ECONOMIC DISPATCH USING QUADRATIC PROGRAMMING

Gerald F. Reid Lawrence Hasdorff

Department of Electrical Engineering Department of Electrical Engineering
Virginia Military Institute Virginia Polytechnic Institute and State University
Lexington, Virginia Blacksburg, Virginia

ABSTRACT technique and these tend to present difficulties as

system size increases. The method to be presented
The economic dispatch problem is formulated as requires a quadratic programming formulation
a quadratic programming problem and solved using which reduces the problem to a linear programming
Wolfe's algorithm. The method is capable of handling problem which is solved by the simplex method. It
both equality and inequality constraints on p, q, and does not require the determination of the gradient
v and can solve the load flow as well as the economic step size or the adjustment of penalty factors.
dispatch problem. The quadratic programming algorithm
does not require the use of penalty factors or the de- < The purpose of this paper is to present Wolfe's
termination of gradient step size which can cause con- K quadratic programming algorithm [11] and the formula-
vergence difficulties. Convergence was obtained in tion of the economic dispatch problem as a quadratic
three iterations for all test systems considered and programming problem.
solution time is small enough to allow the method to N
be used for on-line dispatching at practical time in- 'tZ Quadratic Progra ming
tervals. Results are presented for 5, 14, 30, 57,
and 118 bus test systems. Quadratic programming is, by definition, the
.> problem of finding the extreme talue of a quadrati4
INTRODUCTION cost function.

In recent years several methods have been pre- F(x) = a + c x + 1/2x ()

sented for solving the problem of economic dispatch
[l]-[7]. Four of these methods [l]-[4] center around subject to a linear system of constraints
the Newton load flow. While they differ in the type A = b (2)
of constraints that they can handle and the techniques V' where
used, the general approach is to solve the load flow, < a = a scalar constant
determine a new set of values for real power generateQQ1 c = an n-vector of constants
that reduces the value of the cost function and re- > Q an n x n matrix
peat the procedure until no further reduction in cost A = an m x m matrix with m < n
is possible. Of these four, the method developed by b = an m-vector of constants
Dommel and Tinney [2] solves the most general problem. A x = an n-vector of unknowns.
Their approach is based on a gradient technique and in t
can be sensitive to the determination of the gradient
S
tin prole, m
is requireditoabeca leas pitive
step size. - 8E ~~~~~~~~tion
Sasson [7] proposed a method based on theusemi-definite. Q This problem, is requilred to be at least positive
insures that if a minimum is
Fletcher-Powell nonlinear programming algorithm. This found it will be a global minimum.
method works quite well for small systems, but devel-
ops convergence problems as system size increased. In W m
Wm
reference [6] Sasson, Vilovia, and Aboytes present a
technique based on the Hessian matrix. This method is1 X. > 0 i =1,. , n
capable of solving both the load flow and economic 1
dispatch problems, but convergence is dependent upon cf the constraints, equation (2), are attached to the
the proper selection of values for the penalty fac cost function using a vector of Lagrange multipliers,
tors. A comparison of the above methodscan be found the resulting unconstrained function is
in reference [8]. T . T T
F'(x) = a+ c1x + 1/2x¼Qx + X-(Ax-b) (3)
To the author's knowledge only one attempt has ,Q Wolfe shows in [11] that if x can be found such that
been made to use quadratic programming to solve th sj it satisfies equation (2) and there exist an n-vector,
problem of economic dispatch. In a recent paper v, and an i-vector, A, such that
Nicholson and Sterling [9] proposed a method for on-
line control in which Beale's algorithm [10] is used \ Qx = v + ATX + c = 0 (4)
to solve for real power dispatch and a gradient tech- -
nique is used to minimize losses by controlling re: vT x 0 (5)
active power dispatch. The method has only been ap-
plied to a 22-generator, 10 bus system and at this and vi> 0 i = 1, ... n
time it is not possible to make a comparison between
this approach and that of the authors. The method then x minimizes the cost function. Thus the equations
does, however, require the application of a gradient that must be solved are (2), (4), and (5). One will
notice that equations (2) and (4) form a (n+m x 2n+m)
system of simultaneous equations that are linear in
x, v, and A. It is easy to show, see Dantzig [12],
T ,n,m'W'Lr
'> RiQ D and the simplex algorithm is based on the fact, that
DE § Er; #THif a system of m linear equations in n unknowns has
U wA'I PAGE a solution, then a solution can be found for which at
REOR1Co WNAl most m of the unknowns are non-zero with the re-
Xo YQ maining n-m unknowns equal to 0. If this is applied
to equations (2) and (4), it says that if a solution
exists one can be -found for which at most n--m of the
Paper T 73 217-7, recommended and approved by the Power Generation unknowns are not equal to zero. So far equation (5),
C nommittee of the IEEE Power Engineering Society for presentation at the IEEE which is nonlinear, has been ignored. However, this
F 'ES Winter Meeting, New York, N.Y., January 28-February 2, 1973. Manuscript nonlinearity can be avoided by a rather simple proce-
ubmitted September 13, 1972; made available for printing December 6, 1972. dure within the simplex algorithm.
2015
 T
Since both x and v are restricted to being > O0 T
(c1c2 ... Cm)
the only way equation (5) can be satisfied is if
Xi > 0, then vi = 0, and vice versa. This requires Multiplying equation (8) by T yields
that at least n of the 2n unknowns of x and v be zero
which is exactly the requirement of the simplex algo-
rithm. Thus the nonlinearity of equation (5) is a- (yAmrnT-i 1x +(A
a)x+y =2)2+.+(yTA-a
--2-rx2+ m-n)xn
-n )x yTA(y
-r b)(10)
avoided by simply not allowing both xi and vito be- which may be rewritten as
come positive at the same time. Thus the quadratic
programming problem is reduced to the problem of c x +Cx+..+c
11 22 m m
x+(yTAm-+
-a )xm+
- m+l
solving a linear system of equations by employing the
simplex method.
+...(yTA la )x = (y b)
The Simplex Method
and if this is -subtracted from the original cost func-
The simplex method solves the linear programming tion the basic variables drop out and the coefficients
problem minimize of the non-basic variables are given by

c1x1 + c2x2 + + CnX

mm
= Z (6) c. = c. - (y Am a,)
subject to T -1
= c. - (y At )a.
a x
-1 1 + a
-2 2x + . + a x
-n n
=b (7)
c; - ET T a. for j = n+l, ... n (11)
i.th
=
where ai the = column of A. The method requires c -J
that m of the n vectors ai be independent and form a The c. are called relative cost factors and the compo-
basis. Assuming that this requirement is met, the nents of ir are called simplex multipliers. The value
columns of A and the components of x could be re- of the cost function for this set of basic variables
numbered so that the first m columns form a basis is given by (yTA-lb). This is easily verified by ex-
A = [a a ... a ] pressing the cost function as cTx and substituting the
m -1-2 -m expression in (9) for x. The simplex algorithm always
V-l starts with a basic feasible solution in canonical
Multiplying equation (7) by Am yields
form and the corresponding set of relative cost fac-
tors. The non-basic variable that should become basic
(Am-a,)xl+(A
1 a)x+...+(Arn-a
-2x2+ a)xn (A-
m
b) (8) is the one with the most negative relative cost fac-
tor. This decision is based on the fact that non-basic
The equations are now said to be in canonical form variables are equal to zero and thus if one has a neg-
since for i 1, ... , m ative relative cost factor increasing that variable
-l .~~~~~~~~~th from zero to some positive value will decrease the
A a = e. = a m-vector with 1 in the i compo- value of the cost function the fastest. The basic
nent amndi 0 eIsewhere and the solution obtained by variable that becomes non-basic is decided by the re-
setting quirement that all components of x remain non-negative.
Assume that the non-basic variable xs has been s'elec-
x. = (Am -I
b). for i = 1, ... , m ted to become basic. The column in the A matrix cor-
responding to x , a will be used to form a new basis
X. =0 for j = m+l, ... , n by replacing one of the vectors that currently form
ci the basis. Equation (8) may be written in -expanded
is said to be a basic feasible solution if all compo- form as shown below by dropping the columns corre-
nents of (A-lb) are > 0. sponding to all other non-basic variables since they
remain zero.
The above non-zero components of x are defined
as basic variables, and the zero components of x are
called non-basic variables. The algorithm proceeds by
X1 (m b)1 -
(Am as)xs
exchanging a basic variable for non-basic variable in
a manner that decreases the cost function. One will
x2 (A lb) - (Am.a)2x (12)
recognize that this is equivalent to considering a
new combination of vectors to form the basis. Dantzig
[121 has shown that if (7) has a solution there x
m
= (Am b) m -(Am
-
a) x
-s m s
exists a combination of m of the n column vectors of
A that form a basis and thus yield a solution to (7), If (A a ). is negative x. will' become more positive
as given by (9), that ujinimizes the cost function.
Since there is a finite number of these combinations as x increases so it need not be considered. If the
the algorithm must converge in a finite number of value of (A as )i is positive, then the corresponding
steps. value of x. will become zero when x is equai to
When exchanging basic and non-basic variables b)./(Ar-s)iI
(A n-i a Thus the basic variable with the
the algorithm must insure that three conditions are -l -l ).
met: smallest positive ratio of (Arn-b)./(A
i
a
n -si will be-
1. the constraint equations remain satisfied come non-basic. The algorithm must now generate the
2. the value of the cost function is reduced inverse of the new basis. Now suppose that the algo-
3. all components of x remain positive. rithm has determined that a should enter the basis
and ar should leave. The representation of a in
To determine the non-basic variable that should be- terms of the current basis is given by
come basic the cost function is expressed in terms of
the non-basic variables. To accomplish this, define a = A a
the vector, A, whose components are the original cost -s rn-s
coefficients of the basic variables (the variables Premultiplying by Am yields
whose columns are in the basis).
2016
 a,,, :---,
Ala ls
,
+ . . . + a a
--r r s
+ ... + a a
--m Ms
(13) slack or dummy variables as shown below.
Ax + w =b
Using the above equation, a may be expressed in terms T 1 2
of the new basis as Qx - v + A X + s - s = -Pc (20)
where w = an m-vector with w.1-> 0 i = l, .. ., m
a
-T =-a1(-a
--l -2 (-a' 2s/ars)+...+a
ls /a rs )+a --s(l/a rs )+...
+ a (a /a rs ) s =an n-vector withs
> 0 i1 ... ,n
-m ms 2 2
or s = an n-vector with s. > 0 i = 1, ... , n
a = A*k (14) P= a scalar variable.
-r m-
where A*m = the new basis A basic feasible solution is now obtained by setting
w. = b. i = 1, ... , m (21)
k = [(-a s/a rs)(-a2s/ rs)...(l/ars)...(aMs/ars)] (15) 1 1

Since all other vectors in the basis remain the same, and depending on the sign of c.1
the old basis may be expressed in terms of the new as 1 2
S. or s. = c.i = 1,. , n
An =[a a.a..a ] =AA*[e.e2 kk.e ] (16)
1 2"'r m ml-2- 'M
All other variables = 0
Post-multiplyinf
plying by (A*)-
this equation by A and pre-multi-
The algorithm now proceeds in two phases. During
mn yields
phase I the cost function is given by
-1
(A*)=I
m -.1.2 ...k... e
m
]Am-1 (17)
m
W. = z (22)
Thus the representation of any of the non-basis vec- i=l
tors in terms of the new basis is merely and the simplex algorithm is used to minimize this to
O under the restriction that v, X and p remain zero.
(A*) [eae2
=
... k ... e ]a. (18) At the completion of phase I, w and the n components
of sl and s not in the set of basic variables are
where a. = the representation of a. in terms of the dropped from further consideration. Thus at the end
old basis. - of phase I the constraint equations have been satis-
fied and the resulting system is of the form
One should note that the matrix [e e ....k....ee
is an identity matrix except for the coilumn vector Ax =b
and that for computational purposes it is only neces- - (23)
sary to store that column and its column number. Thus Qx - v + AT_ + Es = -pc
theQreminingxncomponets of s1
the algorithm is forming the inverse of the current where s = the 2
remaining n components of s and s2
basis by employing the well-known fact that the in-
verse of a matrix can be expressed as the product of a E = a diagonal matrix with +1 on the diagonal.
series of elementary row transformation matrices. Once
the new inverse is formed by storing another k vector, For phase II the cost function is given by
equation (11) can be used to generate the new relative n
cost factors and the process repeated. The simplex (24)
E S. = z
algorithm as presented above employing the product i=l 1
form of the inverse (a detailed explanation may be
fQund in reference [12]) can yield considerable sav- and again the simplex algorithm is used to minimize
ings in computer time and storage over the method that this to zero subject to the following restrictions:
is usually presented which uses elementary row trans- 1. All Xi must enter the set of basic variables
formations to transform every column in the constraint
equations at each exchange of basic and non-basic var- 2. If x. > 0 ; v. = 0 and vice versa
iables. Using the product form of the inverse it is 3. p remains equal to zero.
only necessary to store the original columns of A and
these are transformed only when they enter the basis. At the completion of phase II all components of w, s 1
and s2 have been driven to zero and we have a solution
In addition to the savings in computer time and to the following system:
storage that result from using the product form of Ax
the inverse, the program used yields a further re- (25)
duction by storing only the non-zero elements in A T
Qx - v + A X = -Pc
and the column vectors k.
where p is equal to zero. The desired values of x, v
Wolfe's Algorithm and X occur at p = 1 so the simplex algorithm is used
in phase III to minimize the cost function -P. The
For the quadratic programming problem, the condi- cost function is minimized until two successive values
tions for a minimum, as stated above, are bracket -1.0. Linear interpolation 'is then used to
find the desired values of x.
Ax =b
Qx - v + A x = c Formulation of the Problem for Quadratic Programming
xTv = 0 (19) The quadratic pro'gramming code used requires a
x.1 and v.1 > 0 i = 1, ... n quadratic cost function and a system of linear equali-
- ty constraints. It also imposes the restriction that
As previously stated, the simplex algorithm requires all system variables be non-negative. The economic
a basic feasible solution as a starting point and a dispatch problem, as normally defined, does not meet
linear cost function. Wolfe observed that these- con- these requirements for the following reasons:
ditions may be satisfied by introducing four sets of

2017
 I. The constraint equations for real power,
reactive power, and voltage magnitude
are nonlinear functions of the voltage
components.
2. The imaginary components of voltage are
usually negative.
3. The cost function is quadratic in terms
of real power generated, but the con-
straint equations are in terms of the
bus voltage components.
The steps taken to overcome these difficulties
are the subje9t of this section.
Constraint Equations
The constraint equations on p, q, and v are
linearized using Taylor s series expansion as in a The equations are now linear but the unknowns; Ae
standard Newton load flow; however, the number and
type of constraints considered differs. Since the
quadratic programming algorithm requires equality con-
straints, all-inequality constraints must be converted
to equalities by introducing slack variables. Thus
each quantity that is bounded by upper and lower lim-
its introduces two constraints and two new variables.
For example, consider the constraint
pmin - p(e,f) < Pmax
This becomes two equality constraints
Pmin p(e,f) -s
Pmax p(e,f) + s2
where s and s2 are the slack variables and are re-
stricteJ to being non-negati-ve.
For the purpose of formulating the constraint
equations in the computer, the buses were divided into
four categories. These are defined below along with
the constraints that apply at each.
Type 1 - Reference bus. This is a generator bus at
which the voltage magnitude and angle are fixed. It
therefore serves as the reference for all other volt-
age angles in the system. The values of real and re-
active power are restricted by the upper and lower
limits of the generators at that plant. The computer
program requires that this be bus number 1. This bus
introduces four equations and four slack variables.
Type 2 - Generator bus. All buses with generators con-
nected to them, with the exception of the reference
bus, fall into this category. The voltage magnitude
is fixed, but the angle is free to vary. Real and re-
active power are restricted by generator capability.
These buses introduce five equations and six unknowns
(two voltage components and four slack variables).
Type 3 - Load bus. At load buses real and reactive
power are fixed and voltage magnitude is allowed to
vary within upper and lower limits. For the systems
considered, it was found that constraints on voltage
magnitude at load buses are not violated, so these
constraints were not considered. Therefore, each
load introduces two constraints and two unknowns.
Type 4 - Voltage controlled bus. These are buses that
have synchronous condensers attached to maintain a
constant voltage magnitude. In addition, they normally
have a load connected to them that fixes the value of
real power. Reactive power may vary within the limits
of the synchronous condenser. Thus each voltage con-
trolled bus introduces four equations and four un-
knowns.
2018
It should be pointed out here that at buses with
both generators (or synchronous condensers) and loads,
the load is taken into account by reducing the upper
and lower limits of generation by the amount of the
load. Once the value of bus power is determined,the
load is added to it to obtain the actual value of gen-
eration.
One will notice that for bus types 1, 3, and 4,
the number of equations equals the number of unknowns.
It is the generator buses that cause the system of
constraint equations to have fewer equations than un-
knowns and the total difference will be the number of
generators in the system minus one for the reference
bus.
Techniques to Insure Positive Variables
and Af (e and f), are not restricted to being positive.
Dantzig [12] presents two methods for restricting the
unknowns to non-zero values. One method that does not
require any prior knowledge about the final value of
the unknowns is to express all unrestricted variables
as the difference of two restricted variables. For
the problem being considered, this is undesirable since
it doubles the number of unknowns.
One method that was used is based on the knowledge
that the magnitude of the unrestricted variables can
not exceed a certain value. When this is known the
coordinate system can be shifted to insure non-negative
values. The new system variables are related to the
original variables by constants
1x*= x.i -Ilx.Iiimax
where xi1 = new restricted variable
xi = original unrestricted variable
(x.| = a constant that is > to the maximum
max negative value that xi can attain
1
Since the voltages in a power system are closely
regulated, it was known that the values of Ae and Af
could not exceed the maximum value of voltage magni-
tude allowed within the system. For computational
purposes, all quantities -are expressed in per unit
with the nominal value of voltage magnitude being
1.0 p.u. The maximum value allowed was 1.1 p.u. and
the first approach was to shift all variables by 1.1
to insure positive values. While this is theoretically
correct it introduced numerical difficulties. As the
constraint equations converge, the values of Ae and
Af approach zero, but because of the coordinate shift
the restricted variables approach 1.1 and then 1.1
must be subtracted from the result to obtain the de-
sired voltage correction. Now suppose the actual cor-
rection is Q.001234567; with the shift of coordinates
this is stored in the computer as .1101235 x 10, as-
suming seven significant digits, and it becomes appar-
ent that there is a resultant loss of two significant
digits. To correct this, a variable coordinate shift
was used. At the end of each iteration the maximum
value of Ae and Af was determined and the coordinates
were shifted by twice that amount for the next itera-
tion.
It should be noted that shifting coordinates does
not affect the A-matrix of the constraint equations.
The only change is in the b-vector as shown below.
Consider
Ax b= (26)
and shift the coordinates so that
x* = x + c
where c = a vector of constants. The equations become The cost here is positive semi-definite in terms of
A(x+c) = b the three variables. While this may appear to greatly
increase the size of the problem, especially the cost
Ax + Ac = b function matrix, the program only stores non-zero ele-
and it is obvious that in order to maintain the origi- ments,so in actuality the increase in storage is quite
nal equality of equation (26), the vector Ac must be small. Running time is negligibly affected.
added to b. Optimization Results
Formulation of a Quadratic Cost Function As examples, the 5 bus system given in reference
The cost curve of a generating unit is a nonlin- [13] and the IEEE 14, 30, 57, and 118 bus test systems
ear function of real power output that must be approx- were solved using the quadratic programming in Tables
imated by a quadratic function. If these are summed I, II, III, IV, and V along with the limits used. The
over all the generators in a system, the result is a cost function data are given in Table VI.
quadratic function of the form TABLE I. Quadratic Programming Optimization
Results, 5-Bus system
F(p) = a + pTc + 1/2pT (27)
p = f(e,f) (27a) # vmin v vmax 6 mmin P Pmax imin Q Qmax
1 o
1.02 0211.02 1 0.0 .3 .9721.2 10.0 '.275' .6
As was pointed out earlier, the cost function is .6 .3 .3
a function of real power at generator buses while the
2 .9 .955 1.05 -6.461 .6
3;1.0411.04 1.041-2.21 .3 .680 1.2 0.0° .532 .6
constraint equations are functions of the voltage com- .4 .1.1
ponents at all buses in the system. The first attempt 4 .9 .923'1.05!-9.49 .4
5 .9 .993 i1.051 -4.20 .6 .6 .2 .2
was to linearize the cost function in terms of p and
then use (27a) to obtain a quadratic function in e and
f, as mentioned earlier. While this appeared to be TABLE II. Quadratic Programming Optimization
the most straightforward approach, it resulted in an Results, 14-Bus System
indefinite quadratic form for the cost which caused pmax 'min Q
the quadratic programming algorithm to converge on a # Vmin V Vmax 6 pmin P max
solution that was far from the optimal value. The ap- .06 0.0 .5 11.6061 2.01-.2 -.04f 1.0
proach that was used allows the cost function to re- 2 1.045 .0451.045 -3.27.2 1.690 1.0i 14207 0.5
main quadratic in terms of-real power generated by in- 3 1.01 1.01 1.01 -10.56L9421.942 ,-.4 .210 0.6
troducing a set of new variables that represent the 4 .9 1.0231.1 -7.851.478E.478 -0.4 .04
real power component at each generating bus. The new 5 .9 1.0261.1 -6.351. 076'.076 .016 .016
variables are set equal to the linearized expression 6 1.07 1.07 1.07 -8.49.2 3.386 1.0 -0.6 .04 .45
for power given by (27) plus the real power component 7 .9 1.062,l.l -10.08b.0 l0.0 0.0 0.0
of any load connected to the bus. 81.09 1.09 1.09 -10.080.0 I0.0 -0.6 .173 .45
9i .9 11.0541.1 -1.2.295 .295 .166 .166
gi = P + (Up /De) (e-e ) + (ap /3f) (f-f ) + PiLoad 10 .9 1.0481.1 -11.05.09 .09 .058 .058

i =, ... , NG (28) 11 .9 1.055XL.1 -9.914.035 .035 .018 .018

12 .9 1.055t.l -9.49.061 .061 .016 .016
Rearranging yields 13 .9 1.05 1.1 -9.73,.135 .135 .058 .058
14 .9 1.0341.1 -11.5A.149. .149 .05 .05
Pio PiLoad =
(pi /e) 0(e-e ) + (-piAf) (_-f _ g
(29) TABLE III. Quadratic Programming Optimization
and the cost function is expressed in terms of the new Results, 30-Bus System
variables g i = 1,..., NG. This introduces one
new equality constraint and an additional variable # V.
min
V V max 6 _ __ Pmin max Qmin Q Qmax
for each generator in the system in addition to those 1 1.06 1.06 1.06 0.0 .5 1.66 3.0 -.6 -.0141 .6
described above, but results in excellent convergence 2 1.045 1.0451.045 -3.29 0.2 .752 1.5 -.6 .327i .6
characteristics. The constraint equations and cost 3 .9 1.0241.1 -5.42.024 .024- .012 .0121
function thus go into the general form 4 .9 1.0151 .1 -6.50j.076
.076 .016 .0161
E-A1 A2 10ol e 5 1.01 1.01 L.01 ~-11.40. 942
.942 -.6 .347 1.6
b. 0.0 0.0
6 .9 1.0131.1 -7.64 .0 0.0
A A, 4 0 O f (30) 7 .9 1.004.L.l -9.74.228 .228 .109 .109
1.01 1.01 1.01 -8.331.30 -.6 .304 .6
3f
A 5 A6 0 I
8
9 .9 1.0441.1
.30
0.0
-7.12D .0 0.0 0.0
° I o - P
loadj 10 .9 1.0311.1 -9.92'.058 .058 0.2 .20
igI 11 1.0821.0821.082 -1.56!.2 .526 1.5 -.6 .226 .6
12 .9 1.0521.1 -10.93'.112 .112 .075 .075
F(e f s ) = a+[O 0 0 C]) lU/2[e f s g] 0 --e; 13 1.07t1.0711.0713-10.930.0 0.0 -.6 .144 .6
14 .9 1.0361.1 -11.66i.062 .062 .016 .016
f 0 f 15 .9 1.0311.1 -11.561.082 .082 .025 .025
16 .9 1.0361.1 -10.781.035 .035 .018 .018
gl 000 s 17 .9 1.0281.1 '10.39t09 .09 .058 .058
18 .9 1.019l. 1 1-11.6 .032 .032 *.009 .009
b. = inequality constraint limits
where -me 19 .9 1.015.1 1-11.571.095 .095 .034 .034
20 .9 1.0181.1 ±-i1.22.022 .022- .007 .007
b = equality constraint values 21 .9 1.020.1 -10. 5 .175 .175 .112 .112
A 1 and A22 = matrices of partial derivative terms 22 .9 1.0201.1 i-10550.0 0.0 0.0 0.0
associated with inequality constraints 23 .9 1.01911 '-117( .032 .032 .016 .016
24 .9 1.01341 1 1_11.5 .087 .087 .067 .067
A3 and A4 = matrices of partial derivative terms 25 .9 1.00.1 -11.7 A0.0 0.0 0.0 0.0
associated with equality constraints 26 .9 .991.1 -12.1 .035 .035 .023 .023
A5 and A 6 = matrices of partial derivative terms 27 .9 1.0171. 1 i-11.530.0
0.0 0.0 0.0
associated with real power generated. 28 i
1
0.0 0.0

2019
 #V V V 6 P I . v. V V
min max mmin P max Qmin Q Qmax' min max
6 Pmin P max Qmin Q QMx
1
29 i9 .997 11.1
30 .*9 1.985 11.1
-12.82 1.024 .O241
-13.71 1.106 .1061
.0094.009
.019 .0191
7 r.9 .989
8 1.01511.015
1.1 -6.12 .19 .19
1.015 -0.76 .28 .28
02 .02 "7
1-3.01.316
9 .9 L.046 1.1 5.19' 0.0 10.0 10
. o. O
TABLE III. Quadratic Programming Optimization 10!1.05 1.05 1.05 11.44 l1.0 N |3.7)5. l_4- .634 2.0
Results, 57-Bus System 11.9 i.985 1.1 -6.14 1.7 .7 .23 1.23
# V min
i 12 .99 .99 .99 -5.85 .1 2.3713.5 -.35 .501 1.2
V Vmax 6
pmin p p Q Qmax
max
-.CL Qmin
LLJL LCZI 13 .9 .968 1.1 -8.12 .34 .34 i.16 .16
1 1.04 L.04 11.04 0.0 .05 4.476 6 .O -1.5 1.3181 2.0 14'.9 .983 1.1 -7.47 .14 .14 .01 .01
2 1.01 1.01 1.01 -1.05 .03 .03 J-.17 t-.0121 .50 15 .97 .97 .97 -10.30 .90 .90 -.1 .089 .3
3 .985 .985 .985 -5.41 .675 1-.0 '-.10 -,.10 .60
0.0 16 .9 .984 1.1 -7.32 .25 .25 i.1 .1
4 .9
5 .9
.981 1.1 -7.10
.976 1.1 1-8.85
0.0 0.0 10.0 0.0 17 .9 .995 1.1 -8.00 .11 .11 '.03 .03
.13 .13 1.04 .04 18 .973 .973 .973 -10.27 .60 .60 -.6 .2863 .6
6 .98 .9 .98 !-9.24 .75 .75 |.08 .03 .25 19 .962 .962 .962 -10.79 .45 .45 -.6 -.141 .6
7 .9 .984 1.1 -8.57 X0.0. 0.0 10.0 0.0 20 .9 .958 1.1 -10.20 .18 .18 .03 .03
81 1.005f.00511.0051 -5.85 ,,.5 ',3.9891l 6>.oj-1.40.6821 2.0 21 .9 .959 1.1 -8.82 .14 .14 .08 .08
91 .98 1.98 .98 '-9.94 1.21 1.214 4.03
10 .9 1.986 1.1 -10.92 .05 .05
.009 .09 22,.9 .970 1.1 -6.51 .10 .10 .05 .05
.02 .02 23 .9 1.00 1.1 -1.97 .07 .07 -.03 .03
11 .9 .974 41.1 -10.09 x0.0 0.0 10.0 0.0 24 .992 .992 .992 -3.20 .13 .13 -3.0 -.116 3.0
12 1.015L.0151!1.015 -9.26 1.5 3.6161 5 .0W-.50 1.1301.55 25-11.05 .05 1.05 6.02 .5 2.6063.5 -.47 .483 1.4
13 .9 ^.979 ',1.1 -9.32 .18 .18 .023.023 26 1.01511.015 1.015 7.52 1.0 3.0054.5 -10.0.094 10.0
14 .9 .970 1.1 -8.92 .105 .105! il.053 .053 27 .968 1.968 .968 -6.81 .71 .71 -3.0 .043 3.0
15 .9 ,.988 1.1 -6.79 .22 .22 i.05 .05 28 .9 .962 1.1 -8.50 .17 .17 .07 .07
16 .9 ¢L.014 1.1 -7.99 .43 .43 .03 .03 29 .9 .9 1.1 4 -9.46 .24 .24 .04 .04
17 .9 i.01811.1 -4.95 r42 .42 1 t.08 .08 30 .9 '.986 1.1 -3.44 0.0 0.0 0.0 0.0
18 .9 1.001i1.1 -11.49 f.272 .272; ':.098 .098 31 .967 .967 .967 -9.33 .36 .36 -3.0 .327 3.0
19 .9 .970 1.1 -12.97 .033 .033' .006 .006 32 .963 .963 .963 -7.45 .59 .59 -.6 1.74 .6
20 .9 .964 1.1 !-13.18 .023 .023' '.006 .006 33..9 .971 1.1 ,-11.88 .23 .23 .09 .09
21 .9 t.009 1.1 -12.66 0.0 0.0 0.0 w0.0 34 .984 .984 .984 -12.29 .59 .59 -.6 -.225 .6
22 .9 1.010 1.1 '-12.60 0.0 0.0 0.0 -0.0 35'.9 .981 1.1 -12.74 .33 .33 .09 .09
23: .9 1.09 1.1 --12.69 .063 .063 4.021 .021, 36 .98 .98 .98 -12.73 .31 .31 -.6 .075 .6
24 .9 !.999 1.1 -13.41 10.0 0.0 '0.0 0.0 37 .9 991 1.1 -11.84.0.0 0.0 0.0 0.0
25 .9 .982 1.1 -18.23 j .063 .063 '.032 .032:' 38 .9 .963 1.1 -6.87 0.0 0.0 .11 .11
26 .9 .960 1.1 -13.16 1.0 0.0 '0.0 0.0 39 .9 .97 1.1 -15.54 .27 .27
27 .9 .982 1.1 '-12.13 1.093 .093, ,.005 .0 5! 40 .97 .97 .97 -16.79 .66 .66 -3.0 .291 3.0
28 .9 .996 1.1 j-11.25 .046 .046 4.023 .0231 41 .9 .96; 1.1 L-17.37 .37 .37 .1 '.1
29 .9 1.01 1.1 ;-10.63 .17 .17 '.026 .0261 42 .985 .985 .985 -16.15 .96 .96 -3.0 .395 3.0
30 .9 .963 1.1 18.74 .036 .036 .018 .018' 43 .978 1.1 r-12.9d .18 .18 .07 .07
31 .9 .936 1.1 -19.34 058 .058 II
.029 .0291 44 .9 .986 1.1 -11.27 .16 .16 .08 .08
.951 1.1 -18.35 i .016 .016
.

32 .9 .008 .008i 45 .9 .987 1.1 -9.75.53 .53 .22 .22

33 .9 .948 1.1 '-18.39 .038 .038 .019 .019' 46 1.0051.005 1.005 -7.29 .09 .09 -1.0-.0 1.0
34' .9 .959 1.1 '-13.88 0.0 0.0 "0.0 0.0 47 .9 1.018 1.1 -5.50 .34 .34 0.0 0.0
35 .9 -.966 1.1 -13.63 .06 .06
36 .9 .976 1.1 -13.35 :0.0 0.0 I 0.3 0.3
.0.0 0.0
48 .9 1.021i 1.1 -5.70 .20
49 1.0251.025 1.025 -4.66 .5
.20 ;.11 .11
2.5773.5 -.85 .479 2.10
37 .9 ,.985 1.1 -13.15 o0.0 0.0 0.0 0.0 50 .9 1.001 1.1 ,-6.60 .17 .17 .04 .04
38 .9 1.013 1.1 -12.72 .14 .14 0.7 0.7 51 .9 .972 1.1 -9.17 .17 .17 .08 .08
39' .9 '.983 1.1 -13.20 '0.0 0.0 0.0 0.0 52 .9 .961 1.1 -10.07 .18 .18 .05 .05
40 .9 ;.973 1.1 -13.38 0.0 0.0 '0.0 0.0 53 .9 .948 1.1 -10.91 .23 .23 .11 .11
41 .9 .996 1.1 -13.93 .063 .063 '.03 .03 54 .955 .955 .955 -9.91 .65 .65 -3.0 .088 3.0
42 .9 .967 1.1 :-15.36 .071 .071 .044 .044' 55 .952 .952 .952 -10.17 .63 .63 -.6 .047 .6
43 .9 1.010 1.1 -11.24 .02 .02 .01 .01 56 .954 .954 .954' -10.00 .84 .84 , -.6 -.049 .6
44 .9 1.017 1.1 -11.52 .12 .12 i.018 .018 57 .9 .971 1.1 -8.94 .12 .12 .03 .03
45 .9 1.036 1.1 -8.90 0.0 0.0 0o.0 0.0 58 .9 .962 1.1 -9.82 .12 .12 .03 .03
46 .9 1.06 1.1 -10.71 0.0 0.0 0.0 0.0 59 .985 .985 .985 -5.45 .5 2.08'3.0 -.6 .659 1.8
47 .9 1.034 1.1 -12.14 .297 .297 1.116 .116 60 .9 ;.993 1L1' -2.21 .78 .78 ;.030!.031
,
48 .9 1.028 1.1 -12.25 0.0 0.0 O.0 0.0 61 .995 i.995 .995 -1.32 .5 1.9883.0, -1.0 -.464. 3.0
49 .9 1.037 1.1 -12.53 .18 .18 .085 .085 62 .998 ;.998 .998 -2.14 .77 .77 .2 *.003 .2
50 .9 1.024 1.1 -12.96 i .21 .210 .105 .105 63 .9 .97 1.1 -2.78 0.0 0.0 0.0 0.0
51 .9 1.053 1.1 -12.01 .18 .18 I.053 .053 64 .9 .985 1.1 -1.40 0.0 0.0 :0.0 .001
52 .9 .980 1.1 -12.24 I .049 .049 .022 .022 65 1.0051.005 1.005 0.53 .5 3.7375.04 -.67 .526 2.0
53 .9 .971 1.1 -12.94 .20 .20 .10 'O10
54' .9 .996 1.1 -12.24 .041 .041 .014 .014
66 1.05 1.05 1.05 0.95 .5
67 .9 1.02 1.1 -1.26 .28
3.7035.0;
.28
-.67.036
.07 .07
2.0
55' .9 1.031 1.1 -11.20 .068 .068 .034 .034 68 .9 1.005 1.1 -0.85 0.0 0.0 10.0 .002
-567 .9 ,969 1.1 -15.87 .076 .076' .022 .022 69 .955 .955 .955 -8.10 .51 .51 -.6 -.025 .6
57j .9 1.965 1.1 -16.37 .067 .067i .02 .02 70 .984 .984 .984' -6.17 .66 .66 ;-.6 j.055 .6
71 .9 .987 1.1 -6.20 0.0 0.0 0.0 '0.0
TABLE IV. Quadratic Programming Optimization 72 .98 .98 .98 -5.34 .12 .12 -1.0 -.108 1.0
Results, 118-Bus System 73.991 .991 .991 -6.41 .06 .06 -1.0 .096 1.0
741 .958 .958 .958 -7.90' .68 .68 -.06 .6
# V
min
V V
max
6
pmin p
pmax %min Q Qmax 75 .9 .967 1.1 -6.89 .47 .47
-.6

.11 1.11
1!1i.035iX035 1.035' O00 1.0 A4.-279 7.0 3.0'-.4143.0 76 .943 .943 .943' -8.56 .68 .68 -.6 i-.464' .6
2 '.9 '.971 1.1 -7.10 .2 1.2 .09 .09 77 1.0061.006 1.006 -4.37 .61 .61 -.2 .093 .7
3 .9 .968 1.1 -7.41 .39 '.39 .10 .10 | 78 .9 1.003 1.1 -4.71 .71 .71 .26 i.26
4 .998 .998 .998 -4.64 .39 i.39 _-3.0 .-.0623.0 79 .9 1.009 1.1 -4.48 .39 .39 .32 1.32
5 .9 1.002 1.1 -4.31 0.0 10.0 10.0 0.0 80 1.04 1.04 1.04 -2.41 .5 3.55 '5.5f -1.651.104j2.80
6 .99 .99 .99 -6.06 .52 1.52 ;.6 .1631 .6 81 .9 1.997 !1.1 -1.42 0.0 0.0 10.0 0.0
J-
2020
 # min max min max Qmin Q max ?100
11103
70.0
45.0
345.0
389.0
140.0
120.0
82 .9 '.990 1.1 -4.87 .54 .54 .27 .27
83 .9 '.986 1.1 -4.34 .20 .20 .10 .10
84.9 .981 1.1 -2.86 .11 .11 .07 '.07 TABLE VII, Convergence Characteristics
85 .985 1.985 .985 1-1.82 .24 .24 -6 t 07 .6
86.9 .987 1.1 -3.19 .21 1.21 ;.io .10 1 a Optimal Solution Solution
87'1.01511.015 1.015 -2.93 -.o4 -. o4 -1. 0. 11 10.0 Case
___ Mismatch Cost
($/hr) Time (SEC)
in Core on Disk
Time (SEC)
88j.9 1.988 1.1 !0.41 .48 1.48 .10 . 10
89 i.005;1.005 1.005i 3.85 1.0 4.843 8.0 !2.$.067 3.0
90 .985 i.985 .985 -2.12 1.63j1.63 '-3.01.587 3.0 5 1.262-10 4' 760.95 2.70 2.80
91 .98 1.98 .98 -1.55 .10 t.10 -1.0-.12$ 1.0 14 1.262-10_ 1135.92 5.58 8.91
92 .99 .99 .99 -0.16 '.65 j.65 6 .27 .6 30 ,.608-10 1246.09 13.28 22.61
93 .9 .987 1.1 -1.99 .12 .12 .07 i07
,.16 .16
57
118
.142-10_-2
.121-10
6523.47
20131.61
34.75
282.92
51.90
420.06
94 .9 .991 i1.1 -3.12 .3 .3
.31 .31 I__ .,
95 .9 .981 J1.1 -4.11 .42 .42
96i.9 .993 1.1 -4.29 .38 .38 .15 {.15
97 .9 1.012 1.1 -3.70 .15 .15 i.09 i.09 Convergence was obtained in 3 iterations for all
98 .9 1.02411.1 -3.52 .34 1.34 .08 1.08 systems with the maximum mismatch shown in Table VII
99 1.01 1.01o 1.01 -3.46 .42 1.42 -1.0j.170 1.0 along with optimal cost, solution times for each sys-
10c1.017I1.01711.017 -2.12 .5 11.985 3.5 -.5 .00J 1.55 tem with all data stored in core and with intermediate
101-s.9 .993 11.1 1 -2.16 .22 1.22 .15 S.15 values of k stored on disk. With all data in core the
102.9 1.99 11.1 -0.93 .05 1.05 .03 .03 118-bus system required 120K words of storage on an
1031.01 -1.01 81.01 -2.00 0.0 1.933 2.0 -.6 .27 6 .6 IBM 370/155. With intermediate values of k on disk
104.971 .971 .971 -6.04 .38 .38 -.6f 026 .6 this was reduced to 67K. Both solution time and stor-
105.965 .965 i.965 -7.03 .31 .31 ]-.6.l17i .6 age could be reduced with improved programming.
106.9 .962 '1.1 -7.74 .43 .43 16 1r
107.952 .952 .952 -10.31 .5 .5 ;-2.q.062 2.0 CONCLUSIONS
108.9 .966 1.1 -7.95 .02 .02 :.01 i.01
109.9 .967 1.1 -8.28 .08 .08 .03 03 The paper has shown that the economic dispatch
110.973 ,.973 .973 -8.82 .39 .39 .6 oo0 .6 problem can be formulated as a quadratic programming
111.98 .98 .98 -7.18 .36 .36 -1 0L.01810.0 problem and results of applying this approach to actu-
112.975 .975 ,.975 -11.92 .68 .68 -1. d 415- 10.0 al systems have been included. Results show that the
113.993 .993 -.993 -8.07 .06 .06 1-l- 074- 2.0 method has several desirable characteristics.
114.9 .96 1.1 -7.74 .08 .08 03 03
115.9 .96 1.1 -7.75 .22 .22 .07 07 1. The method can solve both the load flow
1161.005i1.005 1.005 -1.27 1.84 1.84 -10 012 10.0 and economic dispatch problems.
117.9 ,.974 1.1 -7.40 .20 ;.20 .08 08
118.9 .949 1.1 -8.13 .33 '.33 .15 .15 2. Convergence is very fast and is not de-
pendent upon the selection of gradient
TABLE VI. Cost Function Data for F(P) = a+cP+1/2P QP step size or penalty factors.
3. During the optimization phase all inter-
5-Bus Case mediate results are feasible and the al-
Bus a b Q gorithm indicates whether or not a feasible
1 44.4 351.0 100.0 solution is possible.
3 40.6 389.0 100.0 4. The mathematical operations involved are
14-Bus Case relatively simple compared to other methods
of determining economic dispatch.
1 105.0 245.0 100.0
2 44.4 351.0 100.0 The authors have presented a method which they
6 40.6 389.0 100.0 feel has several advantages over existing methods of
30-Bus Case solving the problem of economic dispatch and hope that
245.0 this paper will encourage further research into this
1 105.0 100.0 method.
2 44.4 351.0 100.0
11 40.6 389.0 100.0 REFERENCES
57-Bus Case [1] 'Dopazo, J. F., Klitin, 0. A., Stagg, G. W., and
1 105.0 245.0 100.0 Watson, M., "An Optimization Technique for Real
3 44.0 389.0 100.0 and Reactive Power Allocation", Proc. IEEE, vol.
8 95.0 285.0 100.0
12 40.6 351.0 100.0 65, pp. 1877-1885, 1967.

118-Bus Case [2] Dommel, H. W., and Tinney, W. F., "Optimal Power
1 150.0 189.0 100.0 Flow Solutions", IEEE Trans. (PAS), vol. 87,
10 115.0 200.0 110.0 pp. 1866-1876, Oct. 1968.
12 40.0 350.0 120.0
25 122.0 315.0 110.0 [3] El-Abiad, A. H., and Jaimes, F. J., "A Method for
26 125.0 305.0 100.0 Optimum Scheduling of Power and Voltage Magni-
49 120.0 275.0 140.0 tude", IEEE Trans. (PAS), vol. 88, pp. 413-422,
59 70.0 345.0 140.0 April 1969.
61 70.0 345.0 140.0
65 130.0 245.0 100.0 [4] Dauphin, G., Feingold, D., and Spohn, G., "Meth-
ods of Optimizing the Production of Generating
66 130.0 245.0 100.0 Stations of a Power Network", 1967 PICA Confer-
80 135.0 235.0 110.0 ence Record (Pittsburgh, Pa.), pp. 133-140, 1967.
89 200.0 160.0 90.0
2021
[5] Sasson, A. M., "Combined Use of the Powell and
Fletcher-Powell Nonlinear Programming rlethods
for Optimal Load Flows", IEEE Trans. (PAS), vol.
88, pp. 1530-1537, Oct. 1969.
[6] Sasson, A. M., Viloria, F. and Aboytes, F., "Op-
timal Load Flow Solution Using the Hessian Ma-
trix", 1971 PICA Conference.
[7] Sasson, A. M., "Nonlinear Programming Solutions
for the Load Flow, Minimum Loss and Economic Dis-
patching Problems", IEEE Trans. (PAS), vol. 88,
pp. 399-409, April 1969.
Sasson, A. M., Aboytes, F., Gardenas, R., Gomez,
[8]
F., and Viloria, F., "A Comparison of Power Sys-
tems Static Optimization Techniques", 1971 PICA
Conference.
[9] Nicholson, H., and Sterling, M. J. H., "Optimum
Dispatch of Active and Reactive Generation by
Quadratic Programming", presented at IEEE 1972
Summer Power Meeting, San Francisco, California.
[10] Beale, E. M. L., "On Quadratic Programming",
Naval Research Logistics Quarterly, vol. 6,
pp. 227-243, 1959.
The problem of the complex power dispatch has not yet been
solved in a sufficiently realistic manner. That is to say, the algorithms
provided to the dispatching-men are not compatible with the process
computers which may reasonably be used today to control economically
in real-time the operation of large power systems.
The method proposed by the authors seems to be attractive and
the very small number of iterations (Table VI) translates a good con-
vergence of the computation. However I would ask the authors a few
queries:
1. It is well known that the computation time is depending on the
programming language which is used. Did the authors program their
algorithm in the Assembler language? If not, I think the computation
time may be improved.
2. The computing system IBM 370 which the authors solved their
problem on is built for a large class of applications; its storage features,
as well as the disks and tapes system are not designed specifically to
control real time processes. Which is the computation time the authors
might expect if the same job had to be done on a process computer?
3. Which is the maximum system size which may be real-time
controlled by this method? This question is justified by the entries of
Table VII.
In spite of these queries I think the authors' work is valuable and I
congratulate them again.
REFERENCES
[1 ] Savulescu, C. The Rosen Algorithm Applied to Power System
Problems (in Rumanian) ENERGETICA No. 10, 1967 (Bucharest,
Rumania)

[11] Wolfe, P., "The Simplex Method for Quadratic

Programming", Econometrica, vol. 27, July 1959.
B. F. Wollenberg (Leeds and Northrup Company, North Wales, Pa.
[12] Dantzig, G. B., Linear Programming and Extensions 19454): The authors have done a thorough job of presenting a quadratic
Princeton University Press, Princeton, N. J., programming solution to the economic dispatch problem. Although this
Chapters 5 and 8, 1963. approach does not suffer convergence difficulties with problem size, it
very definitely suffers in running time. Quadratic programming running
[13] Stevenson, W. 0. Jr., Elements of Power System time is proportional to problem size, the proportionality lying between
Analysis, 2nd Edition, New York, McGraw Hill, the square and cube of the problem size. A plot of the authors' reported
run times versus problem size on a log log graph bears this out. A run
1962, Chap. 10. time reported by the authors for a I 18 bus system would consume over
50% of the available CPU time when run on 5 minute intervals (assuming
a single CPU equivalent to that used by the authors). Present on-line
installations require 500 to 1000 bus (or larger) load flow models. The
Discussion only practical solution in such cases is to either decouple the load flow
and optimization problems so that they don't need to be solved simul-
or structure the optimization problem so as to maintain
H. H. Happ (General Electric, Schenectady, N. Y.): The authors have taneously
sparsity. Both of these approaches are represented in the authors'
addressed themselves to the problem of formulating the economic references.
dispatch problem so that the technique of quadratic programming can It is doubtful that standard quadratic programming can be used
be used; they are to be complimented for undertaking this problem and as proposed this paper. Do the authors intend to use any different
for obtaining a solution. I wish to caution them, though, that their methods of in QP which might overcome the running time difficulty?
statements in the abstract concerning the practicality of their approach
for on-line dispatching appears to be optimistic. Both the core storage
used and the computer solution time required appear to be a long way Manuscript received February 13, 1973.
from a practical range for present day computers.
The authors mention in the text that reductions in both solution
time and storage requirements can result with improved programming.
Perhaps they care to estimate the reductions they expect in these two
areas.
G. E. Stubbins and R. B. Ridenhour (Duke Power Company, Charlotte,
North Carolina 28201): The authors are to be congratulated on their
Manuscript received February 9, 1973. forward looking paper. New methods are indeed needed to solve this old
problem. The authors suggest a second order cost function, and it ap-
pears that the Test Cases use a second order cost function. Most unit
cost functions are represented by a third order equation or a group of
straight line segments. It seems that either of these realistic cost functions
Crivat Savulescu (Faculte Polytechnique de Mons, Mons, Belgium): would greatly increase the complexity of this method.
I congratulate the authors for their very clear and pertinent paper. Economic Dispatch is used as a subfunction in most all power
I must confess that six years ago I was myself attracted by the quadratic system optimization applications. Our experience indicates that any
programming algorithms and I tried to solve the rather particular economic dispatch routine that required more than 15 seconds would be
problem of the real power dispatch by using the Rosen gradient pro- impractical for both real-time control applications and operational-type
jection method [1]. Then, my appreciative looking over this paper computer studies that help power dispatchers make on-the-spot, opti-
might be subjective. mized decisions.
Manuscript received February 13, 1973. Manuscript received February 14, 1973.

2022
Gerald F. Reid and Lawrence Hasdorff: The authors thank the dis-
cussers for their interest and objective criticism.
The main criticism of Dr. Happ and Mr. Wollenberg appears to be
that the method would require too much CPU time to be practical. Our
main purpose in presenting this paper was to demonstrate the feasibility
of formulating the problem of economic dispatch as a quadratic pro-
gramming problem. The solution times, storage requirements, and re-
sults for the test systems were included to provide a means of compar-
ing this approach with other methods of obtaining exact solutions for
economic dispatch. There appeared to us to be a scarcity of such data
and what results were available said little concerning solution time. The
authors made no major effort to optimize the program with respect to
time or storage requirements. The times reported include input-output,
formation of the admittance matrix, and three complete iterations from
a flat start. For on-line applications much of this would not be required.
For the 30-bus system, we allowed it to converge and then shifted all
loads by 10 percent. Using the optimal solution to the original problem
as a starting point, only one iteration was required to find the new
optimal point. This in itself would reduce the time by a factor of 3
or more.
The problem of storage was recognized by the authors. The largest
block of storage, by far, is the new non-zero elements introduced in
forming the inverse of the mxm matrix whose columns are the column
vectors corresponding to the basic variables for that iteration. A recent
paper by J. A. Tomlin [ 1 ] indicates that proper programming can re-
duce this number of non-zeros by 60 to 70 percent. Improved pro-
gramming on the present program would probably yield a reduction of
30 to 40 percent.
In response to Dr. Savulescu's questions, the program was written
entirely in FORTRAN IV. As to the solution time that might be ex-
pected on a process computer or the maximum system size, we could
not say. However, as indicated above it is anticipated that considerable
saving in both time and storage are possible with proper programming.
In response to Mr. Wollenberg's question as to different methods
of quadratic programming, none have been investigated at this time.
However, we do intend to investigate some of the techniques previously
mentioned to reduce running time.
The authors do not feel that the use of a second order cost
function introduces any appreciable error. A second order approxima-
tion to a third order curve about a known point of operation should
Manuscript received April 23, 1973.
2023
yield acceptable results. While it is true that this would require changing
the cost function as the system load changes, no appreciable increase in
complexity is envisioned.
The authors are pleased to see, from Mr. Nabona's discussion, that
others are using quadratic programming to solve the economic dispatch
problem. Mr. Nabona's algorithm is a completely different approach and
based on a comparison of times would appear to be far superior. How-
ever, the authors would caution one against jumping to that conclusion.
Our experience has been that a CDC 6400 is somewhat faster than the
IBM 370/155 and the amount by which it is faster is a function of the
compiler, the ratio of input-output to computation, and several other
factors. While it is true that our method requires 3 iterations of a larger
quadratic programming problem, Mr. Nabona's method will require ap-
proximately 6 Newton-Raphson iterations plus the solution of a smaller
quadratic programming problem and the calculation of sensitivity
functions. For the 57-bus system he has 11 control variables for which
he must calculate the sensitivity functions of each non-controlled
variable. For the I 18-bus system this will jump to 67 control variables.
How will this affect storage and solution time?
The lower minimum cost is most likely due to the relaxed con-
straints on voltage magnitude as Mr. Nabona states. We have also found
that the cost is a function of the convergence criterion used for the con-
straint equations. The tighter the convergence, the higher the final cost.
The authors disagree with Mr. Nabona's statement that shifting
coordinates introduces distortion because it represents a large change in
the variables and the linearization breaks down. Since both x and b are
being changed in the relationship
Ax = b
the linearization is still valid. We believe the distortion to be due to
computer round-off that can occur if the shift is large compgred to the
actual incremental change of the variables.
In response to the questions concerning additional constraints or a
comparison of convergence characteristics, the authors have had no ex-
perience.
We would again like to thank the discussers and hope that this will
lead to further investigation of the use of quadratic programming for
economic dispatch.
REFERENCES
[ 1] Tomlin, J. A., "Maintaining a Sparse Inverse in the Simplex
Method," IBM J. Res. Develop., July, 1972, pp. 415-423.