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Optimal Power Dispatch in Multinode Electricity Market Using Genetic Algorithm
Optimal Power Dispatch in Multinode Electricity Market Using Genetic Algorithm
Optimal Power Dispatch in Multinode Electricity Market Using Genetic Algorithm
Received 3 April 1998; received in revised form 1 October 1998; accepted 1 October 1998
Abstract
The application of the genetic algorithm to solve the optimal power dispatch problem for a multi-node auction market is
proposed in this paper. The optimal power dispatch problem is a non-linear optimisation problem with several constraints. The
objective of the proposed genetic algorithm is to maximise the total participants’ benefit at all nodes in the system. The proposed
algorithm is simple to implement and can easily incorporate additional constraints. The algorithm was tested on a 17-node, 26-line
system. The results have shown that the proposed algorithm yields good results that are consistent with typical market behaviour.
© 1999 Elsevier Science S.A. All rights reserved.
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212 T. Numnonda, U.D. Annakkage / Electric Power Systems Research 49 (1999) 211–220
B% = %
K
! "
% (x; k −x sik)p̃ sik + % (x djk −x; k )p̃ djk −x; kpk , Maximise %
K
! % (x; k − x sik)p̃ sik
"
k=1 iM: ks j N: kd k=1 iM: ks
(3)
+ % (x djk − x; k )p̃ djk − x; kpk , (4)
j N: kd
where K is the number of nodes.
It can be easily seen that the participants’ benefit at subject to the following constraints:
each node (B%k) is a function of the real power injection. the capacity constraints which provide the limits on
Therefore, the optimisation problem of the total partic- real power (pk ) and reactive power (qk ) injection to the
ipants’ benefit at all nodes is similar to the conventional network by any node, i.e.
optimal load flow problem, with the exception that the
objective is to maximise the participants’ benefit, rather p k 5 p k 5 p̄k for k= 1, …, K, (5)
than minimise the generation cost. This optimisation
problem can be described as q k 5 qk 5 q̄k for k= 1, …, K, (6)
214 T. Numnonda, U.D. Annakkage / Electric Power Systems Research 49 (1999) 211–220
where pk, p̄k are the minimum and maximum real power 3. Genetic algorithm
injection limit associate with node k and qk, q̄k are the
minimum and maximum reactive power output limits The genetic algorithm is based on the Darwinian
of generators associate with node k. theory of evolution in biological systems which is in-
constraints on the limit of power flow along lines trinsically a robust search and optimisation mechanism.
which are given by The first genetic algorithm was developed by John
Holland in 1970 [7]. Since then the theoretical proper-
pkl 5 p̄kl (7) ties of genetic algorithms have been studied by many
researchers and various results have been proved that
where p̄kl is the maximum limit of a power flow in a line are of fundamental significance to their operation. Ge-
connecting node k and node l. netic algorithms have been successfully applied to sev-
In addition, the real and reactive power injection at
each node can be determined as a summation of the
real and reactive power flows along lines which are
connected to that node. These are given by
K
pk = % pkl (8)
ll"
=k1
K
qk = % qkl, (9)
ll"
=k1
where pkl and qkl are the real power and reactive power
flow along the transmission line connecting node k and
node l, respectively. Furthermore, the real power and
reactive power flow are given by the following
equations
eral science and engineering applications. For example best chromosome in the latest generation. The entire
in the power system areas, genetic algorithms have been processes of a standard genetic algorithm can be sum-
applied to the following problems: unit commitment [8], marised as follows.
economic dispatch [9], load flow problems [10]. begin
The genetic algorithm starts with a population of initialise chromosomes in the population
randomly generated candidates. Each candidate is evaluate fitness of all chromosomes
called a chromosome which is usually represented by a do until number of generation is large enough
binary bit string. Each chromosome has its correspond- do until the new population is formed
ing fitness which indicates its suitability as a solution. select parents from the old population
The genetic algorithm iteratively produces a new popu- produce offsprings via reproduction,
lation from the old population by means of idealised crossover, or mutation process
genetic recombination process which consists of repro- evaluate fitness of offsprings
duction, crosso6er and mutation processes. When this
enddo
cycle of genetic recombination process is iterated for
enddo
many generations, the overall fitness of the population
end
generally improves.
There are several variations of the standard genetic
In order to reproduce chromosomes (offspring) for
the new population, the genetic algorithm randomly algorithm in order to improve its convergence perfor-
selects chromosomes (parents) from the current popula- mance. Among these variations are Elitism and Hill-
tion with a probability proportional to its fitness. Thus climbing. Elitism is a technique to ensure that the best
a chromosome with a fitness that is high compared to chromosome is survived till the last population. This is
the average fitness of the population may be selected usually done by retaining a certain number of the best
more than once, while low-fitness chromosomes are chromosomes at each generation. A genetic hill-climb-
unlikely to be selected. The reproduction process, how- ing algorithm is a technique which performs local hill-
ever, does not introduce a new chromosome in a climbing optimisation to some of the best chromosomes
search. A new chromosome is introduced to the popula- at each generation. This can be done by randomly
tion via either a crossover or a mutation process. A altering a chromosome and checking the new fitness. A
crossover process combines the feature of two parent modified chromosome is accepted if the fitness is in-
structures to form two similar offsprings which inherit creased, otherwise an old chromosome is retained.
features from both parents. Mutation process injects Many researchers have found that Elitism and Hill-
new information in the offspring by altering a small climbing significantly improve the genetic algorithm’s
fraction of a chromosome. The solution is given by the performance.
216 T. Numnonda, U.D. Annakkage / Electric Power Systems Research 49 (1999) 211–220
4. Implementation of genetic algorithm mined via an iterative load flow solution [11], but the
power capacity limit constraints can be incorporated
Several essential schemes need to be designed in into the encoding scheme. Both representations were
order to apply a genetic algorithm to a multi-node tried during the early part of our work and it was
electricity market. These are the encoding scheme, found that the choice of real power and reactive power
fitness function, crossover method and control is better than voltage and phase angle.
parameters. The encoding chromosome consists of 2× 10×(K −
1) bits, in which each 10-bit binary string is used to
4.1. Encoding scheme represent a range between the maximum and minimum
real power (or reactive power) limit at each node. In
The optimisation problem considered in this case is addition, the real power and reactive power injection at
to find the spot price and spot quantity at all nodes the reference node can be obtained from the load flow
which maximise the participants’ benefit (given in Eq. solution.
(4)). As mentioned earlier, the spot price and quantity
at each node depend on the real power (pk ) injection 4.2. Fitness 6alue
which are in turn depend on the voltage (6k ) and the
angle (uk ). Therefore, a candidate solution at each node The objective function in this optimisation problem is
can be either an array of the real power and reactive given by Eq. (4) and this can be used as a fitness
power injection or an array of the voltage and angle. function in the genetic algorithm. Therefore, the fitness
value of each chromosome can be determined by
! "
Although an array of random voltages and angles at all
nodes may lead to easy evaluation of power flows K
(using Eqs. (10) and (11)) and real power injections F= % % (x; k − x sik)p̃ sik + % (x djk − x; )p̃ djk − x; kpk .
k=1 iM: ks j N: kd
(using Eq. (8)) at all nodes, the evaluated results are (12)
unlikely to satisfy the power capacity limit constraints
at all nodes and the line capacity constraints at all In addition, the load flow problem need to be evalu-
transmission lines. On the other hand, with an array of ated for each chromosome to ensure that none of the
real power and reactive power injections (as shown in power flows along transmission lines violates the line
Fig. 3), power flows in the network can only be deter- capacity constraint. In this paper, the fast-decoupled
Table 1
Transmission line data
Table 2
Reactive power constraints at nodes
Node No. q̄k (MW) qk (MW) Node no. q̄k (MW) qk (MW)
Newton Rhapson method is used to solve the load flow 4.4. Control parameters
problem [11]. If a chromosome has violated the power
flow limit, a penalty value will be assigned to its fitness. The performance of the genetic algorithm also de-
This will result in a small fitness value and the violated pends on control parameters, such as population size,
chromosome is unlikely to be selected as a parent in the crossover probability and mutation probability. The
next reproduction process. population size is the number of chromosomes in each
In addition, the fitness value is scaled using the generation, typically the size increasing according to the
following equation to avoid the possibility of extraordi- problem difficulty. The crossover probability is a prob-
nary fitness values ability that crossover occurs after the reproduction
process. Typical value for the crossover probability
f = aF%+ b (13) ranges from 0.5 to 0.95. The mutation probability is the
probability of the mutation operator in each bit posi-
where F%= (Fmax −F)/(Fmax −Fmin), tion. The mutation probability is typically very small
a=Favg/(Fmax −Fmin), (0.001–0.01).
b=F *avg(Fmax − Favg)/(Fmax −Fmin)
and Favg, Fmax and Fmin are the average, maximum and
minimum fitness among all chromosomes in the current
4.5. Genetic algorithm for multi-node electricity market
population, respectively.
The genetic algorithm to solve the optimal power
4.3. Crosso6er and mutation schemes dispatch for the multi-node electricity market can be
summarised as follows:
Several crossover methods have been proposed in the Step 1. Initialise the population by randomly generat-
literature, these include one point crosso6er, two point ing I number of chromosomes, then solve the load
crosso6er and uniform crosso6er. The one point flow problem for each chromosome and evaluate its
crossover method selects a random crossover point fitness value using Eq. (12).
along the parents and swaps binary bits of the parent Step 2. For M number of generations, generate a new
chromosomes beyond the selected point. The two point population from the present population using the
crossover method is similar to one point crossover following steps:
except two random crossover positions are selected and Step 2.1. Scale the fitness of each chromosome
binary bits between two selected points are swapped. In using Eq. (13).
the uniform crossover method, crossover positions are Step 2.2. Copy chromosomes with the best fit 10%
randomly selected and a binary bit at each selected to the new population.
point is swapped. Fig. 4 illustrates examples of these Step 2.3. The remaining offsprings can be gener-
three crossover methods. There is no simple way of ated by repeating the following steps until the new
choosing the best crossover method; the success or population is filled.
failure of a particular crossover method also depends Step 2.3a. Randomly select two parents with the
on the selection of the fitness function and control probability proportional to its corresponding
parameters. A simple mutation method is to randomly scaled fitness.
toggle the content of each binary bit position in a Step 2.3b. Generate a random number and if it
chromosome. As an example, if mutation occurring at is less than the crossover probability then gener-
the third bit position of the string 1001011 would give ate two offsprings via the crossover process,
1011011. otherwise apply the reproduction process.
218 T. Numnonda, U.D. Annakkage / Electric Power Systems Research 49 (1999) 211–220
Table 3
Supplier bidding data
Node x s1k p s1k x s2k p s2k x s3k p s3k x s4k p s4k x s5k p s5k x s6k p s6k x s7k p s7k
Step 2.3c. With the mutation probability, apply the parameters which were varied from the following list:
mutation process to the offspring. population size: 100, 200, 400
Step 2.4. Solve the load flow problem for all chromo- crossover probability: 0.5, 0.7, 0.9
somes and re-evaluate their fitness values using Eq. mutation probability: 0.01, 0.001
(12). crossover methods: two-point, uniform
Step 2.5. Perform a hill-climbing process on the best fit Each genetic algorithm was run 20 times and each
50% of the population. This can be done by perturbing run was carried out over 200 generations. The average
the real power or reactive power injection at a ran- final objective function value of all runs in each genetic
domly selected node of each chromosome. A modified algorithm is used as a measure of the algorithm’s
chromosome is accepted if there is an increase in fitness, performance. The genetic algorithms with the popula-
otherwise an old chromosome remains unchanged. tion size of 400 requires a computational time of ap-
proximately 20 times that of 200 population for the test
system. The results have shown that the uniform
crossover method performs better than the two point
5. Experimental results
crossover method. In addition, the genetic algorithms
Table 4
The genetic algorithm was implemented on a Pen- Consumer bidding data
tium-133 microcomputer using a C + + programming
language and it was applied to a test system with 17 Node Price
nodes and 26 lines shown in Fig. 5. The transmission
1.0 1.1 1.2 1.3 1.4 1.5 1.6 1.7
line data of the network are given in Table 1 and the
reactive power capacity limits are given in Table 2. The 1 0 4 19 31 23 7 0 0
supply and demands bids at each node are given in 2 4 33 133 195 124 33 6 0
Table 3 and Table 4, respectively. The real power 3 0 6 27 28 14 8 1 0
injection at a given node is maximum when all selling 4 0 9 35 35 34 7 0 0
5 0 5 12 11 12 2 1 0
bids are dispatched. Therefore the maximum possible 6 0 2 2 2 2 0 0 0
injection is equal to the total amount of power offered 7 0 1 6 11 6 0 0 0
by suppliers at that node. Similarly, the minimum 8 1 10 54 55 32 15 0 1
power injection (i.e. maximum negative injection) is 9 0 1 4 13 4 2 0 0
10 0 5 18 15 7 3 0 0
when no selling bids are dispatched and all buying bids 11 5 25 88 166 93 29 2 0
are dispatched. In this case, it is equal to the total 12 0 0 5 4 4 2 0 0
amount of power bid by the consumers. 13 0 17 57 97 54 12 1 2
One difficulty in using a genetic algorithm is the 14 0 3 14 18 11 1 1 0
15 10 40 176 257 187 45 5 0
selection of the control parameters and the crossover
16 2 9 63 79 49 14 0 0
methods. In this study, genetic algorithms were exe- 17 2 21 86 167 88 20 0 0
cuted with different combinations of the control
T. Numnonda, U.D. Annakkage / Electric Power Systems Research 49 (1999) 211–220 219
Table 6
Power flow results
Label pkl (MW) plk (MW) Label pkl (MW) plk (MW)
Table 7
Participants benefits and spot prices
Spot price Total benefit Participants’ benefit Lines’ benefit (x; kpk ) Spot price Participants’ benefit
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