IEE International Conference on Advances in Power System Control, Operation and Management, November 1991, Hong Kong

Fuuzy

D y n a m i c

Z.Y. Mia0

K.

L o a d

Yasu'da

D i s p a t c h i n g

R.

Yokoyama

Department of Electrical Engineering

Tokyo Metropolitan
University
1-1 Minami-Osawa, Hachioji-shi
Tokyo 192-03, Japan

ABSTRACT
A new planning technique
presented
in this paper is the fuzzy dynamic load
dispatching. T h e proposed approach
features the capacity for dealing with
several fuzzy parameters, such as the
forecasted loads and system security,
which
reflect the
significant
experiences of the operators. In order to
obtain an optimal load dispatching
strategy under the fuzzy environment, a
fuzzy dynamic programming model based on
the fuzzy set theory, in which forecasted
loads,
generation cost and system
security are expressed by fuzzy sets, is
developed
in
this
paper.
The
effectiveness
of
the
proposed
technique demonstrated is by an example.

Keywords: Electric Power System, Economic

load dispatching, Dynamic programming,
Fuzzy set theory.
1. INTRODUCTION

In
the control and operation of
electric power s y s t e m s , the system
operators are required to supply customers
with economical and reliable service,
satisfying several operational conditions
at the same time. It must be required
in the Economic Load gispatching(ELD). The
basic purpose of the ELD, however, is to
dispatch the o u t p u t s o f the o n - l i n e
generators at the least cost for a power
system for a period of one hour to one
day. I t is a typical problem o f
optimization
in which the objective
function is minimized over the study
period under the constraints (imposed on
the system) which
include the power
demand and supply balance, and other
constraints on unit operation such as the
upper and lower limits o f generator
output, the upper and lower limits of
pickup rate of generator output, and so
on.
In
the conventional studies for
economic load dispatching[lI-[31. several
fuzzy parameters, such as forecasted load,
and s o o n , have been treated a s
deterministic values (certain values).
i.e..it assumes that
no errors exist in
the forecasted l o a d s , ignoring the
fuzziness of the parameters. And the main
goal of the optimal load dispatching
strategies can be only the
generation
cost. However, it is impossible to ignore
the f u z z i n e s s o f the parameters in
practical
operation,
because
these

parameters
depend strongly o n the
operator's experiences, weather variables,
social behavior of the customers, and
other various factors. On the other hand,
today's quality requirements for power
utilities are so sophisticated that the
operators have to deal with a security
problem of power system[4]. along with the
economical aspect.
dynamic
The
conventional
programming approaches for ELD have been
developed so as to obtain a optimal
load dispatching, under
the environment
of
conventional
crisp
logic.
However, the conventional techniques are
not capable of treating the fuzziness or
uncertainty of some parameters and the
decision procedure of the human to find a
cooperative solution for the conflicting
goals.
In this paper, it is assumed that the
requirements of the minimum generation
cost, and contentment of the load demand
are not crisp, but they are fuzzy. In
order to obtain a n optimal load
the
fuzzy
dispatching
unde r
environment, forecasted loads, generation
cost and system security are expressed
with fuzzy sets. Then, a new approach of
E L D , based o n the fuzzy dynamic
programming, is proposed in this paper. A
numerical example is shown in order to
demonstrate the effectiveness and unique
feature of the presented technique.
2. FUZZY DYNAMIC PROGRAMMING APPROACH
2.1. Mathematical Statement of ELD

T h e conventional dynamic load

dispatching problems have been formulated
so a s to minimize
crisp objective
function (normally the total cost covering
the entire study period) under a number of
crisp
constraints. T h e
principal
constraints consist of the power demand
and supply balance, constraints on the
generator output and constraints on the
pickup rate of the generator output. The
study period is digitized into N-stage.
2.1.1. Objective function

In the power system operation, the

total generation cost function covering
all the stages can be expressed by means
of the equation given below.

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2.2. Mathematical Statement o f Fuzzy

Dynamic Programming

where,

Under the conventional dynamic

programming technique for ELD. the error
inherent in the forecasted load is assumed
to be zero. However, this is impossible in
practical operation. Since load demand is
associated with weather variable, social
behavior of the customers, operators'
experiences, and s o on.
It is then,
appropriate to think that this error be
given fuzzy expression on the basis of
various data and experiences. In this
paper, therefore, the forecasted load is
treated as a fuzzy number in order to
apply the fuzzy dynamic programming
technique a n d , further, the degree of
satisfaction derived from the system
security and the attained cost (the total
cost arrived at some state) are also
defined by the fuzzy sets. The three types
of fuzzy sets are defined as L , S and C .
And by integrating the fuzzy objective
function and the fuzzy -constraints, the
model of fuzzy dynamic programming has
been obtained. Here a number of means for
providing the objective function to be
optimized are conceivable., but in this
paper the intersection of the fuzzy sets
of the three membership functions shown in
eq.(7) is taken as the objective function,
and maximization of this objective
function is taken as the optimal plan.

F : The total fuel cost

covering
the entire study period,
fi: The fuel cost function af i-th
generator,
xi(h).: Output power of i-th generator
at the h-th stage,
Ai.Bi.Ci: Coefficents of
fuel
cost
function,
N: Number
of
discrete
time
periods,
I: Number of generators*

In order to obtain the optimal load

dispatching by means o f the dynamic
programming technique, the functional
equation (for the repetitive algorithm
minimizing the fuel cost function) for a
state x of h-th stage can be expressed

(3)

gh(&(h-l),g(h))
Go(&(O))
For h

fi(xi(h))

= 0

D = C n L ri

1,2,. . . ,N

(7)

Membership f u n c t i o n of fuzzy

2.2.1.

decision

where Gh : Minimum generation cost up to

the state r(h) and the stage h.
: Generation cost of state &(h),
x(hgy : A state vector
of generator
output power at the h-th stage,
u(h) : A control vector of generator
output power at the h-th stage.

Logical operation of fuzzy sets is

actually executed with membership
functions. Accordingly. the optimal load
dispatching operation indicated by
membership functions gives the equation
below.

2.1.2. Constraint function

~~(h.x(h))
Max
Cmin 5 ~ ( h 5
) %ax

T h e demand and supply balance

constraint is shown by the equation given
below.

Min IfiC(h.x(h),

u(h)).p,(h,X(h).g(h)),ps(h).

I
Z

xi(h)

LOAD(h)

Z(h)) }./.fD(h-1.5(h-l))1

(4)

i=l
where LOAD(h) is the forecasted load
demand at the h-th stage.

where

p~(h,&(h)) : Grade of membership

function against
the
optimal decision made
under the state x(h)
at h-th stage,
pL(h,&(h)) : Grade of membership
function of forecasted
load L
under the
state x(h),
pS(h.x(h)) : Grade of membership
function of
system
security S
under the
state x(h),
pc(h,x(h)) : Grade of membership
function of objective
function C
under the
state &(h).

2.2.2.

Membership function of forecasted

Moreover, the upper and lower limits on

generator output and the limits on the
pickup rate o f generator output are
respectively shown as below.
Ximin 5 xi(h) 5 Ximax
Aximin 5 Axi(h) 5 Aximax

(5)
(6)

provided,
AXi(h)

Xi(h)-Xi(h-l)

where ximin: Minimum output power

generator i ,
ximax: Maximum output power
generator i ,
Aximin: Minimum pickup rate
generator i ,
Aximax: Maximum pickup rate
generator i.

of
of

(8)

D ( 0 ,x( 0 )) =l.00

for

load
of
The forecasted load is provided from
the operator side. Since the
forecasted
load is comprehensively estimated by the
operator from his past experience, on the

of

312

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L O

Fig.1. Membership Function of

Forecasted Load

Fig.3. Membership Function of

Fuzzy Objective Function

basis o f weather v a r i a b l e s , social

behaviors of customers and the increasing
rate of load d e m a n d , it is high
uncertainty
or fuzziness. Under the
conventional techniques the forecasted
loads have been treated as deterministic
values, but for a practical problem, the
forecasted load errors cannot be ignored.
In this study, the forecasted load having
such fuzziness is treated as a fuzzy
number. While an example of the membership
function is shown in Fig.1, however. L o is
the forecasted load having the maximum
grade of membership function.
Membership
security

2.2.3.

Membership f u n c t i o n of fuzzy
objective function

2.2.4.

In this paper, the generation cost

function, which
is
the
economic
evaluation, is fuzzy objective function.
When the generation cost function is
evaluated by the fuzzy s e t , several
function may be used, but it is the primal
aim that the evaluation of the generation

LrJ
START

function of system

The system security is the evaluation

of the degree of satisfaction concerning
power system operation made by the
operator's side, and it is provided by the
operator's side. This is a highly complex
evaluation involving the operating
condition of each equipment in the system
and system operation stability against
load demand; it is. therefore, a highly
fuzzy evaluation. However, because the
load demand is the principal factor among
the many factors, it is pertinent that
the system security is
evaluated from
the load demand. In this study the system
security is assumed to be evaluated in
correspondence with the load demand. An
example of the membership function is
given in Fig.2. A s stated b e f o r e ,
moreover, the membership function having
an arbitrary shape can be used in the
proposed method since it is based on the
dynamic programming technique.

INPUT SYSTEM DATA, AND DEFINE SYSTEM INITIAL STATE

-v
FIND ALL FEASIBLE STATES x(h) UNDER
CONSTRAINTS, AND CALCULATE THE COSTS
ATTAINED I N THESE STATES: Gh(&(h))

THE L A S T STAGE?

"i
DECIDE OPTIMAL STRATEGY ALONG THE
PATH BACKWARDS FROM T H E HIGHEST

Lo

PO

Fig.2. Membership Function of

System Security

Fig.4. Decision Procedure of Fuzzy

Dynamic Economic Load dispatching

313

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Table 1

No. o f

1
2
3
5
6
7

0.005
0.006
0.004
0.005
0.016
0. 030
0. 010

0.007

9
10

0.012
0.012

G tc
C

A,G'+B

A,

UNIT

The Coefficients of Generators

B,
5.
5.
6.
6.
6.
7.
11.
6.
6.
6.

627
506
383
295
268
667
752
654
362
515

2 6 1 . l_S6
264. 634
190. 502
230. 154
154. 298
99. 960
100. 659
112. 922
143.092
135,334

70.0

{x?

Gh(&(h))

The
dynamic
load
dispatching
algorithm based on the dynamic programming
technique, the optimal decision is
obtained by means of
objective function
and all the constraints, but in this paper
the optimal load dispatching is obtained
by means of the fuzzy set intersection
operation of the fuzzy objective function
(generation cost), fuzzy function of
forecasted load and fuzzy function of
system security. The algorithm of optimum
load
dispatching based on the
fuzzy

1
I

1090.0

OL8!
0.00

1 1 2 2 . !0!L!
0.00

1
1

118.
114.
91.
105.

0
0
0
0

.
.
.
.
.
.

5
8
0
5
5
5

Step 3 : The grade of the membership

function fi (h x(h),u(h)) of forecasted
load and tke 'grade-of the membership
function fi S(h,x(h) ,g(h)) o f
all
adaptable states are determined. Here,
each grade of membership function is the
grade of membership function against the
assumed load demand. Moreover, the grade
of fuzzy objective membership function

Forecasted Load

FORECASTED LOADS (MW)

STAGE

3
3
3
3
3
3

77.0

Step 2 : At h-th stage, assumed load

demands, which are corresponded to
some
higher grades among the fuzzy membership
function of the forecasted load given
respectively, are selected under the
limits on generator output and the limits
on pickup rate of generator output, while
at the same time determining the feasible
state
x (combination o f generators
output p o w e r s ) and calculating the
generation cost for each state.

be

3 . ALGORITHM O F F U Z Z Y DYNAMIC PROGRAMMING

Table 2

a. o

Step 1 : By inputting the system data and

the coefficients o f g e n e r a t o r s , the
initial state is provided f o r each
generator. The initial f i D ( O , x ( 0 ) )of the
membership function of the-fuzzy decision
is taken as 1.00. Stage h is taken as 1.

(9)

Ghmin(h)= Min

5.0
5.0
8.0

225.0
240.0
285.0
282.0
104.0

dynamic programming technique shown in

Fig.4 is as shown below.

Ghmin
to

70.0
110.0
110.0
30.0
35.0
20.0
30. 0
30. 0
40. 0

'

cost can be
expressed through fuzzy
membership grade. A n example o f the
membership function against the fuzzy
objective function is given in Fig.3. In
the figure, the formula AC(h,&(h)) is
given in eq.(9):

where G (x(h)) is the total cost

arrivedhat state E , h-th stage.

RATE LIMIT
(MW/M I N)

O U T P U T LIMIT(WM)
UPPER
LOWER

and System security

MEMBERSHIP VALUES OF FORECASTED LOAD

MEMBERSHIP VALUES OF SYSTEM SECURITY

1095.0

1125.0

0L!5

0.00

0.00

1110.0

0.00

1114.0

0.90

1 00
0. 90
1 1 3 5 . 0 ---1 1 3 0 . 0 -:-0.00
0.90
1130.0

flff

1 1 3 4 . 0 ---0.87
0.94

1 1 2 0 . 0 ---O0 . g95o
0.85
1 1 3 9 . 0 ---0 . 98
1138.0

0.80
---0.97

0.85
1 1 1 0 . 0 ---0.00

1115.0

0.90
---0.00

1.00
1 1 2 0 . 0 ---0.00

1 1 1 1 . 0 -L-0 75

1116.0

!0.00
,!A

1120.0

1145.0

f::!

1 00
0 90
0.80
1 1 5 0 . 0 -:-1 1 5 3 . 0 -:-1 2 5 9 . 0 ---0.00
0.93
0.95

OL9!
0.00

1.00
1 1 5 0 . 0 ---0.00

0. 91
1 1 5 5 . 0 ---0.95

1258.0

0.00

1.00
1 1 2 0 . 0 ---0.00

.90
1 1 2 5 . 0 0---0.94

0.80
1 2 3 0 . 0 ---0.98

0.00

1140.0

1140.0

0.93
---0.00

1145.0

1113.0

oL84

1116.0

0.00

0.00

I:!!
0.00

1125.0

0. 90
---0.95

1 1 2 4 . !0!L!
0.85

/I
I/

0.85
1 1 3 0 . 0 ---0 . 98
1130.0

0191
0.98

314

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0 . 98

fiC(h.x(h),g(h)) of all adaptable states

is calculated as in eq.(9). Finally, the
grade of membership function of fuzzy
decision u ~ ( h . ~ ( h ) )of all states is
calculated as in eq.(8).

dispatching method based on the fuzzy

dynamic programming technique has been
proposed, in order to
treat fuzziness
and multi-objective co-operation in the
dynamic
load dispatching. I n the
conventional dynamic load dispatching
technique, the fuzziness of the forecasted
load has been ignored and the system
security
has
been
left
out
of
consideration. In this paper, however, the
fuzziness of the forecasted load and the
system security are treated as the fuzzy
variables. The generation cost to be
attained is also treated as the fuzzy
variable, thereby providing the fuzzy
membership function. Using the fuzzy set
theory under such fuzzy environment,
application o f the fuzzy dynamic
programming technique to the dynamic
economic
load
dispatching
has been
developed. And from the result o f
numerical calculations executed on the
model example the effectiveness of the
dynamic economic load
dispatching using
the proposed fuzzy dynamic programming
technique has been shown.

Step 4 : Preserving all adaptable states

(h.x) and the grade of fuzzy decision
membership function b~(h.~(h)).the entry
into the next step is made when all
stages are completed. If the final stage
has not yet been reached, h is taken as
being h + l . and reverting to step 2 .
calculations o f the next stage is
continued.
Step 5 : At the final stage the fuzzy
decision membership function having the
highest value is selected and from its
state the feasible state of the preceding
stage is determined by tracing back to it.
The feasible states of all the stages are
thus obtained. In short, the optimal load
dispatching is obtained.
4. NUMERICAL EXAMPLE

For the purpose of explaining the

effectiveness of the dynamic economic load
dispatching method based on the fuzzy
dynamic programming technique as proposed
in this paper, numerical calculations of
the power system model composed of 10
generators were undertaken as an example.
Table 1 g i v e s the coefficients o f
generators, the upper and lower limits on
generator output and the upper and lower
pickup rate limits on generator output for
each generator used. Also, the number of
stages is 8 in this example, the grade of
membership function of forecasted load and
the system security membership function of
each time are given in Table 2. As stated
before, the forecasted load membership
function and the system security
membership function have been provided by
the operator. As the present technique is
based on the fuzzy dynamic programming
technique, it i s applicable to the
membership function with arbitrary shape.
For this system model, the result of
calculations through the algorithm on the
basis of the proposed approach is given in
Fig. 5.

REFERENCES
[l] Dale W.Ross.
Sungkook Kim, 'Dynamic
Economic Dispatch of Generation', IEEE
Trans. on Power Apparatus and System, Vol.
PAS-99, No.6. pp.2060-2067, Nov/Dec 1980.
[2] A.J. Korsak and R.E. Larson.'A Dynamic
Programming
Successive Approximations
Technique with Convergence Proofs - Parts
I & 11', Automatic, Vo1.6 December 1969.
[3] D.W. Ross, et.al.,
'Short Term Load
Prediction for Economic Dispatch
of
Generation',
Proceedings of 1979 Power
Industry Computer Application Conference;
Cleveland, Ohio, May 15-18.1979.

[4] R. Yokoyama, S . H . Bae. T. Morita.

and
'Multi-objective
optimal
generation dispatch based on probability
security
criteria',
IEEE Trans. PWR-3,
No.1. February 1988. pp.317-324.

H. Sasaki.

[5] R.E. Bellman.

'Dynamic Programming'.
Princeton University Press, New Jersey,
1957.

5. CONCLUSIONS

In

the

present

study

new

[6] H . J . Zimmenrmann,
'Fuzzy Set Theory
and Its Applications',
Kluwer-Nijhoff
Publishing, 1985.

load

[7] J. Kacprzyk
and
S.A.
Orlovski,
'Optimization
Models Using Fuzzy Sets and
Possibility Theory',
D.
Reidel
Publishing Company,
1987.

POWER

lD90
1060

---- FORECASTED

LOAD (Lo)

[8] R.E. Bellman and

L.A.
Zadeh. 'Decision Making in
a
Fuzzy
Environment',
Management Science. Vo1.17.
pp bI141-b-164, 1970.

DISPATCHED GENERATION

1
STAGE'
1

Fig.5. Fuzzy Dynamic Economic Load Dispatching

315

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