CHAPTER FIVE

OPTIMIZATION
What is Optimization?
 Optimization is the mathematical discipline which is
concerned with finding the maxima and minima of
functions, possibly subject to constraints.
 Optimize means make as perfect, effective or
functional as possible
 Used to determine best solution without actually
testing all possible cases
Need for optimization in power system
 Power system operation is required to be
 Secure
 Economical
 Reliable
 All operations have to operate at optimum point
 Power flow analysis
 Economic Dispatch
 Reactive power
 Load shedding
 Configuration of electrical distribution networks etc
 formulation of optimization problem

General Statement of a Mathematical Programming Problem

Find x which minimize: f(x)
Subject to: gi(x) < 0 for i = 1, 2, ..., h
li(x) = 0 for i = h+1, ..., m
f(x), gi(x) and li(x) are twice continuously differentiable real valued
functions.
gi(x) is known as inequality constraint
li(x) is known as equality constrain
Objective function
 Example – economic
 Thefunction which gives dispatch problem
the relation between the  Minimize operating cost
objective we want to  Variables – power

achieve and the variables output of each generator

involved  Constraint- system load
demands, generating
capacity of generators
Classical Optimization techniques
Used for continuous and differentiable
functions
Make use of differential calculus

 disadvantages

Practical problems have non differentiable

objective functions
Single variable optimization
 Local minima
 If for Local
maxima
small positive and
negative h
 Local maxima
 If for
small positive and
negative h Local
minima
 Example
f ( x)  12x 5  45x 4  40x 3  5 400

350

Soln. 300

250

Find f’(x) and then equate it with zero. 200

The extreme points are x=0,1 and 2

150

100

50
X=0 is inflection point, x=2 is local 0
minima and x=1 is local maxima -50

-100
-1 -0.5 0 0.5 1 1.5 2 2.5 3
Multivariable optimization
Properties of LP
 The objective function is
minimization type
 All constraints are linear
equality type
 All decision variables
are nonnegative
 Transformations
 If problem is maximization
use –f
 If there is negative
variable, write it as
difference of two
 If constraint is inequality,
add slack or surplus
variables
Simplex algorithm
 Objective of simplex  Algorithm
algorithm is to find vector X 1. Convert the system of
0 which minimizes f(X) equation to canonical form
2.Identify the basic solution
3. Test optimality and stop if
and satisfies equality optimum
constraints of the form 4. If not, select next pivotal
point and re-write equation
5. Go to step 2
Using MATLAB to solve LP
 Example:
Subject to
f=[5 2];
A=[3 4;1 -1;-1 -4;-3 -1];
b=[24;3;-4;-3];
lb=zeros(2,1);

1. Form the matrices containing coefficients of the objective function, constraints equations
and constants separately
2. Use the built in function linprog(), i.e [x, fmin]= linprog(f,A,b,Aeq,beq,lb,ub,X0,options);
 f=objective function v
A=Matrix for linear inequality constraints
B=Vector for linear inequality constraints

Aeq =Matrix for linear equality constraints

beq =Vector for linear equality constraints
Lb=Vector of lower bounds
Ub=Vector of upper bounds
X0= Initial point for x, active set algorithm only
Solver= 'linprog'
options =Options created with optimoptions