2004 IEEWPES Transmission & Distribution Conference & Exposition: Latin America

An ActiveReactive Predispatch Model

Incorporating Ramp Rate Constraints Solved by Dual DecompositiodLagrangian Relaxation
L. Nepomuceno, Member, IEEE, and P. S. & Silva

power injection Q at bus i during time interval t.

Abstract- The Predispatch model (PD) calculates a short-term generation policy for power systems. In this work a PD model i s proposed that improves two modeling aspects generally neglected in the literature: voltage/reactive power constraints and ramp rate constraints for generating units. Reactive power constraints turn the PD into a non-linear problem and the ramp rate constraints couple the problem dynamically h time domain. The solution of the PD i s turned into a harder task when such constraints are introduced. The dual decomposition/ lagrangian relaxation technique is used in the solution approach for handing dynamic constraints. As a result the PD i decomposed into a s series of independent Optimal Power Flow (FPO) sub problems, in which the reactive power is represented in detail. The solution of the independent FPO is coordinated by means of Lagrange multipliers, so that dynamic constraints are iteratively satisfied. Comparisons between dispatch policies calculated with and without the representation o ramp rate constraints are f performed, using the IEEE 30 bus test system. The results pointout the importance of representing such constraints i the n generation dispatch policy.
Index Terms- power generation dispatch, hydrothermal power systems, ramp rate constraints, dual decompositiodagrangiaa relaxation.

Function representing mismatches on the real power injection P at bus i during t m interval t. ie Upper and Iower limits on reactive power

generation at bus i. Reactive power gtneration function at bus i during time interval f. Real power generation at bus i i time interval 1. n Generation target for a hydraulic generation unit i . Maximum real power variation rate between consecutive time intervals at a thermal generating unit i, associated wt ramp rate constraint. ih Set of load buses in the network. Set of all buses in the network. Set of generation buses in the network. Set of generation buses connected to a hydraulic generation unit. Set of time intervals.

1 NOMENCLATURE .

n.

INTRODUCTION

HE Predispittch problem (PD) a i m at calculating a shortterm generation policy for power systems. The PD is an optimization problem i w i h some criteria regarding an n hc operation policy is adopted while certain operational constraints related to the generation and transmission systems are enforced. For dominantly hydro systems, PD models must also present some soft of coordination (13 with higher level planning studies (long/medium t r e m studies). This Objective function involving real power generation coordmation task is generally accomplished through the costs for thermal plants, and generation losses for incorporation of generation target constraints in the PD model [2]. The generation target constraints estipulate a certain hydraulic plants during time interval t. amount of power to be generated during the day. The PD Function representing mismatches on the reactive procedure for dominant hydro systems generally disaggregates hourly the daily generation targets. Most PD modeling approaches proposed in the literature This work was supported in part by the Foundation for Support of Research of the State of S b Paul0 - FAPESP, under grant 99112737-9. neglect the reactive power representation [2] [3] [4] or they L.Nepomuceno is with the Electrical Engineering Department, Stio Pado incorporate it through approximate formulae. According to State University, UNESP, Bauru-SP, 17033-360, Brazil (e-mail: recent works involving generation dispatches [5] [ 6 ] , the lack leo@feb.unesp.br). P. S. Silva is with the Electrical Engineering D e p m e n t , S o Paul0 State of reactive representation may produce inaccurate dispatch
University, W S P , Baun-SP, 17033-360, Brazil (e-mail:pss@feb.unesp.br).

x = [Pg, 0, Tp,C ] ' . V, Vector of rea1 power generation. Vector of voltage magnitudes. Vector of voltage angles. Vector of transformer taps. Vector of capacitor/reactor banks. Vectors of upper and lower lmt on I iis .

0-78034775-9/04/$20.00 02004 IEEE

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policies. Another important aspect generally neglected in the PD models is the so-called ramp rate constraint. Such constraints involve the control of the real power output of a generating unit between two consecutive time intervals of the PD. These constraints establish that the real power outputs of a generating unit between two consecutive time intervals must not exceed a specific value established. In this work a PD model is proposed that improves the two modeling aspects highlighted above: the reactive power constraints and ramp rate constraints for thermal and hydraulic generation units. Reactive power constraints turn the PD into a non-linear problem and the ramp rate constraints couple the problem dynamically in time domain. The solution of the PD is tumed into a harder task when such constraints are introduced. The dual decompositiodapngian relaxation technique is used in the solution approach for handling dynamic constraints. As a result the PD is decomposed into a series of independent Optimal Power Flow (OFF) sub problems, in which voltageheactive power is represented in detail. The solution of the independent OPF is Coordinated by means of Lagrange multipliers, so that dynamic constraints are iteratively satisfied. Comparisons between dispatch policies calculated wt and without the representation of ramp rate ih conshints are performed, using the TEEE 30 bus test system. The results point-out the importance of representing such constraints in the generation dispatch policy. The paper is organized as follows. In section 111 the proposed PD for dominantly hydro system is mathematically formulated. In section IV the dual decompositiodagrangh relaxation techmque is applied to solve the proposed PD model. As a result, a two level decomposition scheme is obtained. In section V some numerical experiments are performed so as to explore the reactive power representation and ramp rate constraints. Final conclusions are dram i n section VI.

thermal plants, and real power generation losses for hydraulic plants, while taking into account constraints associated with real and reactive power in transmission and generation systems. The real power generation loss [7], which is a part of the objective function, prioritizes the generation aspects associated with the hydraulic generation. Thus, the proposed PD problem is more suitable to calculate the r d power e dispatch for dominantly hydro systems. Constraints (la) and (lb) represent nonlinear load ffow equations. Constraint (IC) establishes operational limits in the optimization variables I. Equation (1d) establishes reactive generation limits in voltage controllable buses. Equation (1 e) represents the generation target constraint, which sets a generation target M i for each hydraulic generating unit i. M i is calculated by long/medium term generation planning studies [I]. Equation (If) is the ramp rate constraint, which establishes maxi" variation rates on the real power generation between consecutive time intervals for all generating units. The PD problem described in (1) introduces two modeling features generally neglected in most PD models: the constraints associated with voltageheactive power representation and the introduction of ramp rate constraints. Voltagelreactive representation turns the PD i t a highly no non-linear optimization problem, and also enlarges considerably the problem size. The ramp rate constraints (and also the generation target constraint) couple the PD problem in time domain, such that a dispatch calculated for a specific time interval is dependent on the dispatches calculated for the remaining time intervals. These two constraints t r the PD un into a much more complex optimization problem. The technique adopted in this work for handling such constraints is based on the dual decompositiodlagrangian relaxation approach. This technique was also used in [SI to handle the generation target constraints (1e). In the present work the dual decompositiodlagrangiian relaxation is applied to constraints (le) and (If). The application of such technique provides a means for decomposing the PD problem into a two level decomposition structure. In the lower-level T independent Optimal Power Flow (OPF) problems (one for each time interval) are performed, and in the higher-level constraints (le) and (1f ) are iteratively coordinated. The solution methodology is detailed in the following section.

m. &ALJREAC"E

PREDISPATCH MODEL

The Predispatch QD) problem proposed in this paper is suitable for dominantly hydro systems. The PD formulation is presented in (1).

W .SOLUTION " I Q U E

- DUAL

DECOMPOS~ON/LAGRANGIAN RELAXATION The basic idea of this technique is to perform an initial relaxation of dynamic constraints (1e) and (1f), followed by the coordination of such constraints by means of the associated Lagrange multipliers X and p . The proposed PD problem (1) is rewritten in (2) so as to highlight the dynamic constraints (le) and (If), to be handled by the dual decompositiodagangian relaxation approach.

The PD described in (1) aims at minimizing the summation (over T time intervals) of real power generation costs for

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In (2) the objective function is represented in a condensed

T
way through C(x) = x f ' ( x ) , and equations (la)-(ld), are
f=l

condensed through equation x E %', !Bf is a set of points x satisfylng equations (I a)-( 1d) simultaneously. It is noticeable that the set 3 represents the optimization space of a practical activeheactive Optimal Power Flow (OPF) problem associated with a specific time interval f. In an initial stage of the dual decomposition approach, dynamic Constraints (2b) and (2c) are relaxed and introduced in the objective function through their respective Lagrange multipliers 3 and p . The resultant constrained optimization problem Y (I,,p ) is formulated in (3).

'

The optimization problem H,(&p) is constructed for a specific time interval I independently of the remaining time intervals. This problem is very similar to a reactive Optimal Power Flow (OPF) problem [9], the only difference being the introduction of two linear terms in the objective fimction. The fmt term is related to the generation target constraints, and the second term is related to the ramp rate constraints. The introduction of such linear terms in the OPF problem is straightforward since only the gradient of the Lagrangian function of the OPF problem must be updated and no updating in the Hessian matrix of the OPF is necessary. In the dual decompositionhgrangian relaxation approach, the introduction o f such linear terms accounts for the iterative coordination of the dynamic constraints. According to equations (6) and ( 1 problem (3) may be 7, written as a summation of T independent optimization problems, one for each time interval. The duality theory [lo] states that the solution of the primal problem (6) may be achieved by the solution of the constrained maximization problem PI described in (8), which is called the dual problem. According to the duality theory,constraint p Z 0 appears in P1 since the associated constraint (2c) is formulated as an inequality.

(3)

where:

(4)

If time-dependent and time-independent terms are separated in equations () (4) and (5), equation (3) may be 3, rewritten as described in (6):
' F

The solution to problem (8) is implemented in this work through a projected gradient method as described in [ 101. The solution of (8) provides the values of L and p . The iterative values of 5 and p are calculated so that the generation target and ramp rate constmints are gradually taken to their specified values. Given such values the independent H,(&p) can be solved for each time interval. This procedure can be faced as a two level approach as shown in figure 1. In the lower level T independent OPF problems (described by equation (7)) are solved for specific values of X and p. providing real and reactive dispatches calculated simultaneously by the OPF.In the higher level the values of 3L and p are updated so as to account for the dynamic constraints (2b) and (2c). OPF problems are solved in this paper using the method described in [ 1I]. In this method the first order Karush-KuhnTucker conditions are soIved using the Newton method. Constraints in the optimization variables are treated by means of penalty functions as described in [9], and functional constraints are handIed using the parameterization techniques such as described in [ 131. The method used is robust and has been successful in determining the optimal solution to the OPF problems in all situations tested, which involved the load profile of a whole day.

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TABLED DISPATCH CALCULATEDBY THE PD MODEL APPROACHNEOLELTINCRAMP

Fig. 1. Dual decomposition structure of the proposed solution method.

v. SAKTLATION RESULTS
This section presents two case studies involving the IEEE 30 bus test system. The main goal here is to evaluate the impact of representing ramp rate constraints in the PD problem. The Dual decomposition structure discussed in the last section is
used to solve the PD problems, Two basic studies are performed: in the first one ramp rate constraints ate totally neglected, and in the second one such constraints are introduced by establishing, for each generating unit, maximum variation rates in real power generation for consecutive time intervals. The maximum variation rates A(Mw) as well as the generation targets established by each hydraulic generating unit are depicted in Table I.
TABLE I
hhXlMUM VARRllON RATES IN RElu.POWER GENERATION AN0 ADOFTED

A. C s I ae

Solving the PD problem without ramp rate representation

In order to evaluate the representation of the ramp rate constraints in the PD model, a study is performed in this section that totally neglect ramp rate constraints. For such a purpose the values of p are kept zero, so that the coordination of constraints (2b) are not effectively handled by the approach proposed. The solution to this case is conceptually equivalent to the one obtained by the PD model described in [12]. The PD solution is depicted in Table 1 , where the real power 1 dispatch for each generating unit (units 1,2,5, 8, 11 land 13) and for each time interval ( I t ) is shown. It took two iterations of the problem P1 (see figure 1) so as to coordinate the generation target constraints.

The last line in Table I1 highlights the summation of real power daily dispatches for each generation unit. These values are equal to (or as close as possible, depending on the precision adopted for the dual problem solution) the generation target values described in Table I, and guarantee that the coordination process described in Figure 1 effectively handles such constraints. The intervals at which some ramp rate constraint is violated are also highlighted in Table I. Such constraints are to be handled in the next case study. The solution of the OPF problems has presented no constraint violation, including all real and reactive constraints described by (la) - (ld). However some constraints are fixed to their higher or lower limit levels by the solution method adopted for the OPF problems. Such constraints, known as binding constraints are evaluated in Table 111. Table 111 depicts the number of binding constraints for each time interval. The Table uses some symbols described as follows: (Mw) are the real power generation; (V) are the voltage magnitudes at controllable buses; (C) are the capacitor/reactor banks; (TP) are the transformer taps; (Mvar) are the reactive power generation at voltage controllable buses and (Flow) are real power flows in the system lines and transformers.

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TABLE III
EVALUATING NUMBER OF BINDM0 CONSTRAINTS I OPF SOLUTIONS FOR THE N

uniform way, presenting lower variation rates between consecutive time intervals.
TABLE IV
DISPATCH CALCLIIATJD BY T I E PD MODEL APPROACH WKH RAMP RATE

B. Case 1 1 Solving the representution

PD problem with ramp rare

The study performed in the last section is reevaluated in this section using the decomposition approach described in section 111 so as to account for the ramp rate constraints. The ramp rate values adopted are described in Table I. The new generation dispatch calculated is shown in Table n7, whose structure is analogous to Table II. The results are nearly the same as those presented in reference [12]. In [12] the same case has been studied but the decomposition approach proposed gave rise to a three level decomposition structure. The decomposition approach proposed here took 6 iterations to solve the P1 problem. This is a considerable computational task, since in each iteration 24 independent OPF problems are solved. The line search procedure necessary to calculate the step length ad along a certain direction of Pi also poses additional computationa1 burden. The calculation of ad has taken, in general, two or three iterations. This is an important additional computational burden since in each iteration of a line search procedure 24 new OPF solutions are performed. In the solution presented in Table IV the ramp rate constraints violations highlighted in Table I1 were effectively handled. In the solution oE OPF studies performed there has been no limit violations. Table IV also highlights some characteristics of the proposed decomposition approach: it is noticeable that the dispatch calculation is performed in a more

The number of binding constraint is evaluated i Table V. n The symbols used in the Table are the same as those used in Table 111. It is important to highlight the difficulties encountered to obtain the dispatch shown in Table IV. More than 650 OPF processes were necessary to account for ramp rate and generation target constraints, wt an approximate ih computational time of 16 minutes. This computational time has been reduced when compared with the same case study performed in [12]. In the decomposition approach described in [12] the total computational time was about 19 minutes to calculate the same study. The decomposition approach adopted here is robust enough to calculate a feasible PD solution taking into account all the constraints described in section 1 . However, the 1 effective application of such decomposition approach to largescale power systems remains a challenge. Despite the computational effort involved in solving the decomposition approach proposed, it is still very important to calculate a dispatch solution such as that presented in table IV. The solution described in table Iv takes into account almost allimportant aspects of the system and it serves as a reference to compare other approximate PD formulations, such as linearized models, etc.

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TABLEV

EVALUATING NUMBER OF BINDWG CONSTRAINTSI OPF SOLUTIONSFOR THE N

if the values of A and p are calculated for a specific day, they for calculating the PD solution for other days of the month (with similar predispatch patterns), reducing considerably the overall problem solution,
can be used

VII. REFERENCES
T. Ohishi, S . Soares, and M. F. H. Carvalho,, A Short-Term Hydrothermal Scheduling Approach for Dominantly Hydro Systems, I?ZEE Trans on Power Sysf. vol6, n.2, May, 1991. T. Obishi and S.Soares, Hydro-Dominated Short-Tem Hydrothermal Scheduling Via a Hybrid Simulation - Opthisation Approach a Case November, 1995. Study, IEE Froc, - C, vol. 142, no. 6 , pp 569-575, C. R Gagnon, and J. F. Bolton, Op!imal Hydro Scheduling at the B o m e d e m e r Administration, IEEE Trans. on Power App. and System, vol. PAS-97, 3, pp.772-776, no. 1978. A. R L. Oliveira, S . Soares and L. Nepomuceno, Op!imal Active Power Dispatch Combining Network FIow and Interior Point Approaches, IEEE Truns.On Power Sysr., vol. 18, no. 4, pp 1235-1240. D. Chattophadhyay Dairy Generation Schedulling Quest For New M d l IEEE T a s Power Syst., vol. 13 no. 2, pp 624-629, ,2000. oes rn. L. Nepomceno, A. R L. Oliveira, T Ohishi,. And S. Saares, Incorporating Voltage-Reactive Representation to Short-Term Generation Scheduling Models, IEEE PES Summer Meeting, pp 1541-

1546,2002.

S.Soares, and C. T. Salmazo, Minimum Loss Predispatch Model for

Hydroelectric Power Systems, IEEE Trom. On Power Syst., vol. 12, no. 3, pp. 1220 1228, August, 1997. L. Nepomuceno, S.Soares, T.Ohishi, and A. R.L. Oliveim, Um Modelo de R1-Despacho AtivoiReativo para Sistemas HidrotPrmicos Utilizando Relaxa@o Lagrangeana, XW Congresso Brmileiro de Automdtica CBA, pp. 593-598,2002. D.I. Sun, B. Ashley, B. Brewer, A. Hugues and W.F. T h e y , Optimal Power Flow by Newton Approach ,IEEE Tram. on Power Apparatus e Sysr., vol. PAS 103, uo. 10, October, 1984. D G. Luenberger, Linear e Nonlinear Programming, Addison-Wesley . Publishing Company, 1984. L. Nepomuceno, L. and A. Sautos Jr., Equivalent Optimization Model For LossM . . tion: A Suitable Analysis Approach, IEEE Trans. OnPowerSysr., vol. 12, no. 4, pp. 1403-1412, November, 1997. Nepomuceno, L. e Silva P. S , Urn Modelo De M-Despacho . Hidrotkrmico AtivoReativo hcluindo Restrigks De Rampa Atrav6s D e Decomposiw DuaVRelaxa@o Lagraugeana, submetido ao CBA,
~

The computational effort for calculating the PD model proposed can be substantially reduced when the values of A and p, are available, since predispatch patterns does not suffer great deviation ftom one typical day to the other. Thus, if the values of X and are known for a specific day, they can be used or calculating the PD solution for other days of the month presenting the same dispatch pactern. The kuom values of X and p potentially reduce the computational time involved in solving the PD problem.

2004.

VIE, BIOGRAPHIES
Leomrdo Ncpomueeoo was bom i Patos de Minas, MO, n Brazil, in 1966. H e received a B.Sc. in Electrical Engineering fi-om Uberlirndia F e d 4 University, Brazil, in 1990, and M.Sc. and Ph.D. degrees in E e t i a lcrcl Engineering h the S a e Univmity of Campinas-Unicamp,Brazil, i 1993 a m tt n and 1997 respectively. From 1997 to 2000 he integrated a postdoctoral n program at Unicamp. At present, he is a Assistant Professor at Slo Paulo State University (vnesp). His areas of interest are power systems control and optimizationand power system deregulation.

VI. CoNCLUsroNs

In this work a PD model is proposed that improves two modeling aspects generally neglected in the literature: the voltagdreactive power representation and ramp rate constraints in generating u i s The PD formulation proposed nt. is suitable to dominantly hydro systems. The dual Paulo SSrgio da Silva w s born i 1962 and since 1994 he has been with the a n decompositionllagrangian relaxation is used to handle the Department of Electrical Engineering of Sib Paul0 State University (Unesp) at dynamic constraints of the PD model. The approach resulted Bauru. He received bis BS and MS degrees in electronics engineering fiom Aeronhtica, SSo dos in a two level decomposition structure. In the lower-level T InStituto Tecnol6gico de 1986 to 1993 heJosdrked Campos, respectively in 1985 and 1994. From w o in Brazilian industries independent activdreactive OFF accounts for network specifying and developing software for telecomunication and aero spatial constraints and in the bigher-level generation target and ramp areas. Currently he is a Ph.D. applicant on the Faculty of Electrical rate constraints are coordinated by means of Lagrange Engineering at Unicamp. His research interests include information technofogy and distributed artificial intelligence with emphasis in intelligent multipliers A and p. The method has shown robustness to agents applied to energy markets. solve efficiently the PD problem in all cases tested. The results with the proposed model serves as a reference to compare other approximate PD formulations, such as linearized models, etc. The computational effort is still a problem when large-scale power systems are to be solved, but

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