47

CHAPTER 4

OPTIMAL SHORT-TERM HYDROTHERMAL SCHEDULING USING

LINEAR PROGRAMMING TECHNIQUE

4.1 INTRODUCTION

The short-term hydrothermal scheduling problem is

concerned with optimization over a time span of a day or a
week. The solution to this problem, if the time span is a
day, gives a plan for optimal withdrawal of water over the
day from the hydro reservoirs for power generation and the
corresponding thermal generation such that fuel cost of the
thermal plants over the day is minimized subject to the
operating constraints of the hydro and thermal plants as
well as transmission network constraints.

In the methods due to Bernholtz and Graham (1960),

Bonaert et al(1972), Prakasa Rao et al(1975), Brannlund et
al(1986)and Jin—shyr Yang and Nanming Chen (1989), the
solution process is simplified by discretizing the time
span into equal intervals and decomposing the full problem
into hydro and thermal subproblems. The two subproblems are
then solved through an alternating solution approach. The
hydro subproblem is solved using either the incremental
dynamic programming method (Bernholtz and Graham 1960) or
an adaptation of successive approximations of dynamic
programming method (Bonaert et al 1972) or the local
variation method (Prakasa Rao 1974a). Both Bonaert et
al(1972) and Prakasa Rao et al(1974a) use the NLP method
due to Dommel and Tinney (1968) for solving the thermal
subproblem. Employing the NLP method for thermal
optimization in each interval is quite complex and requires
 48

large computational time. Further, the inclusion of

inequality network constraints requires judicious selection
of penalty constants which are system—dependent. In the
methods due to Brannlund et al(1986) as well as Jin—shyr
Yang Nanming Chen (1989), transmission loss was neglected
and line flow constraints were not considered.

In
the present work, while the same alternating
solution approach is adopted, the thermal subproblem is
formulated taking into account transmission losses using
a.c.power flow equations and network operating constraints.
In view of this improved modelling the optimal generation
schedule obtained from the proposed algorithm will be
directly implementable for the next day. The algorithm uses
the Participation Factor method and Linear Programming
technique judiciously for solving the thermal subproblems.
The use of P-Q decoupling, state—independent matrices [B*]
and [B"] and variable bounding in the LP formulation makes
the algorithm very effective with regard to computational
time.

4.2 MATHEMATICAL MODEL

The time span of one day is subdivided into 24

equal hourly intervals and the load is assumed to remain
constant over each interval. The reservoir inflows and
generating units available for scheduling in each interval
are assumed to be deterministically known. The correction
factor for head variations is included in the model.
Evaporation and spill over of water in the hydro reservoirs
are neglected. In the case of cascaded reservoirs, the
downstream hydro reservoir is assumed to have no separate
independent water inflow.
 49

The one—day hydrothermal scheduling problem is a

non-linear dynamic optimization problem which when split
into a sequence of static optimization problems by
discretizing the time span into a number of equal intervals
can be stated as

Determine: the water discharges D^j for the ith

reservoir, i=l,2,...NH during the jth discrete time
interval, j=l,2,...N and the corresponding generation
schedule of the hydro Plants, PH^j; i=l,2,...NH and the
generation schedule of the thermal plants, PT^j;
k=l,2,...NT

to minimize:the total fuel cost during the day

NT N
R= S S Rj.i (PT;H) (4.1)
i=l j=l J J

subject to:

the power flow equations

Fj (X,U/K) = 0 ,‘ j=l,2,...N (4.2)

the characteristic equations of the hydro plants

NH
Yi,j+1 = Yij + ALij ~ Dij + ^ **ikDik (4-3)
k 1
i=l,2,...NH; j=l,2,...N
where

M= 1 if reservoir i downstream to reservoir k

= 0 Otherwise
the active power generation of hydro plants

PHij - (Hoi/G) [1 + Ci (Y^ + Yijj + 1)/2] Di3 (4.4)

i=l,2,...NH; j=l,2,-- N
 50

the limits on water storage level in reservoirs

Yli• mm
• -< Y1ij
• • <- Y*i■ max (4.5)
i=l,2,...NH; j=2,3,...N

with Yj^ and Yj^fj+i fixed for i=l,2,...NH

the limits on water discharges

Di min - Dij - Di max (4.6)

i=l,2,...NH; j=l,2...N
the limits on active power generation of hydro plants

PHi min * PHij * PHi max (4.7)

i=l,2,-- NH; j=l,2,...N

the limits on active power generation of thermal plants

PT x• min
• <- PT ij
• • <- PT l• max (4.8)
i=l,2,...NT; j=l,2,...N

the limits on transmission line phase angle

*i min - *ij - *i max (4.9)

i=l,2,...NL; j=l,2,...N

4.3 ALGORITHM—I

An algorithm proposed to solve the problem stated

in Equations (4.1) to (4.9) makes use of the Local
Variation approach and Successive Linear Programming
Technique. The Algorithm comprises two phases (Mohan et al
1992a). In the first phase an initial feasible water
storage level trajectory is chosen for each of the hydro
plants. The water discharge, the corresponding hydro
generation for each hydro plant for each time interval
are determined. The corresponding thermal generation
schedule for each time interval is obtained by distributing
optimally the balance load using Successive Linear
Programming (SLP) method.
 51

In the second phase the initial trajectories are

gradually improved by searching in the neighbourhood using
the Local Variation method taking one plant at—a—time. This
method involves the perturbation (either an increment or
decrement) of water storage level of a hydro plant at a
time instant resulting in a change of water discharge and
hydro generation in the two adjacent time intervals and
selection of one of these two perturbed trajectories as the
improved trajectory provided the total fuel cost for that
trajectory is less than the pre—perturbed cost. In each of
these two time intervals, with the hydro generations fixed,
the static optimization problem reduces to thermal
generation scheduling subproblem which is solved either
using the Participation Factor method or the single—shot
Linear Programming method. The single—shot LP method (one
LP move) is used instead of SLP method because the
perturbation causes only an incremental change in hydro
generation from the pre—perturbed thermal schedule which is
optimal. The perturbation is continued for all the other
time instants of the day. This procedure is repeated for
all other hydro plants. These steps constitute one
hydrothermal iteration and the hydrothermal iteration is
continued till the optimal solution is reached.

The detailed computational steps of the two phases

of the algorithm are as follows:

I. Initial feasible water storage trajectory and

hydrothermal schedule

1. Choose an initial water storage trajectory for each

hydro plant using the Average-inflow method. Determine
the water discharge D^j and the hydro plant output
PHj^j for i=l, 2, . . . NH and j=l,2,...N using Equations
(4.3)and (4.4) .
 52

2. In each time interval, j=l,2,...N compute the

difference between the system demand and the total
hydro generation. Distribute this difference to the
thermal units in proportion to the rating of the units
and with these hydro and thermal generation schedules,
obtain a base case power flow solution and the fuel
cost for each interval. Compute the initial fuel cost
for the day.

3. Improve the base case solution obtained in step 2 by

optimizing the thermal schedule in each interval using
Successive Linear Programming (SLP) method explained in
section 4.4 and compute the optimized fuel cost for
the day.

II. Improving the water storage trajectory

1. Set the hydro plant index, i=l.

2. Set the time interval index, j=l

3. Perturb the storage level of hydro plant at the end of

jth interval by +AY.

4. Compute the discharge D^j and hydro generation, PH^j

for the ith plant in the jth interval.

5. Corresponding to the hydro generation PH^ j,

i=l,2,...NH,compute the optimal thermal schedule, PT^j
for the plants m=l,2,...NT using;

i. Participation Factor method for the first

(NH—1) hydro plants followed by a power flow
solution
 53

ii. One LP move as explained in the next section

for the last hydro plant.

6. Repeat steps 4 and 5 for (j+l)th interval.

7. Compute the total fuel cost for jth and (j+l)th

intervals. Check for reduction by comparing this cost
with the fuel cost of these intervals with the pre—
perturbed trajectory. If cost is less, proceed to
step 8. Otherwise repeat steps 4 to 7 with a
perturbation of — AY. If cost is less, go to step 8.
Otherwise, retain the pre—perturbed storage trajectory
and go to step 8.

8. Increment the interval index j=j+l. If j < N go to

step 3. Otherwise go to step 9.

9. Increment the hydro plant index i=i+l. If i < NH go to

step 2. Otherwise go to step 10.

10. Compute the difference in the total thermal generation

costs corresponding to the pre-perturbed and perturbed
trajectories of the hydro plants. If the cost
difference is less than the convergence tolerance
specified, the solution is reached. Otherwise, go to
step 1.

4.4 DEVELOPMENT OF LINEAR PROGRAMMING MODEL FOR THERMAL

SUBPROBLEM

While perturbing the storage trajectory of a hydro

plant at the end of jth time interval, the hydro plant
constraints (4.5) and (4.6) are enforced for the time
intervals j and (j+1) and the hydrothermal scheduling
 54

problems for these two intervals reduce to pure thermal

scheduling subproblems. The problem for the jth time
interval may be stated as

Min Rj(PT) £(a^PT ij+b^PTj.j+ci) +agPT sj+bsPTsj+cs

ieaGC
(4.10)

subject to:

the power flow equations

F. (X,U,K) = 0 (4.11)

the limits on transmission line phase angle

<t>

< 0,, 0 max (4.12)

min - -< *
the limits on active power generation of thermal plants

PT l mm <
- PT^.,
.in - < PT;
‘ *i max
: (4.13)
1=1,2,...NT
i+s
and limits on slack bus generation

PT .
r±s min < PT . <
- ^sj ~
PT
max (4.14)

The problem comprising equations (4.10)to (4.14) is

a Non-Linear Programming (NLP) problem. The LP model is
obtained by linearizing the NLP problem around a given
operating state as follows.

Linearized power flow model

The linearized power flow model is obtained from

Taylor's series expansion of Equation (4.11) as

Fx A X = - F0 AU
 55

that is

H N A& A PTj

J L Ay/v A QTj

(4.15)

where Fx and Fu are matrices of partial derivatives and

H, N, J and L are the Jacobian submatrices. Vector U
consists of the sub—sets PTj, the controllable active power
generation and QTj, the controllable reactive power
generation of thermal plants. The linearized power flow
model in (4.15) is decoupled by ignoring the submatrices N
and J. The state dependent matrices H and L are replaced by
the matrices [B1] and [B"] as

[B* 3 = APTj (4.16)

[B"] AV = AQTj/V (4.17)

Since the active power generation of thermal plants are the

only control variables in the thermal scheduling, Equation
(4.16) is retained.

Linearized line flow constraints

The line flow constraints (4.12) are expressed as

linearized constraints given by,

*min" *°j * A*j ^ *°j <4-18)

where is the deviation in line phase angle vector due

to the control correction from base case operating state
 56

value, a 0°j• Making use of the linearized model (4.16) and

the bus incidence matrix, Equation (4.18) can be written as

*min~*°j * [MHB'rtPTj * j (4-19)

Linearized control constraints

The control constraints in Equation (4.13) can be

written as

PTi min-PTij° * APTij * ^i max-PTij° (4-20>

i=l,2,...NT
i=fs

Linearized slack bus constraint

Linearizing the slack bus constraint (4.14), we get

PTs min-PTsj - ^^sj - ^s max-^sj (4*21)

Assuming that the change in transmission power loss due to

the correction APTj is negligible;

APTsj=-(APT1j+APT2j+...APTNcj) (4.22)

where NC is the number of buses having controllable thermal

generations.

Substituting Equation (4.22) in (4.21)

PTs min-PTsj - — (A ^lj"^ PT2 j + * . .A PT^jCj ) ^ ^s max-P^sj0

(4.23)
Linearized objective function

Linearizing the objective function (4.10), we get

Rj= S(2aiPTij +bi)APTij+(2asPTsj +bs)APTsj (4.24)

ieaGC

^PTsj in Equation (4.24), a dependent variable is

expressed in terms of APTj using Equation (4.22) as

Rj= E /3j, A PT^-j (4.25)

ieaGC

where

^i=(2aiPTij +bL) - (2asPTsj +bs)

i=l,2,...NT
i+s
The linearized objective function (4.25) and the
linearized constraints (4.19), (4.20) and (4.23) form the
LP model which after dropping the time interval subscript
'j' is stated as

Determine: the contol vector, aPT

to minimize: R = a PT (4.26)

subject to:

the control constraints

APTmi„ = PTmln-PT° SAPT < PTmax-PT° =&PTnax (4.27)

the limits on transmission line phase angle

*min “ *° * CM][B']_1 APT < *max - <f>° (4.28)

 58

the limits on slack bus generation

PTs nun-PTs0 £ - <6PT1+APT2+...APTNC) < PTS ma)£-PTs° (4.29)

where the superscript 'o' represents the initial operating

state. The vector APT is unrestricted in sign and can be
replaced by a non-negative vector Z given by

Z APT - APTmin

The LP model can be compactly written from

Equation(4.26) to (4.29) as

Determine: Z
to minimize: R' = /3t Z (4.30)

subject to : A Z < b

Z > 0

The LP problem in (4.30) is solved and the control

vector, namely the controllable real power generations of
the thermal plants, is updated using the LP solution. A
power flow solution is obtained using the updated control
vector which gives a better state with respect to the
constraints and objective function value.

The stepwise solution procedure for solving the

thermal scheduling problem using the SbP technique is given
below.

1. Choose an initial real power generation schedule.

Obtain the state using fast decoupled power flow method
and compute the fuel cost.

2. Set up the LP model (4.30) using the restricted bounds

on control variables as explained in section 4.5.2.
 59

3. Solve the LP problem using either revised dual

Simplex method or revised Simplex method or both as
explained in section 4.5.1.

4. Using the incremental control vector APT given by the

LP solution and the original generation schedule PT°,
obtain a better schedule PT* as defined below

PT* = PT° + a APT (4.31)

The optimum value of'a*to give the best value of PT* is

obtained by substituting Equation (4.31) in the
objective function R(PT) in (4.10) and solving the
equation

dR(PT*)
— =0
da

5. Conduct a power flow analysis with the updated

schedule, PT* to get a new state and fuel cost.
The computational steps 1 to 5 is called an LP move.

6. The new cost is compared with the cost corresponding to

the previous schedule. If the difference is less or
equal to the prescribed tolerance, then the solution is
reached in the first LP move itself. Otherwise use the
SLP method explained in step 7.

7. Repeat the LP moves until the convergence is reached.

This method of solving the NLP problem using the LP
moves repeatedly is called the Successive Linear
Programming (SLP) method.
 60

4.5 COMPUTATIONAL FEATURES INCORPORATED IN SLP METHOD

Certain computational features are introduced into

the SLP method to make the proposed algorithm reliable and
fast. These special features are given in the following
sections.

4.5.1 Elimination of Phase I computation in LP solution

Since the state—independent matrix [B*] is used in

place of the Jacobian matrix [H] to derive the constraint
matrix [A] in the LP model (4.30), the matrix [A] remains
the same in all the LP model irrespective of the interval
and hydro plant under consideration. This enables the
elimination of Phase I computation in the LP solution which
results in lesser computational time for getting the LP
solution. The Phase I computation in the LP moves are
eliminated by retaining the optimal basis inverse matrix of
a preceeding LP move as the initial basis inverse matrix
for the succeeding LP move as explained below.

Let the LP model corresponding to the jth interval

during the first hydrothermal iteration be

Min.: f = C0fc Z

subject to : A Z < bQ (4.32)

Z > 0
The LP problem in (4.32) is solved as follows.

An initial unity basis matrix is chosen and the

revised Simplex table is formed. The initial basic solution
vector is checked both for feasibility and optimality. If
the basic solution is infeasible, a feasible solution is
 61

obtained using revised dual Simplex procedure. Then the

condition for optimality is checked. If the optimality
condition is not reached, the revised Simplex procedure is
applied to get the optimal solution. Using the LP solution
the control variables are updated and the new state and
fuel cost is obtained by a power flow solution,

Let the optimal revised Simplex table obtained for

(4.32) be

1 Co1 Bo_1
1
1

I-
00

0
o

The objective function coefficient vector C-^ and

the right hand side vector b-^ corresponding to the new
state are computed and the second LP model is formed as

Min.: f2 = C^ Z

subject to: A Z < bj (4.34)

Z > 0

The basis inverse matrix (B0—in (4.33) is used

as the initial basis inverse matrix for the LP problem in
(4.34) and the initial revised Simplex table is formed as;

1 C1 t El
p
Bo “1
(4.35)
0 R -1
Do

After checking both for the feasibility and

optimality condition, the optimal solution is obtained
using the revised dual Simplex/revised Simplex procedure as
 62

explained earlier. The same procedure is followed for the

solution of the subsequent LP problems in all the intervals
and for all the hydro plants.

4.5.2 Variable bounds for control variables

The SLP method has been reported by Kuppusamy

(1981) to work satisfactorily with optimization problems
having linear objective functions but when applied to real
power optimization it exhibits highly oscillatory
convergence behaviour during successive LP moves
particularly when the incremental control variables are
allowed to vary between their allowable limits as in
(4.27). This is due to the fact that the linearized
constraints and the objective function in an LP model are
valid only for incremental changes in control variables
but not for wider limits. Restricted bounds on the
decision variables are applied in the LP model to eliminate
oscillatory convergence. The upper and lower bounds for the
control variables, PTk; k=l,2,...NT are chosen as given
below:

Upper limit: Min.{ c(PTk max - PTk min); (PTk max - PT°) )
(4.36)
Lower limit: Max.{ -c(PTk max - PTk min)? (PTk min - PT°) }

where the factor c to be chosen in the range 0 to 1.

After the first LP move, the initial value of c

chosen is successively reduced by 50% in each of the
subsequent LP moves. This technique of applying
diminishing bound makes the control space around the
successive solution points to shrink gradually and arrests
the oscillatory tendency of the objective function giving
 63

rise to monotonic convergence behaviour and improved

accuracy of solution.

4.5.3 Optimal step size in the constrained minimization

direction

In each LP move, the LP solution obtained is not

directly used to update the control vector in thermal
scheduling problem. Instead the LP solution is used to
generate a constrained minimization direction in the
control space( Kuppusamy 1981) and the minimum cost in
this direction is searched in order to improve the speed of
convergence.

Let PT**1-^1) ancj p»j.(h) ke reSpectively the starting

and updated value of the control vector during the hth LP
move. Instead of taking PT*1*) as the solution vector, the
control point PT* whichgives the minimum cost in the
constrained minimization direction generated by the segment
pT(h—i) pT(h) j_n the control space is chosen as explained

below.

The real power generations, PT is updated as

PT — PT^ ^ + (x (PT_p*j»(h 1) )

and substituted in the objective function,

NT
Rj = 2 R^PT^)
i=l J

= 2 R (PT-; (h PTj 1) ) )
+ a (PTj
i=l J J (4.37)
 64

^ • • •

Then the optimum value, a , which minimizes (4.37)

is obtained by solving equation(4.38)

dRi
—1 = 0 (4.38)
da

The updated real power generation is given by,

PT — pt ^ + a* (pip(h) — prp(b 1) j

This approach results in a faster convergence of

the SLP method.

4.6 NUMERICAL EXAMPLES AND DISCUSSION

The Algorithm—I was tested on the following two

systems.

i. 9—bus system
ii. 66—bus utility system

The 9—bus system comprises 11 lines, 3—hydro plants

and 4—thermal plants. The hydro plant data, thermal plant
data, load data and transmission line data are given in
Appendix 3. Line flow constraints were imposed on all the
eleven lines. The correct factor for head variation C is
taken as zero.

The 66—bus system corresponds to an Indian State

Electricity Grid. The hydro plant, thermal plant and
transmission line data for this system are given in
Appendix 4. This system comprises 66 buses, 93 lines, 16
hydro plants and 6 thermal plants. Out of the 16 hydro
plants, 11 are storage plants and the remaining 5 are run-
of-river plants supplying constant generation. Among the 6
 65

thermal plants, 2 are under the control of the central

sector and they are treated as constant generation plants
in practice while the remaining 4 plants belonging to the
utility are considered as controllable plants. An import of
280 MW from the neighbouring utility system is accounted
for in the modelling as fixed generation. A day in the
summer month, March 1991 is taken for the study. The daily
load curve of the utility system is shown in Figure 4.1.
The factors of bus load to system load are given in
Appendix 4.3. A set of 12 limiting lines are chosen for
observing line flow constraints. The line rating in MVA as
well as in phase angle in degrees are given in Table 4.5.

Analysis of Results

A number of trial studies were made on both the

systems to choose the best initial step size a¥ for
trajectory perturbation and the best strategy for the
reduction of this step size during the hydrothermal
iterations from the convergence point of view. They are:

i. the initial step size is retained for all the

subsequent iterations.
ii. the initial step size is reduced by 50% for every
subsequent iterations.
iii. a combination of (i) and (ii).

Based on the results of investigation, it is found that the

best strategy is to reduce the initial step size by 50% in
the second and also in the third hydrothermal iterations
and maintain the step size constant at this value in the
subsequent iterations. The best initial value of step size
is obtained by searching around a value approximately equal
to 1/3 of the average of the discharge during the interval
MW UI QV01
TIME INTERVAL, Hours ___ _
FIG.4.1: LOAD C U R VE- 66 BUS SYSTEM
66
 67

of all the hydro plants. The results presented in Tables

4.1 and 4.2 show the effect of using different step sizes
for AY. It is observed from the results that while large
step size has resulted in lower number of iterations, small
step size has resulted in higher number of iterations.

Based on a number of trial studies with both

systems, a value of 0.45 was chosen for the parameter 'c'
in Equation(4.36) to enforce the variable bound on the
control variables in the first LP move and its value is
reduced by 50% in the second, third and also in the fourth
LP moves for both systems. A cost tolerance of Rs.lOOO/day
is taken as the convergence criterion for the hydrothermal
iterations for both systems.

The SLP method has taken, on an average of 4 LP

moves in each time interval while optimizing the base case
thermal schedule for the initial water storage
trajectories.

The cost convergence patterns for the 9—bus and 66-

bus system are presented in Figures 4.2 and 4.3
respectively. First four iterations are very effective in
minimizing the fuel cost. The reduction in total fuel cost
obtained through the optimization is 12.53 percent in 9—bus
system and 16.98 percent in 66—bus system. It is observed
that for the 9—bus system, the reduction in fuel cost
obtained during the optimization of the thermal schedule
corresponding to the initial trajectories is about 20% of
the total reduction obtained through the optimization. For
the 66—bus system, the reduction in fuel cost obtained
during the optimization of the thermal schedule
corresponding to the initial trajectories is about 90% of
the total reduction obtained through the optimization. The
 68

TABLE 4.1: EFFECT OF STEP SIZE AY ON CONVERGENCE-

9—BUS SYSTEM

Step size Number of CPU time in Optimum cost

S. No. Ay in iterations WIPRO—386 in millions
CMS—hour system of rupees

1 140 10 55.5 5.360

seconds

2 100 10 56.2 5.348

seconds

3 70 11 62.6 5.353
seconds
 69

TABLE 4.2: EFFECT OF STEF SIZE AY ON CONVERGENCE-

66-BUS SYSTEM

Step size Number of CPU time in Optimum cost

S.No AY in iterations WIPRO-386 in millions
CMS—hour system of rupees

12minutes 15.099
32seconds

14minutes 15.096
54seconds

10 15minutes 15.119
35seconds
 70
TOTAL FUEL COST in Millions of rupees

FIG.4.2: COST CONVERGENCE FOR 9-BUS SYSTEM - ALGORITHM-I

 71
in M illions of rupees
TOTAL FUEL COST

II1II1IIII
01 23456789
HYDROTHERMAL ITERATION ----- »-

FIG.4.3: COST CONVERGENCE FOR 66- BUS SYSTEM -

ALGORITHM -I
 72

initial and optimal discharge trajectories of the hydro

plant—1 of the 9—bus system for the chosen step size .AY =
100 CMS—hour are displayed in Figure 4.4. The initial and
optimal trajectories for the hydro plant-1 of the 66-bus
system for a chosen step size of AY = 3 CMS-hour are
displayed in Figure 4.5. The optimal discharges for all the
hydro plants are presented in Table 4.3 and 4.4 for the 9 —
bus and 66—bus system respectively.

Table 4.5 gives the details of the line flow in the

critical lines of the 66—bus system monitored during the
optimization. The LP method has been very effective in
correcting the overload and limiting the flow in the
critical lines. The line number—7 connecting buses 5 and 7
was found overloaded in the base case state in the 8th time
interval of the initial storage trajectories. This line
flow violation was corrected in the first SLP solution
obtained for the initial trajectories and the flow in this
line were contained within the limits throughout the
hydrothermal iterations. Also, the line number^SS
connecting buses 34 and 64 was found violating the phase
angle rating in the SLP solution obtained for the initial
trajectories and this violation was corrected during the
subsequent iterations as seen from the Table 4.5.

In order to check the accuracy of results obtained

using Algorithm-I and compare the computational time taken
by the Algorithm-I, a modified algorithm is used. In this
algorithm the thermal subproblems for all the perturbations
are solved using LP technique. This modified algorithm was
applied to the same sample systems with the same step size
AY and convergence tolerance. The results obtained are
compared in Table 4.6. The results reveal that Algorithm-I
gives slightly lower fuel costs. Further, Algorithm-I takes
only 55% and 75% of the time taken by the modified
algorithm for the 9—bus and 66—bus systems respectively.
 OPTIMAL
IK H T I A I

S W3 Uj
39aVH3SIQ
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24

TIME INTERVAL , Hours ____►

FIG.4.4: DISCHARGE TRAJECTORY FOR PLANT-1 IN 9 - BUS SYSTEM - ALGORITHM-I

73
 OPTIMAL
INITIAL

J___ L

SWO
U|
39«VH3Sia
i.o b
I--- 1
— — — — I I I IIII 1
1 1 1 I I 1 I I I I 1 I I I I

1 2 3 4 5 6 7 8 9 10 11 12 13 K 15 1
6 1
7 1
8 1
9 20 21 22 23 24

TIME INTERVAL, Hours -----

FIG.4 .5 : DISCHARGE TRAJECTORY FOR P LA N T- 1 IN 6 6 -BUS SYSTEM-ALGORITHM-I

-J
 75

TABLE 4.3: OPTIMAL DISCHARGES OBTAINED USING

ALGORITHM—I — 9-BUS SYSTEM

Optimal Discharges of Hydro Plants in CMS

Interval
(Hours) Plant 1 Plant 2 Plant 3
1 125 125 150
2 125 125 125
3 150 75 150

4 125 200 100

5 250 250 200

6 300 300 300

7 250 300 300

8 275 250 250

9 250 200 250

10 225 200 200

11 175 250 175

12 150 175 200

13 200 150 200

14 200 200 175

15 175 225 200

16 175 275 200

17 275 250 225

18 275 300 300

19 300 275 275

20 225 175 250

21 175 100 150

22 125 175 125

23 175 75 150

24 100 150 150

 76

TABLE 4.4: OPTIMAL DISCHARGES OBTAINED USING

ALGORITHM—I— 66-BUS SYSTEM

Optimal Discharges of Hydro Plants in CMS

I H—1 H—2 H—3 H—4 H—5 H—6 H—7 H—8 H—9 H—10 H—11

1 8.18 12.47 5.73 17.57 10.67 6.24 5.89 9.34 7.99 38.48 4.08

2 2.18 10.22 3.48 13.82 10.67 1.74 2.89 7.09 9.49 33.23 0.33

3 4.43 10.97 4.23 22.82 9.92 3.99 3.64 10.84 7.99 42.23 1.08

4 5.93 13.22 2.73 16.07 9.17 7.74 4.39 7.84 8.74 36.98 1.83

5 7.43 12.47 6.48 16.82 8.42 4.74 5.89 10.84 8.74 37.73 4.08

6 10.43 14.72 10.98 26.56 12.17 11.49 8.89 13.84 9.49 36.23 13.08

7 8.93 19.22 7.23 16.82 12.17 6.24 7.39 13.09 13.24 48.98 2.58

8 6.68 14.72 14.73 27.32 13.67 10.74 8.14 15.34 17.74 36.98 4.08

9 10.43 12.47 7.23 18.32 13.67 4.74 7.39 12.34 11.74 39.98 4.08

10 6.68 16.22 7.23 20.56 10.67 9.97 7.39 12.34 12.49 39.23 1.83

11 5.93 12.47 4.98 17.56 9.92 3.99 5.89 7.84 9.49 33.23 1.08

12 4.43 10.97 5.73 12.32 6.92 3.24 2.89 10.84 5.74 38.48 4.83

13 4.43 10.97 0.48 16.82 10.67 1.74 4.39 4.84 8.74 36.98 1.08

14 4.43 10.97 7.23 21.32 11.42 6.99 6.64 13.09 13.99 39.23 1.08

15 6.68 13.22 5.73 24.32 9.92 6.99 6.64 13.09 7.99 42.23 9.33

16 12.68 19.22 12.48 19.06 13.67 12.24 8.89 13.84 13.24 38.48 3.33

17 0.68 7.22 3.48 16.06 7.67 3.24 2.89 7.84 7.24 35.48 1.83

18 6.68 14.72 4.98 14.56 10.67 6.24 5.89 9.34 10.24 38.48 1.83

19 9.68 12.47 7.23 20.56 10.67 4.74 6.64 10.84 10.24 36.98 4.08

20 4.43 13.22 4.98 19.06 10.67 4.74 4.39 9.34 10.24 39.98 1.83

21 11.18 17.72 7.98 2 5.82 10.67 9.24 6.64 13.84 10.24 38.48 7.08

22 3.68 13.22 7.98 13.82 10.67 6.24 5.89 10.84 10.24 38.48 0.33

23 9.68 13.22 5.73 24.32 10.67 9.24 5.89 10.84 10.24 41.48 4.08

24 4.44 10.98 6.49 15.30 10.66 3.24 5.88 10.84 10.25 35.49 1.08

I denotes Interval and H denotes Hydro Plant

 77

TABLE 4.5: LINE FLOW IN CRITICAL LINES-- 66-BUS SYSTEM

Rating Initial Trajectory Optimal Trajectory

S. No Line MVA Phase— Base case After SLP MVA (<P°)

No. angl e{<p°) MVA <*°) MVA (<£°)

1 7 280 2.44 310 2.71 140 1.02 134 0.97

2 23 320 7.54 273 6.43 305 7.49 284 6.67

3 26 160 11.63 75 5.45 95 7.34 84 6.24

4 42 160 8.40 92 4.83 46 2.34 53 2.71

5 51 100 8.10 69 5.59 70 5.65 61 4.85

6 52 160 7.76 145 7.03 149 7.25 134 6.49

7 67 80 5.23 78 5.10 69 4.49 61 3.93

8 73 100 9.84 49 4.82 49 4.82 63 6.32

9 81 320 5.63 300 5.28 300 5.09 308 5.16

10 85 160 5.33 145 4.83 158 5.47 152 5.28

11 90 100 8.10 68 5.51 63 5.03 58 4.62

12 93 160 7.29 111 5.06 40 1.60 50 2.15

 78

TABLE 4.6: COMPARISON OP RESULTS OP ALGORITHM—I AND

MODIFIED ALGORITHM

Number of CPU time Percentage

S. No. Algorithm hydrothermal WIPRO-386 reduction
itrations system in fuel
cost

9—bus system

1 Algorithm—I 10 56.2 12.53

seconds

2 Modified 11 97.3 12.33

Algorithm seconds

66-bUS system

1 Algorithm—I 9 14 Minutes 16.98

54 seconds

2 Modified 7 20 Minutes 16.68

Algorithm 15.4seconds
4.7 ALGORITHM—II

Algorithm—I is further accelerated (Mohan et al

1991) by incorporating certain computational features
giving rise to Algorithm—II.

4.7.1 Prediction of the direction of perturbation

While searching for improved trajectory using

Algorithm-I the perturbation at each time instant requires
either two or four power flow solutions for the two
adjacent intervals. However, if a successful direction of
trajectory perturbation is predicted before hand, then a
single perturbation would be adequate at every time instant
and only two power flow solutions would be needed. A simple
procedure is developed to predict the successful direction
of perturbation.

In this procedure the trajectory is perturbed

upwards at the chosen time instant and the resulting
changes in hydro generation in the two adjecent intervals
are distributed among the thermal plants to get the new
thermal schedule using Participation Factors. The
approximate total fuel cost of the two intervals is
computed by substituting the new thermal schedules in the
cost function (without performing power flow solutions).
If this cost is lesser than the cost of the pre—perturbed
trajectory then this direction is chosen for perturbation.
Otherwise, the trajectory is perturbed downwards and the
approximate fuel cost is obtained. If this cost is lesser
than the pre—perturbed cost then the downward direction of
perturbation is used. Otherwise, the pre—perturbed
trajectory itself is retained. The above procedure to
predict the direction of perturbation is incorporated in
the Algorithm-II whose steps are presented below.
 80

4.7.2 Algorithmic steps

The Algorithm-II differs from that of Algorithm—I

only in the second phase of computation. The detailed steps
of second phase are given below.

1. Set the hydro plant index, i=l

2. Set the time interval index, j=l

3. Perturb the storage level of the hydro plant at the

end of the jth interval by + Ay.

4. Compute the discharge, D^j and hydrogeneration, PH^j

5. Corresponding to the hydro generation PH^j, Compute

the new thermal schedule PTmj for the thermal
plants m=l,2,...NT using Participation Factor method
for all hydro plants (without doing a power flow
solution).

6. Repeat steps 4 and 5 for (j+l)th interval.

7. Compute the approximate total fuel cost for jth and

(j+l)th intervals.

8. Check for cost reduction by comparing this total

fuel cost with that obtained in the pre—perturbed
trajectory. If cost is less, proceed to step 10.
Otherwise, repeat steps 4 to 7 with a perturbation
of —Ay. If the computed cost is less, go to step 10.
Otherwise, retain the pre—perturbed storage level
and go to step 9.
 81

9. Increment the interval index, j=j+l. If j < N go to

step 3. Otherwise go to step 11.

10. Corresponding to the perturbed trajectory compute

the hydro generations, PH^j;i=l,2,...NH and the
optimal thermal schedule , PTmj for the plants
111=1,2,...NT for j and (j+l)th intervals using;

i. Participation Factor method followed by a power

flow solution for the first (NH-1) hydro plants
ii. One LP move as explained in section 4.4 for the
last hydro plant

Compute the total fuel cost for jth and (j+l)th

intervals. Check for cost reduction by comparing
this cost with the cost in the pre—perturbed
trajectory. If the present cost is less, proceed to
step 12. Otherwise, retain the pre—perturbed storage
level and go to step 9.

11. Increment the hydro plant index, i=i+l. If i < NH go

to step 2. Otherwise go to step 13.

12. Accept the perturbation and update Y^j = Y^j ± AY.

Go to step 9.

13. Check whether the cost difference between the

successive hydrothermal iterations is less than or
equal to the convergence tolerance specified. If
yes, the solution is reached. Otherwise, go to
step 1.
 82

4.7.3 Numerical examples and Discussion

The Algorithm—II was tested on the same two systems

viz. 9-bus system and 66-bus system. The data and
convergence tolerance used are the same. The results
obtained are compared in Table 4.7. In both systems, the
total fuel costs obtained using Algorithm-I are slightly
better than that obtained using Algorithm—II. The
computational time taken by Algorithm—II is only about 60%
and 35% of that taken by Algorithm—I for the 9—bus system
and 66—bus system respectively.

The optimal water discharges of the hydro plants

are presented in Tables 4.8 and 4.9 for the 9—bus and 66-
bus system respectively. The cost convergence pattern for
the 9—bus and 66— bus system are presented in Figures 4.6
and 4.7 respectively.

Among the two algorithms proposed, the Algorithm—II

is very fast and effective for large practical systems.
However, Algorithm—I gives slightly better fuel cost.

4.8 OPTIMAL SCHEDULING OF HYDROTHERMAL SYSTEM WITH CASCADED

PLANTS

Many power systems have cascaded hydro plants. The

mathematical model for systems with cascaded hydro plants
and solution approach have already been presented in
sections 4.2 and 4.3 respectively. The Algorithm—I proposed
in section 4.3 for short-term scheduling is used to solve
this problem.
 83

TABLE 4.7: COMPARISON OF RESULTS OF ALGORITHM—I AND

ALGORITHM—II

Number of CPU time in Percentage

S. No. Algorithm hydrothermal WIPRO-386 reduction
iterations system in fuel
cost

9—bus system

1 Algorithm—I 10 56.2 12.53

seconds

2 Algorithm—II 10 33.0 12.36

seconds

66—bus system

1 Algorithm—I 9 14 Minutes 16.98

54 seconds

2 Algorithm—II 5 4 Minutes 16.89

54.3 seconds
 84

TABLE 4.8: OPTIMAL DISCHARGES OBTAINED USING

ALGORITHM—II— 9~BUS SYSTEM

Optimal Discharges of Hydro Plants in CMS

Interval
(Hours) Plant 1 Plant 2 Plant 3
1 150 100 125
2 100 100 175
3 150 150 75
4 125 200 125
5 225 150 350
6 275 325 350
7 300 350 225
8 275 275 225
9 250 225 200
10 225 175 200
11 175 225 175

12 175 175 175

13 200 150 200

14 175 200 200

15 175 225 200

16 175 275 200

17 275 250 225

18 275 300 300

19 300 275 275

20 225 175 225

21 175 100 150
22 125 175 125
23 175 75 150
24 100 150 150
 85

TABLE 4.9: OPTIMAL DISCHARGES OBTAINED USING

ALGORITHM—II—66-BUS SYSTEM

Optimal Discharges of Hydro Plants in CMS

I H—1 H—2 H—3 H—4 H—5 H—6 H—7 H—8 H—9 H—10 H—11

1 6.68 13.97 7.98 19.06 10.67 4.74 5.89 9.34 8.74 36.98 5.58

2 3.68 9.47 2.73 13.06 10.67 3.24 4.39 7.84 10.24 35.48 0.33

3 4.43 10.97 6.48 19.06 10.67 6.24 5.14 10.84 7.24 38.48 0.33

4 7.43 13.22 3.48 19.06 9.17 6.24 2.89 10.84 10.24 38.48 1.83

5 6.68 13.22 5.73 18.32 7.67 5.49 5.14 9.34 8.74 37.73 2.58

6 11.93 16.22 10.98 28.06 13.67 6.99 7.39 12.34 15.49 39.23 4.08

7 3.68 13.22 5.73 16.82 12.17 7.74 7.39 13.09 7.99 46.73 10.08

8 13.43 18.47 11.73 24.32 13.67 12.24 8.89 15.34 14.74 37.73 6.33

9 7.43 11.72 7.98 18.32 12.17 5.49 8.14 11.59 11.74 40.73 4.08

10 6.68 16.22 7.23 19.82 10.67 8.49 8.14 13.09 12.49 37.73 1.08

11 5.93 13.22 4.23 18.32 9.92 5.49 5.14 10.09 9.49 36.98 1.83

12 3.68 10.22 6.48 15.32 6.92 2.49 2.89 5.59 8.74 35.48 4.83

13 2.93 8.72 1.98 13.06 10.67 3.24 5.14 7.84 4.99 37.73 1.08

14 5.93 13.97 5.73 22.82 9.92 6.24 6.64 13.84 10.99 42.23 4.08

15 7.43 13.22 7.23 23.57 12.17 6.99 6.64 12.34 11.74 38.48 7.08

16 11.93 18.47 10.98 20.57 12.92 12.99 7.39 14.59 14.74 39.98 2.58

17 2.18 8.72 4.98 14.57 7.67 1.74 2.89 6.34 5.74 33.98 1.83

18 5.18 11.72 5.73 15.32 10.67 6.24 5.89 10.84 10.24 35.48 1.08

19 11.93 16.22 5.73 24.32 10.67 6.24 5.89 10.84 10.24 38.48 1.08

20 2.18 10.22 5.73 14.57 9.17 6.24 5.89 10.84 10.24 38.48 3.33

21 11.18 19.22 7.23 25.82 12.17 9.24 5.89 13.84 10.24 45.98 7.83

22 2.18 10.97 7.23 15.32 10.67 3.24 5.89 10.84 10.24 36.98 1.83

23 11.93 15.47 5.73 22.82 10.67 9.24 5.89 10.84 10.24 36.23 3.33

24 3.69 10.23 6.49 15.30 10.66 3.24 5.88 7.84 10.25 37.74 1.84

I denotes interval and H denotes Hydro Plant

 86
M illions of rupees
FUEL COST in
TOTAL

01 23456789 10
HYDROTHERMAL ITERATION ------■»

FIG-4.6' COST CONVERGENCE FOR 9-BUS SYSTEM - ALGORITHM - II

 M illio n s of rupees
in
TOTAL FUEL COST

HYDROTHERMAL ITERATION ——

FIG.4.7: COST CONVERGENCE FOR 66-BUS SYSTEM

- ALGORITHM -II
 88

4.8.1 Numerical example and results

The 9-bus system was modified to accomodate

cascaded hydro plants. The plants 1 and 3 are independent
plants having constant inflow throughout the intervals of
the day. Plant 2 does not have separate inflow but is
hydraulically connected to Plant 1. The water transport
delay from Plant 1 to Plant 2 is assumed to be zero. The
data for this system are given in Appendix 3. Initial step
size ( AY) of 100 CMS—hour is used.

The optimal solution is reached in 14 iterations

which has taken a computational time of 72 seconds in
WIPRO—386 system. The total reduction in fuel cost from
initial cost to optimal cost is 16.69 percent. The optimal
discharges obtained for the three hydro plants are
presented in Table 4.10. The cost convergence pattern
obtained for the cascaded system is presented in
Figure 4.8.

4.9 SUMMARY

The short-term hydrothermal scheduling using an

accurate model has been formulated. The operating
constraints on hydro and thermal plant generation and the
line flow constraints are included in the model. Two
Algorithms using Local Variation approach have been
proposed. The improvement of water storage level
trajectories is achieved sequentially using local variation
procedure while the optimal thermal generations are
obtained in each interval by the Participation Factor
method or LP method. The LP method is found to be very
effective in correcting line overloads and limiting the
flow in the critical lines.
 89

TABLE 4.10: OPTIMAL DISCHARGES OBTAINED IN 9-BUS SYSTEM

WITH CASCADED HYDRO PLANTS

Optimal Discharges of Hydro Plants in CMS

Interval
(Hours) Plant 1 Plant 2 Plant 3
1 100 100 125
2 125 125 75
3 100 100 125
4 150 150 125
5 250 250 250
6 325 275 350
7 300 350 275
8 250 325 250
9 250 225 250
10 200 200 225
11 225 175 200
12 150 150 200
13 200 200 175
14 200 200 200
15 200 200 225
16 225 250 175
17 225 325 225
18 300 275 325
19 275 200 350
20 250 175 225
21 100 150 125
22 150 150 100
23 125 125 125
24 125 125 100
 90
Millions of rupees
TOTAL FUEL COST in

FIG.4.8: COST CONVERGENCE FOR 9-BUS SYSTEM

WITH CASCADED HYDRO PLANTS
 91

Results obtained using Algorithm—I and Algorithm—II

for a 9-bus system and a 66-bus Indian utility system are
presented. Results are also presented for a 9—bus system
having cascaded hydro plants. It is observed from the
convergence pattern obtained using the above two algorithms
that the total fuel cost decreases monotonically from
iteration to iteration. Also, the first 3 to 4 iterations
are very effective in reducing the fuel cost. The reduction
in fuel cost from initial to optimal cost is about 12.5
percent for the 9-bus system and it is about 17 percent for
the 66-bus utility system. The computational time taken by
Algorithm—II to reach convergence is only about 60% and 35%
to that of Algorithm—I for the 9—bus system and for the
66-bus utility system respectively.