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Om's PPT Main
Om's PPT Main
Dr. J. S Dhillon
(Professor)
Department of Electrical
and Instrumentation Engineering
Presented by:
Om Prakash
(PG/ICE/088209)
Validation ,
Analysis
Sensitivity analysis
Numerical
Verification
method
Computer implementation
Basic components:
An objective function expresses the main aim of the
model which is either to be minimized or maximized.
A set of unknowns or variables which control the value of
the objective function.
A set of constraints that allow the unknowns to take on
certain values but exclude others
Definition:
Find values of the variables that minimize or maximize the
objective function while satisfying the constraints.
The objective function is the mathematical function one wants
to maximize or minimize, subject to certain constraints. Many
optimization problems have a single objective function
Where,
– X is an n-dimensional vector called the design vector
– f(X) is called the objective function, and
– gi(X) and lj(X) are known as inequality and equality constraints,
respectively.
Optimization => Maximum of desired quantity, or =>
Minimum of undesired quantity
Objective Function = Formula to be optimized
= f(X)
Decision Variables = Variables about which we
. can make decisions
= x= X1 ,X2, X3 ………….
Xn
B
F(x) D
E
A C
• B and D are maxima X
• A, C and E are minima
By calculus:
If F(X) continuous, analytic
Primary conditions for maxima and minima:
∂F(X) / ∂Xi = 0 ∀i
(symbol means: “for all i”)
Secondary conditions:
∂²F(X) / ∂Xi² < 0 = > Max (B,D)
∂²F(X) / ∂Xi² > 0 = > Min (A,C,E)
These define whether point of no change in ‘f’ is a
maximum or a minimum
Involves the optimization of a process subject to constraints
Types
Equality Constraints -- some factors have to equal
constraints
Inequality Constraints -- some factors have to be less
or greater than the constraints (these are “upper” and
“lower” bounds)
To solve situations of increasing complexity,
(for example, those with equality, inequality constraints) …
Transform more difficult situation into one we
know how to deal with
“constrained” optimization to “unconstrained”
optimization
Traditional Methods
Fast, deterministic, give exact solutions
Limitations
Can only be applied to some set of problems.
Often too time-consuming to solve large real-world
problems Or get stuck on local optima.
The problem must be well-defined
Modern Heuristics:
Generally applicable, and give good approximate
solutions to complex problems in reasonable time
Limitations
Not determinstic (except Tabu Search)
Do not promise to find the optimal solution.
Examples : Simulated annealing, Tabu Search,
Evolutionary Algorithms (EAs) and Particle Swarms
There are several methods, which are implemented to solve
the optimization problems. Classification of these methods
are given below.
Optimization Algorithms
Swarm
A large number of small
animals or insects: “A
swarm of bees”
• Developed in 1995 by James
Kennedy and Russ Eberhart.
• It was inspired by social
behavior of bird flocking or fish
schooling.
• PSO applies the concept of
social interaction to problem
solving.
• Finds a global optimum.
• PSO is a robust stochastic
optimization technique based
on the movement and
intelligence of swarms.
• It uses a number of agents
(particles) that constitute a
swarm moving around in the
search space looking for the
best solution.
• Each particle is treated as a
point in a d-dimensional space
which adjusts its “flying”
according to its own flying
experience as well as the flying
experience of other particles.
• Each particle keeps track of its
coordinates in the solution space which
are associated with the best solution
(fitness) that has achieved so far by that
particle. This value is called personal
best , pbest.
• Another best value that is tracked by the
PSO is the best value obtained so far by
any particle in the neighborhood of that
particle. This value is called gbest.
• The basic concept of PSO lies in
accelerating each particle toward its pbest
and the gbest locations, with a random
weighted accelaration at each time step a
Process of PSO
• Initialize Swarm
• Move Swarm
• Calculate pbest and gbest
• Adjust Velocities
– Cognitive
– Social
• Convergence
The modification of the particle’s position can be
mathematically modeled according the following
equation :
•
Position update
No
If iteration < max. iterations Output global best and
f(X)
yes
Stop
Update position and velocity
min
fitness
x
max
y
min
fitness
x
max
y
min
fitness
x
max
y
min
fitness
x
max
y
min
fitness
x
max
y
min
fitness
x
max
y
min
fitness
x
max
y
min
fitness
x
My Project
OBJECTIVES
The objectives of my thesis are outlined below:
• To study the different test problem’s of optimization problem.
• To gain fundamental insight into the particle swarm
optimization (PSO) algorithm.
• To utilize the particle swarm optimization algorithm to solve
constrained, unconstrained optimization problem
• To implement the particle swarm optimization algorithm to
solve economic dispatch problem an application of power
system optimization.
APPROACH
In attaining each objective, a different approach is followed:
• Standard constrained and unconstrained optimization problem
are selected for study.
• A particle swarm optimization algorithm is developed and
solution of standard test optimization problems are verified.
• The particle swarm optimization algorithm is applied to solve
economic load dispatch problem.
UNCONSTRAINT OPTIMIZATION PROBLEM
where n is the dimension of the problem. The global minimizer is x ∗ = (0, . . . , 0) with
F (x∗) = 0.
where n is the dimension of the problem. The global minimizer is x ∗ = (0, . . . , 0) with
F (x∗) = 0.
Particle swarm optimization is used to find the control variables to minimize the
function. For each test problem swarm size is taken as 50, dimension is taken as 2
Fig. 4.2: Variation of function with respect to iteration for test problem 2
Fig. 4.3: Variation of function with respect to iteration for test problem 3
Fig. 4.4: Variation of function with respect to iteration for test problem 4
Fig. 4.5: Variation of function with respect to iteration for test problem 5
EQUALITY CONSTRAINTS OPTIMIZATION PROBLEM
x , x ) = x – x 2
= 0,
Subject to h 1( 2 2 1
-1< xi<1 (i = 1, 2)
X = [x1, x2]
Particle swarm optimization is used to find the control variables to minimize the
function. Swarm size is taken as 30, plenty parameter is set to 100 and error goal is
10-5 for this problem. The results obtained for different number of iteration .
Table 4.3: Result of equality constraint optimization problem
Fig. 4.6: Variation of function with respect to iterations for equality constraint problem
INEQUALITY CONSTRAINTS OPTIMIZATION PROBLEM
Maximize f ( ) = 170-14x1--22x2
Subject to g1 ( ) =20-4x1- x2 ≥ 0
g 2( ) = 73 –2x1 - 12x2 ≥ 0,
0 ≤ xi ≤ 6 (i =1, 2).
X = [x1, x2]T
Swarm size is taken as 200, plenty parameter is set to 100 and error goal
is 10-5 for this problem.
Table 4.4: Result of inequality constraint optimization problem
S. No Iteration x1 x2 f(X)
Fig. 4.7: Variation of function with respect to iteration for inequality constraint problem
ECONOMIC LOAD DISPATCH PROBLEM
The economic load dispatch problem can be described as an optimization (minimization) process with the
objective:
n
f ( X ) Fi ( xi )
i 1
Subject to:
Power balance constraints
n
PD x
i 1
i
Where
Fi (xi) is the fuel cost function of the ith unit
PD is the system load demand and
PL is the transmission loss.
ximin and xi max are the minimum and maximum power outputs of the i th unit.
F ( xi ) ai xi2 bi xi ci
A cost function is obtained based on the ripple curve for more accurate modeling which contains
higher order nonlinearity and discontinuity due to the valve point effect and should be refined by
a sine function. Therefore, the fuel cost function can be expressed as
n
F ( xi ) (ai xi2 bi xi ci ) ei sin( f i ( ximin xi ))
i 1
where
ai, bi , and ci are the fuel-cost coefficients of the ith unit.
ei and fi are the fuel cost-coefficients of the ith unit with valve-point effects.
3- GENERATORS
Table 4.5: Fuel-cost coefficients: 3-generators
number Xi
min
(MW) Xi
max
(MW) ai bi ci ei fi
1 25 8315.885
2 50 8316.604
3 75 8436.338
4 100 8234.867
5 125 8234.185
6 150 8234.867
Fig. 4.8: Variation of function with respect to number of iteration for 3-generator power system
13- GENERATORS
Table 4.7: Fuel-cost coefficients: 13-generators.
number ai bi ci ei fi
Xi (MW)
min
Xi
max
(MW)
1 50 18581.34
2 100 18655.89
3 150 18633.17
4 200 18574.99
5 250 18641.51
Fig. 4.9: Variation of cost with respect number of iteration for 13-generator power system
Advantage and disadvantage
Some advantages of the PSOA are :
• it is gradient-free,
• it is easy to parallelize
• simple concept
• easy implementation
• fast computation
• robust search ability