Unit Commitment

Daniel Kirschen

Economic Dispatch

l Given load
l Given set of units on-line
l How much should each unit generate to
meet this load at minimum cost?

Load
G G G
 Unit Commitment
l Given load profile
(e.g. values of the load for each hour of a day)
l Given set of units available
l When should each unit be started, stopped and how
much should it generate to meet the load at minimum
cost?

? ? ?
Load Profile
G G G

Typical
Summer
And
Winter
Demands
 Why try to optimise?
l Energy traded through the Electricity Pool of England and
Wales: ~ £ 7 billion per year

l 0.1% cost reduction through better scheduling:

~ £ 7 million

A Simple Example
l Unit 1:
• PMin = 250 MW, PMax = 600 MW
• C1 = 510.0 + 7.9 P1 + 0.00172 P12 £/h
l Unit 2:
• PMin = 200 MW, PMax = 400 MW
• C2 = 310.0 + 7.85 P2 + 0.00194 P22 £/h
l Unit 3:
• PMin = 150 MW, PMax = 500 MW
• C3 = 78.0 + 9.56 P3 + 0.00694 P32 £/h
l What combination of units 1, 2 and 3 will produce 550
MW at minimum cost?
l How much should each unit in that combination
generate?
 Cost of the various combinations

1 2 3 Pmin Pmax P1 P2 P3 Ctotal

Off Off Off 0 0 Infeasible
Off Off On 150 500 Infeasible
Off On Off 200 400 Infeasible
Off On On 350 900 0 400 150 5418
On Off Off 250 600 550 0 0 5389
On Off On 400 1100 400 0 150 5613
On On Off 450 1000 295 255 0 5471
On On On 600 1500 Infeasible 5617

Observations on the example:

l Far too few units committed:

Can’t meet the demand
l Not enough units committed:
Some units operate above optimum
l Too many units committed:
Some units below optimum
l Far too many units committed:
Minimum generation exceeds demand

l No-load cost affects choice of optimal combination

 Another Example
l Optimal generation
schedule for a load
profile Load
l Decompose the profile
into a set of period 1000

l Assume load is constant

over each period 500
l For each time period,
which units should be
Time
committed to generate at 0 12 24
6 18
minimum cost during that
period?

Optimal combination for each hour

Load Unit 1 Unit 2 Unit 3

1100 On On On
1000 On On Off
900 On On Off
800 On On Off
700 On On Off
600 On Off Off
500 On Off Off
 Matching the combinations to the load

Load
Unit 3

Unit 2

Unit 1

Time
0 6 12 18 24

Issues

l Must consider all constraints

n Unit constraints
n System constraints
l Some constraints create a link between the periods
l Starting up a generating unit costs money in addition to
the running cost considered in economic dispatch
l Curse of dimensionality
 Unit Constraints

l Constraints that affect each unit

individually:
n Maximum generating capacity
n Minimum stable generation
n Flexibility
n Minimum “up time”
n Minimum “down time”
n Ramp rate

Flexible Plants
l Power output can be adjusted (within limits)
l Examples:
n Coal-fired
n Oil-fired
Thermal units
n Open cycle gas turbines
n Combined cycle gas turbines
n Hydro plants with storage
l Status and power output can be optimised
 Inflexible Plants

l Power output cannot be adjusted for technical or

commercial reasons
l Examples:
n Nuclear
n Run-of-the-river hydro
n Renewables (wind, solar,…)
n Combined heat and power (CHP, cogeneration)
l Output treated as given when optimising

Notations

X i (t ) : Status of unit i at period t

X i (t ) = 1: Unit i is on during period t

X i (t ) = 0: Unit i is off during period t

Pi ( t ) : Power produced by unit i during period t

 Unit Constraints

l Minimum up time
n Once a unit is running it may not be shut down
immediately:
If Xi (t) = 1 and tiup < tiup,min then X i (t + 1) = 1

l Minimum down time

n Once a unit is shut down, it may not be started
immediately

If Xi (t) = 0 and tidown < t idown,min then Xi (t + 1) = 0

Unit Constraints

l Maximum ramp rates

n To avoid damaging the turbine, the electrical output of a unit
cannot change by more than a certain amount over a period
of time:

Maximum ramp up rate constraint:

Pi (t + 1) − Pi (t) ≤ ∆Piup,max

Maximum ramp down rate constraint:

Pi (t) − Pi (t + 1) ≤ ∆Pidown,max
 System Constraints

l Constraints that affect more than one unit

n Load/generation balance
n Reserve generation capacity
n Crew constraints
n Emission constraints
n Network constraints

System Constraints: Load/generation balance

∑ Pi (t) = L(t)
i∈C(t)

C(t) = {i X i (t) = 1}: Set of units committed at time t

 System Constraint: Reserve Capacity

l Unanticipated loss of a generating unit or an

interconnection causes unacceptable frequency drop if
not corrected
l Need to increase production from other units to keep
frequency drop within acceptable limits
l Rapid increase in production only possible if committed
units are not all operating at their maximum capacity

∑ Pimax ≥ L(t) + R(t)

i∈C(t)

R(t): Reserve requirement at time t

How much reserve?

l Protect the system against “credible outages”

l Deterministic criteria:
n Capacity of largest unit or interconnection
n Percentage of peak load
l Probabilistic criteria:
n Takes into account the number and size of the
committed units as well as their outage rate
 Types of Reserve
l Spinning reserve
n Primary
• quick response for a short time
n Secondary
• slower response for a longer time
n High frequency
• ability to reduce output when frequency is high
l Scheduled or off-line reserve
n Unit that can start quickly (e.g. gas turbines)
l Other sources of reserve
n Pumped hydro plants
n Demand reduction
l Reserve must be spread around the network

Cost of Reserve

l Reserve has a cost even when it is not called

n More units scheduled than required
• Units not operated at their maximum efficiency
• Extra start up costs
n Must build units capable of rapid response
n Cost of reserve proportionally larger in small systems
• Important driver for the creation of interconnections between systems
 Crew Constraints

l It may not be possible to start more than one generating

unit at a time in a power station because of the number of
people required to supervise the start-up

l Less of a problem than it use to be thanks to automation

Emission Constraints

l Amount of pollutants that generating units can emit may

be limited
l Pollutants:
n SO2, NOx
l Various forms:
n Limit on each plant at each hour
n Limit on plant over a year
n Limit on a group of plants over a period
 Network Constraints

l Transmission network may have an effect on the

commitment of units
n Some units must run to provide voltage support
n The output of some units may be limited because their
output would exceed the transmission capacity of the
network

A B

Cheap generators More expensive generator

May be “constrained off” May be “constrained on”

Start-up Costs
l Thermal units must be “warmed up” before they can be
brought on-line
l Warming up a unit costs money
l Start-up cost depends on time unit has been off
t OFF
− i
SC i (t OFF
i ) = α i + β i (1 − e τ i )

αi + βi

αi

tiOFF
 Start-up Costs
l Need to “balance” start-up costs and running costs
l Example:
n Diesel generator: low start-up cost, high running cost
n Coal plant: high start-up cost, low running cost
l Issues:
n How long should a unit run to “recover” its start-up cost?
n Start-up one more large unit or a diesel generator to cover
the peak?
n Shutdown one more unit at night or run several units part-
loaded?

Conclusion

l Some constraints link periods together

l Minimising the total cost (start-up + running) must be
done over the whole period of study
l Generation scheduling or unit commitment is a more
general problem than economic dispatch
l Economic dispatch is a sub-problem of generation
scheduling
 Solving the Unit Commitment Problem

l Decision variables:
n Status of each unit at each period: Xi (t)

Xi (t) ∈{0,1}!!!∀!i,t

n Output of each unit at each period: Pi ( t )

{ }
Pi (t) ∈ 0,  Pi min ; Pi max  !!∀!i,t

l Combination of integer and continuous variables

Optimisation with integer variables

l Continuous variables
n Can follow the gradients
n Any value within the feasible set is OK

l Discrete variables
n There is no gradient
n Can only take a finite number of values
n Must try combinations of discrete values
 How many combinations are there?

111
l Examples
n 3 units: 8 possible states
110 N possible states
n N units: 2

101

100

011

010

001

000

How many solutions are there anyway?

l Optimisation over a time

horizon divided into intervals
l A solution is a path linking one
combination at each interval
l How many such path are
there?

T= 1 2 3 4 5 6
 How many solutions are there anyway?

l Optimisation over a time

horizon divided into intervals
l A solution is a path linking one
combination at each interval
l How many such path are
there?
l Answer:

(2 N )( 2 N ) K ( 2 N ) = (2 N )T

T= 1 2 3 4 5 6

The Curse of Dimensionality

l Example: 5 units, 24 hours

(2 N )T = (2 5 ) 24 = 6.2 10 35 combinations

l Processing 109 combinations/second, this would take 1.9

1019 years to solve
l There are over 100 units in England and Wales...
l Many of these combinations do not satisfy the constraints
 How do you Beat the Curse?

Brute force approach won’t work!

l Need to be smart
l Try only a small subset of all combinations
l Can’t guarantee optimality of the solution
l Try to get as close as possible within a reasonable
amount of time

Main Solution Techniques

l Priority list / heuristic approach

l Dynamic programming
l Lagrangian relaxation
l Mixed Integer Programming

l Characteristics of a good technique

n Solution close to the optimum
n Low computing time
n Ability to model constraints