Chaotic artificial immune approach applied to economic dispatch of electric energy using thermal units

The economic dispatch problem (EDP) is an optimization problem useful in power systems operation. The objective of the EDP of electric power generation, whose characteristics are complex and highly non-linear, is to schedule the committed generating unit outputs so as to meet the required load demand at minimum operating cost while satisfying system constraints. Recently, as an alternative to the conventional mathematical approaches, modern heuristic optimization techniques have been given much attention by many researchers due to their ability to find an almost global optimal solution in EDPs. As special mechanism to avoid being trapped in local minimum, the ergodicity property of chaotic sequences has been used as optimization technique in EDPs. Based on the chaos theory, this paper discusses the design and validation of an optimization procedure based on a chaotic artificial immune network approach based on Zaslavsky’s map. The optimization approach based on chaotic artificial immune network is validated for a test system consisting of 13 thermal units whose incremental fuel cost function takes into account the valve-point loading effects. Simulation results and comparisons show that the chaotic artificial immune network approach is competitive in performance with other optimization approaches presented in literature and is also an attractive tool to be used on applications in the power systems field.     

A new multiobjective procedure for solving nonconvex environmental/economic power dispatch

In this article, an improved multiobjective chaotic interactive honey bee mating optimization (CIHBMO) is proposed to find the feasible optimal solution of the environmental/economic power dispatch problem with considering operational constraints of the generators. The three conflicting and noncommensurable: fuel cost, pollutant emissions, and system loss, should be minimized simultaneously while satisfying certain system constraints. To achieve a good design with different solutions in a multiobjective optimization problem, Pareto dominance concept is used to generate and sort the dominated and nondominated solutions. Also, fuzzy set theory is used to extract the best compromise solution. The propose method has been individually examined and applied to the standard Institute of Electrical and Electronics Engineers (IEEE) 30‐bus six generator, IEEE 180‐bus 14 generator and 40 generating unit (with valve point effect) test systems. The computational results reveal that the multiobjective CIHBMO algorithm has excellent convergence characteristics and is superior to other multiobjective optimization algorithms. Also, the result shows its great potential in handling the multiobjective problems in power systems. © 2014 Wiley Periodicals, Inc. Complexity 20: 47–62, 2014     

Solving nonconvex economic load dispatch problem using particle swarm optimization with time varying acceleration coefficients

This article presents the design and application of an efficient hybrid heuristic search method to solve the practical economic dispatch problem considering many nonlinear characteristics of power generators, and their operational constraints, such as transmission losses, valve‐point effects, multi‐fuel options, prohibited operating zones, ramp rate limits and spinning reserve. These practical operation constraints which can usually be found at the same time in realistic power system operations make the economic load dispatch (ELD) problem a nonsmooth optimization problem having complex and nonconvex features with heavy equality and inequality constraints. A particle swarm optimization with time varying acceleration coefficients is proposed to determine optimal ELD problem in this paper. The proposed methodology easily takes care of solving nonconvex ELD problems along with different constraints like transmission losses, dynamic operation constraints, and prohibited operating zones. The proposed approach has been implemented on the 3‐machines 6‐bus, IEEE 5‐machines 14‐bus, IEEE 6‐machines 30‐bus systems and 13 thermal units power system. The proposed technique is compared with solve the ELD problem with hybrid approach by using the valve‐point effect. The comparison results prove the capability of the proposed method give significant improvements in the generation cost for the ELD problem. © 2015 Wiley Periodicals, Inc. Complexity 21: 299–308, 2016     

A multi-objective multi-population ant colony optimization for economic emission dispatch considering power system security

With increasing concern about global warming and haze, environmental issue has drawn more attention in daily optimization operation of electric power systems. Economic emission dispatch (EED), which aims at reducing the pollution by power generation, has been proposed as a multi-objective, non-convex and non-linear optimization problem. In a practical power system, the problem of EED becomes more complex due to conflict between the objectives of economy and emission, valve-point effect, prohibited operation zones of generating units, and security constraints of transmission networks. To solve this complex problem, an algorithm of a multi-objective multi-population ant colony optimization for continuous domain (MMACO_R) is proposed. MMACO_R reconstructs the pheromone structure of ant colony to extend the original single objective method to multi-objective area. Furthermore, to enhance the searching ability and overcome premature convergence, multi-population ant colony is also proposed, which contains ant populations with different searching scope and speed. In addition, a Gaussian function based niche search method is proposed to enhance distribution and accuracy of solutions on the Pareto optimal front. To verify the performance of MMACO_R in different multi-objective problems, benchmark tests have been conducted. Finally, the proposed algorithm is applied to solve EED based on a six-unit system, a ten-unit system and a standard IEEE 30-bus system. Simulation results demonstrate that MMACO_R is effective in solving economic emission dispatch in practical power systems.     

A decomposition approach to the two-stage stochastic unit commitment problem

The unit commitment problem has been a very important problem in the power system operations, because it is aimed at reducing the power production cost by optimally scheduling the commitments of generation units. Meanwhile, it is a challenging problem because it involves a large amount of integer variables. With the increasing penetration of renewable energy sources in power systems, power system operations and control have been more affected by uncertainties than before. This paper discusses a stochastic unit commitment model which takes into account various uncertainties affecting thermal energy demand and two types of power generators, i.e., quick-start and non-quick-start generators. This problem is a stochastic mixed integer program with discrete decision variables in both first and second stages. In order to solve this difficult problem, a method based on Benders decomposition is applied. Numerical experiments show that the proposed algorithm can solve the stochastic unit commitment problem efficiently, especially those with large numbers of scenarios.     

A unified method for a class of convex separable nonlinear knapsack problems

In this paper, a unified algorithm is proposed for solving a class of convex separable nonlinear knapsack problems, which are characterized by positive marginal cost (PMC) and increasing marginal loss–cost ratio (IMLCR). By taking advantage of these two characteristics, the proposed algorithm is applicable to the problem with equality or inequality constraints. In contrast to the methods based on Karush–Kuhn–Tucker (KKT) conditions, our approach has linear computation complexity. Numerical results are reported to demonstrate the efficacy of the proposed algorithm for different problems.     

Stochastic optimization for power system configuration with renewable energy in remote areas

This paper presents a stochastic mixed integer programming model for a comprehensive hybrid power system design problem, including renewable energy generation, storage device, transmission network, and thermal generators, for remote areas. Given the complexity of the model, we developed a Benders’ decomposition algorithm with two additional types of cutting planes: Pareto-optimal cuts generated using a modified Magnanti-Wong method and cuts generated from a maximum feasible subsystem. Computational results show significant improvement in our ability to solve this type of problem in comparison to a state-of-the-art professional solver. This model and the solution algorithm provide an analytical decision support tool for the hybrid power system design problem.     

The unit commitment model with concave emissions costs: a hybrid Benders’ Decomposition with nonconvex master problems

We present a unit commitment model which determines generator schedules, associated production and storage quantities, and spinning reserve requirements. Our model minimizes fixed costs, fuel costs, shortage costs, and emissions costs. A constraint set balances the load, imposes requirements on the way in which generators and storage devices operate, and tracks reserve requirements. We capture cost functions with piecewise-linear and (concave) nonlinear constructs. We strengthen the formulation via cut addition. We then describe an underestimation approach to obtain an initial feasible solution to our model. Finally, we constitute a Benders’ master problem from the scheduling variables and a subset of those variables associated with the nonlinear constructs; the subproblem contains the storage and reserve requirement quantities, and power from generators with convex (linear) emissions curves. We demonstrate that our strengthening techniques and Benders’ Decomposition approach solve our mixed integer, nonlinear version of the unit commitment model more quickly than standard global optimization algorithms. We present numerical results based on a subset of the Colorado power system that provide insights regarding storage, renewable generators, and emissions.     

An Online Actor–Critic Algorithm with Function Approximation for Constrained Markov Decision Processes

We develop an online actor–critic reinforcement learning algorithm with function approximation for a problem of control under inequality constraints. We consider the long-run average cost Markov decision process (MDP) framework in which both the objective and the constraint functions are suitable policy-dependent long-run averages of certain sample path functions. The Lagrange multiplier method is used to handle the inequality constraints. We prove the asymptotic almost sure convergence of our algorithm to a locally optimal solution. We also provide the results of numerical experiments on a problem of routing in a multi-stage queueing network with constraints on long-run average queue lengths. We observe that our algorithm exhibits good performance on this setting and converges to a feasible point.     

A dynamic programming algorithm for the space allocation and aisle positioning problem

The space allocation and aisle positioning problem (SAAPP) in a material handling system with gravity flow racks is the problem of minimizing the total number of replenishments over a period subject to practical constraints related to the need for aisles granting safe and easy access to storage locations. In this paper, we develop an exact dynamic programming algorithm for the SAAPP. The computational study shows that our exact algorithm can be used to find optimal solutions for numerous SAAPP instances of moderate size.     

A novel chaotic particle swarm optimization approach using Hénon map and implicit filtering local search for economic load dispatch

Particle swarm optimization (PSO) is a population-based swarm intelligence algorithm driven by the simulation of a social psychological metaphor instead of the survival of the fittest individual. Based on the chaotic systems theory, this paper proposed a novel chaotic PSO combined with an implicit filtering (IF) local search method to solve economic dispatch problems. Since chaotic mapping enjoys certainty, ergodicity and the stochastic property, the proposed PSO introduces chaos mapping using Hénon map sequences which increases its convergence rate and resulting precision. The chaotic PSO approach is used to produce good potential solutions, and the IF is used to fine-tune of final solution of PSO. The hybrid methodology is validated for a test system consisting of 13 thermal units whose incremental fuel cost function takes into account the valve-point loading effects. Simulation results are promising and show the effectiveness of the proposed approach.     

An augmented Lagrangian method for optimization problems with structured geometric constraints

This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints are nonconvex and possibly complicated, but allow for a fast computation of projections onto this nonconvex set. Typical problem classes which satisfy this requirement are optimization problems with disjunctive constraints (like complementarity or cardinality constraints) as well as optimization problems over sets of matrices which have to satisfy additional rank constraints. The key idea behind our method is to keep these complicated constraints explicitly in the constraints and to penalize only the remaining constraints by an augmented Lagrangian function. The resulting subproblems are then solved with the aid of a problem-tailored nonmonotone projected gradient method. The corresponding convergence theory allows for an inexact solution of these subproblems. Nevertheless, the overall algorithm computes so-called Mordukhovich-stationary points of the original problem under a mild asymptotic regularity condition, which is generally weaker than most of the respective available problem-tailored constraint qualifications. Extensive numerical experiments addressing complementarity- and cardinality-constrained optimization problems as well as a semidefinite reformulation of MAXCUT problems visualize the power of our approach.

     

Optimal generation scheduling for constrained multi-area hydrothermal power systems with cascaded reservoirs

The optimization problem in this paper is targeted at large-scale hydrothermal power systems. The thermal part of the system is a multi-area power pool with tie-line constraints, and the hydro part is a set of cascaded hydrostations. The objective is to minimize the operation cost of the thermal subsystem. This is an integer nonlinear optimization process with a large number of variables and constraints. In order to obtain the optimal solution in a reasonable time, we decompose the problem into thermal and hydro subproblems. The coordinator between these subproblems is the system Lagrange multiplier. For the thermal subproblem, in a multi-area power pool, it is necessary to coordinate the area generations for reducing the operation cost without violating tie limits. For the hydro subsystem, network flow concepts are adopted to coordinate water usage over the entire study time span, and the reduced gradient method is used to overcome the linear characteristic of the network flow method in order to obtain the optimal solution. In this study, load forecasting errors and forced outages of generating units are incorporated in system reliability requirements. Three case studies for the proposed method are presented.     

The stochastic transportation problem with single sourcing

We propose a branch-and-price algorithm for solving a class of stochastic transportation problems with single-sourcing constraints. Our approach allows for general demand distributions, nonlinear cost structures, and capacity expansion opportunities. The pricing problem is a knapsack problem with variable item sizes and concave costs that is interesting in its own right. We perform an extensive set of computational experiments illustrating the efficacy of our approach. In addition, we study the cost of the single-sourcing constraints.     

A semi-infinite programming algorithm for solving optimal power flow with transient stability constraints

This paper proposes a new algorithm for solving a type of complicated optimal power flow (OPF) problems in power systems, i.e., OPF problems with transient stability constraints (OTS). The OTS is converted into a semi-infinite programming (SIP) via some suitable function analysis. Then based on the KKT system of the reformulated SIP, a smoothing quasi-Newton algorithm is presented in which the numerical integration is used. The convergence of the algorithm is established. An OTS problem in power system is tested, which shows that the proposed algorithm is promising.     

Application of chaos-based chaotic invasive weed optimization techniques for environmental OPF problems in the power system

This paper presents efficient chaotic invasive weed optimization (CIWO) techniques based on chaos for solving optimal power flow (OPF) problems with non-smooth generator fuel cost functions (non-smooth OPF) with the minimum pollution level (environmental OPF) in electric power systems. OPF problem is used for developing corrective strategies and to perform least cost dispatches. However, cost based OPF problem solutions usually result in unattractive system gaze emission issue (environmental OPF). In the present paper, the OPF problem is formulated by considering the emission issue. The total emission can be expressed as a non-linear function of power generation, as a multi-objective optimization problem, where optimal control settings for simultaneous minimization of fuel cost and gaze emission issue are obtained. The IEEE 30-bus test power system is presented to illustrate the application of the environmental OPF problem using CIWO techniques. Our experimental results suggest that CIWO techniques hold immense promise to appear as efficient and powerful algorithm for optimization in the power systems.     

A polyhedral approach to a production planning problem

Production planning in manufacturing industries is concerned with the determination of the production quantities (lot sizes) of some items over a time horizon, in order to satisfy the demand with minimum cost, subject to some production constraints. In general, production planning problems become harder when different types of constraints are present, such as capacity constraints, minimum lot sizes, changeover times, among others. Models incorporating some of these constraints yield, in general, NP-hard problems. We consider a single-machine, multi-item lot-sizing problem, with those difficult characteristics. There is a natural mixed integer programming formulation for this problem. However, the bounds given by linear relaxation are in general weak, so solving this problem by LP based branch and bound is inefficient. In order to improve the LP bounds, we strengthen the formulation by adding cutting planes. Several families of valid inequalities for the set of feasible solutions are derived, and the corresponding separation problems are addressed. The result is a branch and cut algorithm, which is able to solve some real life instances with 5 items and up to 36 periods. This revised version was published online in June 2006 with corrections to the Cover Date.     

Underestimating the cost of a soft constraint is dangerous: revisiting the edit-distance based soft regular constraint

Many real-life problems are over-constrained, so that no solution satisfying all their constraints exists. Soft constraints, with costs denoting how much the constraints are violated, are used to solve these problems. We use the edit-distance based SoftRegular constraint as an example to show that a propagation algorithm that sometimes underestimates the cost may guide the search to incorrect (non-optimal) solutions to an over-constrained problem. To compute correctly the cost for the edit-distance based SoftRegular constraint, we present a quadratic-time propagation algorithm based on dynamic programming and a proof of its correctness. We also give an improved propagation algorithm using an idea of computing the edit distance between two strings, which may also be applied to other constraints with propagators based on dynamic programming. The asymptotic time complexity of our improved propagator is always at least as good as the one of our quadratic-time propagator, but significantly better when the edit distance is small. Our propagators achieve domain consistency on the problem variables and bounds consistency on the cost variable. Our method can also be adapted for the violation measure of the edit-distance based Regular constraint for constraint-based local search.     

支持向量机中一种参数优化选取方法

本文给出一种支持向量机中的参数优化选取方法. 它是通过遗传算法和确定性算法相结合解平衡约束优化问题,求出二分类支持向量机(SVM)中的正则参数C,本文将C作为优化问题中的变量来处理.遗传算法用来求解以C为变量的优化问题, 而确定性算法对每一个C值求解约束.数值计算的结果表明,用文中所述的方法求得的C值能明显提高支持向量机的泛化性能.