GOOD DAY

Newtons Methods in Economic Dispatch

Newtons method for a function of
more than one variable is
developed.
Suppose we wish to drive the
function g(x) to zero.

The function g is a vector and the

unknowns, x, are also vector.
To be able to use the newton’s
method, we observe:

g(x + x) = g(x) + [g’(x)] x = 0

3.19
If we let the function be
defined as:

 g1 ( x1 , x2 , x3 ) 

g ( x)   g 2 ( x1 , x2 , x3 ) 
 g 3 ( x1 , x2 , x3 )  3.20
Then,

 g1 g1 g1 

 x x2 x3 
g ' ( x)   
1

 g 2 g 2 g 3 
 x x2 x3 
 1
3.21
w/c is the familiar Jacobian matrix,

x = - [ g’(x)] -1 g(x)]

From equation 3.19

3.22
g(x) + [g’(x)] x = 0
g(x) + [g’(x)] x = 0
g(x) + [g’(x)] x = 0

x = - [ g’(x)] -1 g(x)]
x = - [ g’(x)] -1 g(x)]
x = - [ g’(x)] -1 g(x)]

Now, if we let the g function be

x = - [ g’(x)] -1 g(x)]

Now, if we let the g function be

the gradient vector
x = - [ g’(x)] -1 g(x)]

Now, if we let the g function be

the gradient vector

We get
x = - [ g’(x)] -1 g(x)]

Now, if we let the g function be

the gradient vector

We get
x = - [ g’(x)] -1 g(x)]

Now, if we let the g function be

the gradient vector

We get
From the economic dispatch problem this
takes the form.
Generally, Newton’s Method will solve for the
correction that is much closer to the minimum
generation cost in one step than would the
gradient
In this example we shall use Newton's method to solve the same
economic
dispatch as used in Examples 3E and 3F.
The gradient is the same as in Example 3E, the Hessian matrix is:
To get this
From
Stopping Criterion
To solve economic dispatch it always aim to
drive…..
And obtain a approximate
Example:
Given the generator cost functions found in Example 3A, solve for the
economic dispatch of generation with a total load of 800 MW.
Use initial guesses as P1 = 300 MW, P2 = 200 MW, and P3 = 300 MW,

In this example, we shall simply set the initial λ equal to 0,

F1(P1)=561+7.92P1+0.00156P12
F2(P2)=310+7.85P2+0.00194P22
F3(P3)=78+7.97P3+0.00482P32
 d F1 d F2 d F3 d F
2 2 2 2

 2 
dP
 1 dP1 dP 2 dP 1 dP1 dP  
 d 2F d 2F d 2F 2
d F 
 1 2
2
3

 dP2 dP1 dP2 dP2 dP3 dP2 dP 
 2 2 2 2 
 d F 1 d F 2 d F 3 d F  
 dP3 dP1 dP3 dP2 dP3 dP3 dP2

 2 2 2 2

 d F1 d F2 d F3 d F 
 dP dP dP dP dP P 2 dP 2 
  1  2  3  
We get
Substitute to this equation:
We get….

-1

x
= 69.6871

= 115.6965

= -185.3836
Solve for P1,P2,P3

X’ = x0 + x
Substitute the solve values
Cost = 561+7.92(369.6871)+0.001562(369.6871)2+

310+7.85(315.6965)+0.00194(315.6965)2+

78+7.97(114.6164)+0.00482(114.6164)2
=7738.8
Stopping Criterion
from: d dF1 dF3
COST  
dP1 dP1 dP1

dF1 dF3
  7.92  0.001562(300)( 2)
dP1 dP1
 0.00482(2)(300)  9.64 x10 3 (200)  15.682
 2.0048
d dF2 dF3
COST  
dP2 dP2 dP2
dF2 dF3
  7.85  0.00194(200)( 2)
dP2 dP2
 0.00482(2)( 200)  9.64 x10 3 (300)  15.682
 2.236
1st iteration:

@
P1 = 300 P2 = 200

= -2.0048 = -2.236
2nd iteration:

@
P1 = 369.6871 P2 = 315.6965

= 4.004x10-7 = 3.24x10-7
3rd iteration:

@
P1 = 362.5233 P2 = 656.3038

= 3.1930 = 4.5356
Therefore we stop at 2nd iteration:
2nd iteration:

@
P1 = 369.6871 P2 = 315.6965

= 4.004x10-7 = 3.24x10-7