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• Given load
• Given set of units on‐line
Unit Commitment • How much should each unit generate to meet this
load at minimum cost?
Daniel Kirschen
L
A B C
© 2011 Daniel Kirschen and the University of Washington
1
© 2011 Daniel Kirschen and the University of Washington 2
Typical summer and winter loads Unit Commitment
• Given load profile
(e.g. values of the load for each hour of a day)
• Given set of units available
• 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
© 2011 Daniel Kirschen and the University of Washington 3 © 2011 Daniel Kirschen and the University of Washington 4
A Simple Example Cost of the various combinations
• Unit 1:
• PMin = 250 MW, PMax = 600 MW
• C1 = 510.0 + 7.9 P1 + 0.00172 P12 $/h
• Unit 2:
• PMin = 200 MW, PMax = 400 MW
• C2 = 310.0 + 7.85 P2 + 0.00194 P22 $/h
• Unit 3:
• PMin = 150 MW, PMax = 500 MW
• C3 = 78.0 + 9.56 P3 + 0.00694 P32 $/h
• What combination of units 1, 2 and 3 will produce 550 MW at
minimum cost?
• How much should each unit in that combination generate?
© 2011 Daniel Kirschen and the University of Washington 5 © 2011 Daniel Kirschen and the University of Washington 6
Observations on the example: A more ambitious example
• Far too few units committed: • Optimal generation schedule for
a load profile
Can’t meet the demand • Decompose the profile into a Load
• Not enough units committed: set of period
Some units operate above optimum • Assume load is constant over 1000
each period
• Too many units committed: • For each time period, which
Some units below optimum units should be committed to
500
generate at minimum cost
• Far too many units committed: during that period? Time
Minimum generation exceeds demand 0 6 12 18 24
• No‐load cost affects choice of optimal
combination
© 2011 Daniel Kirschen and the University of Washington 7 © 2011 Daniel Kirschen and the University of Washington 8
Optimal combination for each hour Matching the combinations to the load
Load
Unit 3
Unit 2
Unit 1
Time
0 6 12 18 24
© 2011 Daniel Kirschen and the University of Washington 9 © 2011 Daniel Kirschen and the University of Washington 10
Issues Unit Constraints
• Must consider constraints • Constraints that affect each unit individually:
– Unit constraints – Maximum generating capacity
– System constraints – Minimum stable generation
• Some constraints create a link between periods – Minimum “up time”
• Start‐up costs – Minimum “down time”
– Cost incurred when we start a generating unit – Ramp rate
– Different units have different start‐up costs
• Curse of dimensionality
© 2011 Daniel Kirschen and the University of Washington 11 © 2011 Daniel Kirschen and the University of Washington 12
Notations Minimum up‐ and down‐time
u(i,t) : Status of unit i at period t • Minimum up time
– Once a unit is running it may not be shut down
u(i,t) 1: Unit i is on during period t immediately:
u(i,t) 0 : Unit i is off during period t If u(i,t) 1 and t iup tiup,min then u(i,t 1) 1
© 2011 Daniel Kirschen and the University of Washington 13 © 2011 Daniel Kirschen and the University of Washington 14
Ramp rates System Constraints
• Maximum ramp rates • Constraints that affect more than one unit
– To avoid damaging the turbine, the electrical output of a unit
– Load/generation balance
cannot change by more than a certain amount over a period of
time: – Reserve generation capacity
Maximum ramp up rate constraint:
– Emission constraints
– Network constraints
x i,t 1 x i,t Pi up,max
© 2011 Daniel Kirschen and the University of Washington 15 © 2011 Daniel Kirschen and the University of Washington 16
Load/Generation Balance Constraint Reserve Capacity Constraint
• Unanticipated loss of a generating unit or an interconnection
causes unacceptable frequency drop if not corrected rapidly
N • Need to increase production from other units to keep frequency
u(i,t)x(i,t) L(t) drop within acceptable limits
i1 • Rapid increase in production only possible if committed units are
N : Set of available units not all operating at their maximum capacity
N
u(i,t)P i
max
L(t) R(t)
i 1
• Protect the system against “credible outages” • Spinning reserve
• Deterministic criteria: – Primary
• Quick response for a short time
– Capacity of largest unit or interconnection
– Secondary
– Percentage of peak load • Slower response for a longer time
• Probabilistic criteria: • Tertiary reserve
– Takes into account the number and size of the – Replace primary and secondary reserve to protect
committed units as well as their outage rate against another outage
– Provided by units that can start quickly (e.g. open cycle
gas turbines)
– Also called scheduled or off‐line reserve
© 2011 Daniel Kirschen and the University of Washington 19 © 2011 Daniel Kirschen and the University of Washington 20
Types of Reserve Cost of Reserve
• Positive reserve • Reserve has a cost even when it is not called
– Increase output when generation < load
• Negative reserve • More units scheduled than required
– Decrease output when generation > load – Units not operated at their maximum efficiency
– Extra start up costs
• Other sources of reserve:
– Pumped hydro plants • Must build units capable of rapid response
– Demand reduction (e.g. voluntary load shedding) • Cost of reserve proportionally larger in small
• Reserve must be spread around the network systems
– Must be able to deploy reserve even if the network is • Important driver for the creation of interconnections
congested between systems
© 2011 Daniel Kirschen and the University of Washington 21 © 2011 Daniel Kirschen and the University of Washington 22
Environmental constraints Network Constraints
• Scheduling of generating units may be affected by • Transmission network may have an effect on the
environmental constraints commitment of units
• Constraints on pollutants such SO2, NOx – Some units must run to provide voltage support
– Various forms:
– The output of some units may be limited because their
• Limit on each plant at each hour
output would exceed the transmission capacity of the
• Limit on plant over a year
network
• Limit on a group of plants over a year A B
• Constraints on hydro generation
– Protection of wildlife
– Navigation, recreation
Cheap generators More expensive generator
May be “constrained off” May be “constrained on”
© 2011 Daniel Kirschen and the University of Washington 23 © 2011 Daniel Kirschen and the University of Washington 24
Start‐up Costs Start‐up Costs
• Thermal units must be “warmed up” before they • Need to “balance” start‐up costs and running costs
can be brought on‐line • Example:
– Diesel generator: low start‐up cost, high running cost
• Warming up a unit costs money
– Coal plant: high start‐up cost, low running cost
• Start‐up cost depends on time unit has been off • Issues:
t OFF
i – How long should a unit run to “recover” its start‐up cost?
SCi (t OFF
i ) i i (1 e i )
– Start‐up one more large unit or a diesel generator to cover
α i + βi the peak?
– Shutdown one more unit at night or run several units part‐
loaded?
αi
tiOFF
© 2011 Daniel Kirschen and the University of Washington 25 © 2011 Daniel Kirschen and the University of Washington 26
Summary Flexible Plants
• Some constraints link periods together • Power output can be adjusted (within limits)
• Minimizing the total cost (start‐up + running) must • Examples:
be done over the whole period of study – Coal‐fired
– Oil‐fired Thermal units
• Generation scheduling or unit commitment is a – Open cycle gas turbines
more general problem than economic dispatch – Combined cycle gas turbines
• Economic dispatch is a sub‐problem of generation – Hydro plants with storage
scheduling • Status and power output can be optimized
© 2011 Daniel Kirschen and the University of Washington 27 © 2011 Daniel Kirschen and the University of Washington 28
Inflexible Plants Solving the Unit Commitment Problem
• Power output cannot be adjusted for technical or • Decision variables:
commercial reasons – Status of each unit at each period:
• Examples: u(i,t) 0,1 i,t
– Nuclear
– Output of each unit at each period:
– Run‐of‐the‐river hydro
– Renewables (wind, solar,…)
x(i,t) 0, Pi min ; Pi max i,t
– Combined heat and power (CHP, cogeneration)
• Output treated as given when optimizing • Combination of integer and continuous variables
© 2011 Daniel Kirschen and the University of Washington 29 © 2011 Daniel Kirschen and the University of Washington 30
Optimization with integer variables How many combinations are there?
• Continuous variables
– Can follow the gradients or use LP 111 • Examples
– Any value within the feasible set is OK 110 – 3 units: 8 possible states
101 – N units: 2N possible states
100
• Discrete variables
011
– There is no gradient
010
– Can only take a finite number of values
001
– Problem is not convex
000
– Must try combinations of discrete values
© 2011 Daniel Kirschen and the University of Washington 31 © 2011 Daniel Kirschen and the University of Washington 32
How many solutions are there anyway? How many solutions are there anyway?
• Optimization over a time Optimization over a time
horizon divided into horizon divided into intervals
intervals A solution is a path linking
• A solution is a path linking one combination at each
one combination at each interval
interval How many such path are
• How many such paths are there?
there? Answer: 2 N 2 N 2 N 2 N T
T= 1 2 3 4 5 6 T= 1 2 3 4 5 6
© 2011 Daniel Kirschen and the University of Washington 33 © 2011 Daniel Kirschen and the University of Washington 34
The Curse of Dimensionality How do you Beat the Curse?
• Example: 5 units, 24 hours Brute force approach won’t work!
2 2
N T 5 24
6.2 10 35 combinations • Need to be smart
• Try only a small subset of all combinations
• Processing 109 combinations/second, this would
• Can’t guarantee optimality of the solution
take 1.9 1019 years to solve
• Try to get as close as possible within a reasonable
• There are 100’s of units in large power systems... amount of time
• Many of these combinations do not satisfy the
constraints
© 2011 Daniel Kirschen and the University of Washington 35 © 2011 Daniel Kirschen and the University of Washington 36
Main Solution Techniques
• Characteristics of a good technique
– Solution close to the optimum
– Reasonable computing time
– Ability to model constraints A Simple Unit Commitment Example
• Priority list / heuristic approach
• Dynamic programming
• Lagrangian relaxation
• Mixed Integer Programming State of the art
© 2011 Daniel Kirschen and the University of Washington
38
© 2011 Daniel Kirschen and the University of Washington 37
Unit Data Demand Data
Hourly Demand
Min Min No-load Marginal Start-up
Pmin Pmax Initial
Unit up down cost cost cost 350
(MW) (MW) status
(h) (h) ($) ($/MWh) ($) 300
250
A 150 250 3 3 0 10 1,000 ON 200
Load
150
100
50
B 50 100 2 1 0 12 600 OFF 0
1 2 3
Hours
C 10 50 1 1 0 20 100 OFF
Feasible Unit Combinations (states) Transitions between feasible combinations
Combinations 1 2 3 1 2 3
Pmin Pmax
A B C 150 300 200 A B C
1 1 1 210 400 1 1 1
1 1 0 200 350 1 1 0
1 0 1 160 300 1 0 1
1 0 0 150 250 1 0 0 Initial State
0 1 1 60 150 0 1 1
0 1 0 50 100
0 0 1 10 50
0 0 0 0 0
© 2011 Daniel Kirschen and the University of Washington 41 © 2011 Daniel Kirschen and the University of Washington 42
Infeasible transitions: Minimum down time of unit A Infeasible transitions: Minimum up time of unit B
1 2 3 1 2 3
A B C A B C
1 1 1 1 1 1
1 1 0 1 1 0
1 0 1 1 0 1
1 0 0 Initial State 1 0 0 Initial State
0 1 1 0 1 1
TD TU TD TU
A 3 3 A 3 3
B 1 2 B 1 2
C 1 1 C 1 1
© 2011 Daniel Kirschen and the University of Washington 43 © 2011 Daniel Kirschen and the University of Washington 44
Feasible transitions Operating costs
1 2 3
A B C
1 1 1 4
1 1 1
1 1 0 1 1 0 3 7
1 0 1
Initial State 1 0 1
1 0 0
2 6
0 1 1 1 0 0 1
5
© 2011 Daniel Kirschen and the University of Washington 45 © 2011 Daniel Kirschen and the University of Washington 46
Economic dispatch Operating costs
State Load PA PB PC Cost
1 150 150 0 0 1500 1 1 1 4
$3200
2 300 250 0 50 3500
3 300 250 50 0 3100 1 1 0 3 7
$3100 $2100
4 300 240 50 10 3200
1 0 1 2 6
5 200 200 0 0 2000 $3500 $2100
6 200 190 0 10 2100
1 0 0 1 5
7 200 150 50 0 2100 $1500 $2000
Unit Pmin Pmax No-load cost Marginal cost
A 150 250 0 10
B 50 100 0 12
C 10 50 0 20
© 2011 Daniel Kirschen and the University of Washington 47 © 2011 Daniel Kirschen and the University of Washington 48
Start‐up costs Accumulated costs
$5400
1 1 1 4 1 1 1 4
$3200 $3200
$0 $0
$5200 $7300
1 1 0 $700 3 $0 7 1 1 0 $700 3 $0 7
$3100 $600 $2100 $3100 $600 $2100
$600 $600 $5100 $7200
1 0 1 2 $0 6 1 0 1 2 $0 6
$3500 $2100 $3500 $2100
$100 $100
$0 $0
$1500 $7100
1 0 0 $0 1 5 1 0 0 $0 1 5
$1500 $2000 $1500 $2000
Unit Start-up cost
A 1000
B 600
C 100
© 2011 Daniel Kirschen and the University of Washington 49 © 2011 Daniel Kirschen and the University of Washington 50
Total costs Optimal solution
1 1 1 4 1 1 1
$7300
1 1 0 3 7 1 1 0
$7200
1 0 1 2 6 1 0 1 2
$7100 $7100
1 0 0 1 5 1 0 0 1 5
© 2011 Daniel Kirschen and the University of Washington 51 © 2011 Daniel Kirschen and the University of Washington 52
Notes
• This example is intended to illustrate the principles of
unit commitment
• Some constraints have been ignored and others
artificially tightened to simplify the problem and make
it solvable by hand
• Therefore it does not illustrate the true complexity of
the problem
• The solution method used in this example is based on
dynamic programming. This technique is no longer
used in industry because it only works for small
systems (< 20 units)
© 2011 Daniel Kirschen and the University of Washington 53