactive power is used in conjunction with the American Electric Power load flow program for the IBM System/360.[] The data required in addition to the usual load flow data includes incremental cost data and real power limits for the generating units as well as voltage limits for each bus. The present program has the capacity for a 200-bus system with a total of 200 generating units. There is no limit to thenumber of individual units which maybe located at a bus. Real power generation is scheduled for each generating unit and reactive power can be scheduled for any or all busesof the system. The limitation in systemsizewas chosen for the initial test program in order that all the real part of the bus impedance matrix could be stored in core memory at one time. The program provides an option to obtain only the real power dispatch or the econokic real and reactive power dispatch.

1882

PROCEEDINGSOFTHE

IEEE, NOVEMBER 1967

Fig. 4.
FORM
BUS IMPEDANCE MATRIX

Five-bus sample power system.

i
SET ITERATION COUNT

TABLE 1
IMPEDANCES FOR SAMPLE P W R SYSTEM O E

i = o

DETERWINE ECONOMIC

Bus Codes
1-5 2-5 3-5 2-3 3-4

Impedance
0.030+ j0.103 0.080+ j0.262 0.105 j0.347 0.033 jO.118 0.106 j0.403

CALCULATE SYSTEM

+ + +

Impedance in per unit on 100 MVA base.

TABLE I1
LOADS FOR SAMPLE POWER SYSTEM

Bus
Ode

I
~

Load Megawatts
86 30
~

Megavars
20 12

ITERATION COUNT

1 2

I
,

and thereal and reactive generation obtained from the load generation flow calculation are shown in Table IV. The total cost for this case was 1160.8 dollars per hour. i The economic real and reactive generation scheduleswere STOP calculated for the sample power system usingthe new comFig. 3. Simplified flow chart for economic allocation puter program developed for the optimization method deof real and reactive power. scribed in this paper. Minimum cost was obtained on the sixth iteration. Themagnitudes of bus voltages and thereal and reactive powers obtained for each iteration are shown The output of the program gives the results of the final in Table V. The swing generator voltage at bus 5 was held load flow calculation, the cost for each generating unit, and at 1.04 per unit. The maximum allowable voltage magnithe totalsystem production cost. tude of each bus was set at 1.05 per unit. The minimum A general flow chart for the economic real and reactive allowable voltage level was set at 0.95 per unit. No limitadispatch program is given in Fig. 3. tions were placed on the reactive generating capabilities of the generators or condensers. With these constraints the &SULTS FROM SAMPLE SYSTEMS magnitudes of voltages at buses 1 and 4 reached the maxiiterative solution, as shown A five-bus typicaltest system was used test the method mum of 1.05 per unit during the to for scheduling real and reactive powerand to study the con- in Table V. A comparison of the results obtained from the vergence characteristics of the optimization process pre- sixth iteration with those obtained from the base case, given shown in Fig. 4. The in Table IV, shows the changes in magnitudes of voltages, sented in this paper. The test system is impedance data is given in Table I and system loads are real generation, and reactive generation resulting from optigiven in Table 11. The operating limits and cost data for the mization. The gradients calculated in each iteration, for all buses three generating units of the system are given in Table III. The generation schedule for a base case load flow wasde- except the swing machine bus, are shown in Fig. 5. The termined on the basis of equal incremental costs at terminals gradients for buses 2 and 3 reduce to zero since the magniof the generators. Typical voltages were specified for the tudes of voltages at these buses remained within allowable voltage regulated buses. The scheduled voltage magnitudes limits. The gradients for buses 1 and 4 did not reduce to

DETERMINE ECONOMIC REACTIVE POWER SCHEDULE

t
PRINT GENERATION SCHEDULE, PRODUCTION COSTS, LOAD FLOW RESULTS

DOPAZO ET A L . : OPTIMIZATION TECHNIQUE

FOR POWER ALLOCATION

1883

TABLE 111 OPERATING Lmrrrs AND COSTS GENERATORS SAMPLE Po- SYSTEM FOR OF

I 1 Minimum Operating
Bus Code
1 1

1
~

Incremental Cost Characteristic Maximum Operating Limit (Megawatts) 200 100 100 Intercept (Dollars/Megawatthour) 2.45 3.51 3.89

Cost (Dollars/Hour)

Minimum Operating Limit (Megawatts) 50

10 10
'

,
4

240 80 80

i
~

1.O 1 .O

1.o

TABLE IV AND SCHEDULED VOLTAGE Bus MAGNITUDES GENERATION FROM BASE CASE LOADFLOW

2 3 4 5

1 l 1

1.049 0.983 0.977 0.985

1.040

174.8 0 0 68.8 30.8

i
1

7.3 5.1 8.0 - 5.6 60.9

Swing machine bus 5. TABLEV FROM TESTCALCULATION FOR SAMPLEPOWERSYSTEM RESULTS

Bus

Voltage Magnitude (Per Unit) for Each Iteration

I

Real Power Generation (Megawatts) for Each Iteration

0
2

1 0

ITERATIONS

Fig. 5. Variation of gradients for the sample power system. 3 1

0

Similar tests were performed with and without constraints on the sample system for various voltages at the swing machine bus. The results of these tests are summarized in Reactive Power Generation (Megavars) for Each Iteration Fig. 7. Curve A shows changes in operating costs for various Bus swing bus voltages without other voltage or reactive power Code , l 1 2 1 3 1 4~ 5 1 6 constraints. Curve B shows the results with constraints on 9.649.138.53 1 all bus voltages. The results in curve C include, in addition 6.88 8.00 8.66 2 to voltage constraints, the effect of a reactive power con3 7.22 8.50 i 9.21 straint at bus 3. - 1.36 I 1.01 2.25 1.16 I -0.61 0.19 4 s I 46.43 39.96 36.44 1 33.93 i 28.44 31.79 In addition, real power dispatch calculations were performed for the American Electric Power (AEP) System. The network comprised 176 buses, 268 lines and 25 reguzero because of the voltage constraints imposed at these lated buses. The system generation included 36 steam generating units installed in 15 major power plants. The buses. The operation cost for the optimum schedules is 1 1 52.2 unit incremental heat rate characteristics were represented dollars per hour compared to 1160.8 dollars per hour for by straight line segments with an average of five segments the base case. The changes in cost during the iterative per unit. calculation are shown in Fig. 6. The convergence characteristic of the process for a
48.0

54.2 47.1

54.7 46.6

55.0

0 55.1 46.4

55.2 46.3

1884

PROCEEDINGS OF THE IEEE.NOVEMBER

1967

SWING MACHINE BUS VOLTAGE-PER UNIT

1 0 ITERATIONS

Fig. 6. Variation of system production cost for the sample power system.

Fig. 7. Effects of constraints on system production cost for the sample power system. Curve A-no constraints. Curve &voltage constraints 0.955 lEjl I 1.05. Curve C-voltage constraints 0.95 I lEjl I 1.05 and reactive power constraint at bus 3, Qmin Q = 0. =,

2 NUMBER OF ESTIMATES OF SYSTEM LAMBDA

Fig. 8. Convergence characteristic of the method for real power dispatch of the American Electric Power System.

typical calculation for the AEP System is shown in Fig. 8. tions in the solution of the coordination equations for a This graph shows the number of estimates calculated for given estimate of lambda was three. The number of iterasystem lambda to obtain an economic generation schedule tions for thethree load flow solutions were 204,65, and 27, that satisfied the real power requirements. Three load flow respectively. The voltage tolerances for the load flow solution were O.OOO1 per unit. The tolerance for the change in calculations were required to account for the effectof transmission losses. The initial system lambda was esti- the swing machine power was 2 megawatts. The solution required 1.5 minutes on an IBM System/360 mated from a lambda-power curve whichwas approxitime mated by a straight line through the origin. The initial bus Model 50. This excludes the input and output as well as voltages were set to l.O+jO. The average number of itera- the time to form the bus impedance matrix.

PROCEEDINGS OF THE IEEE,

VOL. 55, NO. 11, NOVEMBER 1967 1885

based on the usual assumptions. This would be an autoAn optimization technique has been presented for the matic means with an on-line control computer to revise the economic allocation of realand reactive power applying the loss formula for currentsystem changes. The real and reactive power allocation option of the commethod of Lagrangian multipliers and a gradient method. puter program provides a method of planning economic The optimization procedure uses solutions of network equations to account for the effects of transmission losses. reactive capability. It also provides the potential of on-line A precalculated transmission loss formula is not required. control of reactive power scheduling. The computer program provides the option to obtain REFERENCES only a real power schedule or both real and reactive power [I M. J. Steinberg and T. H. Smith, Economy Loading o Power Plants f allocation. The real powerdispatch obtained by the method and Electric Systems.New York : Wiley, 1943. [21 L. K. Kirchmayer, Economic Operation o Power Systems. New f presented provides the following benefits.

CONCLUSIONS

A solution can be obtained which reflectscurrent system operating conditions as well as anychanges in the network due toline additions or outages. The results include, in additionto the economic loading of each generating unit, complete voltage and power flow information associated with the generation schedule.
The method presented can be used in planning studies to determine operating costs for both present and proposed generation and transmission facilities. The method can be adapted also to on-line control of generation.[] This would provide the opportunity to check voltage and line loadings before initiating generation changes. Security analyses can be performed also by simulating generator and line outages. In addition, the elements of the coefficient matrices a and /3 can be used to determine a transmission loss formula

York: Wiley, 1958. F. H. H. Happ, J. Hohenstein, L. K. Kirchmayer, and G. W. Stagg, Direct calculation of transmission loss formula-11, ZEEE Trans. Power Apparatus and Systems, vol. 83, pp. 702-707, July 1964. [41 H. E. Brown, C. E. Person, L. K. Kirchmayer, and G. W. Stagg, Digitalcalculation of three-phaseshortcircuits by matrixmethod, Trans. AZEE (Power Apparatus andSystems), 74, pp. 1394-1 397,1955. vol. 15] A. F. Glimn and G. W. Stagg, Automatic calculation of load flows, Trans. AZEE (Power Apparatusand Systems), vol. 76, pp. 817-823, 1957. 16 R. Courant, Differential and Integral Calculus, vol. 2. New York: Interscience, 1949. [I H. A. Spang, 111, A review of minimization techniques for nonlinear functions, SZAM Rev., vol. 4, pp. 34S363,October 1962. [*I L. P. Smith, Mathematical Methodr for Scientists and Engineers. NewYork: Dover, 1953. [I G. W.Stagg and E. L. Wizemann, Computer program for load flow study handles ten-system interconnection,Electrical World, August 1, 1960. [I G. W. Stagg, J. F. Dopazo, M. Watson, J. M. Crawley, G. R. Bailey and E. F. Alderink, A time-sharing on-line control system for economic operationof a power system, Proc. Znstrum. SOC. Am., October 1966.

Optimization in Engineering Design

ALLAN D. WAREN, MEMBER, IEEE, LEON S. LASDON, MEMBER, DANIEL F. SUCHMAN, MEMBER, IEEE
spch

IEEE, AND

problem are brie6y described. Two reasonably complexexamples, lrPingthesemethods,Prepresented:tbetirstd&ibthed&ofm&water~rsyst~Pndtheseeoeddesc~tbe~of.rridebrndcrpt41

mer.

Manuscript received July 5, 1967; revised August 30, 1967. A. D. Waren is with the Departmentof Electrical Engineering,Cleveland State University, Cleveland, Ohio. At the time this paper was submitted he was with Bell Telephone Laboratories, Inc., Murray Hill, N.J., for the summer. L. S. Lasdon is with the Operations Research Department and Systems Research Center, Case Institute Technology (nowcalled Case-Westemof Reserve University), Cleveland, Ohio. D. F. Suchman is with the Ordnance Division, Clevite Corporation, Cleveland, Ohio.

I. INTRODUCTION NGINEERING designisviewed here as a threestage iterative process: 1) the selection or modification of a structure for the system and the identification of the design variables in this structure, 2) the assignment of numerical values to thesedesign variables, 3) evaluation of the resulting design and the decision as to which of steps 1) or 2), if either, must be repeated. Computer-aided design generally refers to the useof digital computer programs in the analysis stage and has greatly reduced the time required to evaluate proposed design^.['^-^^^ Parameter valueselection,however, is an