Applied Soft Computing 11 (2011) 12951302

Contents lists available at ScienceDirect

Applied Soft Computing

journal homepage: www.elsevier.com/locate/asoc

Short-term combined economic emission scheduling of hydrothermal systems

with cascaded reservoirs using particle swarm optimization technique
K.K. Mandal , N. Chakraborty
Jadavpur University, Department of Power Engineering, Kolkata 700098, India

a r t i c l e

i n f o

Article history:
Received 25 January 2008
Received in revised form 5 March 2010
Accepted 14 March 2010
Available online 19 March 2010
Keywords:
Combined economic emission scheduling
(CEES)
Particle swarm optimization (PSO)
Hydrothermal Systems
Cascaded reservoirs

a b s t r a c t
This paper develops an efcient and reliable particle swarm optimization (PSO) based algorithm for
solving combined economic emission scheduling of hydrothermal systems with cascaded reservoirs. A
multi-chain cascaded hydrothermal system with non-linear relationship between water discharge rate,
power generation and net head is considered in this paper. The water transport delay between connected
reservoirs is also considered. The problem is formulated considering both cost and emission as competing
objectives. Combined economic emission scheduling (CEES) is a bi-objective problem. A price penalty
factor approach is utilized here to convert this bi-objective CEES problem into a single objective one.
The effect of valve-point loading is also taken into account in the present problem formulation. The
feasibility of the proposed method is demonstrated on a sample test system consisting of four cascaded
hydro units and three thermal units. The results of the proposed technique based on PSO are compared
with other evolutionary programming method. It is found that the results obtained by the proposed
technique are superior in terms of fuel cost, emission output etc. It is also observed that the computation
time is considerably reduced by the proposed technique based on PSO.
2010 Elsevier B.V. All rights reserved.

1. Introduction
Optimum scheduling of hydrothermal systems is of great importance to electric utility systems. The generation scheduling problem
consists of determining optimum operation strategy for allocation
of generations to different units so as to minimize the total operational cost subjected to a variety of constraints. The operational
cost of hydroelectric plants is insignicant. Thus, the problem of
minimizing the operational cost of a hydrothermal system reduces
to minimizing the fuel cost of thermal plants subjected to variety
of constraints of hydraulic and power system network. The limited energy storage capability of water reservoirs and the stochastic
nature of availability of water make the solution more difcult for
hydrothermal systems compared to pure thermal systems. Due to
increasing concern over the environmental considerations, society
demands adequate and secure electricity not only at the cheapest possible price, but also at minimum level of emission and
it has become almost compulsory for electric utilities to reduce
the emission level below certain limit. The thermal units produce harmful emission that must be minimized simultaneously
along with economic generation for the environmental consideration. Beside other methods, the harmful effects of the emission

Corresponding author. Tel.: +91 33 23355813; fax: +91 33 23357254.

E-mail address: kkm567@yahoo.co.in (K.K. Mandal).
1568-4946/$ see front matter 2010 Elsevier B.V. All rights reserved.
doi:10.1016/j.asoc.2010.03.006

of gaseous pollutants from thermal units can also be reduced by

proper load allocation among the various generating units. This
may lead to an increase in generation cost. So a revised power dispatch program is required that considers both the generation cost
and emission as the objectives. One of the major complications
in the above considerations is that the cost and emission functions are of conicting nature. In other words, minimizing pollution
increases cost and vice versa.
Emissions in power dispatch problems have been included
either in objective function or treated as additional constraints
by many research groups. Many methods to reduce the emissions
have been proposed and discussed [13] by several researchers.
Some of the important soft computing methods that are utilized
for solving this problem are; improved back-propagation neural
network methodology [4], evolutionary algorithm based multiobjective technique [5], evolutionary programming technique [6],
fuzzy satisfaction maximizing decision approach [7], Hopeld neural network methodology [8] and genetic algorithm procedures [9]
etc.
The generation scheduling problem of hydrothermal systems
has been the subject of intensive research work for several decades.
Several researchers have used many methods to solve this difcult
optimization problem. Some of these solution methods are decomposition techniques [10], dynamic programming approach [11] and
non-linear network ow technique [12]. In recent times optimal
hydrothermal scheduling problems have been solved by different

1296

K.K. Mandal, N. Chakraborty / Applied Soft Computing 11 (2011) 12951302

2. Problem formulation
Nomenclature
asi , bsi , csi , esi , fsi cost curve coefcients of ith thermal unit
C1j , C2j , C3j , C4j , C5j , C6j power generation coefcients of jth
hydro unit
Ihjt
inow rate of jth reservoir at time t
number of thermal generating units
Ns
Nh
number of hydro generating units
Psit
output power of ith thermal unit at time t
Psimin , Psimax lower and upper generation limits for ith thermal
unit
PDt
load demand at time t
Phjt
output power of jth hydro unit at time t
min , P max lower and upper generation limits for jth hydro
Phj
hj
unit
Qhjt
water discharge rate of jth reservoir at time t
min , Q max minimum and maximum water discharge rate of
Qhj
hj
jth reservoir
Ruj
number of upstream units directly above jth hydro
plant
spillage of jth reservoir at time t
Shjt
Vhjt
storage volume of jth reservoir at time t
min , V max minimum and maximum storage volume of jth
Vhj
hj
reservoir
Greek letter
 mj
water transport delay from reservoir m to j

heuristic techniques such as genetic algorithm [1315], simulated

annealing [16], evolutionary programming [17] and evolutionary
strategy [18]. Multi-objective short-term hydrothermal scheduling problems have also been solved by many heuristic techniques
such as fuzzy decision-making methodology [19], fuzzy satisfying
evolutionary programming [20] and methods based on heuristic
search technique [21] etc.
Particle swarm optimization (PSO) is one of the modern heuristic algorithms and has gained lots of attention in various power
system optimization problems. The PSO technique has been applied
to various elds of power system optimization such as reactive power control [22], economic dispatch [23,24], hydrothermal
scheduling [25] etc. But the performance of PSO on short-term
combined economic emission scheduling (CEES) of hydrothermal
systems has not yet been reported by any group. In this paper, an
efcient and reliable PSO based optimization technique is proposed
for solving short-term combined economic emission scheduling
of cascaded hydrothermal systems considering several equality
and non-equality constraints on thermal as well as hydroelectric
plants. The main constraints included are the cascaded nature of
the hydraulic network, the time coupling effect of the hydro sub
problem where the water inow of an earlier time interval affects
the discharge capability at a later period of time, the varying hourly
reservoir inows, the physical limitations on the reservoir storage
and turbine ow rate, the varying system load demand and the
loading limits of both thermal and hydro plants. The effect of valvepoint loading of the thermal units is also included in the problem
formulation. The effectiveness of the proposed technique is tested
on a sample test system comprising of four cascaded hydro units
and three thermal units. It is observed that the proposed technique based on PSO performs effectively in comparison to other
population-based heuristic techniques. A comparison with fuzzy
satisfying evolutionary programming [20] is presented here which
shows PSO could provide quite encouraging results.

Short-term combined economic emission scheduling of

hydrothermal systems involves the optimization of a problem
with non-linear objective functions subject to a mixture of linear
and non-linear constraints. As the fuel cost of hydroelectric plants
is insignicant in comparison with that of thermal power plants,
the objective is to minimize the fuel cost and as well as the
emission of thermal units, while making use of the availability of
hydro-resources as much as possible.
2.1. Economic scheduling
The pure economic load-scheduling (ELS) problem is one of the
major problems in hydrothermal systems operation and planning.
The classical ELS problem may be described by minimizing the total
fuel cost of the thermal units under several operating constraints.
For a given hydrothermal system, the problem may be described
as optimization (minimization) of total fuel cost as dened by (1)
under a set of operating constraints:
2.1.1. Minimize
F(Psit ) =

Ns
T 


[fit (Psit )]

(1)

t=1 i=1

where F(Psit ) is the total fuel cost, T is the total number of time
interval for the scheduling horizon, Ns is the total number of thermal generating unit, Psit is the power generation of ith thermal
generating unit at time t and fit (Psit ) is the fuel cost function.
Conventionally, the fuel cost curve for any thermal generating
unit can be represented by segments of quadratic functions of the
active power output of the generator. So fit (Psit ) can be dened by
(2) as:
2
fit (Psit ) = asi + bsi Psit + csi Psit

(2)

where asi , bsi , csi are fuel cost coefcients of the ith thermal generating unit
However, for more practical and accurate modeling of fuel
cost function, the above expression needs to be modied suitably.
Modern thermal power plants consist of generating units having
multi-valve steam turbines in order to incorporate exible operational facilities. The generating units with multi-valve turbines
have very different cost curve compared with that dened by (2).
The effect of valve-point effect loading may be considered by adding
a sinusoidal function to the quadratic cost function described above.
Hence, the function described by (2) is revised as follows:

2
fitv (Psit ) = asi + bsi Psit + csi Psit
+ esi sin{fsi (Psimin PPsit )}

(3)

where fitv (Psit ) is the fuel cost function of thermal units including

the valve-point loading effect and esi , fsi are fuel cost coefcients of
the ith thermal generating unit reecting the valve-point effect.
2.2. Emission scheduling

The solution of pure economic load-scheduling problem will

give the amount of active power to be generated by different units
at a minimum fuel cost for each time interval during the entire
scheduling period. But the amount of emission or emission cost
is not considered in the above pure ELS problem. The amount of
emission from a fossil-based thermal generator unit depends on
the amount of power generated by the unit as well as the condition
of the unit. The emission generated can be expressed as a sum of a
quadratic and an exponential function [5]. The economic emissionscheduling (EES) problem can be described as the optimization

K.K. Mandal, N. Chakraborty / Applied Soft Computing 11 (2011) 12951302

(minimization) of total amount of emission release dened by (4)

as:
E(Psit ) =

Ns
T 


2
[si + si Psit + si Psit
+ si exp(si Psit )]

(4)

t=1 i=1

where E(Psit ) is total amount of emission and si , si ,  si , si , si are

the emission coefcients of the ith unit.
2.3. Combined economic and emission dispatch
The economic load scheduling and emission scheduling are two
different problems. Emission scheduling can be included in conventional economic load scheduling by the addition of emission
cost to the normal load scheduling cost. The bi-objective problem of combined economic emission scheduling can be converted
into a single objective optimization problem by introducing a price
penalty factor ht [4] as follows:

(5)

where TC is the total operational cost of the system and ht is the

price penalty factor during time t.
Now, for a trade off between fuel cost and emission cost (5) can
be revised as (6) follows:
2.3.2. Minimize
TC = w1 F(Psit ) + w2 ht E(Psit )

(6)

where w1 and w2 are the weight factors. For pure economic

load scheduling w1 = 1 and w2 = 0; for pure economic emission
scheduling w1 = 0 and w2 = 1 while w1 = w2 = 1 yields results for
combined economic emission scheduling.
The price penalty factor ht can be found out by a practical
method as discussed in [4]. The following steps can be used to nd
out the price penalty factor for a particular load during each time
interval over the entire scheduling period.
(1) Find out the average cost of each generator at maximum power
output.
(2) Find out the average emission of each generator at its maximum
output.
(3) Divide the average cost of each generator by its average emission and thus hit is given as:
E(Psimax )/(Psimax )

= hit

entire scheduling period

Ns

i=1

Psit +

Nh


Phjt PDt PLt = 0

(8)

j=1

where Phjt is the power generation of jth hydro generating unit at

time t, PDt is power demand at time t and PLt is total transmission
loss at the corresponding time. In this work the power loss is not
considered for simplicity. However, it may be calculated by using
B-loss matrix directly.
The hydropower generation is a function of water discharge rate
and reservoir storage volume, which can be described by (9) as
follows:
2
2
Phjt = C1j Vhjt
+ C2j Qhjt
+ C3j Vhjt Qhjt + C4j Vhjt + C5j Qhjt + C6j

(9)

where C1j , C2j , C3j , C4j , C5j , C6j are power generation coefcients of
jth hydro generating unit, Vhjt is the storage volume of jth reservoir
at time t and Qhjt is water discharge rate of jth reservoir at time t.
2.3.2.2. Power generation limit.

2.3.1. Minimize
TC = F(Psit ) + ht E(Psit )

F(Psimax )/(Psimax )

1297

$/lb

Psimin Psit Psimax

(10)

min
max
Phjt Phj
Phj

(11)

where Psimin and Psimax are the minimum and maximum power

min and P max are the

generation by ith thermal generating unit, Phj
hj
minimum and maximum power generation by the jth hydro generating unit respectively.

2.3.2.3. Water dynamic balance.

Vhjt = Vhj,t1 + Ihjt Qhjt Shjt +

Ruj


(Qhm,tmj + Shm,tmj )

(12)

m=1

where Ihjt is natural inow of jth hydro reservoir at time t, Shjt is

spillage discharge rate of jth hydro generating unit at time t,  mj
is the water transport delay from reservoir m to j and Ruj is the
number of upstream hydro generating plants immediately above
the jth reservoir.
2.3.2.4. Reservoir storage volume limit.
min
max
Vhjt Vhj
Vhj

(13)

min , V max are the minimum and maximum storage volume

where Vhj
hj
of jth reservoir.

(7)

(1) Arrange the values of price penalty factor in ascending order.

max ) one at a time
(2) Add the maximum capacity of each unit
si
 (P
max
starting from the smallest hit unit until
Psi PDt is realized.
(3) At this stage, hit associated with last unit in the process is the
price penalty factor ht for the given load during the time t.
From the above description, it is clear that the value of the price
penalty factor ht is dependent on the total power demand during
each time interval and hence it will have different values for different power demand. It is also important to note that the value of
the price penalty factor ht will be the same for ELS, EES and CEES as
long as the power demand is the same.
The above objective function described by (6) is to be minimized
subject to a variety of constraints as follows:
2.3.2.1. Active power balance. The total power generated must balance the power demand plus losses, at each time interval over the

2.3.2.5. Water discharge rate limit.

min
max
Qhjt Qhj
Qhj

(14)

min and Q max are the minimum and maximum water diswhere Qhj
hj
charge rate of the jth reservoir respectively.
Now incorporating these constraints, combined economic
emission-scheduling problem of the hydrothermal system can be
solved using the proposed algorithm based on particle swarm optimization technique.

3. Particle swarm optimization

The particle swarm optimization is one of the recent developments in the category of heuristic optimization technique. The
method is based on the backgrounds of articial life and is inspired
by the natural phenomenon of sh schooling or bird ocking.
Kennedy and Eberhart [26] originally developed the PSO concept based on the behavior of individuals (i.e. particles or agents)

1298

K.K. Mandal, N. Chakraborty / Applied Soft Computing 11 (2011) 12951302

Table 1
Hourly load demand.
Hour

PD (MW)

Hour

PD (MW)

Hour

PD (MW)

1
2
3
4
5
6
7
8

750
780
700
650
670
800
950
1010

9
10
11
12
13
14
15
16

1090
1080
1100
1150
1110
1030
1010
1060

17
18
19
20
21
22
23
24

1050
1120
1070
1050
910
860
850
800

the basis of a summated inuence of each particles present velocity, distance of the particle from its own best performance achieved
so far during the search process and the distance of the particle from
the leading particle, i.e. the particle which at present is globally the
best particle producing till now the best performance i.e. minimum
of the objective function achieved so far.
Let in a physical d-dimensional search space, the position and
velocity of the ith particle (i.e. ith individual in the population
of particles) be represented as the vectors Xi = (xi1 , xi2 , . . . , xid )
and Vi = (vi1 , vi2 , . . . , vid ) respectively. The previous best position of the ith particle is recorded and represented as pbesti =
(pbesti1 , pbesti2 , ...., pbestid ). The index of the best particle among
all the particles in the group is represented by the gbestd . The modied velocity and position of each particle can be calculated using
the current velocity and the distance from pbestid to gbestd as shown
in the following formulas:

Fig. 1. Hydraulic system network.

of a swarm or group. PSO, as an optimization tool, provides a

population-based search procedure in which individuals called
agents or particles change their position with time. In a PSO algorithm, the particles y around the multidimensional search space in
order to nd the optimum solution. Each particle adjusts its position
according to its own experience and the experience of neighboring
particle. PSO is basically based on the fact that in quest of reaching
the optimum solution in a multidimensional space, a population of
particles is created whose present coordinate (position) determines
the objective function to be minimized. After each iteration the new
velocity and hence the new position of each particle is updated on

k+1
k + c rand( )
Vid
= w Vid
1
k ) + c rand( ) (gbest X k )
(pbestid Xid
2
d
id

i = 1, 2, . . . , Np ,

(15)

d = 1, 2, . . . , Ng

where: Np : number of particles in a swarm or group; Ng : numk : velocity of individual

ber of members or elements in a particle; Vid
i at iteration k; w: weight parameter or swarm inertia; c1 , c2 : acceleration constant; rand( ): uniform random value in the range [0 1];
k : position of individual i at iteration k;
Xid

Table 2
Hydrothermal generation (MW) for pure economic load scheduling (ELS) (w1 = 1 and w2 = 0).
Hour

Ph1

Ph2

Ph3

Ph4

Ps1

Ps2

Ps3

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24

74.3646
81.7202
94.2077
88.4222
79.3886
59.8509
91.2318
65.1266
65.6486
96.8762
97.3842
92.0700
93.5797
74.7631
58.8737
83.8202
62.8905
96.3006
92.6579
58.0271
80.5654
77.4824
84.1830
56.5055

51.7113
87.2371
51.9381
73.3031
65.1279
51.3167
82.7106
81.9009
71.9949
57.9604
65.9984
57.9864
60.5004
23.6494
48.5593
33.6748
42.0218
35.0104
38.0312
19.2307
40.4909
45.6399
20.3328
44.0510

0.0000
0.0000
48.9058
49.6129
29.6830
49.2407
57.0404
34.5824
12.5990
28.6177
40.6402
30.5624
42.0569
24.0324
56.6244
39.7803
0.0000
58.7275
36.1945
31.7349
48.1626
40.2068
59.9873
60.6322

156.5540
246.8776
207.0780
148.0105
194.6124
154.6876
355.9539
195.2661
218.1911
255.3471
172.1069
227.2464
272.8220
270.0450
211.7773
329.0842
298.8613
330.1295
204.2311
325.6474
285.1566
331.9240
300.4328
349.2662

102.0764
95.1026
27.8012
20.0000
31.4522
125.0840
20.0000
101.2785
102.5335
21.2761
104.4371
126.9265
21.8486
107.2591
105.3227
21.8726
112.0618
171.9745
175.0000
175.0000
20.0000
20.0000
39.1397
20.0000

133.4035
40.0000
40.0000
40.0000
40.0000
40.0000
293.0633
211.948
300.0000
300.0000
300.0000
297.0804
300.0000
300.0000
300.0000
233.5281
125.1748
288.6604
294.3089
300.0000
295.2462
294.7469
295.9244
40.0000

231.8901
229.0625
230.0691
230.6513
229.7358
319.8201
50.0000
319.8975
319.0329
319.9224
319.4331
318.1279
319.1925
230.2509
228.8425
318.2398
408.9897
139.1971
229.5764
140.3599
140.3783
50.0000
50.0000
229.5451

K.K. Mandal, N. Chakraborty / Applied Soft Computing 11 (2011) 12951302

Table 3
Hourly plant discharge (104 m3 ) for pure economic load scheduling (ELS) (w1 = 1
and w2 = 0).
Hour

Qh1

Qh2

Qh3

Qh4

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24

7.8807
9.0109
11.9404
10.7304
9.0713
6.1778
5.0736
6.7355
6.7158
13.2824
14.5020
12.1284
13.3036
8.4307
5.9100
9.5377
6.2381
12.5090
11.8769
5.8412
12.6785
11.7702
11.3081
6.1591

6.3882
13.7918
6.8056
10.4429
8.9529
6.7305
10.6412
14.9705
13.2874
10.3772
13.1768
11.6765
13.9924
6.3358
10.8154
7.9125
9.4028
8.5823
9.7786
6.6391
10.7728
13.2122
7.6212
14.8134

29.5050
27.3533
12.5315
10.7213
22.0098
17.1235
18.3736
21.4043
24.5265
21.5775
19.0935
21.8842
19.8600
23.8385
16.2612
21.8157
27.2793
14.1225
21.9772
22.8366
15.0469
18.8466
12.4204
15.5002

7.9085
18.6329
15.5567
10.5746
13.1862
7.9250
14.3677
11.4689
12.7018
16.5348
8.0464
11.7862
15.3023
14.4223
8.9825
19.8526
16.0204
19.0800
7.6826
17.4814
12.9520
17.3853
14.0293
18.4465

regions before being tugged back. On the other hand, high values
result in abrupt movement crossing target regions.
4. Development of the proposed algorithm
In this section, an algorithm based on PSO is described to
obtain quality solutions for CEES problems for the practical or
near practical hydrothermal systems with cascaded reservoirs. For
any population-based evolutionary algorithm like PSO, the representation of individuals and their elements is very important.
For the present problem, the position of each particle (i.e. each
individual in the population of particles) is composed of a set
of elements and for the present problem it is the discharge rate
of each hydro plant and the power generated by each thermal
unit. The algorithm starts with the initialization process. Let P (0) =
(0)
(0)
(0)
(0)
[X1 , X2 , . . . Xk , . . . , XN ] be the initial population of Np number
P
of particles. For a system with Nh number of hydro units and Ns
number of thermal units, position of kth individual of a population
is initialized randomly satisfying the constraints dened by (14)
and (10) and can be represented by
(0)

Xk

(0)

The updated velocity can be used to change the position of each

particle in the swarm as depicted in (16) as:
(16)

Suitable selection of inertia weight w provides a balance

between global and local explorations, thus requiring less iteration on average to nd a sufciently optimal solution. In general,
the inertia weight w is set according to the following equation:
w = wmax

wmax wmin
iter
itermax

(17)

where itermax is the maximum number of iterations and iter is the

current number of iterations.
The constants c1 and c2 represent the weighting of the stochastic
acceleration terms that pull each particle towards the pbest and
gbest positions. Low values allow particle to roam far from the target

(0)

(0)

(0)

(0)

(0)

(0) T

(0)

= [Qh1 , Qh2 , . . . . . . Qhj , . . . . . . , QhN , Ps1 , Ps2 , . . . . . . Psi , . . . . . . , PsN ]

s

with
(0)

k+1
k+1
k
= Xid
+ Vid
Xid

1299

(0)

(0)

(0)

(0)

(0) T

(0)

Qhj = [Qhj1 , Qhj2 , . . . Qhjt , . . . QhjT ]

(18)
(0)

Psi =

and

(0) T

(0)

[Psi1 , Psi2 , . . . , Psit , . . . , PsiT ] .

(0)

(0)

The elements Qhjt and Psit are the discharge rate of the jth
hydro plant and the power output of the ith thermal unit at time
(0)
(0)
t. The range of the elements Qhjt and Psit must satisfy the water
discharge rate and the thermal generating capacity constraints as
depicted in Eqs. (14) and (10) respectively. Assuming the spillage
in Eq. (12) to be zero for simplicity, the water discharge rate of
the jth hydro plant in the dependent interval is then calculated
using (12) to meet exactly the restrictions on the initial and nal
reservoir storage. The dependent water discharge rate must satisfy
the constraints in Eq. (14). At the same time, to meet exactly the
power balance constraints, the thermal generation of the dependent thermal generating unit is calculated using (8). Thus, the
initial generation is checked against all the constraints. If the constraints are satised then movement towards the next step is
undertaken. The above scheme always generates individuals sat-

Table 4
Hydrothermal generation (MW) for economic emission scheduling (EES) (w1 = 0 and w2 = 1).
Hour

Ph1

Ph2

Ph3

Ph4

Ps1

Ps2

Ps3

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24

70.1324
97.3026
90.3135
62.1599
65.7978
58.6863
91.0549
93.9804
90.8687
59.6872
71.0574
87.2328
54.0551
80.1544
70.1884
99.2123
102.6029
97.6959
81.1155
66.3300
96.2711
96.0962
68.7537
85.8266

85.5638
70.8531
63.3081
68.7620
53.7083
46.4092
74.5669
62.4091
39.5672
71.6967
55.9368
71.4641
51.4653
61.0424
41.2020
71.0763
39.6392
33.6861
43.1478
16.1001
84.7123
37.7633
39.5841
32.5979

53.8617
33.6850
43.4467
54.0666
51.4254
34.2543
47.5283
47.5340
42.5547
49.5972
27.1344
54.8448
54.8199
9.3462
26.0083
57.7320
21.3949
51.0475
41.3402
49.2538
56.3642
33.2603
20.4452
58.3157

215.4614
141.4150
193.9141
189.4164
151.9245
139.5791
356.207
278.4357
209.6102
304.6687
248.8923
199.0966
320.5115
280.3527
263.7398
283.8386
247.3728
340.5855
276.5961
334.0192
266.6471
255.5385
269.4606
315.9834

121.5777
163.4680
142.8517
108.4244
133.5206
175.0000
137.8663
175.0000
175.0000
175.0000
175.0000
175.0000
175.0000
175.0000
175.0000
140.8170
175.0000
175.0000
175.0000
175.0000
113.2933
175.0000
163.1549
120.5074

85.2696
162.0538
93.3077
95.8904
130.3693
202.1007
145.7917
207.5694
295.7753
242.6920
291.3881
300.0000
260.3969
245.1870
250.0666
197.1398
264.9036
244.1696
259.3419
237.4441
108.6944
156.7707
175.1314
129.1255

118.1334
111.2225
72.8582
71.2803
83.2541
143.9703
96.9849
145.0714
236.6222
176.6581
230.5911
262.3615
193.7513
178.9173
183.7949
210.1836
199.0866
177.8155
193.4584
171.8528
184.0176
105.5710
113.4701
57.6435

1300

K.K. Mandal, N. Chakraborty / Applied Soft Computing 11 (2011) 12951302

Table 5
Hourly plant discharge (104 m3 ) for economic emission scheduling (EES) (w1 = 0
and w2 = 1).

Table 7
Hourly plant discharge (104 m3 ) for combined economic emission scheduling
(CEES) (w1 = 1 and w2 = 1).

Hour

Qh1

Qh2

Qh3

Qh4

Hour

Qh1

Qh2

Qh3

Qh4

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24

7.2440
13.0346
11.3466
6.3227
6.7897
5.8777
7.5403
12.7250
12.1654
6.1736
10.2573
5.1794
8.5534
12.2679
14.0986
7.5703
6.9509
12.6529
8.9508
6.7367
6.7560
13.3247
7.3349
10.3899

13.5732
10.4462
9.2067
10.3993
7.6664
6.4747
12.0106
10.0645
6.3519
13.0000
14.7601
9.9519
13.4344
11.3194
9.2533
9.5786
8.9463
8.4560
11.3039
6.4616
12.8830
11.7873
13.9783
13.8799

23.9567
21.3168
23.8373
12.8382
17.0591
21.6148
22.7931
17.9000
19.1568
17.6814
14.4394
15.9265
26.0117
11.9666
24.6621
23.0939
23.4684
18.7031
21.6287
19.8919
29.9051
22.6131
24.2852
14.4954

7.5089
7.0527
9.2920
12.6851
7.9799
6.0881
9.3358
17.5295
10.2531
19.8285
8.2608
19.4649
14.7466
10.6233
10.8158
12.7437
12.5738
19.0404
12.3337
17.9037
9.9669
10.2081
10.9491
14.3817

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24

6.0174
9.0022
10.8451
13.7807
11.7183
5.0386
11.7993
10.8397
11.0504
13.1299
11.4773
10.1627
5.8698
12.0969
5.2052
7.4335
9.2958
9.9733
10.5630
5.7991
13.4763
14.9788
13.9947
8.4025

6.6129
9.1189
14.7058
7.6243
6.0873
12.8625
11.3992
13.0498
10.8592
9.9287
13.1585
9.2012
10.2341
12.4960
14.9613
11.2749
13.5992
11.5779
11.6506
12.4534
7.8281
6.1527
7.1222
7.4002

16.1042
26.7497
18.7069
22.0420
28.7106
14.4901
12.5741
19.3106
22.5186
24.6964
16.4108
24.4325
20.8617
16.6161
27.5472
22.0846
29.3859
11.0546
14.9856
13.3271
13.6812
11.1017
15.4017
21.8917

7.3298
9.8974
8.9638
6.5794
8.2627
11.9725
17.5718
19.2595
16.8223
12.4369
16.8495
17.3351
13.1461
17.0676
7.8206
16.1468
8.8002
18.3826
18.4875
12.8834
16.2729
17.9420
16.4135
8.9128

isfying the constraints. Now, the algorithm can be described as

follows:
Step 1. Initialize randomly each particle according to the limit of
each unit including individual dimensions, searching points and
velocities according to (18). These initial particles must be feasible candidates for solutions that satisfy the practical operating
constraints.
Step 2. For each particle, calculate tness value according to (6).
Step 3. If the tness value is better than the best tness value in
history, set current value as the pbest.
Step 4. Modify the member velocity of each particle according to
(15).
Step 5. Modify the member position of each particle according to
(16) satisfying the constraints.

Table 8
Comparison of cost and CPU time for ELS, EES and CEES.

Fuel cost ($)

Emission (lb)
Comp. time (s)

ELS

EES

CEES

42474.00
28132.00
123.52

48263.00
16928.00
124.66

43280.00
17899.00
132.45

Step 6. Choose the particle with the best tness value of all the
particles as the gbest.
Step 7. If the number of iterations reaches the maximum, then go
to Step 8 else go to Step 4.
Step 8. The individual that generates the latest gbest is the solution
of the problem.

Table 6
Hydrothermal generation (MW) for combined economic emission scheduling (CEES) (w1 = 1 and w2 = 1).
Hour

Ph1

Ph2

Ph3

Ph4

Ps1

Ps2

Ps3

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24

61.0184
82.2398
91.0549
97.9199
80.2069
49.8974
98.6534
83.7492
83.5294
77.8915
83.1171
78.9637
54.2794
87.7341
50.8241
69.2295
80.9550
84.0709
85.7273
56.4086
91.7987
88.8950
84.0414
65.2474

53.2392
69.1013
88.2669
76.2824
47.1498
82.0877
92.9564
74.0936
62.0017
45.7866
66.0771
48.1634
51.7140
57.4547
58.9417
44.6425
47.3587
35.3989
29.4884
76.2467
4.1083
0.0000
4.8674
87.338

56.3575
0.0000
41.4442
46.5443
0.0000
52.8176
96.0276
43.8395
30.8691
37.2889
54.7972
22.2411
42.1060
57.5809
0.0000
37.7269
0.0000
58.1478
60.7388
62.6840
63.7574
61.6466
64.8685
49.5152

149.3103
175.5664
157.2228
129.0750
161.2882
210.3414
394.4530
280.0504
273.6953
175.0000
271.6936
277.7804
246.3753
291.7615
192.6352
297.4667
217.9712
325.9284
333.5599
303.2717
326.1951
338.8450
322.9824
292.8678

166.8905
98.5805
146.9586
125.7467
121.5151
122.4844
93.1106
175.0000
175.0000
232.3319
175.0000
175.0000
175.0000
107.7542
175.0000
175.0000
175.0000
175.0000
175.0000
90.6424
167.5238
110.2223
113.4758
49.6096

124.4838
210.5114
125.0526
120.0978
209.8400
139.8798
124.7990
210.7053
235.6571
282.4697
219.3322
295.3086
294.8762
287.6334
300.0000
209.8583
298.7883
212.0854
245.9956
230.7614
124.7047
209.8669
209.7644
159.9502

138.7003
144.0006
50.0000
54.3339
50.0000
142.4917
50.0000
142.5620
229.2476
229.2314
229.9828
252.5428
245.6490
140.0812
232.5980
226.0761
229.9268
229.3687
139.4900
229.9851
131.9120
50.5242
50.0000
95.4718

K.K. Mandal, N. Chakraborty / Applied Soft Computing 11 (2011) 12951302

1301

Table 9
Comparison of results for CEES obtained by proposed method based on PSO, modied differential evolution (MDE) [27] and fuzzy satisfying evolutionary programming (EP)
[20].
ELS

Proposed method
MDE
Fuzzy EP

EES

CEES

Fuel cost ($)

Emission (lb)

Fuel cost ($)

Emission (lb)

Fuel cost ($)

Emission (lb)

42474.00
42611.00
45063.00

28132.00
33323.00
48797.00

48263.00
48714.00
59228.00

16928.00
15730.00
16554.00

43280.00
43198.00
47096.00

17899.00
20385.00
26234.00

5. Simulation results
To evaluate the performance of the proposed algorithm, it was
applied to a test system that consists of a multi-chain cascade of
four hydro units and three thermal units [20]. The scheduling period
has been kept to 24 h with 1 h time interval. The water transport
delay between connected reservoirs is also considered. The hydro
sub-system conguration and network matrix including water time
delays are shown in Fig. 1. Here, four hydro plants are cascaded
and the power generation of plants at lower stream is effected by
the delay as well as the discharge of the plants at higher stream as
shown. Hydro unit power generation coefcients, reservoir inows,
reservoir limits, generation limits, emission coefcients and cost
coefcients of thermal units are the same as that of [20,27] and
hence not reproduced here. However, the hourly load demand is
shown in Table 1.
In the present approach, velocity updates are dealt with dynamic
swarm inertia, rather than static one. The swarm inertia is varied
from a signicantly high value of 0.9 to a low value of 0.3 in successive iterations as the overall convergence became more accelerated
and the results were observed to be better. The values of c1 and c2
have been found to be the best for a value of 2.0 which implies that
the it gives the best performance in terms of the number of hits to
the global solution. At the same time it can be concluded that same
weights are given between pbest and gbest in the evolution process.
The optimization is done with a randomly initialized population of
50 swarms. The maximum iteration was set at 500. The problem
is solved by an in-house MATLAB program on 1 GB RAM, 2.66 MHz
PC.
The problem is initially solved as a case of pure economic load
scheduling with w1 = 1 and w2 = 0. The results are then obtained
for a pure economic emission-scheduling (EES) problem with w1 =
0 and w2 = 1. Finally it is solved again as a case of combined economic emission scheduling incorporating w1 = 1 and w2 = 1.
Optimal hydrothermal generation schedule and optimal hourly
water discharge rate obtained by the proposed algorithm are shown
in Tables 2 and 3 respectively for ELS. Computation time for optimal solution for this case is found to be 123.520 s and optimal fuel
cost is found to be $42474.00, while amount of emission is found to
be 28132.00 lb. Tables 4 and 5 show the optimal hydro-generation
schedule and optimal hourly water discharge rate respectively for
EES. The computation time and optimal amount of emission for EES
is found to be 124.66 s and 16928.00 lb respectively, while fuel cost
is found to be $48263.00. Optimal hydro-generation schedule and
optimal hourly water discharge rate are shown in Tables 6 and 7
respectively for combined economic emission scheduling. The computation time is found to be 132.45 s, while suboptimal fuel cost
and amount of emission is found to be $43280.00 and 17899.00 lb
respectively for this case. Convergence characteristic of fuel cost
for ELS is shown in Fig. 2.
Table 8 compares the fuel cost, amount of emission and computation time for ELS, EES and CEES cases. The conicting nature
of the two objectives (minimum fuel cost and minimum emission)
is evident from the results. It is clear from the Table 7 that pure
ELS produces minimum fuel cost but the amount of emission is
higher than pure EES and CEES. In the case of pure EES, the amount
of emission is minimum, but with higher fuel cost. The CEES pro-

Fig. 2. Convergence characteristics for fuel cost.

duces a better solution with a little increase in fuel cost and a large
reduction of emission in comparison to pure ELS. This shows that
with some compromise in fuel cost, huge reduction in emission is
possible.
The results of the proposed method are compared with the
results obtained by fuzzy satisfying evolutionary programming [20]
and modied differential evolution [27] and are shown in Table 9.
It is clearly seen that the proposed method yields better results in
terms of fuel cost the amount of emission for ELS. For CEES, fuel
cost is slightly more ($48263.00) obtained by proposed method in
comparison with MDE ($43198.00), but emission is reduced to a
large extent (17899.00 lb) by the proposed method against MDE
(20385.00 lb). While comparison is made with fuzzy satisfying evolutionary programming, it is found that proposed method produces
better results for all the three cases ELS, EES and CEES.
6. Conclusion
Environmental concern is one of the important issues in the
operation of present day power systems. In this paper, an algorithm
based on particle swarm optimization technique has been proposed
and successfully applied to solve short-term combined economic
emission scheduling for a hydrothermal system. To evaluate the
performance of the proposed algorithm, it has been applied on a
sample test systems comprising of a multi-chain cascade of hydro
units and three thermal units and results are presented. The results
obtained by the proposed algorithm have been compared with
other population-based technique like fuzzy satisfying evolutionary programming and modied differential evolution technique. It
is found that the proposed method can produce comparable results
in terms of fuel cost and amount of emission.
Acknowledgment
We would like to acknowledge and thank Jadavpur University,
Kolkata, India for providing all the necessary help to carry out this
work.

1302

K.K. Mandal, N. Chakraborty / Applied Soft Computing 11 (2011) 12951302

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K.K. Mandal was born in Kolkata, India on 25 December 1964. He received the BE
degree in electrical engineering from Jadavpur University, Kolkata, India in 1986
and ME degree from Allahabad University, Allahabad, India in 1998 and PhD from
Jadavpur University. His employment experience includes Indian Telephone Industries, National Institute of Technology, Durgapur, India. He is presently working as a
Reader in the Department of Power Engineering, Jadavpur University, Kolkata, India.
His present research interest includes power economics, deregulated electricity
industry and power electronics.
N. Chakraborty was born in Kolkata, India on 27 August 1964. He received his bachelor of electrical engineering in 1986 and masters of electrical engineering in 1989
from Jadavpur University, Kolkata. He was awarded with the DIC from Imperial College, London, UK and PhD degree from University of London in 1999. At present he is
a professor in the Department of Power Engineering, Jadavpur University, Kolkata.
His elds of research interest include power economics, applied superconductivity
and environmental measurements and analysis.