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2, MAY 2002
229
NOMENCLATURE
Bus voltage angle vector.
Load (PQ) bus voltage magnitude vector.
Unit active power output vector.
Generation (PV) bus voltage magnitude vector.
Transformer tap settings vector.
Bus shunt admittance vector.
System state vector.
System control vector.
denotes that the entry correA hat above vectors and
sponding to the slack bus is missing. For simplicity of notation,
it is assumed that there is only one generating unit connected on
a bus. This assumption is relaxed in SectionV.
I. INTRODUCTION
230
Recent attempts to overcome the limitations of the mathematical programming approaches include the application of simulated annealing-type methods [23], [24], and genetic algorithms
(GAs) [25], [26].
In [25], a simple genetic algorithm (SGA) is used for OPF solution. The control variables modeled are generator active power
outputs and voltages, shunt devices, and transformer taps. Branch
flow, reactive generation, and voltage magnitude constraints are
treated as quadratic penalty terms in the GA fitness function (FF).
To keep the GA chromosome size small, only a 4-bit chromosome
area is used for the encoding of each control variable. A sequential GA solution scheme is employed to achieve acceptable control variable resolution. Test results on the IEEE 30-bus system,
comprising 25 control variables, are presented.
In [26], a GA is used to solve the optimal power dispatch
problem for a multinode auction market. The GA maximizes the
total participants welfare, subject to network flow and transport
limitation constraints. The nodal real and reactive power injections that clear the market are selected as the problem control
variables. A GA with two advanced operators, namely, elitism
and hill climbing, is used. A 10-bit chromosome area is devoted
to each control variable. Test results on a 17-node, 34-control
variable system are presented.
The GA-OPF approaches overcome the limitations of
the conventional approaches in the modeling of nonconvex
cost functions, discrete control variables, and prohibited unit
operating zones. However, they do not scale easily to larger
problems, since the solution deteriorates with the increase of
the chromosome length, i.e., the number of control variables.
Thus, the test results in the existing GA-OPF literature are
limited to very small problems.
This paper presents an enhanced genetic algorithm (EGA) for
the solution of the OPF. The control variables and constraints
included in the OPF and the penalty method treatment of the
functional operating constraints are similar to the ones in [25]
with the following improvements: switchable shunt devices and
transformer taps are modeled as discrete control variables. Variable binary string length is used for different types of control
variables, so as to achieve the desired resolution for each type
of control variable, without unnecessarily increasing the size of
the GA chromosome. In addition to the basic genetic operators
of the SGA used in [25] and the advanced ones used in [26],
problem-specific operators, inspired by the nature of the OPF
problem, have been incorporated in our EGA. With the incorporation of the problem-specific operators, the GA can solve
larger OPF problems. Test results on systems with up to 242
buses and 500 control variables demonstrate the improvement
achieved with the aid of problem-specific operators.
II. OPTIMAL POWER FLOW PROBLEM FORMULATION
The OPF problem can be formulated as a mathematical optimization problem as follows:
Min
S.t.
(1)
(2)
(3)
(4)
where
(5)
(6)
The equality constraints (2) are the nonlinear power flow
equations. The inequality constraints (3) are the functional operating constraints, such as
branch flow limits (MVA, MW or A);
load bus voltage magnitude limits;
generator reactive capabilities;
slack bus active power output limits.
Constraints (4) define the feasibility region of the problem
control variables such as
unit active power output limits;
generation bus voltage magnitude limits;
transformer-tap setting limits (discrete values);
bus shunt admittance limits (continuous or discrete
control).
III. GENETIC ALGORITHMS
GAs are general purpose optimization algorithms based on
the mechanics of natural selection and genetics. They operate
on string structures (chromosomes), typically a concatenated list
of binary digits representing a coding of the control parameters
(phenotype) of a given problem. Chromosomes themselves are
composed of genes. The real value of a control parameter, encoded in a gene, is called an allele [27].
GAs are an attractive alternative to other optimization
methods because of their robustness. There are three major
differences between GAs and conventional optimization algorithms. First, GAs operate on the encoded string of the problem
parameters rather than the actual parameters of the problem.
Each string can be thought of as a chromosome that completely
describes one candidate solution to the problem. Second, GAs
use a population of points rather than a single point in their
search. This allows the GA to explore several areas of the
search space simultaneously, reducing the probability of finding
local optima. Third, GAs do not require any prior knowledge,
space limitations, or special properties of the function to be
optimized, such as smoothness, convexity, unimodality, or
existence of derivatives. They only require the evaluation of
the so-called fitness function (FF) to assign a quality value to
every solution produced.
Assuming an initial random population produced and evaluated, genetic evolution takes place by means of three basic genetic operators:
1) parent selection;
2) crossover;
3) mutation.
Parent selection is a simple procedure whereby two chromosomes are selected from the parent population based on their fitness value. Solutions with high fitness values have a high probability of contributing new offspring to the next generation. The
selection rule used in our approach is a simple roulette-wheel
selection [27].
231
TO
A. Encoding
(7)
2) discrete controls taking
values
with
and
(8)
is the decimal number to which the binary
where
is the gene length
number in a gene is decoded and
(number of bits) used for encoding control variable .
B. Fitness Function (FF)
GAs are usually designed so as to maximize the FF, which
is a measure of the quality of each candidate solution. The objective of the OPF problem is to minimize the total operating
cost (1).
Therefore, a transformation is needed to convert the cost
objective of the OPF problem to an appropriate FF to be maximized by the GA. The OPF functional operating constraints
(3) are included in the GA solution by augmenting the GA
FF by appropriate penalty terms for each violated functional
constraint. Constraints on the control variables (4) are automatically satisfied by the selected GA encoding/decoding
scheme (7) and (8).
Therefore, the GA FF is formed as follows:
(9)
(10)
232
where
fitness function;
constant;
fuel cost function of unit (in our case, a quadratic
function);
weighting factor of functional operating constraint
;
penalty function for functional operating constraint
;
violation of th functional operating constraint, if
positive;
Heaviside (step) function;
number of units;
number of functional operating constraints.
Given a candidate solution to the problem, represented by a
chromosome, the FF is computed as follows.
Step 1) Decode the chromosome to determine the actual
control variables, , using (7) and (8). The computed control vector satisfies, by design, constraints
(4).
Step 2) Solve the power flow (2) to compute the state vector,
.
Step 3) Determine the violated functional constraints (3) and
compute associated penalty functions (10).
Step 4) Compute the FF using (9).
In Step 2, a simple fast decoupled load flow (FDLF) [30]
is used with no PV-PQ bus-type switching, since generator reactive capabilities are incorporated in the functional operating
constraints and no local control adjustments, such as tap and
switchable shunts [31], since the settings of these controls are
determined by the GA. Therefore, only a few load flow iteraand
mations are required for convergence. The FDLF
trices are formed and factorized only once in the beginningthe
matrix is
effect of the changes of shunt admittances on the
neglected. In case that, due to the random (yet within limits)
initial selection of the control variables, the load flow does not
converge within a predefined number of iterations (set to 8),
large penalty terms, proportional to the maximum active/reactive power mismatch, are added to the FF.
C. Advanced and Problem-Specific Genetic Operators
One of the most important issues in the genetic evolution
is the effective rearrangement of the genotype information. In
the SGA crossover is the main genetic operator responsible
for the exploitation of information while mutation brings new
nonexistent bit structures. It is widely recognized that the
SGA scheme is capable of locating the neighborhood of the
optimal or near-optimal solutions, but, in general, requires
a large number of generations to converge. This problem
becomes more intense for large-scale optimization problems
with difficult search spaces and lengthy chromosomes, where
the possibility for the SGA to get trapped in local optima
increases and the convergence speed of the SGA decreases.
At this point, a suitable combination of the basic, advanced,
and problem-specific genetic operators must be introduced
in order to enhance the performance of the GA. Advanced
Fig. 4.
Fig. 5.
233
3) Gene Copy Operator (GCO): This operator randomly selects one gene in a chromosome and with equal probability copies its value to the predecessor or the successor
gene of the same control type, as shown in Fig. 5. This operator has been introduced in order to force consecutive
controls (e.g., identical units on the same bus) to operate
at the same output level.
4) Gene Inverse Operator (GIO): This operator acts like a
sophisticated mutation operator. It randomly selects one
gene in a chromosome and inverses its bit-values from
one to zero and vice versa, as shown in Fig. 6. The GIO
searches for bit-structures of improved performance, exploits new areas of the search space far away from the current solution, and retains the diversity of the population.
5) Gene Max-Min Operator (GMMO): The GMMO tries to
identify binding control variable upper/lower limit constraints. It selects a random gene in a chromosome and,
with the same probability (0.5), fills its area with 1 s or
0 s, as shown in Fig. 7.
D. Enhanced Genetic Algorithm (EGA)
In the EGA, shown in Fig. 8, after the application of the basic
genetic operators (parent selection, crossover, and mutation) the
234
TABLE I
IEEE 30-BUS SYSTEM RESULTS
upper limits are 0.9 p.u. and 1.1 p.u., respectively, and the step
size is 0.0125 p.u. The bus shunt admittances can take six discrete values (each one is encoded using 3 bits): the lower and
upper limits are 0.0 p.u. and 0.05 p.u., respectively, and the step
is 0.01 p.u. (on system MVA basis). The GA population size is
taken equal to 80, the maximum number of generations is 200,
and crossover and mutation are applied with initial probability
0.9 and 0.001, respectively.
Two sets of 20 test runs were performed; the first (SGA) with
only the basic GA operators and the second (EGA) with all operators, including advanced and problem-specific operators. The
FF evolution of the best of these runs is shown in Fig. 9. The
best and worst solutions of the second set of 20 runs (EGA)
are shown in Table I. The operating costs of the best and worst
solutions are 802.06 $/h and 802.14 $/h, respectively, (0.01%
difference). The differences between the values of the control
variables in the best and worst solutions are not significant. The
operating cost of all EGA-OPF solutions is slightly less than the
802.4 $/h figure reported in [6]. As shown in Table I, there is a
slight difference in unit marginal costs (UMCs), attributed to
network losses. Note that, in this case, the UMCs coincide with
the nodal prices, since no unit limits are reached.
Fig. 9 demonstrates the improvement achieved with the inclusion of the advanced and problem-specific operators. The SGA
run took 18 s, while the EGA took 76 s to evaluate 200 generations. However, the EGA provides a far better solution than
SGA even in the first 25 generations, or 10 s.
B. IEEE 3-Area RTS96
The 3-area IEEE RTS-96 [34] is a 73-bus, 120-branch system.
It consists of three areas connected through five tie lines. The
area-A unit cost data are derived from the heat rate data provided in [34] and the fuel cost data listed in Table II. The value
of water is zero, assuming excessive inflows. Area-B and area-C
fuel costs are selected three times the area-A fuel costs, to impose exports from area A to areas B and C. A contingency case
with tie lines 107203 and 123217 out of service, under 90%
peak load conditions, is studied. To impose congestion, the ratings of tie lines 113215 and 121325 are reduced by 50% (to
250 MVA).
This system has a total of 150 control variables as follows:
98 unit active power outputs, 33 generator-bus voltage magnitudes, 16 transformer tap-settings, and 3 bus shunt admittances.
TABLE II
FUEL COSTS FOR IEEE 3-AREA RTS-96
The lower and upper limits of voltage magnitude of all buses are
0.95 p.u. and 1.05 p.u., respectively, (except for PV buses where
p.u.). Transformer taps take discrete values within
0.9 p.u. and 1.1 p.u. with a step size of 0.0125 p.u (17 discrete
values). Similarly, bus shunt admittances take discrete values
between 150 MVAR (inductor, at rated voltage) and 0 MVAR
with a 50 MVAR step (four discrete values). The GA population size is taken equal to 180, the maximum number of generations is 600, and crossover and mutation are applied with initial
probability 0.9 and 0.001, respectively. It was necessary to increase both the population size and the maximum number of
generations to solve the larger problem. It was also necessary to
increase the probability of application of problem-specific operators from 0.2 to 0.5.
First, the unconstrained schedule is obtained by ignoring
branch flow limits. Branch flow limits are ignored by selecting
the corresponding penalty weight to zero in (9). The unconstrained schedule results in an 81.8 MVA overloading of tie line
121325. The corresponding operating cost is 255 281.5 $/h.
Next, the constrained schedule is calculated by activating the
branch flow constraints. Tie line 121325 flow is now reduced
to 249.97 MVA (almost to the 250 MVA line rating). The
operating cost is increased to 256 189.4 $/h due to congestion.
The FF evolution of both the SGA and the EGA, shown in
Fig. 10, demonstrates the improvement achieved with the inclusion of the advanced and the problem-specific operators. The
SGA run took 266 s, while the EGA took 1643 s to evaluate 600
generations. However, as shown in Fig. 10, a far better solution
is provided by EGA during the same execution time as SGA.
235
TABLE III
COMPUTATIONAL REQUIREMENTS
Fig. 10.
show that the difference of the best and worst solutions increases
slightly and the execution time increases considerably as the
system size increases.
VII. CONCLUSIONS
A GA solution to the OPF problem has been presented and
applied to small and medium size power systems. The main advantage of the GA solution to the OPF problem is its modeling
flexibility: nonconvex unit cost functions, prohibited unit operating zones, discrete control variables, and complex, nonlinear
constraints can be easily modeled. Another advantage is that it
can be easily coded to work on parallel computers.
The main disadvantage of GAs is that they are stochastic
algorithms and the solution they provide to the OPF problem
is not guaranteed to be the optimum. Another disadvantage is
that the execution time and the quality of the provided solution deteriorate with the increase of the chromosome length, i.e.,
the OPF problem size. The applicability of the GA solution to
large-scale OPF problems of systems with several thousands of
nodes, utilizing the strength of parallel computers, has yet to be
demonstrated.
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Pandel N. Biskas (S01) received the Dipl. Electr. Eng. degree from the Aristotle University of Thessaloniki, Thessaloniki, Greece, in 1999, where he is currently pursuing the Ph.D. degree. His research interests are in power system operation and control and transmission pricing.
Christoforos E. Zoumas (S98) received the Dipl. Electr. Eng. degree from
the Aristotle University of Thessaloniki, Thessaloniki, Greece, in 1996, where
he is currently pursuing the Ph.D. degree. His research interest is in computer
applications in power systems.
Vasilios Petridis (M77) received the B.S. degree in electrical engineering from
the National Technical University, Athens, Greece, in 1969, and the M.Sc. and
Ph.D. degrees in electronics and systems from Kings College, University of
London, London, U.K., in 1970 and 1974, respectively.
He has been Consultant of the Naval Research Centre, Greece, and Director of
the Department of Electronics and Computer Engineering and Vice-Chairman
of the Faculty of Electrical and Computer Engineering at Aristotle University,
Thessaloniki, Greece. He is currently Professor in the Department of Electronics
and Computer Engineering in the Aristotle University of Thessaloniki, Thessaloniki, Greece. He is coauthor of the monograph Predictive Modular Neural
Networks: Application to Time Series (Norwell, MA: Kluwer, 1998). He is also
author of four books on control and measurement systems and approximately
110 research papers. His research interests include control systems, machine
learning, intelligent and autonomous systems, artificial neural networks, evolutionary algorithms, fuzzy systems, modeling and identification, robotics, and
industrial automation.