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AbstractIn order to optimize hydro power plants generator scheduling according to 24-h system demand, a parallel
self-adaptive differential evolution algorithm has been applied.
The proposed algorithm presents a novel approach to considering
the multi-population and utilization of the preselection step for
the improvements of the algorithms global search capabilities.
A preselection step with the best, middle, and worst populations
individuals establishes the new trial vectors. This algorithm has
been verified on two different models. The first one consists of
eight power plants with real parameters, and the second one
consists of four power plants, mostly used as a test model in
scientific papers. The main goal of the optimization process is to
satisfy system demand for 24 h with a decreased usage of water
quantity per electrical energy unit. The initial and final states of
the reservoirs must also be satisfied.
Index TermsAlgorithms, dispatching, hydroelectric power
generation, optimization methods, parallel algorithms.
NOMENCLATURE
Population size.
Number of parameters.
Parameters
Natural inflow to hydro plant in hour .
Required biological minimum flow of hydro plant
.
Difference factor.
Variables
Generation through algorithm steps.
Value of th vector.
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the goal is to reduce thermal cost by hydroelectric generation scheduling [1][7]. Power generation in todays market
conditions requires continuous rationalization and profit maximization. In this context, the motivation behind these works
was to optimize the operations of HPPs. Therefore, the main
goal is to satisfy the system demand with HPPs by optimal
generator scheduling in order to decrease water quantity per
produced electrical energy unit (WQPEU) and decrease or even
eliminate water spillage. In order to create an optimization
algorithm appropriate for real-world and practical applications,
respectively, and for use in hydro generating companies, the
algorithm should have fast convergence time with the ability
to satisfy 24-h system demand in respect to all operational
constrains and requirements.
The optimization of cascade HPP reservoirs scheduling,
where downstream plant operation depends on upper plants
operation in addition to a large solution space, is known as a
complex problem. Within the last 25 years, a wide range of optimization methods has been applied for solving this problem.
In order to achieve optimal production, several methods can
be implemented [7]. These can be generally classified into two
main groups: deterministic and heuristic methods. Deterministic methods generally arrive at the same final solution through
the same sequence of solutions, while heuristic methods can be
constructive (build a solution piece by piece) or improving (take
a solution and alter it to find a better solution). Deterministic
methods include Lagrangian relaxation [8][10] and Benders
decomposition-based methods [7], mixed-integer programming
[11], [12], dynamic programming [13], [14] and sequential
quadratic programming (SQP) [15], [16]. In [15], by means of
the Lagrangian relaxation, with the hydro scheduling problem
split into a sequence of smaller and easier to solve subproblems
and afterwards, the nonlinear problem is successfully solved
by using the SQP method. The impact of combining the SQP
method with an evolutionary algorithm in the process of determining the optimal daily self-scheduling is shown in [16].
Particle swarm optimization (PSO) [1], [17], Genetic algorithms [18][20], evolutionary programming [21], and
differential evolution algorithms [4], [5], [22][28] are classified as heuristics methods. The differential evolution (DE)
algorithm [22] is an efficient and robust global optimization
algorithm, and therefore it has been selected in this paper as an
appropriate optimization technique. Short-term optimization
using DE [23] has been used on four cascade HPPs, where the
best objective value has been reached after 2000 generations.
The authors in [23] highlighted the difficulty of setting the adequate control parameters and therefore applied the chaos theory
[26] in order to improve the performance of the algorithm. The
modified DE presented in [5] includes a penalty factor during
the objective function evaluation, which preserves the satisfied
final reservoirs levels of four cascade HPPs. In order to find
optimal system cost and emission, the algorithm [5] was first
tested on four cascade HPPs and one equivalent thermal plant
and on the four cascade HPPs and three thermal plants. In
[24], the authors combined the advantages of the two modified
DE algorithms, where the grouping and shuffling operation is
carried out over the population periodically. The goal of this
approach was to find the best reservoir scheduling of two HPPs,
but without satisfying the final states of the reservoirs.
GLOTI et al.: PARALLEL SELF-ADAPTIVE DIFFERENTIAL EVOLUTION ALGORITHM FOR SOLVING SHORT-TERM HYDRO SCHEDULING PROBLEM
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(9)
where
represents the hydropower generation
coefficients. The input data and coefficients for Model I were
obtained from the company Dravske elektrarne Maribor and
HSE Group, respectively. The input data and coefficients for
Model II can be found in [2] and [5].
Fig. 1. (a) Model I with eight HPPs. (b) Model II with four HPPs.
The last two HPPs in Model I are canal-based types where the
flow merges with the riverbed flow at the end of the canal. For
the old riverbed flow, time delay to the downstream plant must
be considered. These last two HPPs also have the required biological minimum flow which must always be provided to the
riverbed and it is different for winter and summer time. Therefore, the total inflow of the last HPPs in Model I is
(2)
is the time delay from entry of old riverbed to the
where
downstream HPP and
is the water flow through the old
riverbed, which is usually used at a time when the reservoir 6
is on the maximum storage level and the water discharge from
HPP 6 has already reached the maximum allowed discharge.
The total inflow for last two HPPs in Model II consist of the
sum of upstream HPPs discharges as
(10)
(3)
(4)
The inflow water in both models can be used for charging reservoirs up to the maximal reservoirs volume
or used in
combination with the flow gained from discharging reservoirs,
where
is the set of hydro discharges of the th HPP which
contains randomly chosen values
. The
initial population is distributed on CPU cores as shown in Fig. 3.
The mutation and crossover step is run on each core, and the
new trial members are created by using self-adaptive parame. Each th place in population contains water
ters
and
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if
elseif
Fig. 3. HPP model integration into PSADE algorithm.
otherwise
(11)
discharges for all HPPs. The discharges for each -th HPP are
collected and used as input data of th HPP.
The generator output of the th HPP in hour is calculated as
in (9); afterwards, the evaluation step is followed. The step-bystep procedure of the evaluation step is shown in Fig. 4.
When the evaluation step is finished by all cores, the trial population is collected and sorted according to the members objective values, from minimum to maximum. The new trial population is formed by the proposed BmW strategy which is described
below. Afterwards, each trial member from trial population is
elseif
otherwise
(12)
where
,
,
, and
,
are randomly generated
GLOTI et al.: PARALLEL SELF-ADAPTIVE DIFFERENTIAL EVOLUTION ALGORITHM FOR SOLVING SHORT-TERM HYDRO SCHEDULING PROBLEM
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is the
.
Fig. 5. Impact of (a) the sensitivity of equation depends on (b) demand and
production.
the weight
is set low (sets 17 in Fig. 6(b)), the priority to
the largest mismatch of the system demand is decreased and
therefore the average mismatch is adequately larger. The best
agreement is achieved when both weights are set to 0.5 [set 10
in Fig. 6(b)].
The second objective in
(13)
(14)
(17)
(15)
(16)
is the hydro
where is the sensitivity of the equation, and
scheduling time step and the basic time interval, respectively.
The sensitivity of the equation has an impact on the function
value in (14), as shown in Fig. 5(a), where the system demand
through 100-h period has been set to 10 MWh and the production set to increase from 0 to 10 MWh with 0.1 MWh step
through a 100-h period as shown in Fig. 5(b). It is obvious that
bigger equation sensitivities have higher and faster impacts
on those parts, where the differences between system demand
and production are smaller. The authors set the sensitivity of
equation and time-step
to value 1. The mismatch between
system demand and production for each hour is calculated by
using (14). The larger mismatch on time interval [1, ] is obtained by using (15) and then the obtained value is used in (16).
This helps the objective function not just to follow the average
mismatch value, but also to follow the higher mismatch. The
and
are weights and both have been set as 0.5 to ensure balance between the largest mismatch of system demand founded
in hour and the average mismatch value for time interval, with
the exception of hour .
and
(example: set 1 in
The impact of weights set
Fig. 6(a) is
and
) on the final agreement between system demand and production obtained by the
PSADE and applied to Model II is shown in Fig. 6(b). When
evaluates the water quantity used per produced electrical energy, which means that the total water discharge obtained by
HPPs units is divided by the total produced energy. Because the
second objective is normalized between 0 and 1, the total maximal energy of th HPP unit is divided by the total maximal energy of th HPP unit and used in (17). The third objective shown
in
(18)
is complementary to the second objective and it evaluates the
water spillage. The restriction (6) can be integrated directly
within the mathematical model by cutting the parameters with
values outside the allowed boundaries or it can be considered
through objective function (22) by using correction factor
for the objective function, as calculated in
(19)
(20)
(21)
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and
to (b) final agreement between the system demand and the production, averaged over ten independent
After the population is collected and sorted, the new trial popis created by the proposed BmW strategy. The trial
ulation
population has the original size of the initial population and it
consists of
best,
middle, and
worst
and
are
vectors from the temporary population. The ,
user-selected weights. Their selection influences the algorithms
global search capability, as shown in Section IV.
E. Selection
In the selection step, vectors from the new trial population
are compared with the target (parent) vectors. When the trial
vector has a lower objective value compared to its parent it replaces one, otherwise the parent retains its position in the population. After the selection step is finished and the stopping criterion has not been met, the obtained population is forwarded
to the CPU cores. The process repeats all steps shown in Fig. 2
and Fig. 8 until the stopping criteria is met.
IV. SIMULATION AND RESULTS
The proposed PSADE was implemented in MATLAB environment using an Intel Core i7 3.5-GHz and 32-GB RAM
GLOTI et al.: PARALLEL SELF-ADAPTIVE DIFFERENTIAL EVOLUTION ALGORITHM FOR SOLVING SHORT-TERM HYDRO SCHEDULING PROBLEM
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TABLE I
RESULTS OBTAINED BY DIFFERENT METHODS FOR MODEL I IN COMPARISON WITH REAL DATA FROM SCADA
Fig. 9. Final agreement between the system demand and the production obtained by different optimization methods and applied to Model I.
TABLE II
OPTIMAL HYDRO SCHEDULING OBTAINED WITH PSADE FOR MODEL I
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TABLE III
EXPERIMENTAL RESULTS, AVERAGED OVER TEN INDEPENDENT RUNS OF PROPOSED PSADE
WITH DIFFERENT SETS OF WEIGHTS FOR THE BMW SELECTION STEP FOR MODEL I
Fig. 10. Objective function values through generations obtained with the proposed PSADE algorithm and different control parameters (Model I) (
,
,
,
).
impact on the algorithms capabilities of reaching global solutions. Therefore the different sets of weights have been tested
and the results are shown in Table III. The best objective function value during the tests were obtained by weight sets
,
and
, and population size
.
By using these settings for Model I the result of the optimization
process satisfied system demand with more than 4.2
of the water in reservoirs saved in comparison with the manual
operation of the dispatching personnel. According to the average water quantity used per produced electrical energy unit,
the saved water quantity is equivalent to 176.2 MWh of energy.
The disagreement between production according to PSADE algorithm and demand from SCADA was negligible. The performance of the PSADE algorithm with the self-adaptive parameters (11) and (12) in comparison with the self-adaptive parameters from [25] and the set of various fixed control parameters
are shown in Fig. 10.
In order to verify the proposed method for parallelizing the
DE algorithm, the comparison between the proposed algorithm
PSADE and the other three methods from [30][32] are shown
in Fig. 11. The constant denotes migration rate, which determines how many of the best individuals from one sub-population will replace the same number of the worst individuals from
other subpopulations.
The constant defines the migration interval which denotes
that trough each generation, migration will be set up. Other two
Fig. 11. Objective function values through generations obtained with the proposed PSADE algorithm and different parallelization types (Model I).
TABLE IV
RESULTS OBTAINED BY DIFFERENT METHODS FOR MODEL II
COMPARISON WITH DATA FROM [5]
IN
GLOTI et al.: PARALLEL SELF-ADAPTIVE DIFFERENTIAL EVOLUTION ALGORITHM FOR SOLVING SHORT-TERM HYDRO SCHEDULING PROBLEM
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TABLE V
OPTIMAL SCHEDULING OBTAINED WITH PSADE FOR MODEL II
TABLE VI
HYDRO STORAGE VOLUMES FOR MODEL II OBTAINED WITH OPTIMAL SCHEDULING,
TOTAL HYDRO GENERATION, SYSTEM DEMAND FROM [5] AND DEVIATION IN %
Deviation between total hydro generation obtained by PSADE and system demand [5]
Fig. 12. Objective function values through generations with different control
,
parameter of the proposed PSADE implemented on Model II (
,
,
).
final reservoir levels from [5] are also satisfied and shown in
Table VI. To optimize the hydro scheduling for Model II the
PSADE algorithm has also been applied. The comparison of
results obtained for different methods for setting the algorithms
control parameters is shown in Fig. 12. The comparisons of
different methods for parallelization [30][32] are shown in
Fig. 14. The maximum generation number for Model II was set
at 1200. The best objective function value was obtained with
weights set
,
and
, and
.
The weight selection impact for the novel BmW strategy is
shown in Table VII.
The classic DE control parameters for both models were set
,
,
, and strategy to DE/rand/1.
to:
The SQP method for both models has been used with MATLAB
Optimization Toolkit by default settings, where the different
random initial points have been used, and the best obtained optimization result for Model II is shown in Table IV. Comparison
of the final agreement between each the system demand and the
production obtained by PSADE, classic DE and SQP is shown
in Fig. 13, separately for each individual hour. The associated
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Fig. 13. Final agreement between the system demand and the production obtained by different optimization methods and applied to Model II.
TABLE VII
EXPERIMENTAL RESULTS, AVERAGED OVER TEN INDEPENDENT RUNS OF THE PROPOSED PSADE ALGORITHM
WITH DIFFERENT SETS OF WEIGHTS FOR THE BMW SELECTION STEP FOR MODEL II
Fig. 14. Objective function values through generations for different parallelization of PSADE and DE algorithm implemented on Model II.
reservoirs volumes at optimal hydro scheduling and the disagreements between total hydro energy production and system
demand in [5] are shown in Table VI.
V. CONCLUSION
The main goal of this research was to modify the standard
DE algorithm in order to improve its performance when applied to solve short-term hydropower scheduling optimization
GLOTI et al.: PARALLEL SELF-ADAPTIVE DIFFERENTIAL EVOLUTION ALGORITHM FOR SOLVING SHORT-TERM HYDRO SCHEDULING PROBLEM
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